Data Dictionary
Item Number 5957
RATE SHOCK +400 - MORTGAGE DERIVATIVE SECURITIESCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| SCMR5957 | 1993-03-31 | 2000-12-31 | Yes | OTS 1313 |
Data Description:
Includes the estimated aggregate market value of mortgage-derivative securities, shocked interest rate in basis points of plus 400.
NOTE:
This item is reported as confidential.