Board of Governors of the Federal Reserve System

Data Dictionary

Item Number A000

Call confidentiality applies to FFIEC 031/041.

Data Description:

Includes the notional amount or par value of equity derivative contracts with a remaining maturity of one year or less that are subject to risk-based capital requirements. (See item 3809.)

For purposes of determining the credit equivalent amount to be reported in item A167 (reported in Schedule HC-I, Part II for the FR Y-9C report), the notional principal amount is multiplied by the appropriate credit conversion factor as follows: (1) 6.0% for contracts with a remaining maturity of one year or less; (2) 8.0% for contracts with a remaining maturity of over one year to five years, and (3) 10.0% for contracts with a remaining maturity of over five years.

NOTE:

Reported on Schedule RC-R for the FFIEC 031, 032, 033 and 034 reports.

Reported on Schedule HC-R for the FR Y-9C (BHCK) report.

COMPARABILITY:

Prior to 3/31/01, reported on Schedule HC-I for the FR Y-9C report. Also reported on a consolidated basis only by the top-tier bank holding company when the total consolidated assets of the company are $150 million or more.

Prior to 3/31/96, the credit equivalent amount to be determined, was reported in items 6576 or 6608 for the FR Y-9C report.

For the UBPR series, the FDIC's Data Element name is H-EQCNT1YOL

This variable is used by the FDIC and OCC in the process to generate the UBPR in the Central Data Repository (CDR). The Board does NOT store this MDRM within the UBPR series tables in the Board's Financial Data Repository (FDR).

BAGR Original Variable name: EDLT1YR Formula:

EDLT1YR=IF DT ge 19950331 THEN EDLT1YR =RCFDA000/1000;