Data Dictionary
Item Number C974
CREDIT DERIVATIVES: NOTIONAL AMOUNTS- OTHER CREDIT DERIVATIVES-GUARANTORCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BHCKC974 | 2006-03-31 | 9999-12-31 | No | FR Y-9C |
| RCFDC974 | 2006-03-31 | 9999-12-31 | No | FFIEC 031 |
| RCONC974 | 2006-03-31 | 9999-12-31 | No | FFIEC 041 |
| UBPRC974 | 2006-09-30 | 9999-12-31 | No |
Data Description:
Report the notional amount of all other credit derivatives for which the bank is the protection seller. Other credit derivatives consist of any credit derivatives not reportable as a credit default swap, a total return swap, or a credit option. Credit linked notes are cash securities and should not be reported as other credit derivatives.
NOTE:
Reported on Schedule RC-L for the FFIEC 031 & FFIEC 041 report.
Beginning in September 2008 reported on FFIEC 002.
UBPR DERIVATION - IF INST_FIN_REP_CDE = '31' AND REP_DTE >= '2006-03-31' THEN RCFDC974 ELSE IF INST_FIN_REP_CDE = '41' AND REP_DTE >= '2006-03-31' THEN RCONC974 END IF END IF
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).