Data Dictionary
Item Number G347
ASSET-BACKED SECURITIES AND STRUCTURED FINANCIAL PRODUCTS: STRUCTURED FINANCIAL PRODUCTS: HYBRID - AVAILABLE-FOR-SALE FAIR VALUECall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BHCKG347 | 2009-06-30 | 2018-03-31 | No | FR Y-9C |
| RCFDG347 | 2009-06-30 | 2018-03-31 | No | FFIEC 031 |
| RCONG347 | 2009-06-30 | 2018-03-31 | No | Multiple Forms |
Data Description:
Report Available-for-sale fair value of structured financial products that are Hybrid instruments. Structured financial products generally convert a pool of assets (such as whole loans, securitized assets, and bonds) and other exposures (such as derivatives) into products that are tradable capital market debt instruments. Some of the more complex financial product structures mix asset classes in order to create investment products that diversify risk. One of the more common structured financial products is referred to as a collateralized debt obligation (CDO). Other products include synthetic structured financial products (such as synthetic CDOs) that use credit derivatives and a reference pool of assets, hybrid structured products that mix cash and synthetic instruments, collateralized bond obligations (CBOs), resecuritizations such as CDOs squared or cubed (which are CDOs backed primarily by the tranches of other CDOs), and other similar structured financial products. A hybrid instrument means that the instrument is a mix of both cash and synthetic instruments. FFIEC 031 Schedule RC-B LineItem 5.b.(3) col D. FFIEC 041 Schedule RC-B LineItem 5.b.(3) col D.