Data Dictionary
Item Number G405
NOTIONAL AMOUNTS BY REGULATORY CAPITAL TREATMENT: ALL OTHER POSITIONS: PURCHASED PROTECTION THAT IS NOT RECOGNIZED AS A GUARANTEE FOR REGULATORY CAPITAL PURPOSESCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| BHCKG405 | 2009-06-30 | 9999-12-31 | No | FR Y-9C |
| RCFDG405 | 2009-06-30 | 9999-12-31 | No | FFIEC 031 |
| RCONG405 | 2009-06-30 | 9999-12-31 | No | FFIEC 041 |
Data Description:
Report the notional amount of credit derivative contracts where the bank is the protection purchaser (beneficiary) and the protection is not recognized as a guarantee for regulatory capital purposes. The credit derivative contracts to be reported in this item are limited to those providing purchased protection where the protection is not being used to hedge an underlying position or where the "hedging" credit derivative contract does not meet the criteria for recognition as a guarantee under the regulatory capital standards of the bank's primary federal regulator. These "naked" purchased protection positions sometimes arise when a bank has sold the asset that was being hedged by the credit derivative contract while retaining the credit derivative contract.
FFIEC 031 Schedule RC-L LineItem 7.c.(2)(c).
FFIEC 041 Schedule RC-L LineItem 7.c.(2)(c).