Data Dictionary

Item Number G408
NOTIONAL AMOUNT OF SOLD CREDIT PROTECTION: INVESTMENT GRADE - WITH REMAINING MATURITY OF OVER FIVE YEARS

Call confidentiality applies to FFIEC 031/041.

Series Start Date End Date Confidential? Reporting Forms
BHCKG408 2009-06-30 9999-12-31 No FR Y-9C
RCFDG408 2009-06-30 9999-12-31 No FFIEC 031
RCONG408 2009-06-30 9999-12-31 No FFIEC 041

Data Description:

Report the remaining maturities of over five years of credit derivative contracts where the underlying reference asset is rated investment grade or, if not rated, is the equivalent of investment grade under the bank's internal credit rating system.

FFIEC 031 Schedule RC-L LineItem 7.d.(1)(a) col. C.
FFIEC 041 Schedule RC-L LineItem 7.d.(1)(a) col. C.

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Last update: May 10, 2024