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Data Dictionary

Item Number G411

NOTIONAL AMOUNT OF SOLD CREDIT PROTECTION: SUBINVESTMENT GRADE - WITH REMAINING MATURITY OF OVER FIVE YEARS

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
BHCKG411	2009-06-30	9999-12-31	No	FR Y-9C
RCFDG411	2009-06-30	9999-12-31	No	FFIEC 031
RCONG411	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 below investment grade, i.e., subinvestment grade, or, if not rated, is the equivalent of below investment grade under the bank's internal credit rating system.

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

Last update: May 10, 2024