Board of Governors of the Federal Reserve System

The Federal Reserve, the central bank of the United States, provides the nation with a safe, flexible, and stable monetary and financial system.

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Data Dictionary

Item Number G416

NOTIONAL AMOUNT OF PURCHASED CREDIT PROTECTION: SUBINVESTMENT GRADE - WITH REMAINING MATURITY OF OVER ONE YEAR THROUGH FIVE YEARS

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
BHCKG416	2009-06-30	9999-12-31	No	FR Y-9C
RCFDG416	2009-06-30	9999-12-31	No	FFIEC 031
RCONG416	2009-06-30	9999-12-31	No	FFIEC 041

Data Description:

Report the remaining maturities of over one through 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.(2)(b) col. B.
FFIEC 041 Schedule RC-L LineItem 7.d.(2)(b) col. B.

Last update: May 10, 2024