Data Dictionary
Item Number J213
COMMERCIAL MORTGAGE-BACKED SECURITIES: MARKET VALUECall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| SVGLJ213 | 2009-06-30 | 2011-12-31 | No | OTS 1313 |
Data Description:
COMMERCIAL MORTGAGE-BACKED SECURITIES, MARKET VALUE: CDOs, CLOs, and CMBSs are types of asset-backed securities and structured credit products. CDOs are constructed from a portfolio of fixed-income assets that are pooled together and passed on to different classes of owners. CLOs are structured from a portfolio of nonmortgage business loans that are pooled together and passed on to different classes of owners. CMBSs are structured from a portfolio of commercial mortgage loans that are pooled together and passed on to different classes of owners. The market values at the end of the reporting period for items LD755, LD765, and LD775 should be estimated by your institution for the current interest rate environment. The market value estimates should
be consistent across quarters.