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 K673

AMOUNT OF THE INSTITUTION'S LARGEST COUNTERPARTY EXPOSURE

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
RCFDK673	2011-06-30	9999-12-31	Yes	FFIEC 031
RCONK673	2011-06-30	9999-12-31	Yes	FFIEC 041

Data Description:

Report the amount of total exposure to the counterparty to which the institution has the largest total counterparty exposure.

Counterparty exposure is equal to the sum of (1) the exposure at default (EAD) associated with derivatives trading and securities financing transactions (SFTs) and (2) the gross lending exposure (including all unfunded commitments) for each counterparty or borrower at the consolidated entity level of the counterparty.

Exclude all counterparty exposure to the U.S. Government and departments or agencies of the U.S. Government that are backed by the full faith and credit of the United States.

Last update: May 10, 2024