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 N510

TRADING AND AFS SECURITIES THAT MEET THE DEFINITION OF LEVEL 1 ASSETS

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
RISIN510	2020-06-30	9999-12-31	No	FR Y-15
RISKN510	2013-12-31	2014-09-30	Yes	FR Y-15
RISKN510	2014-12-31	9999-12-31	No	FR Y-15
RISON510	2020-06-30	9999-12-31	No	FR Y-15

Data Description:

Report the fair value of all trading and AFS securities that qualify as Level 1 assets according to paragraphs 50(c), 50(d) and 50(e) of the Basel III liquidity coverage ratio (LCR) (see Basel III: The Liquidity Coverage Ratio and liquidity risk monitoring tools, available at www.bis.org/publ/bcbs238.pdf). Include qualifying securities even if they do not fulfill the LCR operational requirements outlined in paragraphs 31-40.

Last update: May 17, 2024