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 N811

VAR-BASED CAPITAL REQUIREMENT

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
CASAN811	2013-09-30	2019-12-31	Yes	FR Y-14A
CASGN811	2013-09-30	2015-12-31	Yes	FR Y-14A
CASSN811	2014-09-30	9999-12-31	Yes	FR Y-14A
CBPAN811	2015-12-31	2019-12-31	Yes	FR Y-14A
CBPGN811	2015-12-31	2015-12-31	Yes	FR Y-14A
CBPPN811	2015-12-31	9999-12-31	Yes	FR Y-14A
CPSAN811	2013-09-30	2019-12-31	Yes	FR Y-14A
CPSGN811	2013-09-30	2015-12-31	Yes	FR Y-14A
CPSSN811	2014-09-30	9999-12-31	Yes	FR Y-14A

Data Description:

Report the greater of previous day's VaR-based measure or average of daily VaR-based measure for each of the preceding 60 business days with applicable multiplication factor. VaR-based measure should be inclusive of all sources of risks that are included in the VaR calculation.

Last update: Sep 03, 2026