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Data Dictionary

Item Number N812

STRESSED VAR-BASED CAPITAL REQUIREMENT

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
CASAN812	2013-09-30	2019-12-31	Yes	FR Y-14A
CASGN812	2013-09-30	2015-12-31	Yes	FR Y-14A
CASSN812	2014-09-30	9999-12-31	Yes	FR Y-14A
CBPAN812	2015-12-31	2019-12-31	Yes	FR Y-14A
CBPGN812	2015-12-31	2015-12-31	Yes	FR Y-14A
CBPPN812	2015-12-31	9999-12-31	Yes	FR Y-14A
CPSAN812	2013-09-30	2019-12-31	Yes	FR Y-14A
CPSGN812	2013-09-30	2015-12-31	Yes	FR Y-14A
CPSSN812	2014-09-30	9999-12-31	Yes	FR Y-14A

Data Description:

Report the greater of most recent stressed VaR-based measure or average of stressed VaR-based measures for the preceding 12 weeks with applicable multiplication factor. Stressed VaR-based measure should be inclusive of all sources of risks that are included in the stressed VaR calculation.

Last update: Sep 03, 2026