Data Dictionary
Item Number N814
COMPREHENSIVE RISK CAPITAL REQUIREMENT (EXCLUDING NON-MODELED CORRELATION)Call confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| CASAN814 | 2013-09-30 | 2019-12-31 | Yes | FR Y-14A |
| CASGN814 | 2013-09-30 | 2015-12-31 | Yes | FR Y-14A |
| CASSN814 | 2014-09-30 | 9999-12-31 | Yes | FR Y-14A |
| CBPAN814 | 2015-12-31 | 2019-12-31 | Yes | FR Y-14A |
| CBPGN814 | 2015-12-31 | 2015-12-31 | Yes | FR Y-14A |
| CBPPN814 | 2015-12-31 | 9999-12-31 | Yes | FR Y-14A |
| CPSAN814 | 2013-09-30 | 2019-12-31 | Yes | FR Y-14A |
| CPSGN814 | 2013-09-30 | 2015-12-31 | Yes | FR Y-14A |
| CPSSN814 | 2014-09-30 | 9999-12-31 | Yes | FR Y-14A |
Data Description:
Report the greater of most recent comprehensive risk measure or average of comprehensive risk measures for the preceding 12 weeks. RWA equivalent for exposures in the correlation trading portfolio which are subject to the comprehensive risk measurement, inclusive of the application of the 8% surcharge based on the standardized measurement method.