Data Dictionary
Item Number N815
NON-MODELED SECURITIZATIONCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| CACAN815 | 2014-09-30 | 2017-06-30 | Yes | FR Y-14A |
| CACGN815 | 2014-09-30 | 2017-06-30 | Yes | FR Y-14A |
| CASAN815 | 2013-09-30 | 2019-12-31 | Yes | FR Y-14A |
| CASGN815 | 2013-09-30 | 2015-12-31 | Yes | FR Y-14A |
| CASSN815 | 2014-09-30 | 2015-12-31 | Yes | FR Y-14A |
| CBPAN815 | 2015-12-31 | 2019-12-31 | Yes | FR Y-14A |
| CBPGN815 | 2015-12-31 | 2015-12-31 | Yes | FR Y-14A |
| CBPPN815 | 2015-12-31 | 2015-12-31 | Yes | FR Y-14A |
| CPSAN815 | 2013-09-30 | 2019-12-31 | Yes | FR Y-14A |
| CPSGN815 | 2013-09-30 | 2015-12-31 | Yes | FR Y-14A |
| CPSSN815 | 2014-09-30 | 2015-12-31 | Yes | FR Y-14A |
| CQACN815 | 2013-09-30 | 2014-06-30 | Yes | FR Y-14Q |
| CQCAN815 | 2014-06-30 | 2019-09-30 | Yes | FR Y-14Q |
| CQCCN815 | 2014-06-30 | 2019-09-30 | Yes | FR Y-14Q |
| CQCGN815 | 2014-06-30 | 2019-09-30 | Yes | FR Y-14Q |
Data Description:
This item is a shaded cell and is derived from the maximum of items 48 and 49. The capital charge (or RWA equivalent) for non-modeled traded securitization, including securitization positions that are not correlation trading positions and non-modeled correlation trading positions, is the larger of the net long and net short positions. For purposes of CCAR submission, traded securitization exposures subject to a 1250% risk weight or the equivalent of a deduction should be captured here by including values in lines 48 and 49.