Data Dictionary
Item Number N816
NON-MODELED SECURITIZATION - NET LONGCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| CACAN816 | 2014-09-30 | 2017-06-30 | Yes | FR Y-14A |
| CACGN816 | 2014-09-30 | 2017-06-30 | Yes | FR Y-14A |
| CASAN816 | 2013-09-30 | 2019-12-31 | Yes | FR Y-14A |
| CASGN816 | 2013-09-30 | 2015-12-31 | Yes | FR Y-14A |
| CASSN816 | 2014-09-30 | 2015-12-31 | Yes | FR Y-14A |
| CBPAN816 | 2015-12-31 | 2019-12-31 | Yes | FR Y-14A |
| CBPGN816 | 2015-12-31 | 2015-12-31 | Yes | FR Y-14A |
| CBPPN816 | 2015-12-31 | 2015-12-31 | Yes | FR Y-14A |
| CPSAN816 | 2013-09-30 | 2019-12-31 | Yes | FR Y-14A |
| CPSGN816 | 2013-09-30 | 2015-12-31 | Yes | FR Y-14A |
| CPSSN816 | 2014-09-30 | 2015-12-31 | Yes | FR Y-14A |
| CQACN816 | 2013-09-30 | 2014-06-30 | Yes | FR Y-14Q |
| CQCAN816 | 2014-06-30 | 9999-12-31 | Yes | FR Y-14Q |
| CQCCN816 | 2014-06-30 | 9999-12-31 | Yes | FR Y-14Q |
| CQCGN816 | 2014-06-30 | 9999-12-31 | Yes | FR Y-14Q |
Data Description:
Report the RWA equivalent according to the standardized measurement method for net long non-modeled securitization exposures including nth-to-default credit derivatives. For purposes of CCAR submission, traded securitization exposures subject to a 1250% risk weight or the equivalent of a deduction should be included here.