Data Dictionary
Item Number N817
NON-MODELED SECURITIZATION - NET SHORTCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| CACAN817 | 2014-09-30 | 2017-06-30 | Yes | FR Y-14A |
| CACGN817 | 2014-09-30 | 2017-06-30 | Yes | FR Y-14A |
| CASAN817 | 2013-09-30 | 2019-12-31 | Yes | FR Y-14A |
| CASGN817 | 2013-09-30 | 2015-12-31 | Yes | FR Y-14A |
| CASSN817 | 2014-09-30 | 2015-12-31 | Yes | FR Y-14A |
| CBPAN817 | 2015-12-31 | 2019-12-31 | Yes | FR Y-14A |
| CBPGN817 | 2015-12-31 | 2015-12-31 | Yes | FR Y-14A |
| CBPPN817 | 2015-12-31 | 2015-12-31 | Yes | FR Y-14A |
| CPSAN817 | 2013-09-30 | 2019-12-31 | Yes | FR Y-14A |
| CPSGN817 | 2013-09-30 | 2015-12-31 | Yes | FR Y-14A |
| CPSSN817 | 2014-09-30 | 2015-12-31 | Yes | FR Y-14A |
| CQACN817 | 2013-09-30 | 2014-06-30 | Yes | FR Y-14Q |
| CQCAN817 | 2014-06-30 | 9999-12-31 | Yes | FR Y-14Q |
| CQCCN817 | 2014-06-30 | 9999-12-31 | Yes | FR Y-14Q |
| CQCGN817 | 2014-06-30 | 9999-12-31 | Yes | FR Y-14Q |
Data Description:
Report the RWA equivalent according to the standardized measurement method for net short 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.