Data Dictionary
Item Number P212
CORRELATION TRADING: STANDARDIZED MEASUREMENT METHOD (100%) FOR EXPOSURES SUBJECT TO COMPREHENSIVE RISK MEASUREMENT (CRM) - NET LONGCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| CACAP212 | 2014-09-30 | 2017-06-30 | Yes | FR Y-14A |
| CACGP212 | 2014-09-30 | 2017-06-30 | Yes | FR Y-14A |
| CQACP212 | 2013-09-30 | 2014-06-30 | Yes | FR Y-14Q |
| CQCAP212 | 2014-06-30 | 2019-09-30 | Yes | FR Y-14Q |
| CQCCP212 | 2014-06-30 | 2019-09-30 | Yes | FR Y-14Q |
| CQCGP212 | 2013-09-30 | 2019-09-30 | Yes | FR Y-14Q |
Data Description:
100% of the risk-weighted asset (RWA) equivalent according to the standardized measurement method for net long exposures in the correlation trading portfolio which are subject to the comprehensive risk measurement.