Data Dictionary
Item Number P799
CVA INPUTS - EE - BHC SPECIFICATIONCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| CACBP799 | 2013-09-30 | 9999-12-31 | Yes | FR Y-14Q |
Data Description:
The unstressed EE metric used to calculate CVA for each tenor bucket. Along each simulation path