Data Dictionary

Item Number P799
CVA INPUTS - EE - BHC SPECIFICATION

Call 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

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Last update: Jun 11, 2026