Data Dictionary
Item Number Q156
AVERAGE FOREIGN DEPOSIT REPRICING BETA IN A 'NORMAL ENVIRONMENT' - NEW DOMESTIC BUSINESS PRICING FOR TIME DEPOSITS - CURVE (IF MULTIPLE TERMS ASSUMED)Call confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| CPSNQ156 | 2013-09-30 | 2019-12-31 | Yes | FR Y-14A |
Data Description:
Report the primary reference curve used by the firm for pricing time deposits. If more than one curve for the pricing of time deposits is used, the curve used to price the majority of the time deposits should be noted on the schedule and additional pricing information should be provided in the supplementary information. If the institution only assumes a single maturity term for new issuance, then the institution should provide the relative index (line item 88B) and spread used to estimate new business pricing in lieu of the curve (line item 88C). The term ¡°curve¡± refers to the reference rate used to price time deposits. Given that the pricing of time deposits is dependent on the term, the institution should provide the overall curve used to price time deposits.