Data Dictionary
Item Number Q451
CVA INPUTS - MARGINAL PDCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| CACBQ451 | 2013-09-30 | 9999-12-31 | Yes | FR Y-14Q |
Data Description:
Value provided should be the interpolated unilateral marginal PD for each time bucket between time t and t-1. For most BHCs