Data Dictionary

Item Number Q451
CVA INPUTS - MARGINAL PD

Call 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

Back to Top
Last update: Jun 01, 2026