Data Dictionary

Item Number Q667
CVA INPUTS - LGD CVA

Call confidentiality applies to FFIEC 031/041.

Series Start Date End Date Confidential? Reporting Forms
CACBQ667 2013-09-30 9999-12-31 Yes FR Y-14Q

Data Description:

Loss Given Default 1-Recovery Rate used to calculate CVA.

Back to Top
Last update: Jun 11, 2026