Board of Governors of the Federal Reserve System

The Federal Reserve, the central bank of the United States, provides the nation with a safe, flexible, and stable monetary and financial system.

Micro Data Reference Manual

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Data Dictionary

Item Number R487

STRESSED CVA INPUTS - STRESSED EE - FR SCENARIO & FR SPECIFICATION SEVERELY ADVERSE

Call confidentiality applies to FFIEC 031/041.

Series	Start Date	End Date	Confidential?	Reporting Forms
CACBR487	2013-09-30	9999-12-31	Yes	FR Y-14Q

Data Description:

Stressed EE calculated under the Federal Reserve FR shock scenario using the FR specification. Calculate the EE under the FR specification with a 10 day margin period of risk MPOR for all counterparties for which collateral is collected

Last update: Jun 01, 2026