Data Dictionary
Item Number R492
STRESSED CVA INPUTS - STRESSED MARGINAL PD FR SCENARIO SEVERELY ADVERSECall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| CACBR492 | 2013-09-30 | 9999-12-31 | Yes | FR Y-14Q |
Data Description:
The unilateral marginal PD associated with the counterpartys stressed spread. PDs should not be conditioned on the survival of the BHC.