Data Dictionary
Item Number R493
STRESSED CVA INPUTS - STRESSED MARGINAL PD FR SCENARIO ADVERSECall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| CACBR493 | 2013-09-30 | 2019-09-30 | 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.