Data Dictionary

Item Number R496
STRESSED CVA INPUTS - STRESSED LGD CVA FR SCENARIO ADVERSE

Call confidentiality applies to FFIEC 031/041.

Series Start Date End Date Confidential? Reporting Forms
CACBR496 2013-09-30 2019-09-30 Yes FR Y-14Q

Data Description:

LGD used to calculate CVA in the applicable stressed scenario.

Back to Top
Last update: Jun 11, 2026