Data Dictionary
Item Number R498
STRESSED CVA INPUTS - STRESSED LGD PD FR SCENARIO SEVERELY ADVERSECall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| CACBR498 | 2013-09-30 | 9999-12-31 | Yes | FR Y-14Q |
Data Description:
LGD used to calculate PD in the stressed scenario.