Data Dictionary
Item Number R499
STRESSED CVA INPUTS - STRESSED LGD PD FR SCENARIO ADVERSECall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| CACBR499 | 2013-09-30 | 2019-09-30 | Yes | FR Y-14Q |
Data Description:
LGD used to calculate PD in the stressed scenario.