Data Dictionary

Item Number R499
STRESSED CVA INPUTS - STRESSED LGD PD FR SCENARIO ADVERSE

Call 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.

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Last update: Jun 11, 2026