Data Dictionary

Item Number R500
STRESSED CVA INPUTS - STRESSED LGD PD BHC SCENARIO

Call confidentiality applies to FFIEC 031/041.

Series Start Date End Date Confidential? Reporting Forms
CACBR500 2013-09-30 9999-12-31 Yes FR Y-14Q

Data Description:

LGD used to calculate PD in the stressed scenario.

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Last update: Jun 01, 2026