1. Home
  2. Reporting Forms
  3. MRDM

Micro Data Reference Manual

Zip

Data Dictionary

You Searched For: AAAA

MDRM Item Start Date End Date Item Name Confidential? Reporting Forms
AAAA2170 2016-09-30 9999-12-31 TOTAL ASSETS No FFIEC 101
AAAA5310 2014-03-31 9999-12-31 ADJUSTED ALLOWANCES FOR CREDIT LOSSES IN TIER2 CAPITAL No FFIEC 101
AAAA7205 2014-03-31 9999-12-31 TOTAL RISK-BASED CAPITAL RATIO No FFIEC 101
AAAA7206 2014-03-31 9999-12-31 TIER 1 RISK-BASED CAPITAL RATIO No FFIEC 101
AAAA8274 2016-09-30 9999-12-31 TIER 1 CAPITAL ALLOWABLE UNDER THE RISK-BASED CAPITAL GUIDELINES No FFIEC 101
AAAAD956 2016-09-30 9999-12-31 TOTAL ON-BALANCE SHEET EXPOSURES (EXCLUDING ON-BALANCE SHEET ASSETS FOR REPO-STYLE TRANSACTIONS AND DERIVATIVE EXPOSURES, BUT INCLUDING CASH COLLATERAL RECEIVED IN DERIVATIVE TRANSACTIONS) No FFIEC 101
AAAAFS87 2016-09-30 9999-12-31 ADJUSTMENT FOR INVESTMENTS IN BANKING, FINANCIAL, INSURANCE, AND COMMERCIAL ENTITIES THAT ARE CONSOLIDATED FOR ACCOUNTING PURPOSES BUT OUTSIDE THE SCOPE OF REGULATORY CONSOLIDATION No FFIEC 101
AAAAFS88 2016-09-30 9999-12-31 ADJUSTMENT FOR DERIVATIVE TRANSACTIONS No FFIEC 101
AAAAFS89 2016-09-30 9999-12-31 ADJUSTMENT FOR REPO-STYLE TRANSACTIONS No FFIEC 101
AAAAFS90 2016-09-30 9999-12-31 ADJUSTMENT FOR OFF-BALANCE SHEET EXPOSURES No FFIEC 101
AAAAFS91 2016-09-30 9999-12-31 ADJUSTMENTS FOR DEDUCTIONS FROM TIER 1 CAPITAL No FFIEC 101
AAAAFS92 2016-09-30 9999-12-31 ADJUSTMENTS FOR FREQUENCY OF CALCULATIONS No FFIEC 101
AAAAFS93 2016-09-30 9999-12-31 HOLDING COMPANY SUBJECT TO ENHANCED SLR STANDARDS ONLY: LEVERAGE BUFFER No FFIEC 101
AAAAH012 2016-09-30 9999-12-31 OFF-BALANCE SHEET EXPOSURES AT GROSS NOTIONAL AMOUNTS No FFIEC 101
AAAAH013 2016-09-30 9999-12-31 LESS: ADJUSTMENTS FOR CONVERSION TO CREDIT EQUIVALENT AMOUNTS No FFIEC 101
AAAAH015 2016-09-30 9999-12-31 TOTAL LEVERAGE EXPOSURE No FFIEC 101
AAAAH036 2016-09-30 9999-12-31 ADVANCED APPROACHES ONLY: SUPPLEMENTENTARY LEVERAGE RATIO No FFIEC 101
AAAAJ173 2014-03-31 9999-12-31 TIER 2 CAPITAL - EXCESS OF ELIGIBLE CREDIT RESERVES OVER TOTAL EXPECTED CREDIT LOSSES (UP TO 0.60 PERCENT OF CREDIT RISK-WEIGHTED ASSETS) No FFIEC 101
AAAAJ183 2014-03-31 9999-12-31 ELIGIBLE CREDIT RESERVES. No FFIEC 101
AAAALB41 2020-03-31 9999-12-31 Adjustments for deductions of qualifying central bank deposits for custodial banking organizations Yes FFIEC 101
AAAALB42 2020-03-31 9999-12-31 Deductions of qualifying central bank deposits deductions from total on-balance sheet exposures for custodial banking organizations Yes FFIEC 101
AAAAM334 2016-09-30 9999-12-31 ON-BALANCE SHEET ITEMS: SECURITIES FINANCING TRANSACTIONS: SECURITIES FINANCING TRANSACTIONS, GROSS No FFIEC 101
AAAAM337 2016-09-30 9999-12-31 ON-BALANCE SHEET ITEMS: DERIVATIVES: DERIVATIVE EXPOSURES WITH A NET POSITIVE FAIR VALUE No FFIEC 101
AAAAM339 2016-09-30 9999-12-31 DERIVATIVES AND OFF-BALANCE SHEET ITEMS: POTENTIAL FUTURE EXPOSURE OF DERIVATIVE CONTRACTS No FFIEC 101
AAAAM340 2016-09-30 9999-12-31 DERIVATIVES AND OFF-BALANCE SHEET ITEMS: CREDIT DERIVATIVES: NOTIONAL AMOUNT OF CREDIT DERIVATIVES SOLD No FFIEC 101
AAAAM349 2016-09-30 9999-12-31 REGULATORY ADJUSTMENTS No FFIEC 101
AAAAN507 2016-09-30 9999-12-31 DERIVATIVES AND OFF-BALANCE-SHEET ITEMS: COUNTERPARTY RISK EXPOSURES: COUNTERPARTY EXPOSURE OF SFTS No FFIEC 101
AAAAP793 2014-03-31 9999-12-31 COMMON EQUITY TIER 1 CAPITAL RATIO No FFIEC 101
AAAAP886 2014-03-31 9999-12-31 EXPECTED CREDIT LOSS THAT EXCEEDS ELIGIBLE CREDIT RESERVES No FFIEC 101
AAAAP911 2014-03-31 9999-12-31 TOTAL ALLOWANCE FOR LOAN AND LEASE LOSSES (ALLL) UNDER THE STANDARDIZED APPROACH No FFIEC 101
AAAAY822 2016-09-30 9999-12-31 DERIVATIVE EXPOSURES: GROSS-UP FOR DERIVATIVES COLLATERAL No FFIEC 101
AAAAY823 2016-09-30 9999-12-31 DERIVATIVE EXPOSURES: CASH VARIATION MARGIN INCLUDED AS AN ON-BALANCE SHEET RECEIVABLE No FFIEC 101
AAAAY824 2016-09-30 9999-12-31 DERIVATIVE EXPOSURES: EXEMPTED CENTRAL COUNTERPARTY LEGS OF CLIENTS-CLEARED TRANSACTIONS INCLUDED IN ITEM 3(A) No FFIEC 101
AAAAY825 2016-09-30 9999-12-31 DERIVATIVE EXPOSURES: EFFECTIVE NOTIONAL AMOUNT OFFSETS AND PFE ADJUSTMENTS FOR SOLD CREDIT PROTECTION No FFIEC 101
AAAAY826 2016-09-30 9999-12-31 DERIVATIVE EXPOSURES: TOTAL DERIVATIVE EXPOSURES (SUM OF ITEMS 1.A THROUGH 1.D, MINUS THE SUM OF ITEMS 1.E THROUGH 1.G) No FFIEC 101
AAAAY827 2016-09-30 9999-12-31 SECURITIES FINANCING TRANSACTION (SFT) EXPOSURES: SFT INDEMNIFICATION AND OTHER AGENT-RELATED EXPOSURES No FFIEC 101
AAAAY828 2016-09-30 9999-12-31 SECURITIES FINANCING TRANSACTION (SFT) EXPOSURES: GROSS VALUE OF OFFSETTING CASH PAYABLES No FFIEC 101
AAAAY829 2016-09-30 9999-12-31 SECURITIES FINANCING TRANSACTION (SFT) EXPOSURES: TOTAL SFT EXPOSURES (SUM OF ITEMS 2.A THROUGH 2.C, MINUS ITEM 2.D) No FFIEC 101
AAAAY830 2016-09-30 9999-12-31 OTHER ON-BALANCE SHEET EXPOSURES: OTHER ON-BALANCE SHEET ASSETS No FFIEC 101
AAAAY831 2016-09-30 9999-12-31 OTHER OFF-BALANCE SHEET EXPOSURES: CREDIT EXPOSURE EQUIVALENT OF OTHER OFF-BALANCE SHEET ITEMS (SUM OF 0.1 TIMES ITEM 4.A, 0.2 TIMES ITEM 4.B, 0.5 TIMES ITEM 4.C, AND ITEM 4.D) No FFIEC 101

Glossary File:
Savings associations should report risk-based capital numerator and ratio information on Schedule A - ADVANCED RISK-BASED CAPITAL (Calculation of Numerator and Ratios for Savings Associations). Banks and bank holding companies must report risk-based capital numerator and ratio items on Schedule A - Advanced Risk Based Capital (Calculation of Numerator and Ratios for Banks and Bank Holding Companies). See Part 1 of this section for instructions to this schedule.

General Instructions

Definitions. Apply the definitions provided in the final rule for the following terms: (1) eligible credit reserves; (2) expected credit losses; (3) tier 2 carryover; (4) gain-on-sale; (5) credit risk weighted assets; (6) tier 1 capital; (7) tier 2 capital; (8) total risk-weighted assets; and (9) total qualifying capital.

FFIEC 101 Schedule and Mnemonic Summary

Schedule A Part 1          AAAB          ADVANCED RISK-BASED CAPITAL Part 1: Risk-Based Capital Numerator and Ratios for Banks and Bank Holding Companies

Schedule A Part 2          AAAT          ADVANCED RISK-BASED CAPITAL Part 2: Risk-Based Capital Numerator and Ratios for Savings Associations

Schedule B           AABX          Summary Risk-Weighted Asset Information for Banks Approved to Use Advanced Internal Ratings-Based and Advanced Measurement Approaches for Regulatory Capital Purposes

Schedule C          AACX          Wholesale Exposure - Corporate
Schedule D          AADX          Wholesale Exposure - Bank
Schedule E          AAEX          Wholesale Exposure - Soverign
Schedule F          AAFX          Wholesale Exposure - Income Producing Real Estate (IPRE)
Schedule G          AAGX          Wholesale Exposure - High Volatility Commercial Real Estate (HVCRE)
Schedule H          AAHX          Wholesale Exposure - Eligible Margin Loans, Repo-Style Transactions and OTC Derivatives WITH CROSS-PRODUCT NETTING
Schedule I          AAIX          Wholesale Exposure - Eligible Margin Loans, Repo-Style Transactions No CROSS-PRODUCT NETTING
Schedule J          AAJX          Wholesale Exposure - OTC Derivatives; No CROSS-PRODUCT NETTING
Schedule K          AAKX          Retail Exposure - Residential Mortgage - Closed-end First Lien Exposures
Schedule L          AALX          Retail Exposure - Residential Mortgage - Closed-end Junior Lien Exposures
Schedule M          AAMX          Retail Exposure - Residential Mortgage - Revolving Exposures
Schedule N          AANX          Retail Exposure - Residential Mortgage - Qualifying Revolving Exposures
Schedule O          AAOX          Retail Exposure - Residential Mortgage - Other Retail Exposures
Schedule P          AAPX          Securitization Exposures Subject to the Ratings-Based or Internal Assessment Approaches
Schedule Q          AAQX          Securitization Detail Schedule
Schedule R          AARX          Equity Exposures
Schedule S          AASA          Operational Risk

AACX - Report all Wholesale Exposures - Corporate, which include all wholesale exposures as defined in the final rule, except those which are to be specifically included in the Wholesale Exposures - Bank (Schedule D), Wholesale Exposures - Sovereign (Schedule E), Wholesale Exposures - Income Producing Real Estate (Schedule F), Wholesale Exposures - High Volatility Commercial Real Estate (Schedule G), or Wholesale - Exposures - Eligible Margin Loans, Repo-Style Transactions, or OTC Derivatives (Schedules H through I). Include in this schedule government-related entities whose exposures do not have the full faith and credit support of a sovereign such as the Federal Home Loan Bank or the Federal Agricultural Mortgage Corporation.   

AADX - Report all Wholesale Exposures - Bank. For this schedule, Bank includes the following entities: (1) banks and depository institutions as defined in the Glossary of the Reports of Condition and Income under the following headings: Banks, U.S. and Foreign; and Depository Institutions in the U.S.; (2) securities firms; and (3) multi-lateral development banks that do not have full faith and credit backing of sovereign entities.   

AAEX - Report all Wholesale Exposures - Sovereign (Sovereign exposures)   

AAFX - IPRE includes exposures that finance the acquisition, development, or construction (ADC) of one-to-four family residential properties, or commercial real estate projects that are not defined as HVCRE as well as permanent financing of commercial real estate and apartment buildings.   

AAGX - Report all Wholesale Exposures - High Volatility Commercial Real Estate (HVCRE)   

AAHX - Report all eligible margin loans, repo-style transactions and OTC derivatives positions that are subject to a qualifying cross-product master netting agreement. Exposures that are not covered by qualifying cross-product master netting agreements are reported separately.   

AAIX - Report all eligible margin loans and repo-style transactions that are NOT subject to a qualifying cross-product master netting agreement.   

AAJX - Report all OTC derivative positions which are NOT subject to a qualifying cross-product master netting agreement.   

AAKX - Report all residential mortgage exposures that (1) are secured by first liens, and (2) are not revolving.   

AALX - Report all residential mortgage exposures that (1) are secured by liens subordinate to any other lien, and (2) are not revolving.   

AAMX - Report all residential mortgage exposures that are revolving.

AANX - Report all qualifying revolving exposures.

AAOX - Report other retail exposures

Banks and bank holding companies must report risk-based capital numerator and ratio items on Schedule A - Advanced Risk Based Capital (Calculation of Numerator and Ratios for Banks and Bank Holding Companies).

Definitions. Apply the definitions provided in the final rule for the following terms: (1) eligible credit reserves; (2) expected credit losses (ECL); (3) gain-on-sale; (4) credit risk weighted assets; (5) tier 1 capital; (6) tier 2 capital; (7) total risk-weighted assets; and (8) total qualifying capital.

Tier 2 carryover is any amount deductible from tier 2 capital that exceeds the banking organization's actual tier 2 capital.

Schedule R for purposes of these reporting instructions refers to Schedule RC-R of the FFIEC 031 and 041 bank Call Report, and Schedule HC-R of the BHC FR Y-9C report.

Advanced Approaches Regulatory Capital
Back to Top
Last update: May 10, 2024