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AABG is a Confidential Series

MDRM Item Start Date End Date Item Name Reporting Forms
AABGA223 2014-03-31 9999-12-31 RISK-WEIGHTED ASSETS (NET OF ALLOWANCES AND OTHER DEDUCTIONS) FFIEC 101
AABGJ124 2008-03-31 9999-12-31 WHOLESALE EXPOSURES: CORPORATE FFIEC 101
AABGJ125 2008-03-31 9999-12-31 WHOLESALE EXPOSURES: BANK FFIEC 101
AABGJ126 2008-03-31 9999-12-31 WHOLESALE EXPOSURES: SOVEREIGN FFIEC 101
AABGJ127 2008-03-31 9999-12-31 WHOLESALE EXPOSURES INCOME-PRODUCING REAL ESTATE FFIEC 101
AABGJ128 2008-03-31 9999-12-31 WHOLESALE EXPOSURES; HIGH-VOLATILITY COMMERCIAL REAL ESTATE FFIEC 101
AABGJ129 2008-03-31 9999-12-31 WHOLESALE EXPOSURES: ELIGIBLE MARGIN LOANS, REPO-STYLE TRANSACTIONS AND OTC DERIVATIVES WITH CROSS-PRODUCT NETTING - EAD ADJUSTMENT METHOD FFIEC 101
AABGJ130 2008-03-31 9999-12-31 ELIGIBLE MARGIN LOANS, REPO-STYLE TRANSACTIONS AND OTC DERIVATIVES WITH CROSS-PRODUCT NETTING - COLLATERAL REFLECTED IN LGD FFIEC 101
AABGJ131 2008-03-31 9999-12-31 ELIGIBLE MARGIN LOANS, REPO-STYLE TRANSACTIONS -- NO CROSS-PRODUCT NETTING - EAD ADJUSTMENT METHOD FFIEC 101
AABGJ132 2008-03-31 9999-12-31 ELIGIBLE MARGIN LOANS, REPO-STYLE TRANSACTIONS -- NO CROSS-PRODUCT NETTING - COLLATERAL REFLECTED IN LGD FFIEC 101
AABGJ133 2008-03-31 9999-12-31 OTC DERIVATIVES - NO CROSS-PRODUCT NETTING - EAD ADJUSTMENT METHOD FFIEC 101
AABGJ134 2008-03-31 9999-12-31 OTC DERIVATIVES - NO CROSS-PRODUCT NETTING - COLLATERAL REFLECTED IN LGD FFIEC 101
AABGJ135 2008-03-31 9999-12-31 RETAIL EXPOSURES; RESIDENTIAL MORTGAGE - CLOSED-END FIRST LIEN EXPOSURES FFIEC 101
AABGJ136 2008-03-31 9999-12-31 RETAIL EXPOSURES; RESIDENTIAL MORTGAGE - CLOSED-END JUNIOR LIEN EXPOSURES FFIEC 101
AABGJ137 2008-03-31 9999-12-31 RETAIL EXPOSURES; RESIDENTIAL MORTGAGE - REVOLVING EXPOSURES FFIEC 101
AABGJ138 2008-03-31 9999-12-31 RETAIL EXPOSURES; QUALIFYING REVOLVING EXPOSURES FFIEC 101
AABGJ139 2008-03-31 9999-12-31 RETAIL EXPOSURES; OTHER RETAIL EXPOSURES FFIEC 101
AABGJ140 2008-03-31 2013-12-31 SECURITIZATION EXPOSURES; SUBJECT TO RATINGS-BASED APPROACH FFIEC 101
AABGJ141 2008-03-31 2013-12-31 SECURITIZATION EXPOSURES; SUBJECT TO INTERNAL ASSESSMENT APPROACH FFIEC 101
AABGJ142 2008-03-31 9999-12-31 SECURITIZATION EXPOSURES; SUBJECT TO THE SUPERVISORY FORMULA APPROACH FFIEC 101
AABGJ143 2008-03-31 2013-12-31 SECURITIZATION EXPOSURES; INVESTORS INTEREST IN SECURITIZATIONS FFIEC 101
AABGJ144 2008-03-31 9999-12-31 EQUITY EXPOSURES; SIMPLE RISK WEIGHT METHOD FFIEC 101
AABGJ145 2008-03-31 9999-12-31 EQUITY EXPOSURES: FULL INTERNAL MODELS APPROACH FFIEC 101
AABGJ146 2008-03-31 9999-12-31 EQUITY EXPOSURES; PARTIAL INTERNAL MODELS, PARTIAL SIMPLE RISK WEIGHT METHOD FFIEC 101
AABGJ147 2008-03-31 9999-12-31 OTHER ASSETS; UNSETTLED TRANSACTIONS FFIEC 101
AABGJ148 2008-03-31 9999-12-31 OTHER ASSETS; ASSETS NOT INCLUDED IN A DEFINED EXPOSURE CATEGORY FFIEC 101
AABGJ149 2008-03-31 9999-12-31 OTHER ASSETS: NON-MATERIAL PORTFOLIOS OF EXPOSURES FFIEC 101
AABGJ150 2008-03-31 9999-12-31 SUM COLUMN G FFIEC 101
AABGJ151 2008-03-31 9999-12-31 TOTAL CREDIT RISK WEIGHTED ASSETS FFIEC 101
AABGJ152 2008-03-31 9999-12-31 EXCESS ELIGIBLE CREDIT RESERVES NOT INCLUDED IN TIER 2 CAPITAL FFIEC 101
AABGJ153 2008-03-31 9999-12-31 MARKET RISK EQUIVALENT ASSETS FFIEC 101
AABGJ154 2008-03-31 9999-12-31 OPERATIONAL RISK FFIEC 101
AABGJ155 2008-03-31 2013-12-31 TOTAL RISK WEIGHTED ASSETS FFIEC 101
AABGJ198 2008-03-31 9999-12-31 ASSETS SUBJECT TO THE GENERAL RISK-BASED CAPITAL (RBC) REQUIREMENTS FFIEC 101
AABGP920 2014-03-31 9999-12-31 SECURITIZATION EXPOSURES SUBJECT TO SIMPLIFIED SUPERVISORY FORMULA APPROACH FFIEC 101
AABGP921 2014-03-31 9999-12-31 SECURITIZATION EXPOSURES SUBJECT TO 1,250% RISK WEIGHT FFIEC 101
AABGP922 2014-03-31 9999-12-31 CLEARED TRANSACTIONS DERIVATIVE CONTRACTS AND NETTING SETS TO DERIVATIVES FFIEC 101
AABGP923 2014-03-31 9999-12-31 CLEARED TRANSACTIONS REPO-STYLE TRANSACTIONS FFIEC 101
AABGP924 2014-03-31 9999-12-31 CLEARED TRANSACTIONS DEFAULT FUND CONTRIBUTIONS FFIEC 101
AABGP925 2014-03-31 9999-12-31 CREDIT VALUATION ADJUSTMENTS: SIMPLE FFIEC 101
AABGP926 2014-03-31 9999-12-31 CREDIT VALUATION ADJUSTMENTS: ADVANCED FFIEC 101

Glossary File:
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.

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

Advanced Approaches Regulatory Capital
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Last update: Aug 03, 2026