Data Dictionary
You Searched For: CACG
CACG is a Confidential Series
| MDRM Item | Start Date | End Date | Item Name | Reporting Forms |
|---|---|---|---|---|
| CACG0010 | 2014-09-30 | 2017-06-30 | CASH AND BALANCES DUE FROM DEPOSITORY INSTITUTIONS | FR Y-14A |
| CACG1754 | 2014-09-30 | 2017-06-30 | HELD-TO-MATURITY SECURITIES, TOTAL | FR Y-14A |
| CACG1773 | 2014-09-30 | 2017-06-30 | Available-for-sale debt securities (from Schedule RC-B, column D) | FR Y-14A |
| CACG3128 | 2014-09-30 | 2017-06-30 | ALLOCATED TRANSFER RISK RESERVES | FR Y-14A |
| CACG3411 | 2014-09-30 | 2017-06-30 | COMMERCIAL AND SIMILAR LETTERS OF CREDIT | FR Y-14A |
| CACG3545 | 2014-09-30 | 2017-06-30 | TRADING ASSETS, TOTAL | FR Y-14A |
| CACG6570 | 2014-09-30 | 2017-06-30 | PERFORMANCE STANDBY LETTERS OF CREDIT - AMOUNTS CONVERTED AT 50% | FR Y-14A |
| CACG6572 | 2014-09-30 | 2017-06-30 | COMMITMENTS TO EXTEND CREDIT IN THE FORM OF LOANS OR LEASES, TO PURCHASE ASSETS, OR TO PARTICIPATE IN LOANS OR LEASES WITH AN ORIGINAL MATURITY EXCEEDING ONE YEAR, NET OF COMMITMENTS CONVEYED TO U.S. DEPOSITORY INSTITUTIONS - AMOUNTS CONVERTED AT 50% | FR Y-14A |
| CACGA222 | 2014-09-30 | 2017-06-30 | EXCESS ALLOWANCE FOR LOAN AND LEASE LOSSES | FR Y-14A |
| CACGA223 | 2014-09-30 | 2017-06-30 | RISK-WEIGHTED ASSETS (NET OF ALLOWANCES AND OTHER DEDUCTIONS) | FR Y-14A |
| CACGA250 | 2014-09-30 | 2017-06-30 | AMOUNT OF RETAINED RECOURSE ON THESE OBLIGATIONS (SBOS) AS OF THE REPORT DATE | FR Y-14A |
| CACGB546 | 2014-09-30 | 2017-06-30 | FINANCIAL STANDBY LETTERS OF CREDIT - FACE VALUE OR NOTIONAL AMOUNT | FR Y-14A |
| CACGB639 | 2014-09-30 | 2017-06-30 | OTHER ASSETS - TOTALS | FR Y-14A |
| CACGB681 | 2014-09-30 | 2017-06-30 | ALL OTHER OFF-BALANCE SHEET LIABILITIES | FR Y-14A |
| CACGC225 | 2014-09-30 | 2017-06-30 | FEDERAL FUNDS SOLD AND SECURITIES PURCHASED UNDER AGREEMENTS TO RESELL | FR Y-14A |
| CACGD954 | 2014-09-30 | 2017-06-30 | PARTIALLY CONSOLIDATED CHECK BOX | FR Y-14A |
| CACGG591 | 2014-09-30 | 2017-06-30 | UNUSED COMMITMENTS: WITH AN ORIGINAL MATURITY OF ONE YEAR OR LESS TO ASSET-BACKED COMMERCIAL PAPER CONDUITS - FACE VALUE OR NOTIONAL AMOUNT | FR Y-14A |
| CACGH191 | 2016-06-30 | 2017-06-30 | TOTALS, UNSETTLED TRANSACTIONS (FAILED TRADES) | FR Y-14A |
| CACGN810 | 2014-09-30 | 2017-06-30 | MARKET RWA | FR Y-14A |
| CACGN815 | 2014-09-30 | 2017-06-30 | NON-MODELED SECURITIZATION | FR Y-14A |
| CACGN816 | 2014-09-30 | 2017-06-30 | NON-MODELED SECURITIZATION - NET LONG | FR Y-14A |
| CACGN817 | 2014-09-30 | 2017-06-30 | NON-MODELED SECURITIZATION - NET SHORT | FR Y-14A |
| CACGN818 | 2014-09-30 | 2017-06-30 | SPECIFIC RISK ADD-ON (EXCLUDING SECURITIZATION AND CORRELATION) | FR Y-14A |
| CACGN819 | 2014-09-30 | 2017-06-30 | SPECIFIC RISK ADD-ON - SOVEREIGN DEBT POSITIONS | FR Y-14A |
| CACGN820 | 2014-09-30 | 2017-06-30 | SPECIFIC RISK ADD-ON - GOVERNMENT SPONSORED ENTITY DEBT POSITIONS | FR Y-14A |
| CACGN821 | 2014-09-30 | 2017-06-30 | SPECIFIC RISK ADD-ON - DEPOSITORY INSTITUTION, FOREIGN BANK, AND CREDIT UNION DEBT POSITIONS | FR Y-14A |
| CACGN822 | 2014-09-30 | 2017-06-30 | SPECIFIC RISK ADD-ON - PUBLIC SECTOR ENTITY DEBT POSITIONS | FR Y-14A |
| CACGN823 | 2014-09-30 | 2017-06-30 | SPECIFIC RISK ADD-ON - CORPORATE DEBT POSITIONS | FR Y-14A |
| CACGN824 | 2014-09-30 | 2017-06-30 | SPECIFIC RISK ADD-ON - EQUITY | FR Y-14A |
| CACGN835 | 2014-09-30 | 2017-06-30 | ADVANCED APPROACHES CREDIT RWA | FR Y-14A |
| CACGP206 | 2014-09-30 | 2017-06-30 | VALUE AT RISK (VAR) WITH MULTIPLIERS | FR Y-14A |
| CACGP207 | 2014-09-30 | 2017-06-30 | STRESSED VALUE-AT-RISK (VAR) WITH MULTIPLIERS | FR Y-14A |
| CACGP208 | 2014-09-30 | 2017-06-30 | INCREMENTAL RISK CAPITAL CHARGE (IRC) | FR Y-14A |
| CACGP209 | 2014-09-30 | 2017-06-30 | CORRELATION TRADING | FR Y-14A |
| CACGP210 | 2014-09-30 | 2017-06-30 | CORRELATION TRADING: COMPREHENSIVE RISK MEASUREMENT (CRM), BEFORE APPLICATION OF SURCHARGE | FR Y-14A |
| CACGP211 | 2014-09-30 | 2017-06-30 | CORRELATION TRADING: STANDARDIZED MEASUREMENT METHOD (100%) FOR EXPOSURES SUBJECT TO COMPREHENSIVE RISK MEASUREMENT (CRM) | FR Y-14A |
| CACGP212 | 2014-09-30 | 2017-06-30 | CORRELATION TRADING: STANDARDIZED MEASUREMENT METHOD (100%) FOR EXPOSURES SUBJECT TO COMPREHENSIVE RISK MEASUREMENT (CRM) - NET LONG | FR Y-14A |
| CACGP213 | 2014-09-30 | 2017-06-30 | CORRELATION TRADING; STANDARDIZED MEASUREMENT METHOD (100%) FOR EXPOSURES SUBJECT TO COMPREHENSIVE RISK MEASUREMENT (CRM) - NET SHORT | FR Y-14A |
| CACGP214 | 2014-09-30 | 2017-06-30 | OTHER MARKET RISK | FR Y-14A |
| CACGR644 | 2016-06-30 | 2017-06-30 | SEPARATE ACCOUNT BANK-OWNED LIFE INSURANCE | FR Y-14A |
| CACGR645 | 2016-06-30 | 2017-06-30 | DEFAULT FUND CONTRIBUTIONS TO CENTRAL COUNTERPARTIES | FR Y-14A |
| CACGS305 | 2016-06-30 | 2017-06-30 | SPECIFIC RISK ADD-ONS: DEBT POSITIONS | FR Y-14A |
| CACGS413 | 2014-09-30 | 2017-06-30 | TOTAL LOANS AND LEASES HELD FOR SALE, RESIDENTIAL MORTGAGE EXPOSURES | FR Y-14A |
| CACGS419 | 2014-09-30 | 2017-06-30 | TOTAL LOANS AND LEASES HELD FOR SALE, HIGH VOLATILITY COMMERCIAL REAL ESTATE EXPOSURES | FR Y-14A |
| CACGS423 | 2014-09-30 | 2017-06-30 | TOTAL LOANS AND LEASES HELD FOR SALE, EXPOSURES PAST DUE 90 DAYS OR MORE OR ON NONACCRUAL | FR Y-14A |
| CACGS431 | 2014-09-30 | 2017-06-30 | TOTAL LOANS AND LEASES HELD FOR SALE, ALL OTHER EXPOSURES | FR Y-14A |
| CACGS439 | 2014-09-30 | 2017-06-30 | TOTAL LOANS AND LEASES, NET OF UNEARNED INCOME, RESIDENTIAL MORTGAGE EXPOSURES | FR Y-14A |
| CACGS445 | 2014-09-30 | 2017-06-30 | TOTAL LOANS AND LEASES, NET OF UNEARNED INCOME, HIGH VOLATILITY COMMERCIAL REAL ESTATE EXPOSURES | FR Y-14A |
| CACGS449 | 2014-09-30 | 2017-06-30 | TOTAL LOANS AND LEASES, NET OF UNEARNED INCOME, EXPOSURES PAST DUE 90 DAYS OR MORE OR ON NONACCRUAL | FR Y-14A |
| CACGS457 | 2014-09-30 | 2017-06-30 | TOTAL LOANS AND LEASES, NET OF UNEARNED INCOME, ALL OTHER EXPOSURES | FR Y-14A |
| CACGS475 | 2014-09-30 | 2017-06-30 | TOTAL ON-BALANCE SHEET SECURITIZATION EXPOSURES, HELD-TO-MATURITY SECURITIES | FR Y-14A |
| CACGS480 | 2014-09-30 | 2017-06-30 | TOTAL ON-BALANCE SHEET SECURITIZATION EXPOSURES, AVAILABLE-FOR-SALE SECURITIES | FR Y-14A |
| CACGS485 | 2014-09-30 | 2017-06-30 | TOTAL ON-BALANCE SHEET SECURITIZATION EXPOSURES, TRADING ASSETS | FR Y-14A |
| CACGS490 | 2014-09-30 | 2017-06-30 | TOTAL ON-BALANCE SHEET SECURITIZATION EXPOSURES, ALL OTHER ON-BALANCE SHEET SECURITIZATION EXPOSURES | FR Y-14A |
| CACGS495 | 2014-09-30 | 2017-06-30 | TOTAL OFF-BALANCE SHEET SECURITIZATION EXPOSURES | FR Y-14A |
| CACGS515 | 2014-09-30 | 2017-06-30 | REPO-STYLE TRANSACTIONS - FACE, NOTIONAL, OR OTHER AMOUNT | FR Y-14A |
| CACGS525 | 2014-09-30 | 2017-06-30 | UNUSED COMMITMENTS, ORIGINAL MATURITY OF ONE YEAR OR LESS, EXCLUDES UNUSED COMMITMENTS TO ASSET BACKED COMMERCIAL PAPER CONDUITS, FACE, NOTIONAL OR OTHER AMOUNT | FR Y-14A |
| CACGS540 | 2014-09-30 | 2017-06-30 | UNCONDITIONALLY CANCELLABLE COMMITMENTS | FR Y-14A |
| CACGS580 | 2016-06-30 | 2017-06-30 | RISK-WEIGHTED ASSETS FOR PURPOSES OF CALCULATING THE ALLOWANCE FOR LOAN AND LEASE LOSSES 1.25 PERCENT THRESHOLD | FR Y-14A |
| CACGS625 | 2014-09-30 | 2017-06-30 | RWA FOR BALANCE SHEET ASSET CATEGORIES (SUM OF ITEMS 1 THOUGH 8D) | FR Y-14A |
| CACGS626 | 2014-09-30 | 2017-06-30 | OVER-THE-COUNTER DERIVATIVES | FR Y-14A |
| CACGS627 | 2014-09-30 | 2017-06-30 | CENTRALLY CLEARED DERIVATIVES | FR Y-14A |
| CACGS628 | 2016-06-30 | 2017-06-30 | RWA FOR DERIVATIVES AND OFF-BALANCE-SHEET ASSET CATEGORIES | FR Y-14A |
| Glossary File: |
| This sub-schedule should be used to list and define the variables included in the BHC baseline and BHC stress scenarios, as well as, any additional BHC scenarios reported. - The sub-schedule provides space for the supervisory baseline scenario, supervisory adverse scenario, supervisory severely adverse scenario, BHC baseline scenario, and BHC stress scenario, as well as, space for an additional scenario. The sections for the BHC baseline and BHC stress scenarios must be completed. If no additional scenarios are provided, then this section of the sub-schedule may be left blank. If one or more additional scenarios are provided, then a section should be created for each additional scenario and labeled accordingly (Additional Scenario #1; Additional Scenario #2; etc.) - For each scenario, list the variables included in the scenario in the column titled "Variable Name." - Variable definitions should be provided in the column titled "Variable Definition." Variable definitions should include a description of the variable and the denomination and/or frequency of the variable (e.g., "Billions of 2005 dollars" or "in percent, average of monthly values"). - The forecasts and historical data for all the scenario variables are constructed on the same basis. Thus, if a variable is, over history, constructed as an average, its forecast should be interpreted as an average as well. For reference, below are the definitions (i.e. period-average or period-end) of the financial market variables in the scenario: o U.S. 3-month Treasury yield: Quarterly average of 3-month Treasury bill secondary market rate discount basis. o U.S. 10-year Treasury yield: Quarterly average of the yield on 10-year U.S. Treasury bonds. o U.S. BBB corporate yield: Quarterly average of the yield on 10-year BBB-rated corporate bonds. o U.S. mortgage rate: Quarterly average of weekly series of Freddie Mac data. o U.S. Dow Jones Total Stock Market Index: End of quarter value, Dow Jones. o U.S. Market Volatility Index (VIX): Chicago Board Options Exchange converted to quarterly by using the maximum value in any quarter. - For convenience, the sub-schedule provides space for 10 variables per scenario, but any number of variables may be reported, depending on the variables actually used in the scenario. Extra lines may be created as needed. The same variables do not necessarily have to be included in each scenario. - Firms should include all economic and financial market variables that were important in projecting results, including those that affect only a subset of portfolios or positions. For example, if asset prices had a meaningful impact, the assumed level of the equity market and interest rates should be included, or if bankruptcy filings affect credit card loss estimates, then the assumed levels of these should be reported. - For additional variables generated for the supervisory adverse scenario or supervisory severely adverse scenario, BHCs should set the paths to be as consistent as possible with the paths of the variables already specified in the scenario. - Firms should also include any variables capturing regional or local economic or asset value conditions, such as regional unemployment rates or housing prices, if these were used in the projections. - Firms should include historical data, as well as projections, for any macroeconomic, regional, local, or financial market variables that are not generally available. Historical data for these variables can be included in a separate sub-schedule. |
| CLCO - Obligor CLCG - Guarantor CLCE - Entity |