The Fed - Micro Data Reference Manual

Micro Data Reference Manual

Please enable JavaScript if it is disabled in your browser or access the information through the links provided below.

About Data Dictionary Reports and Mnemonics Download MDRM

Data Dictionary

You Searched For: CQCC

CQCC is a Confidential Series

MDRM Item	Start Date	End Date	Item Name	Reporting Forms
CQCC3247	2014-06-30	2019-09-30	UNDIVIDED PROFITS AND CAPITAL RESERVES (RETAINED EARNINGS)	FR Y-14Q
CQCC3368	2014-06-30	2019-09-30	QUARTERLY AVERAGE OF TOTAL ASSETS	FR Y-14Q
CQCC4340	2014-06-30	2019-09-30	NET INCOME (LOSS)	FR Y-14Q
CQCC4460	2014-06-30	2019-09-30	CASH DIVIDENDS DECLARED ON COMMON STOCK	FR Y-14Q
CQCC4598	2014-06-30	2019-09-30	LESS: CASH DIVIDENDS DECLARED ON PERPETUAL PREFERRED STOCK	FR Y-14Q
CQCC8274	2014-06-30	2019-09-30	TIER 1 CAPITAL ALLOWABLE UNDER THE RISK-BASED CAPITAL GUIDELINES	FR Y-14Q
CQCCA223	2014-06-30	2019-09-30	RISK-WEIGHTED ASSETS (NET OF ALLOWANCES AND OTHER DEDUCTIONS)	FR Y-14Q
CQCCA224	2014-06-30	2019-09-30	AVERAGE TOTAL ASSETS (NET OF DEDUCTIONS)	FR Y-14Q
CQCCB530	2014-06-30	2019-09-30	ACCUMULATED OTHER COMPREHENSIVE INCOME	FR Y-14Q
CQCCB596	2014-06-30	2019-09-30	LESS:OTHER DEDUCTIONS FROM ASSETS FOR LEVERAGE CAPITAL PURPOSES	FR Y-14Q
CQCCJ154	2012-09-30	2014-06-30	OPERATIONAL RISK	FR Y-14Q
CQCCKY17	2019-12-31	9999-12-31	Aggregate amount of non-significant investments in the capital of unconsolidated financial institutions	FR Y-14Q
CQCCKY18	2019-12-31	9999-12-31	Non-significant investments in the capital of unconsolidated financial institutions in the form of common stock	FR Y-14Q
CQCCKY19	2019-12-31	9999-12-31	10 percent threshold for non-significant investments	FR Y-14Q
CQCCKY20	2019-12-31	9999-12-31	Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 1 minus item 3, times ratio of item 2 to item 1, or zero)	FR Y-14Q
CQCCKY21	2019-12-31	9999-12-31	Deferred tax assets arising from temporary differences, net of DTLs	FR Y-14Q
CQCCKY22	2019-12-31	9999-12-31	Valuation allowances related to DTAs arising from temporary differences	FR Y-14Q
CQCCKY23	2019-12-31	9999-12-31	Potential net operating loss carrybacks	FR Y-14Q
CQCCKY24	2019-12-31	9999-12-31	Taxes paid through the as-of date of the current fiscal year	FR Y-14Q
CQCCLF09	2020-09-30	9999-12-31	Investments in the capital of unconsolidated financial institutions: Aggregate amount of investments in the capital of unconsolidated financial institutions	FR Y-14Q
CQCCLF10	2020-09-30	9999-12-31	Investments in the capital of unconsolidated financial institutions: 25 percent threshold for investments in the capital of unconsolidated financial institutions	FR Y-14Q
CQCCLF11	2020-09-30	9999-12-31	Investments in the capital of unconsolidated financial institutions: Amount to be deducted from common equity tier 1 due to 25 percent deduction threshold (greater of item 10 minus 25 percent of item 11 or zero)	FR Y-14Q
CQCCLF12	2020-09-30	9999-12-31	Mortgage servicing assets: Common equity tier 1 deduction threshold: 10 percent for Category I and II firms, 25 percent for Category III and IV firms	FR Y-14Q
CQCCN786	2012-09-30	2014-06-30	RWA PER STANDARDIZED APPROACH	FR Y-14Q
CQCCN787	2012-09-30	2014-06-30	CASH ITEMS IN THE PROCESS OF COLLECTION	FR Y-14Q
CQCCN788	2012-09-30	2014-06-30	EXPOSURES CONDITIONALLY GUARANTEED BY THE U.S. GOVERNMENT, ITS CENTRAL BANK, OR U.S. GOVERNMENT AGENCY	FR Y-14Q
CQCCN789	2012-09-30	2014-06-30	CLAIMS ON GOVERNMENT-SPONSORED ENTITIES	FR Y-14Q
CQCCN790	2012-09-30	2014-06-30	CLAIMS ON U.S. DEPOSITORY INSTITUTIONS AND NCUA-INSURED CREDIT UNIONS	FR Y-14Q
CQCCN791	2012-09-30	2014-06-30	REVENUE BONDS ISSUED BY STATE AND LOCAL GOVERNMENTS IN THE U.S., AND GENERAL OBLIGATION CLAIMS ON AND CLAIMS GUARANTEED BY THE FULL FAITH AND CREDIT OF STATE AND LOCAL GOVERNMENTS (AND ANY OTHER PSE) IN THE U.S.	FR Y-14Q
CQCCN792	2012-09-30	2014-06-30	CLAIMS ON AND EXPOSURES GUARANTEED BY FOREIGN GOVERNMENTS AND THEIR CENTRAL BANKS	FR Y-14Q
CQCCN793	2012-09-30	2014-06-30	CLAIMS ON AND EXPOSURES GUARANTEED BY FOREIGN BANKS	FR Y-14Q
CQCCN794	2012-09-30	2014-06-30	CLAIMS ON AND EXPOSURES GUARANTEED BY FOREIGN PSES	FR Y-14Q
CQCCN795	2012-09-30	2014-06-30	MULTIFAMILY MORTGAGE LOANS AND PRESOLD RESIDENTIAL CONSTRUCTION LOANS	FR Y-14Q
CQCCN796	2012-09-30	2014-06-30	RESIDENTIAL MORTGAGE LOANS SUBJECT TO 50% RISK-WEIGHT	FR Y-14Q
CQCCN797	2012-09-30	2014-06-30	OTHER RESIDENTIAL MORTGAGE LOANS	FR Y-14Q
CQCCN798	2012-09-30	2014-06-30	PAST DUE EXPOSURES	FR Y-14Q
CQCCN799	2012-09-30	2014-06-30	HIGH-VOLATILITY COMMERCIAL REAL ESTATE LOANS	FR Y-14Q
CQCCN800	2012-09-30	2014-06-30	COMMERCIAL LOANS/CORPORATE EXPOSURES	FR Y-14Q
CQCCN801	2012-09-30	2014-06-30	CONSUMER LOANS AND CREDIT CARDS	FR Y-14Q
CQCCN802	2012-09-30	2014-06-30	OTHER REVISED REGULATORY CAPITAL RULE RISK-WEIGHT ITEMS	FR Y-14Q
CQCCN803	2012-09-30	2014-06-30	OFF-BALANCE SHEET COMMITMENTS WITH AN ORIGINAL MATURITY OF ONE YEAR OR LESS THAT ARE NOT UNCONDITIONALLY CANCELABLE	FR Y-14Q
CQCCN804	2012-09-30	2014-06-30	OFF-BALANCE SHEET COMMITMENTS WITH AN ORIGINAL MATURITY OF MORE THAN ONE YEAR THAT ARE NOT UNCONDITIONALLY CANCELABLE	FR Y-14Q
CQCCN805	2012-09-30	2014-06-30	OTHER OFF-BALANCE SHEET EXPOSURES	FR Y-14Q
CQCCN806	2012-09-30	2014-06-30	OVER-THE-COUNTER DERIVATIVE CONTRACTS	FR Y-14Q
CQCCN807	2012-09-30	2014-06-30	SECURITIZATION EXPOSURES	FR Y-14Q
CQCCN808	2012-09-30	2014-06-30	EQUITY EXPOSURES	FR Y-14Q
CQCCN809	2012-09-30	2014-06-30	OTHER CREDIT RISK	FR Y-14Q
CQCCN810	2012-09-30	2014-06-30	MARKET RWA	FR Y-14Q
CQCCN815	2014-06-30	2019-09-30	NON-MODELED SECURITIZATION	FR Y-14Q
CQCCN816	2014-06-30	9999-12-31	NON-MODELED SECURITIZATION - NET LONG	FR Y-14Q
CQCCN817	2014-06-30	9999-12-31	NON-MODELED SECURITIZATION - NET SHORT	FR Y-14Q
CQCCN818	2012-09-30	2014-06-30	SPECIFIC RISK ADD-ON (EXCLUDING SECURITIZATION AND CORRELATION)	FR Y-14Q
CQCCN875	2012-09-30	2014-06-30	DERIVATIVE CONTRACTS AND NETTING SETS TO DERIVATIVES - BALANCE SHEET AMOUNT	FR Y-14Q
CQCCN877	2012-09-30	2014-06-30	REPO-STYLE TRANSACTIONS - BALANCE SHEET AMOUNT	FR Y-14Q
CQCCN882	2012-09-30	2014-06-30	OTHER ASSETS - BALANCE SHEET AMOUNT	FR Y-14Q
CQCCP198	2014-06-30	2019-09-30	PREVIOUSLY ISSUED TIER 1 CAPITAL INSTRUMENTS (EXCLUDING MINORITY INTEREST) THAT WOULD NO LONGER QUALIFY	FR Y-14Q
CQCCP199	2014-06-30	2019-09-30	PREVIOUSLY ISSUED TIER 1 MINORITY INTEREST THAT WOULD NO LONGER QUALIFY	FR Y-14Q
CQCCP206	2014-06-30	2019-09-30	VALUE AT RISK (VAR) WITH MULTIPLIERS	FR Y-14Q
CQCCP207	2014-06-30	2019-09-30	STRESSED VALUE-AT-RISK (VAR) WITH MULTIPLIERS	FR Y-14Q
CQCCP208	2014-06-30	2019-09-30	INCREMENTAL RISK CAPITAL CHARGE (IRC)	FR Y-14Q
CQCCP209	2014-06-30	2019-09-30	CORRELATION TRADING	FR Y-14Q
CQCCP210	2014-06-30	2019-09-30	CORRELATION TRADING: COMPREHENSIVE RISK MEASUREMENT (CRM), BEFORE APPLICATION OF SURCHARGE	FR Y-14Q
CQCCP211	2014-06-30	2019-09-30	CORRELATION TRADING: STANDARDIZED MEASUREMENT METHOD (100%) FOR EXPOSURES SUBJECT TO COMPREHENSIVE RISK MEASUREMENT (CRM)	FR Y-14Q
CQCCP212	2014-06-30	2019-09-30	CORRELATION TRADING: STANDARDIZED MEASUREMENT METHOD (100%) FOR EXPOSURES SUBJECT TO COMPREHENSIVE RISK MEASUREMENT (CRM) - NET LONG	FR Y-14Q
CQCCP213	2014-06-30	2019-09-30	CORRELATION TRADING; STANDARDIZED MEASUREMENT METHOD (100%) FOR EXPOSURES SUBJECT TO COMPREHENSIVE RISK MEASUREMENT (CRM) - NET SHORT	FR Y-14Q
CQCCP214	2014-06-30	2019-09-30	OTHER MARKET RISK	FR Y-14Q
CQCCP742	2014-06-30	2019-09-30	COMMON EQUITY TIER 1 CAPITAL: COMMON STOCK PLUS RELATED SURPLUS, NET OF TREASURY STOCK AND UNEARNED EMPLOYEE STOCK OWNERSHIP PLAN (ESOP) SHARES	FR Y-14Q
CQCCP838	2012-09-30	2014-06-30	A. AOCI OPT-OUT ELECTION (ENTER "1" FOR YES; ENTER "0" FOR NO.)	FR Y-14Q
CQCCP839	2014-06-30	2019-09-30	COMMON EQUITY TIER 1 MINORITY INTEREST INCLUDABLE IN COMMON EQUITY TIER 1 CAPITAL	FR Y-14Q
CQCCP840	2014-06-30	2019-09-30	COMMON EQUITY TIER 1 CAPITAL BEFORE ADJUSTMENTS AND DEDUCTIONS	FR Y-14Q
CQCCP841	2014-06-30	2019-09-30	GOODWILL NET OF ASSOCIATED DEFERRED TAX LIABILITIES (DTLS)	FR Y-14Q
CQCCP842	2014-06-30	2019-09-30	INTANGIBLE ASSETS (OTHER THAN GOODWILL AND MORTGAGE SERVICING ASSETS (MSAS)), NET OF ASSOCIATED DTLS	FR Y-14Q
CQCCP843	2014-06-30	2019-09-30	DEFERRED TAX ASSETS (DTAS) THAT ARISE FROM NET OPERATING LOSS AND TAX CREDIT CARRYFORWARDS, NET OF ANY RELATED VALUATION ALLOWANCES AND NET OF DTLS	FR Y-14Q
CQCCP844	2014-06-30	2019-09-30	LESS: NET UNREALIZED GAINS (LOSSES) ON AVAILABLE-FOR-SALE DEBT SECURITIES (IF A GAIN, REPORT AS A POSITIVE VALUE; IF A LOSS, REPORT AS A NEGATIVE VALUE)	FR Y-14Q
CQCCP845	2014-06-30	2019-09-30	LESS: NET UNREALIZED LOSS ON AVAILABLE-FOR-SALE PREFERRED STOCK CLASSIFIED AS AN EQUITY SECURITY UNDER GAAP AND AVAILABLE-FOR-SALE EQUITY EXPOSURES (REPORT LOSS AS A POSITIVE VALUE)	FR Y-14Q
CQCCP846	2014-06-30	2019-09-30	ACCUMULATED NET GAINS (LOSSES)ON CASH-FLOW HEDGES (IF A GAIN, REPORT AS A POSITIVE VALUE; IF A LOSS, REPORT AS A NEGATIVE VALUE)	FR Y-14Q
CQCCP847	2014-06-30	2019-09-30	LESS: AMOUNTS RECORDED IN AOCI ATTRIBUTED TO DEFINED BENEFIT POSTRETIREMENT PLANS RESULTING FROM THE INITIAL AND SUBSEQUENT APPLICATION OF THE RELEVANT GAAP STANDARDS THAT PERTAIN TO SUCH PLANS (IF A GAIN, REPORT AS A POSITIVE VALUE; IF A LOSS, REPORT AS A NEGATIVE VALUE)	FR Y-14Q
CQCCP848	2014-06-30	2019-09-30	LESS: NET UNREALIZED GAINS (LOSSES) ON HELD-TO-MATURITY SECURITIES THAT ARE INCLUDED IN AOCI (IF A GAIN, REPORT AS A POSITIVE VALUE; IF A LOSS, REPORT AS A NEGATIVE VALUE)	FR Y-14Q
CQCCP849	2014-06-30	2019-09-30	ACCUMULATED NET GAIN (LOSS) ON CASH FLOW HEDGES INCLUDED IN AOCI, NET OF APPLICABLE TAX EFFECTS, THAT RELATE TO THE HEDGING OF ITEMS THAT ARE NOT RECOGNIZED AT FAIR VALUE ON THE BALANCE SHEET	FR Y-14Q
CQCCP850	2014-06-30	2019-09-30	LESS: ALL OTHER DEDUCTIONS FROM (ADDITIONS TO) COMMON EQUITY TIER 1 CAPITAL BEFORE THRESHOLD-BASED DEDUCTIONS	FR Y-14Q
CQCCP851	2014-06-30	2019-09-30	NON-SIGNIFICANT INVESTMENTS IN THE CAPITAL OF UNCONSOLIDATED FINANCIAL INSTITUTIONS IN THE FORM OF COMMON STOCK THAT EXCEED THE 10 PERCENT THRESHOLD FOR NON-SIGNIFICANT INVESTMENTS	FR Y-14Q
CQCCP852	2014-06-30	2019-09-30	SUBTOTAL OF COMMON EQUITY TIER 1 CAPITAL: ADJUSTMENTS AND DEDUCTIONS	FR Y-14Q
CQCCP853	2014-06-30	9999-12-31	SIGNIFICANT INVESTMENTS IN THE CAPITAL OF UNCONSOLIDATED FINANCIAL INSTITUTIONS IN THE FORM OF COMMON STOCK, NET OF ASSOCIATED DTLS, THAT EXCEED THE 10 PERCENT COMMON EQUITY TIER 1 CAPITAL DEDUCTION THRESHOLD	FR Y-14Q
CQCCP854	2014-06-30	9999-12-31	MSAS, NET OF ASSOCIATED DTLS, THAT EXCEED THE 10 PERCENT COMMON EQUITY TIER 1 CAPITAL DEDUCTION THRESHOLD	FR Y-14Q
CQCCP855	2014-06-30	9999-12-31	DTAS ARISING FROM TEMPORARY DIFFERENCES THAT COULD NOT BE REALIZED THROUGH NET OPERATING LOSS CARRYBACKS, NET OF RELATED VALUATION ALLOWANCES AND NET OF DTLS, THAT EXCEED THE 10 PERCENT COMMON EQUITY TIER 1 CAPITAL DEDUCTION THRESHOLD	FR Y-14Q
CQCCP857	2014-06-30	2019-09-30	DEDUCTIONS APPLIED TO COMMON EQUITY TIER 1 CAPITAL DUE TO INSUFFICIENT AMOUNTS OF ADDITIONAL TIER 1 CAPITAL AND TIER 2 CAPITAL TO COVER DEDUCTIONS	FR Y-14Q
CQCCP858	2014-06-30	2019-09-30	TOTAL ADJUSTMENTS AND DEDUCTIONS FOR COMMON EQUITY TIER 1 CAPITAL	FR Y-14Q
CQCCP859	2014-06-30	2019-09-30	COMMON EQUITY TIER 1 CAPITAL	FR Y-14Q
CQCCP860	2014-06-30	2019-09-30	ADDITIONAL TIER 1 CAPITAL INSTRUMENTS PLUS RELATED SURPLUS	FR Y-14Q
CQCCP862	2014-06-30	2019-09-30	TIER 1 MINORITY INTEREST NOT INCLUDED IN COMMON EQUITY TIER 1 CAPITAL	FR Y-14Q
CQCCP863	2014-06-30	2019-09-30	ADDITIONAL TIER 1 CAPITAL BEFORE DEDUCTIONS	FR Y-14Q
CQCCP864	2014-06-30	2019-09-30	ADDITIONAL TIER 1 CAPITAL DEDUCTIONS	FR Y-14Q
CQCCP865	2014-06-30	2019-09-30	ADDITIONAL TIER 1 CAPITAL	FR Y-14Q
CQCCP875	2014-06-30	2019-09-30	LESS: DEDUCTIONS FROM COMMON EQUITY TIER 1 CAPITAL AND ADDITIONAL TIER 1 CAPITAL (SUM OF ITEMS 6, 7, 8, 10.B, 11, 13 THROUGH 17 AND CERTAIN ELEMENTS OF ITEM 24 - SEE INSTRUCTIONS)	FR Y-14Q
CQCCQ258	2014-06-30	2019-09-30	UNREALIZED NET GAIN (LOSS) RELATED TO CHANGES IN THE FAIR VALUE OF LIABILITIES THAT ARE DUE TO CHANGES IN OWN CREDIT RISK	FR Y-14Q
CQCCQ259	2014-06-30	9999-12-31	GROSS SIGNIFICANT INVESTMENTS IN THE CAPITAL OF UNCONSOLIDATED FINANCIAL INSTITUTIONS IN THE FORM OF COMMON STOCK	FR Y-14Q
CQCCQ260	2014-06-30	9999-12-31	PERMITTED OFFSETTING SHORT POSITIONS IN RELATION TO THE SPECIFIC GROSS HOLDINGS INCLUDED ABOVE	FR Y-14Q
CQCCQ261	2014-06-30	9999-12-31	SIGNIFICANT INVESTMENTS IN THE CAPITAL OF UNCONSOLIDATED FINANCIAL INSTITUTIONS IN THE FORM OF COMMON STOCK NET OF SHORT POSITIONS	FR Y-14Q
CQCCQ262	2014-06-30	9999-12-31	10 PERCENT COMMON EQUITY TIER 1 DEDUCTION THRESHOLD (10 PERCENT OF ITEM 71)	FR Y-14Q
CQCCQ263	2014-06-30	9999-12-31	TOTAL MORTGAGE SERVICING ASSETS CLASSIFIED AS INTANGIBLE	FR Y-14Q
CQCCQ264	2014-06-30	9999-12-31	ASSOCIATED DEFERRED TAX LIABILITIES WHICH WOULD BE EXTINGUISHED IF THE INTANGIBLE BECOMES IMPAIRED OR DERECOGNIZED UNDER THE RELEVANT ACCOUNTING STANDARDS	FR Y-14Q
CQCCQ265	2014-06-30	9999-12-31	MORTGAGE SERVICING ASSETS NET OF RELATED DEFERRED TAX LIABILITIES	FR Y-14Q
CQCCQ266	2014-06-30	9999-12-31	SUM OF ITEMS 101, 106, AND 109	FR Y-14Q
CQCCQ267	2014-06-30	9999-12-31	15 PERCENT COMMON EQUITY TIER 1 DEDUCTION THRESHOLD	FR Y-14Q
CQCCQ268	2014-06-30	9999-12-31	SUM OF ITEMS 103, 108, AND 111	FR Y-14Q
CQCCQ269	2014-06-30	9999-12-31	ITEM 112 MINUS ITEM 114	FR Y-14Q
CQCCQ270	2014-06-30	9999-12-31	AMOUNT TO BE DEDUCTED FROM COMMON EQUITY TIER 1 DUE TO 15 PERCENT DEDUCTION THRESHOLD, BEFORE TRANSITION PROVISION (GREATER OF ITEM 115 MINUS ITEM 113 OR ZERO)	FR Y-14Q
CQCCQ285	2014-06-30	9999-12-31	TOTAL ISSUANCE OF COMMON STOCK	FR Y-14Q
CQCCQ288	2014-06-30	9999-12-31	TOTAL SHARE REPURCHASES	FR Y-14Q
CQCCQ296	2014-06-30	9999-12-31	DTAS ARISING FROM TEMPORARY DIFFERENCES THAT COULD NOT BE REALIZED THROUGH NET OPERATING LOSS CARRYBACKS, NET OF RELATED VALUATION ALLOWANCES AND NET OF DTLS	FR Y-14Q
CQCCR058	2014-06-30	2019-09-30	CVA CAPITAL CHARGE (RISK-WEIGHTED ASSET EQUIVALENT)	FR Y-14Q
CQCCR059	2014-06-30	2019-09-30	ADVANCED CVA APPROACH	FR Y-14Q
CQCCR060	2014-06-30	2019-09-30	UNSTRESSED VAR WITH MULTIPLIERS	FR Y-14Q
CQCCR061	2014-06-30	2019-09-30	STRESSED VAR WITH MULTIPLIERS	FR Y-14Q
CQCCR062	2014-06-30	2019-09-30	SIMPLE CVA APPROACH	FR Y-14Q

Glossary File:

CLCO - Obligor
CLCG - Guarantor
CLCE - Entity

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.

Last update: Feb 10, 2026