Board of Governors of the Federal Reserve System

The Federal Reserve, the central bank of the United States, provides the nation with a safe, flexible, and stable monetary and financial system.

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Data Dictionary

You Searched For: CRED

CRED is a Confidential Series

MDRM Item	Start Date	End Date	Item Name	Reporting Forms
CRED6135	2009-12-31	9999-12-31	SYNDICATION/PARTICIPATION STATUS	FR Y-14Q
CRED7889	2009-12-31	9999-12-31	INTEREST RATE CHARGED	FR Y-14Q
CRED9001	2009-12-31	9999-12-31	RSSD ID	FR Y-14Q
CRED9017	2009-03-31	9999-12-31	LEGAL NAME	FR Y-14Q
CRED9912	2009-12-31	9999-12-31	DATE OF LOAN	FR Y-14Q
CRED9914	2009-12-31	9999-12-31	Maturity	FR Y-14Q
CREDG063	2009-12-31	9999-12-31	INTERNAL IDENTIFICATION	FR Y-14Q
CREDG064	2009-12-31	9999-12-31	ORIGINAL INTERNAL IDENTIFICATION	FR Y-14Q
CREDG073	2009-12-31	9999-12-31	CREDIT PURPOSE	FR Y-14Q
CREDG074	2009-12-31	9999-12-31	COMMITTED EXPOSURE GLOBAL	FR Y-14Q
CREDG076	2009-12-31	9999-12-31	CUMULATIVE CHARGE-OFFS	FR Y-14Q
CREDG077	2012-09-30	9999-12-31	NUMBER OF DAYS PRINCIPAL OR INTEREST PAST DUE	FR Y-14Q
CREDG078	2012-09-30	9999-12-31	NON-ACCRUAL DATE	FR Y-14Q
CREDG080	2009-12-31	9999-12-31	OBLIGOR INTERNAL RISK RATING	FR Y-14Q
CREDG082	2009-12-31	9999-12-31	OBLIGOR PROBABILITY OF DEFAULT (PD) PERCENT	FR Y-14Q
CREDG083	2009-12-31	9999-12-31	EXPOSURE AT DEFAULT (EAD) $	FR Y-14Q
CREDG086	2009-12-31	9999-12-31	LOSS GIVEN DEFAULT (LGD) AFTER CONSIDERATION OF CREDIT RISK MITIGANTS (PERCENT)	FR Y-14Q
CREDG106	2009-12-31	9999-12-31	CREDIT RISK MITIGANT FLAG	FR Y-14Q
CREDK448	2009-12-31	9999-12-31	OUTSTANDING BALANCE COMMERCIAL REAL ESTATE LOAN	FR Y-14Q
CREDK449	2009-12-31	9999-12-31	LINE REPORTED ON FRY9C	FR Y-14Q
CREDK450	2009-12-31	9999-12-31	LIEN POSITION	FR Y-14Q
CREDK451	2009-12-31	9999-12-31	PROPERTY TYPE	FR Y-14Q
CREDK453	2009-12-31	9999-12-31	COLLATERAL LOCATION	FR Y-14Q
CREDK454	2009-12-31	9999-12-31	NET OPERATING INCOME AT ORIGINATION	FR Y-14Q
CREDK455	2009-12-31	2011-06-30	LOAN TO VALUE AT ORIGINATION	FR Y-14Q
CREDK455	2011-09-30	9999-12-31	LOAN TO VALUE AT ORIGINATION	FR Y-14Q
CREDK456	2009-12-31	9999-12-31	LOAN TO VALUE BASIS	FR Y-14Q
CREDK457	2009-12-31	9999-12-31	AMORTIZATION TERM OF LOAN	FR Y-14Q
CREDK458	2009-12-31	9999-12-31	LINE OF BUSINESS	FR Y-14Q
CREDK459	2009-12-31	9999-12-31	CURRENT OCCUPANCY	FR Y-14Q
CREDK460	2009-12-31	9999-12-31	ANCHOR TENANT	FR Y-14Q
CREDK461	2009-12-31	9999-12-31	INTEREST RATE VARIABILITY	FR Y-14Q
CREDK462	2009-12-31	9999-12-31	INTEREST RATE INDEX	FR Y-14Q
CREDK463	2009-12-31	9999-12-31	INTEREST RATE SPREAD	FR Y-14Q
CREDK464	2009-12-31	9999-12-31	INTEREST RATE CEILING	FR Y-14Q
CREDK465	2009-12-31	9999-12-31	INTEREST RATE FLOOR	FR Y-14Q
CREDK466	2009-12-31	9999-12-31	FREQUENCY OF RATE RESET	FR Y-14Q
CREDK467	2009-12-31	9999-12-31	INTEREST RESERVES	FR Y-14Q
CREDK468	2009-12-31	9999-12-31	ORIGINATION AMOUNT	FR Y-14Q
CREDK469	2009-12-31	9999-12-31	ACQUIRED LOAN	FR Y-14Q
CREDK470	2009-12-31	2012-03-31	LOAN STATUS	FR Y-14Q
CREDK470	2012-06-30	9999-12-31	LOAN STATUS	FR Y-14Q
CREDK471	2009-12-31	9999-12-31	PROPERTY SIZE	FR Y-14Q
CREDK472	2011-03-31	9999-12-31	NET OPERATING INCOME (NOI) CURRENT	FR Y-14Q
CREDK473	2011-03-31	9999-12-31	LAST NET OPERATING INCOME DATE	FR Y-14Q
CREDK474	2011-03-31	2011-06-30	LOAN TO VALUE CURRENT	FR Y-14Q
CREDK474	2011-09-30	9999-12-31	LOAN TO VALUE CURRENT	FR Y-14Q
CREDK475	2011-03-31	9999-12-31	LAST VALUATION DATE	FR Y-14Q
CREDM148	2012-09-30	9999-12-31	ORIGINAL PROPERTY VALUE	FR Y-14Q
CREDM209	2012-09-30	9999-12-31	REFRESHED PROPERTY VALUE	FR Y-14Q
CREDM290	2012-09-30	9999-12-31	CROSS COLLATERALIZED LOAN NUMBERS	FR Y-14Q
CREDM291	2012-09-30	9999-12-31	ADDITIONAL COLLATERAL	FR Y-14Q
CREDM292	2012-09-30	9999-12-31	ACCOUNTING BY CREDITORS FOR IMPAIRMENT OF A LOAN (ASC 310-10)	FR Y-14Q
CREDM293	2012-09-30	9999-12-31	ACCOUNTING FOR CERTAIN LOANS OR DEBT SECURITIES ACQUIRED IN A TRANSFER (ASC 310-30)	FR Y-14Q
CREDM294	2012-09-30	2014-06-30	FAIR VALUE ADJUSTMENT	FR Y-14Q
CREDMA52	2020-09-30	2021-03-31	Modifications Flag	FR Y-14Q
CREDMA53	2020-09-30	2021-03-31	Extended Facility ID	FR Y-14Q
CREDNC05	2021-06-30	9999-12-31	Obligor LEI	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: May 17, 2024