Each depositor insured to at least $250,000 per insured bank

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RIS Data Element Definition
RIS Name / Label: CTDS1LS   -   CR DER SUBINV GRADE-1YR OR LESS
Unique ID Number: 02564     Report: RC-R     RIS Database: FTS
Description: NOTIONAL PRINCIPAL AMOUNT OF CREDIT DERIVATIVE CONTRACTS
(NON-INVESTMENT GRADE REFERENCE ASSET) WITH REMAINING
MATURITY OF ONE YEAR OR LESS

PRIOR TO MARCH 2015 DEFINED AS:

NOTIONAL PRINCIPAL AMOUNT OF CREDIT DERIVATIVE CONTRACTS:
PURCHASED CREDIT PROTECTION THAT (A) IS A COVERED POSITION
UNDER THE MARKET RISK RULE OR (B) IS NOT A COVERED POSITION
UNDER THE MARKET RISK RULE AND IS NOT RECOGNIZED AS A
GUARANTEE FOR RISK-BASED CAPITAL PURPOSES:
SUBINVESTMENT GRADE - WITH REMAINING MATURITY OF ONE YEAR
OR LESS

NOTE:
1. BEGINNING MARCH 2015, INSTITUTIONS REPORT DERIVATIVES
ACCORDING TO NEW CAPITAL GUIDELINES, INCLUDING THE
REPORTING OF BREAKOUTS OF OVER-THE-COUNTER AND CENTRALLY
CLEARED DERIVATIVES
FRB Number: RCFDG600 RCONG600
Repetitions: 01
Sequence:
Decision Logic: DEC001: U-CALL-FORM = 41 AND REPDTEYMD > 20150101 THEN H-CALLS591 + H-CALLS612
DEC002:
U-CALL-FORM = 41 AND REPDTEYMD > 20090401 AND REPDTEYMD < 20150101 THEN H-CALLG600
DEC003:
U-CALL-FORM = 31 AND REPDTEYMD > 20150101 THEN H-CALLS591 + H-CALLS612
DEC004:
U-CALL-FORM = 31 AND REPDTEYMD > 20090401 AND REPDTEYMD < 20150101 THEN H-CALLG600
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Last Updated: 8/16/2013 RIS Dictionary Home Questions, Suggestions & Requests