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

Home > Industry Analysis > Bank Data & Statistics
 
RIS Data Element Definition
RIS Name / Label: CTDS1T5   -   CR DER SUBINV GRADE - 1 TO 5 YR
Unique ID Number: 02565     Report: RC-R     RIS Database: FTS
Description: NOTIONAL PRINCIPAL AMOUNT OF CREDIT DERIVATIVE CONTRACTS
(NON-INVESTMENT GRADE REFERENCE ASSET) WITH REMAINING
MATURITY OF 1 YEAR TO 5 YEARS

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 OVER ONE
YEAR THROUGH FIVE YEARS

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: RCFDG601 RCONG601
Repetitions: 01
Sequence:
Decision Logic: DEC001: U-CALL-FORM = 41 AND REPDTEYMD > 20150101 THEN H-CALLS592 + H-CALLS613
DEC002:
U-CALL-FORM = 41 AND REPDTEYMD > 20090401 AND REPDTEYMD < 20150101 THEN H-CALLG601
DEC003:
U-CALL-FORM = 31 AND REPDTEYMD > 20150101 THEN H-CALLS592 + H-CALLS613
DEC004:
U-CALL-FORM = 31 AND REPDTEYMD > 20090401 AND REPDTEYMD < 20150101 THEN H-CALLG601
Edit Specification:

Last Updated: 8/16/2013 RIS Dictionary Home Questions, Suggestions & Requests