Level from quarterly Report of Assets and Liabilities of U.S. Branches and Agencies of Foreign Banks (form FFIEC 002), schedule C - Loans, Loans for purchasing or carrying securities (secured and unsecured) (series RCFD1545 less RCFN1545), less a market to book value adjustment on loans reported at fair value calculated as a percentage of the difference between Memoranda, Loans measured at fair value, Other loans (series RCFDG011 less RCFNG011) and Unpaid principal balance of loans measured at fair value, Other loans (series RCFDG013 less RCFNG013). The portion is calculated as the ratio of, from FFIEC 002, the Loans for purchasing or carrying securities (secured and unsecured)(series RCFD1545 less RCFN1545) to the sum of Loans to depository institutions and acceptances of other banks (sum of series RCFDB532, RCFDB533, RCFDB534, RCFDB536, and RCFDB537 less series RCFNB532, RCFNB533, RCFNB534, RCFNB536, and RCFNB537), Loans to other financial institutions (series RCFD1520 less RCFN1520), Loans to foreign governments and official institutions (including foreign central banks) (series RCFD2081 less RCFN2081), Loans for purchasing or carrying securities (secured and unsecured) (series RCFD1545 less RCFN1545), and All other loans (include state and local obligations other than securities and loans to individuals) (series RCFD1885 less series RCFN1885). Transactions are calculated as the change in level. Data for the most recent ten years show no significant seasonality.
Last edited on: 04/14/2014