Report of Institution-to-Aggregate Granular Data on Assets and Liabilities on an Immediate Counterparty Basis

The FR 2510 collects granular exposure data on the assets, liabilities, and off-balance sheet holdings of certain large banking organizations, providing breakdowns by country, instrument, currency, maturity, sector, and other factors, and also collects country exposure data on an immediate counterparty basis and detailed information on firms’ derivatives exposures. The respondent panel consists of bank holding companies (BHCs) headquartered in the United States that are global systemically important BHCs (U.S. G-SIBs) under the Board’s Regulation Q - Capital Adequacy of Bank Holding Companies, Savings and Loan Holding Companies, and State Member Banks (12 CFR Part 217). The information collected by the FR 2510 supports the Board’s supervision of U.S. G-SIBs by allowing for a more complete balance sheet analysis of these firms and allows the Board to more closely monitor the systemic impacts of such firms’ activities and investments.

The latest form for Report of Institution-to-Aggregate Granular Data on Assets and Liabilities on an Immediate Counterparty Basis expires 2028-05-31 and can be found here.