# Cover Sheet

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Using the Provided Shocks Risk factor shocks are provided here in a format that is analogous to that of the FR Y-14Q schedule for Trading, Private Equity and Other Fair Value Assets. It is expected that firms will apply these risk factor shocks to produce the profit and loss (P/L) estimates for the trading and counterparty credit (CCR) portfolios.  In cases in which the specified shocks are not directly compatible with the firm’s internal systems, the firm is expected to interpolate or extrapolate around the given points to determine the appropriate shock.   Supporting documentation should include a description of the methods used to interpolate or extrapolate. In cases where there are nonlinearities, firms should not simply multiply their exposures by the corresponding shocks to arrive at a purely linear P/L estimate, but should instead use full-revaluation methods to compute their loss estimates.   Using Other Shocks If firms require a shock that has not been provided, then firms should use their best judgment to generate the missing shock so that it is sensible  given shocks for related instruments and the scenario narrative.   Any such cases must be described thoroughly in supplemental documentation to be submitted with firm’s loss estimates.  

# Equity by Geography

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# Dividends

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# FX Spot

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# FX Vega

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# Rates DV01

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# Rates Vega-Normal & Relative

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# Rates Vega-Normal & Absolute

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# Other Rates

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# Energy

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# Metals

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# Ags & Softs

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# Commodity Indices

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# Securitized Products

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# Agencies

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# Munis

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# ARS

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# Corporate Credit-Advanced

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# Corporate Credit-EM

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# Sovereign Credit

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# Credit Correlation

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# Private Equity

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# Other Fair Value Assets

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