Schedule HC-L
Derivatives & Off-Balance Sheet
Notional amounts, fair values, net credit exposure
DATA COMPLETENESS96%
698 / 724 data points
STATUSUNDER REVIEWERRORS3 blockingWARNINGS8 non-blockingREVIEWERT. Reeves
VALIDATION ERRORS
• HC-L Line 7(a): Notional sum mismatch — interest rate swaps ($14.2M delta)
• HC-L Line 7(b): Credit default swap net exposure exceeds gross × 0.5 threshold
• HC-L Line 12: FX forward fair value sign inconsistency
+ 8 edit check warnings (non-blocking)