DFAST-14A Summary Schedule Cover Sheet

DFAST-14A Summary Schedule Cover Sheet
All Banks are expected to complete a version of the Summary template for each required scenario - Baseline, Adverse, Severely Adverse - and additional scenarios that are named accordingly.
Banks should complete all relevant cells in the corresponding worksheets, including this cover page. Banks should not complete any shaded cells.
Please ensure that the data submitted in this Summary Template match what was submitted in other data templates.
Please do not change the structure of this workbook.
Please note that unlike Call Report reporting, all actual and projected income statement figures should be reported on a quarterly basis, and not on a cumulative basis.
Any questions should be directed to [email protected] .

Institution Name:
RSSD ID:
OCC Charter ID:
Source:
Current Year:
Planning Horizon Year 1:
Planning Horizon Year 2:
Submission Date (MM/DD/YYYY):
When Received:

XYZ
#####
Bank
2012
2013
2014

(Enter appropriate year)

(Enter date)

Please indicate the scenario associated with this submission using the following drop-down menu:
Baseline

Summary Submission Cover Sheet
1

Bank Income Statement Worksheet: XYZ in Baseline

Notes

Item

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43

ACCRUAL LOAN LOSSES
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
First Lien Mortgages
First Lien HELOAN
Second / Junior Lien Mortgages
Closed-End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non-residential
Owner-Occupied
Non-Owner-Occupied
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Construction
Multifamily
Nonfarm, Non-residential
Owner-Occupied
Non-Owner-Occupied
Loans Secured by Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Business and Corporate Card
Credit Cards
Other Consumer
Auto Loans
Student Loans
Other loans backed by securities (non-purpose lending)
Other
Other Loans
Loans to Foreign Governments
Agricultural Loans
Loans for purchasing or carrying securities (secured or unsecured)
Loans to Depositories and Other Financial Institutions
All Other Loans and Leases
All Other Loans (exclude consumer loans)
All Other Leases
Total Loans and Leases

44
45
46
47
48
49
50
51
52
53
54
55
56
57

LOSSES ASSOCIATED WITH HELD FOR SALE LOANS AND LOANS ACCOUNTED FOR UNDER THE FAIR VALUE OPTION
Sum of items 45, 46, 47, and 48
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Sum of items 50, 51, and 52
Residential Mortgages
CRE Loans
Loans Secured by Farmland
C&I Loans
Credit Cards
Other Consumer
All Other Loans and Leases
Total Loans Held for Sale and Loans Accounted for under the Fair Value Option
Sum of items 44, 49, 53, 54, 55, and 56

Actual in
$Millions
Q3 2012

Sum of items 2, 5, 8, and 14
Sum of items 3 and 4

-

Sum of items 6 and 7

-

Sum of items 9, 10, and 11

Q4 2012

Q1 2013

Q2 2013

Projected in $Millions
Q3 2013
Q4 2013
Q1 2014

Q2 2014

Q3 2014

Q4 2014

-

-

-

-

-

-

-

-

-

-

Sum of items 12 and 13

-

-

-

-

-

-

-

-

-

-

Sum of items 16, 17, 18, and 24

-

Sum of items 19, 20, and 21

-

-

-

-

-

-

-

-

-

-

Sum of items 22 and 23

-

-

-

-

-

-

-

-

-

-

Sum of items 26 to 28

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Sums in $Millions
2014

2013

9-Quarter

-

-

-

-

-

Sum of items 31, 32, 33, and 34

-

Sum of items 36 to 40

-

-

-

-

-

-

-

-

-

-

Sum of items 41 and 42

-

-

-

-

-

-

-

-

-

-

Sum of items 1, 15, 25, 29, 30, and 35

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

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-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

TRADING ACCOUNT
58
59
60
61
62
63

Trading MTM Losses
Trading Incremental Default Losses (Trading IDR)
Counterparty Credit MTM Losses (CVA losses)
Counterparty Incremental Default Losses (CCR IDR)
Other CCR losses
Total Trading and Counterparty

64
65
66
67

OTHER LOSSES
Goodwill impairment
Valuation Adjustment for firm's own debt under fair value option (FVO)
Other losses (describe in supporting documentation)
Total Other Losses

68

Total Losses

Item 10 on Trading Worksheet (flipped sign)
Item 1 on Counterparty Risk Worksheet
Item 2 on Counterparty Risk Worksheet
Item 3 on Counterparty Risk Worksheet
Item 4 on Counterparty Risk Worksheet
Sum of items 58, 59, 60, 61, and 62

riadc216

Sum of items 43, 57, 63, and 67

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

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-

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-

-

-

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-

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-

-

-

-

-

Income Statement Worksheet
2

69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117

ALLOWANCE FOR LOAN and LEASE LOSSES
ALLL, prior quarter
Real Estate Loans (in Domestic Offices)
Residential Mortgages
First Lien Mortgages
Closed-End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non-residential
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Corporate and Business Cards
Credit Cards
Other Consumer
All Other Loans and Leases
Unallocated
Provisions during the quarter
Real Estate Loans (in Domestic Offices)
Residential Mortgages
First Lien Mortgages
Closed-End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non-residential
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Corporate and Business Cards
Credit Cards
Other Consumer
All Other Loans and Leases
Unallocated
Net charge-offs during the quarter
Other ALLL Changes
ALLL, current quarter

118
119
120
121

PRE-PROVISION NET REVENUE
Net interest income
Noninterest income
Noninterest expense
Pre-Provision Net Revenue

122
123
124
125
126
127
128
129

CONDENSED INCOME STATEMENT
Pre-Provision Net Revenue
Provisions during the quarter
Total Trading and Counterparty Losses
Total Other Losses
Other I/S items - describe in supporting documentation
Realized Gains (Losses) on available-for-sale securities (forecast = OTTI)
Realized Gains (Losses) on held-to-maturity securities (forecast = OTTI)
Income (loss) before taxes and extraordinary items

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Sum of items 81, 82, and 83

-

-

-

-

-

-

-

-

-

-

Sum of items 85, 86, and 87

-

-

-

-

-

-

-

-

-

-

riad4230
Sum of items 94, 98, and 102

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Sum of items 104, 105, and 106

-

-

-

-

-

-

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-

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-

Sum of items 108, 109, and 110

-

-

-

-

-

-

-

-

-

-

Item 43
riadc233 less riad 5523

-

-

-

-

-

-

-

-

-

-

Items 69, 92, and 116 less item 115 = rcfd3123

-

-

-

-

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-

-

-

-

-

PPNR Projections Worksheet Item 13
PPNR Projections Worksheet Item 26
PPNR Projections Worksheet Item 38
Items 118 and 119 less item 120

-

-

-

-

-

-

-

-

-

Item 121
Item 92 = riad4230
Item 63
Item 67

-

-

-

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-

-

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-

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-

Sum of items 71, 75, and 79

-

-

-

-

-

-

-

-

-

-

-

-

-

-

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-

-

-

-

riad3196
riad3521
Sum of items 122, 126, 128, and 127, less items
123, 124, and 125 =riad4301

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-

130
131

Applicable income taxes (foreign and domestic)
Income (loss) before extraordinary items and other adjustments

riad4302
Item 129 less item 130 =riad4300

132
133

Extraordinary items and other adjustments, net of income taxes
Net income (loss) attributable to bank and minority interests

riad4320
Sum of items 131 and 132 = riadg104

134
135

Net income (loss) attributable to minority interests
Net income (loss) attributable to bank

riadg103
Item 57 less item 58 = riad4340 (must match item
4 on the Capital Worksheet)

-

-

-

-

-

-

-

-

-

-

-

-

-

Item 130 divided by item 131, multiplied by 100

-na-

-na-

-na-

-na-

-na-

-na-

-na-

-na-

-na-

-na-

-na-

-na-

-na-

-

-

-

-

-

-

-

-

-

-

-

-

-

136

137
138
139
140

Effective Tax Rate (%)
REPURCHASE RESERVE/LIABILITY FOR MORTGAGE REPS AND WARRANTIES
Reserve, prior quarter
Provisions during the quarter
Net charges during the quarter
Reserve, current quarter

Items 137 and 138 less item 139

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-

-

-

-

-

-

-

Income Statement Worksheet
3

Bank Balance Sheet Worksheet: XYZ in Baseline

Item

Actual in
$Millions
Q3 2012

Notes

Q4 2012

Q1 2013

Q2 2013

Projected in $Millions
Q3 2013
Q4 2013
Q1 2014

Q2 2014

Q3 2014

Q4 2014

Assets

1
2
3

SECURITIES
Held to Maturity (HTM)
Available for Sale (AFS)
Total Securities

4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49

Total Loans and Leases
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
First Lien Mortgages
First Lien HELOAN
Second / Junior Lien Mortgages
Closed-End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non-residential
Owner-Occupied
Non-Owner-Occupied
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Construction
Multifamily
Nonfarm, Non-residential
Owner-Occupied
Non-Owner-Occupied
Loans Secured by Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Corporate Card
Business Card
Credit Cards
Charge Card
Bank Card
Other Consumer
Auto Loans
Student Loans
Other loans backed by securities (non-purpose lending)
Other
Other Loans and Leases
Loans to Foreign Governments
Agricultural Loans
Loans for purchasing or carrying securities (secured or unsecured)
Loans to Depositories and Other Financial Institutions
All Other Loans and Leases
All Other Loans (exclude consumer loans)
All Other Leases
Total Loans and Leases

50
51
52
53
54
55
56
57
58
59
60
61
62
63
64

ACCRUAL LOANS
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
First Lien Mortgages
First Lien HELOAN
Second / Junior Lien Mortgages
Closed-End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non-residential
Owner-Occupied
Non-Owner-Occupied
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)

rcfd1754
rcfd1773
Sum of items 1 and 2

-

-

-

-

-

-

-

-

-

-

Sum of items 5, 8, 11, and 17
Sum of items 6 and 7 = rcon5367

-

-

-

-

-

-

-

-

-

-

Sum of items 9 and 10 = rcon5368
= rcon5368
= rcon1797
Sum of items 12, 13, and 14
= sum of rconf158 and rconf159
= rcon1460
Sum of items 15 and 16
= rconf160
= rconf161
= rcon1420
Sum of items 19, 20, 21, and 27

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

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-

-

-

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-

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-

-

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-

-

-

-

-

-

-

-

-

-

Sum of items 22, 23, and 24

-

-

-

-

-

-

-

-

-

-

Sum of items 25 and 26

-

-

-

-

-

-

-

-

-

-

Sum of items 29 to 32

-

-

-

-

-

-

-

-

-

-

Sum of items 34 and 35

-

-

-

-

-

-

-

-

-

-

Sum of items 37, 38, 39, and 40
= rcfdk137

-

-

-

-

-

-

-

-

-

-

Sum of items 42 to 46
= rcfd2081
= rcfd1590
= rcon1545
= rcfdb532+ rcfdb533+ rcfdb534+ rcfdb536+ rcfdb537+ rcfdj454
Sum of items 47 and 48
= rconj451
= rconf163
Sum of items 4, 18, 28, 33, 36, and 41

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-

Sum of items 51, 54, 57, and 63
Sum of items 52 and 53

-

Sum of items 55 and 56

-

Sum of items 58, 59, and 60

-

-

-

-

-

-

-

-

-

-

Sum of items 61 and 62

-

-

-

-

-

-

-

-

-

-

Sum of items 65, 66, 67, and 73

-

-

-

-

-

-

-

-

-

-

Balance Sheet Worksheet
4

65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92

93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109

First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Construction
Multifamily
Nonfarm, Non-residential
Owner-Occupied
Non-Owner-Occupied
Loans Secured by Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Business and Corporate Card
Credit Cards
Other Consumer
Auto Loans
Student Loans
Other loans backed by securities (non-purpose lending)
Other
Other Loans and Leases
Loans to Foreign Governments
Agricultural Loans
Loans for purchasing or carrying securities (secured or unsecured)
Loans to Depositories and Other Financial Institutions
All Other Loans and Leases
All Other Loans (exclude consumer loans)
All Other Leases
Total Loans and Leases
Loans Held for Sale and Loans Accounted for under the Fair Value Option
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Loans Secured by Farmland
C&I Loans
Credit Cards
Other Consumer
Other Loans and Leases
Total Loans Held for Sale and Loans Accounted for under the Fair Value Option
Unearned Income on Loans
Allowance for Loan and Lease Losses
Loans and Leases (Held for Investment and Held for Sale), Net of Unearned Income
and Allowance for Loan and Lease Losses

Sum of items 68, 69, and 70

-

-

-

-

-

-

-

-

-

-

Sum of items 71 and 72

-

-

-

-

-

-

-

-

-

-

Sum of items 75, 76, and 77

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Sum of items 80, 81, 82, and 83

-

Sum of items 85 to 89

-

-

-

-

-

-

-

-

-

-

Sum of items 90 and 91

-

-

-

-

-

-

-

-

-

-

Sum of items 50, 64, 74, 78, 79, and 84

-

-

-

-

-

-

-

-

-

-

Sum of items 94, 95, 96, and 97
Item 5 less 51
Item 8 less 54
Item 11 less 57
Item 17 less 63
Sum of items 99, 100, and 101
Items 19 and 20 less 65 and 66
Item 21 less 67
Item 27 less 73
Item 28 less 74
Item 33 less 78
Item 36 less 79
Item 41 less 84
Sum of items 93, 98, 102, 103, 104, and 105

-

-

-

-

-

-

-

-

-

-

rcfd2123
rcfd3123

-

-

-

-

-

-

-

-

-

-

Item 49 less items 107 and 108 = rcfdb529

-

-

-

-

-

-

-

-

-

-

110

TRADING
Trading Assets

rcfd3545

111
112
113
114
115

INTANGIBLES
Goodwill
Mortgage Servicing Rights
Purchased Credit Card Relationships and Nonmortgage Servicing Rights
All Other Identifiable Intangible Assets
Total Intangible Assets

rcfd3163
rcfd3164
rcfdb026
rcfd5507
Sum of items 111 to 114

-

-

-

-

-

-

-

-

-

-

116
117
118
119
120
121
122
123
124

OTHER
Premises and Fixed Assets
OREO
Commercial
Residential
Farmland
Collateral Underlying Operating Leases for Which the Bank is the Lessor (1)
Autos
Other
Other Assets

rcfd2145
Sum of items 118 to 120 = rcfd2150

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-

-

-

-

-

-

-

-

Sum of items 122 and 123

-

-

-

-

-

-

-

-

-

-

rcfd0081 + rcfd0395 + rcfd0397 + rconb987 + rcfdb989 + rcfd2130
+ rcfd3656 + rcfd2160 less item 121
Sum of items 116, 117, 121, and 124

-

-

-

-

-

-

-

-

-

-

Sum of items 3, 109, 110, 115, and 125 = rcfd2170

-

-

-

-

-

-

-

-

-

-

125
126

Total Other
TOTAL ASSETS

Liabilities

Balance Sheet Worksheet
5

127
128
129
130
131
132

Deposits
Trading Liabilities
Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS Issued by
Consolidated Special Purpose Entities
Other Liabilities
Memo: Allowance for off-balance sheet credit exposures
Total Liabilities

rcon6631 + rcon6636 + rcfn6631 + rcfn6636
rcfd3548

rconb993 + rcfdb995 + rcfd3190 +rcfd3200 +rcfd2930
rconb557
Sum of items 127 to 130 = rcfd2948
Equity Capital

133
134
135
136
137
138
139
140
141

Perpetual Preferred Stock and Related Surplus
Common Stock (Par Value)
Surplus (Exclude All Surplus Related to Preferred Stock)
Retained Earnings
Accumulated Other Comprehensive Income (AOCI)
Other Equity Capital Components
Total Bank Equity Capital
Noncontrolling (Minority) Interests in Consolidated Subsidiaries
Total Equity Capital

rcfd3838
rcfd3230
rcfd3839
rcfd3632
rcfdb530
rcfda130
Sum of items 133 to 138 = rcfd3210 (must equal item 17 of the RIA section on the Capital Worksheet)

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-

-

-

-

-

-

-

-

rcfd3000
Sum of items 139 and 140 = rcfdg105

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-

-

-

-

-

-

-

-

-

TRUE
TRUE

TRUE
TRUE

Other

142

Unused Commercial Lending Commitments and Letters of Credit

rcfd164 + rcfdf165 + rcfd6550 + rcfd457 + rcfdj458 + rcfdj459 +
rcfd3819 + rcfd3821 + rcfd3411

The following cells provide checks of the internal consistency of the projected schedules. Please ensure that these cells are all "TRUE" before the worksheet is submitted.
Bank Equity Capital
TRUE
Balance Sheet
TRUE

TRUE
TRUE

TRUE
TRUE

TRUE
TRUE

TRUE
TRUE

TRUE
TRUE

TRUE
TRUE

TRUE
TRUE

Footnotes to the Balance Sheet Worksheet
(1)
Refers to the balance sheet carrying amount of any equipment or other asset rented to
others under operating leases, net of accumulated depreciation. The total should
correspond to the amount provided in Call Report Schedule RC-F Line 6, item 14 in the
instructions. The amount included should only reflect collateral rented under operating
leases and not include collateral subject to capital/ financing type leases.

Balance Sheet Worksheet
6

Bank Capital Worksheet: XYZ in Baseline

Notes

Item
Schedule RI-A—Changes in Bank Equity Capital
Total bank equity capital most recently reported for the end of previous QUARTER
Effect of changes in accounting principles and corrections of material accounting errors
Balance end of previous QUARTER as restated (sum of items 1 and 2)
Net income (loss) attributable to bank

1
2
3
4

Sale of perpetual preferred stock (excluding treasury stock transactions):
Sale of perpetual preferred stock, gross
Conversion or retirement of perpetual preferred stock
Sale of common stock:
Sale of common stock, gross
Conversion or retirement of common stock
Sale of treasury stock
Purchase of treasury stock
Changes incident to business combinations, net
Cash dividends declared on preferred stock
Cash dividends declared on common stock
Other comprehensive income

5
6
7
8
9
10
11
12
13
14
15

Change in the offsetting debit to the liability for Employee Stock Ownership Plan (ESOP) debt guaranteed by the bank
Other adjustments to equity capital (not included above)*
Total bank equity capital end of current period (sum of items 3, 4, 5, 6, 7, 8, 9, 11, 14, 15, 16, less items 10, 12, 13)

16
17

18
19
20
21
22
23
24
25
26
27

28
29
30
31
32

Schedule RC-R—Regulatory Capital
Tier 1 capital
Total bank equity capital
Net unrealized gains (losses) on available-for-sale securities (if a gain, report as a positive value; if a loss, report as a
negative value)
Net unrealized loss on available-for-sale equity securities (report loss as a positive value)
Accumulated net gains (losses) on cash flow hedges (if a gain, report as a positive value; if a loss, report as a negative
value)
Nonqualifying perpetual preferred stock
Qualifying Class A noncontrolling (minority) interests in consolidated subsidiaries
Qualifying restricted core capital elements (other than cumulative perpetual preferred stock)
Qualifying mandatory convertible preferred securities of internationally active bank holding companies
Disallowed goodwill and other disallowed intangible assets
Cumulative change in fair value of all financial liabilities accounted for under a fair value option that is included in
retained earnings and is attributable to changes in the bank's own creditworthiness (if a net gain, report as a positive
value; if a net loss, report as a negative value)
Subtotal (sum of items 18, 23, 24, 25, less items 19, 20, 21, 22, 26, 27)
Disallowed servicing assets and purchased credit card relationships
Disallowed deferred tax assets
Other additions to (deductions from) Tier 1 capital**
Tier 1 capital (sum of items 28 and 31, less items 29 and 30)

33 Total risk-weighted assets

34
35
36
37
38
39
40
41
42

43
44
45
46
47
48
49
50
51
52

REGULATORY CAPITAL AND RATIOS
Tier 1 Common Capital***
Tier 1 Capital
Total Risk-Based Capital
Risk-Weighted Assets
Average Total Assets for Leverage Capital Purposes
Tier 1 Common Ratio (%)
Tier 1 Ratio (%)
Total Risk-Based Capital Ratio (%)
Tier 1 Leverage Ratio (%)

Actual in
$Millions
Q3 2012

riad3217
riadb507
riadb508
Must match item 135 on the Income
Statement Worksheet = riad4340

Q4 2012

Q1 2013

Q2 2013

Projected in $Millions
Q3 2013
Q4 2013
Q1 2014

Q2 2014

Q3 2014

Q4 2014

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

riad4356
riad4470
riad4460
riadb511

Must match item 139 on the Balance Sheet
Worksheet = riad3210

Item 17 =rcfd3210

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Sums in $Millions
2014

2013

9-Quarter

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

rcfd8434
rcfda221
rcfd4336
rcfdb588
rcfdb589

rcfd590

rcfd264
rcfdb591
rcfd5610
rcfdb592
rcfd8274
rcfda223

rcfd8274
rcfd3792
Item 33 = rcfda223
rcfda224
Tier 1 Common/RWA*100
Tier 1 Capital/RWA*100
Total Risk-Based Capital/RWA*100
Tier 1 Capital/Average Total Assets*100

Schedule RC-R — Memoranda
Preferred stock (including related surplus) eligible for inclusion in Tier 1 capital:
Noncumulative perpetual preferred stock
Other noncumulative preferred stock eligible for inclusion in Tier 1 capital (e.g., REIT preferred securities)
Other cumulative preferred stock eligible for inclusion in Tier 1 capital (excluding TruPS)
Treasury stock (including offsetting debit to the liability for ESOP debt):
In the form of perpetual preferred stock
In the form of common stock
Restricted core capital elements included in Tier 1 capital:
Qualifying Class B noncontrolling (minority) interest
Qualifying Class C noncontrolling (minority) interest)
Qualifying cumulative perpetual preferred stock
Qualifying TruPS
Goodwill net of any associated deferred tax liability

Schedule RC-F—Other Assets
53 Net deferred tax assets

rcfd2148

Schedule RC-G—Other Liabilities
54 Net deferred tax liabilities

rcfd3049

Schedule RC-M—Memoranda

Capital Worksheet
7

55 Total number of bank holding company common shares outstanding
Issuances associated with the U.S. Department of Treasury Capital Purchase Program:
56
Senior perpetual preferred stock or similar items
57
Warrants to purchase common stock or similar items

58
59
60
61
62

Disallowed Deferred Tax Assets Calculation (Schedule RC-R Instructions)
(a) Enter the tier 1 subtotal
(b) Enter 10% of the tier 1 subtotal
(c) Enter the amount of of deferred tax assets to be used when calculating the regulatory capital limit
Enter any optional adjustment made to item 53 in item 60 as allowed in the Call Report instructions
(d) Enter the amount of taxes previously paid that the bank could recover through loss carrybacks if the bank's
temporary differences (both deductible and taxable) fully reverse at the report date****
(e) Amount of deferred tax assets that is dependent upon future taxable income
(f) Enter the portion of (e) that the bank could realize within the next 12 months based on its projected future taxable
income. Future taxable income should not include net operating loss carryforwards to be used during the next 12 months
or existing temporary differences that are expected to reverse over the next 12 months

Item 28
10% of Item 58

-

-

-

-

-

-

-

-

-

Item 53 less items 54 and 60

-

-

-

-

-

-

-

-

-

max(item 60 less item 62, 0)

-

-

-

-

-

-

-

-

-

min(item 64, item 59)
max(item 63 less item 65, 0)

-

-

-

-

-

-

-

-

-

Supplemental Capital Action Information (report in $Millions unless otherwise noted)******
69 Cash dividends declared on common stock
70 Common shares outstanding (Millions)
71
Common dividends per share ($)

Item 69 divided by item 70

-

-

-

-

-

-

-

-

-

72 Issuance of common stock for employee compensation
73 Other issuance of common stock
74
Total issuance of common stock

Sum of items 72 and 73

-

-

-

-

-

-

-

-

-

75 Share repurchases to offset issuance for employee compensation
76 Other share repurchase
77
Total share repurchases

Sum of items 75 and 76

-

-

-

-

-

-

-

-

-

63
64

65
66
67
68

(g) Enter minimum of (f) and (b)
(h) Subtract (g) from (e), cannot be less than 0 (must equal item 30)
Future taxes paid used to determine item 64
Future taxable income consistent with item 64*****

(*)

Please break out and explain below other adjustments to equity capital:

(**)

Please break out and explain below other additions to (deductions from) Tier 1 capital:

(***)

Tier 1 common is calculated as Tier 1 capital less non-common elements, including perpetual preferred stock and related surplus and minority interest in subsidiaries. Specifically, non-common elements must include the following items captured in the Call Report: Schedule RC, line item 23 net of Schedule RC-R, line item 5; Schedule RC-R line
item 6 and line item 10.

(****)

The carryback period is the prior two calendar tax years plus any current taxes paid in the year-to-date period. Please provide disaggregated data for item 62 as follows:
Taxes paid during fiscal year ended 2010
Taxes paid during fiscal year ended 2011
Taxes paid during the 9 months ended 9/30/12

(*****)

Please provide historical data related to item 68 as follows:
Income (loss) reported to IRS on Schedule M3 (line 30) for fiscal year ended 2009
Income (loss) reported to IRS on Schedule M3 (line 30) for fiscal year ended 2010

(******) Please reconcile the Supplemental Capital Action and RI-A projections (i.e., allocate the capital actions among the RI-A buckets):

The following cells provide checks of the internal consistency of the projected schedules. Please ensure that these cells are all "TRUE" before the worksheet is submitted.
RI-A Bank equity capital vs Bank equity capital
Disallowed DTA

TRUE
TRUE

TRUE
TRUE

TRUE
TRUE

TRUE
TRUE

TRUE
TRUE

TRUE
TRUE

TRUE
TRUE

TRUE
TRUE

TRUE
TRUE

TRUE
TRUE

Capital Worksheet
8

Bank Retail Balance and Loss Projection Worksheet: XYZ in Baseline
Actual in $Millions
Q3 2012

Item

Q4 2012

Q1 2013

Q2 2013

Q3 2013

Projected in $Millions
Q4 2013
Q1 2014

Q2 2014

Q3 2014

Q4 2014

First Lien Mortgages (in Domestic Offices)
1

Balances

2

New originations

3

Paydowns

4

Asset Purchases

5

Asset Sales

6

Loan Losses

7

Cumulative interim loan losses - Non PCI

8

Cumulative interim loan losses - PCI
First Lien HELOANs (in Domestic Offices)

9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48

Balances
New originations
Paydowns
Asset Purchases
Asset Sales
Loan Losses
Cumulative interim loan losses - Non PCI
Cumulative interim loan losses - PCI
Closed-End Junior Liens (in Domestic Offices)
Balances
New originations
Paydowns
Asset Purchases
Asset Sales
Loan Losses
Cumulative interim loan losses - Non PCI
Cumulative interim loan losses - PCI
HELOCs (in Domestic Offices)
Balances
Paydowns
Asset Purchases
Asset Sales
Loan Losses
Cumulative interim loan losses - Non PCI
Cumulative interim loan losses - PCI
First Lien Mortgages and HELOANs (International)
Balances
New originations
Paydowns
Asset Purchases
Asset Sales
Loan Losses
Cumulative interim loan losses - Non PCI
Cumulative interim loan losses - PCI
Closed-End Junior Liens and HELOCs (International)
Balances
New originations
Paydowns
Asset Purchases
Asset Sales
Loan Losses
Cumulative interim loan losses - Non PCI
Cumulative interim loan losses - PCI
Corporate Card (Domestic)
Balances

Retail Bal. & Loss Projections
9

49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101

Paydowns
Asset Purchases
Asset Sales
Loan Losses
Business Card (Domestic)
Balances
Paydowns
Asset Purchases
Asset Sales
Loan Losses
Charge Card (Domestic)
Balances
Balance from vintages < 4Q12
Balance from vintage 4Q12-4Q13
Balance from vintage 2014
Paydowns
Asset Purchases
Asset Sales
Loan Losses
Bank Card (Domestic)
Balances
Balance from vintages < 4Q12
Balance from vintage 4Q12-4Q13
Balance from vintage 2014
Paydowns
Asset Purchases
Asset Sales
Loan Losses
Business and Corporate Card (International)
Balances
Paydowns
Asset Purchases
Asset Sales
Loan Losses
Bank and Charge Card (International)
Balances
Paydowns
Asset Purchases
Asset Sales
Loan Losses
Auto Loans (Domestic)
Balances
New originations
Paydowns
Asset Purchases
Asset Sales
Loan Losses
Auto Loans (International)
Balances
New originations
Paydowns
Asset Purchases
Asset Sales
Loan Losses
Auto Leases (Domestic)
Balances
New originations
Paydowns
Asset Purchases
Asset Sales
Loan Losses

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Retail Bal. & Loss Projections
10

102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137

Auto Leases (International)
Balances
New originations
Paydowns
Asset Purchases
Asset Sales
Loan Losses
Student Loan
Balances
New originations
Paydowns
Asset Purchases
Asset Sales
Loan Losses
Small Business Loan - Scored (Domestic)
Balances
New originations
Paydowns
Asset Purchases
Asset Sales
Loan Losses
Small Business Loan - Scored (International)
Balances
New originations
Paydowns
Asset Purchases
Asset Sales
Loan Losses
Other Consumer Loan (Domestic)
Balances
New originations
Paydowns
Asset Purchases
Asset Sales
Loan Losses
Other Consumer Loan (International)
Balances
New originations
Paydowns
Asset Purchases
Asset Sales
Loan Losses

Retail Bal. & Loss Projections
11

Bank Retail Repurchase Worksheet: XYZ in Baseline
Table A.1 LOANS SOLD TO FANNIE MAE, Bank ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE A.1
$Millions
Original UPB
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt Population)
Delinquency Status as of 3Q (Excluding Exempt Population)

2004

2005

2006

2007

2008

Vintage
2009

Scenarios for which
row should be reported
2010

2011

2012

Unallocated

Total

Current
Past due 30 to 89 days
Past due 90 to 179 days
Past due 180+ days

Net Credit Loss Realized to-date (Excluding Exempt Population)
Repurchase Requests Outstanding (Excluding Exempt Population)
Estimated Lifetime Net Credit Losses (Excluding Exempt Population)
Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

-

Baseline Only
Baseline Only
Baseline Only

-

Baseline Only
Baseline Only
Baseline Only
Baseline Only
Baseline Only
Baseline Only
All Scenarios
All Scenarios

-

Baseline Only
Baseline Only
Baseline Only
All Scenarios

-

All Scenarios

-

Baseline Only
Baseline Only
Baseline Only

-

Baseline Only
Baseline Only
Baseline Only
Baseline Only
Baseline Only
Baseline Only
All Scenarios
All Scenarios

-

Baseline Only
Baseline Only
Baseline Only
All Scenarios

-

All Scenarios

-

Baseline Only
Baseline Only
Baseline Only

-

Baseline Only
Baseline Only
Baseline Only

Table A.2 LOANS SOLD TO FANNIE MAE, Bank UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE A.1
$Millions
Original UPB
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt Population)
Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

2004

2005

2006

2007

2008

Vintage
2009

2010

2011

2012

Unallocated

Total

Table A.3 Loss Projections for LOANS SOLD TO FANNIE MAE
$Millions
Projected Future Losses to Bank Charged to Repurchase Reserve

Q4-2012

Q1-2013

Q2-2013

Q3-2013

Projected in $Millions
Q4-2013
Q1-2014
Q2-2014

Q3-2014

Q4-2014

2015 or Later

Total

Table B.1 LOANS SOLD TO FREDDIE MAC, Bank ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE B.1
$Millions
Original UPB
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt Population)
Delinquency Status as of 3Q (Excluding Exempt Population)

2004

2005

2006

2007

2008

Vintage
2009

2010

2011

2012

Unallocated

Total

Current
Past due 30 to 89 days
Past due 90 to 179 days
Past due 180+ days

Net Credit Loss Realized to-date (Excluding Exempt Population)
Repurchase Requests Outstanding (Excluding Exempt Population)
Estimated Lifetime Net Credit Losses (Excluding Exempt Population)
Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

Table B.2 LOANS SOLD TO FREDDIE MAC, Bank UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE B.1
$Millions
Original UPB
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt Population)
Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

2004

2005

2006

2007

2008

Vintage
2009

2010

2011

2012

Unallocated

Total

Table B.3 Loss Projections for LOANS SOLD TO FREDDIE MAC
$Millions
Projected Future Losses to Bank Charged to Repurchase Reserve

Q4-2012

Q1-2013

Q2-2013

Q3-2013

Projected in $Millions
Q4-2013
Q1-2014
Q2-2014

Q3-2014

Q4-2014

2015 or Later

Total

Table C.1 LOANS INSURED BY THE US GOVERNMENT (e.g. FHA, VA), BANK ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE C.1
$Millions
Original UPB
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt Population)
Delinquency Status as of 3Q (Excluding Exempt Population)

2004

Current
Past due 30 to 89 days
Past due 90 to 179 days

2005

2006

2007

2008

Vintage
2009

2010

2011

2012

Unallocated

Total

Retail Repurchase Worksheet
12

-

Past due 180+ days

Net Credit Loss Realized to-date (Excluding Exempt Population)
Repurchase Requests Outstanding (Excluding Exempt Population)
Loss to-date due to Denied Insurance
Estimated Lifetime Net Credit Losses (Excluding Exempt Population)
Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

-

Baseline Only
Baseline Only
Baseline Only
Baseline Only
All Scenarios
All Scenarios

-

Baseline Only
Baseline Only
Baseline Only
All Scenarios

-

All Scenarios

-

Baseline Only
Baseline Only
Baseline Only

-

Baseline Only
Baseline Only
Baseline Only
Baseline Only
Baseline Only
Baseline Only
All Scenarios
All Scenarios

-

Baseline Only
Baseline Only
Baseline Only
All Scenarios

-

All Scenarios

-

Baseline Only
Baseline Only
Baseline Only

-

Baseline Only
Baseline Only
Baseline Only
Baseline Only
Baseline Only
Baseline Only
All Scenarios
All Scenarios

-

Baseline Only
Baseline Only

Table C.2 LOANS INSURED BY THE US GOVERNMENT (e.g. FHA, VA), BANK UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE C.1
$Millions
Original UPB
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt Population)
Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

2004

2005

2006

2007

Vintage
2009

2008

2010

2011

2012

Unallocated

Total

Table C.3 Loss Projections for LOANS INSURED BY THE US GOVERNMENT (e.g. FHA, VA)
Q4-2012

$Millions
Projected Future Losses to Bank Charged to Repurchase Reserve

Q1-2013

Q2-2013

Q3-2013

Q4-2013

Projected in $Millions
Q1-2014
Q2-2014

Q3-2014

Q4-2014

2015 or Later

Total

Table D.1 LOANS SECURITIZED WITH MONOLINE INSURANCE, BANK ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE D.1
$Millions
Original UPB
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt Population)
Delinquency Status as of 3Q (Excluding Exempt Population)

2004

2005

2006

2007

2008

Vintage
2009

2010

2011

2012

Unallocated

Total

Current
Past due 30 to 89 days
Past due 90 to 179 days
Past due 180+ days

Net Credit Loss Realized to-date (Excluding Exempt Population)
Repurchase Requests Outstanding (Excluding Exempt Population)
Estimated Lifetime Net Credit Losses (Excluding Exempt Population)
Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

Table D.2 LOANS SECURITIZED WITH MONOLINE INSURANCE, BANK UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE D.1
$Millions
Original UPB
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt Population)
Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

2004

2005

2006

2007

2008

Vintage
2009

2010

2011

2012

Unallocated

Total

Table D.3 Loss Projections for LOANS SECURITIZED WITH MONOLINE INSURANCE
$Millions
Projected Future Losses to Bank Charged to Repurchase Reserve

Q4-2012

Q1-2013

Q2-2013

Q3-2013

Q4-2013

Projected in $Millions
Q1-2014
Q2-2014

Q3-2014

Q4-2014

2015 or Later

Total

Table E.1 LOANS SECURITIZED WITHOUT MONOLINE INSURANCE, BANK ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE E.1
$Millions
Original UPB
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt Population)
Delinquency Status as of 3Q (Excluding Exempt Population)

2004

2005

2006

2007

2008

Vintage
2009

2010

2011

2012

Unallocated

Total

Current
Past due 30 to 89 days
Past due 90 to 179 days
Past due 180+ days

Net Credit Loss Realized to-date (Excluding Exempt Population)
Repurchase Requests Outstanding (Excluding Exempt Population)
Estimated Lifetime Net Credit Losses (Excluding Exempt Population)
Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

Table E.2 LOANS SECURITIZED WITHOUT MONOLINE INSURANCE, BANK UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE E.1
$Millions
Original UPB
Original UPB (Excluding Exempt Population)

2004

2005

2006

2007

2008

Vintage
2009

2010

2011

2012

Unallocated

Total

Retail Repurchase Worksheet
13

Outstanding UPB (Excluding Exempt Population)
Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

-

Baseline Only
All Scenarios

-

All Scenarios

-

Baseline Only
Baseline Only
Baseline Only

-

Baseline Only
Baseline Only
Baseline Only
Baseline Only
Baseline Only
Baseline Only
All Scenarios
All Scenarios

-

Baseline Only
Baseline Only
Baseline Only
All Scenarios

-

All Scenarios

-

All Scenarios

Table E.3 Loss Projections for LOANS SECURITIZED WITHOUT MONOLINE INSURANCE
$Millions
Projected Future Losses to Bank Charged to Repurchase Reserve

Q4-2012

Q1-2013

Q2-2013

Q3-2013

Projected in $Millions
Q4-2013
Q1-2014
Q2-2014

Q3-2014

Q4-2014

2015 or Later

Total

Table F.1 WHOLE LOANS SOLD, BANK ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE F.1
2004

$Millions
Original UPB
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt Population)
Delinquency Status as of 3Q (Excluding Exempt Population)

2005

2006

2007

2008

Vintage
2009

2010

2011

2012

Unallocated

Total

Current
Past due 30 to 89 days
Past due 90 to 179 days
Past due 180+ days

Net Credit Loss Realized to-date (Excluding Exempt Population)
Repurchase Requests Outstanding (Excluding Exempt Population)
Estimated Lifetime Net Credit Losses (Excluding Exempt Population)
Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

Table F.2 WHOLE LOANS SOLD, BANK UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE F.1
$Millions
Original UPB
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt Population)
Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

2004

2005

2006

2007

2008

Vintage
2009

2010

2011

2012

Unallocated

Total

Table F.3 Loss Projections for WHOLE LOANS SOLD
$Millions
Projected Future Losses to Bank Charged to Repurchase Reserve

Q4-2012

Q1-2013

Q2-2013

Q3-2013

Projected in $Millions
Q4-2013
Q1-2014
Q2-2014

Q3-2014

Q4-2014

2015 or Later

Total

Table G.3 TOTAL Loss Projections
$Millions
Projected Future Losses to Bank Charged to Repurchase Reserve

Q4-2012
-

Q1-2013
-

Q2-2013
-

Q3-2013
-

Q4-2013
-

Projected in $Millions
Q1-2014
Q2-2014
-

Q3-2014
-

Q4-2014
-

2015 or Later
-

Total

Retail Repurchase Worksheet
14

Bank ASC 310-30 Worksheet: XYZ in Baseline
Yes
No

Item

Clarifications Regarding PCI Allowance:
Is item 8 (Provision to Allowance) included in Income Statement Item 92?
If no, please list Income Statement line on which item is included:

First Lien Mortgages

Data Clarifications:

1
2
3

Carry Value
Allowance
Net Carry Value

Input as Positive
Input as Positive
Calculated

4

Unpaid Principal Balance

Input as Positive

5

Initial Day 1 Non-Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on PCI
Loans

Input as Positive

6

Quarter Ending Non Accretable Difference (NAD)

Input as Positive

7
8

Cumulative Charge-offs to Date (to NAD)
Cumulative Charge-offs to Date (to Allowance)

Input as Negative
Input as Negative

9

Provisions to Allowance

Prov/(Reverse)

10
11

Quarterly Charge-offs to NAD
Quarterly Charge-offs to Allowance

Input as Negative
Input as Negative

12

Accretable Yield Remaining

Input as Positive

13

Accretable Yield Accreted to Income

Input as Negative

14

Effective Yield (%)

Input as Percentage

Item

Second Lien HELOANs

Data Clarifications:

1
2
3

Carry Value
Allowance
Net Carry Value

Input as Positive
Input as Positive
Calculated

4

Unpaid Principal Balance

Input as Positive

5

Initial Day 1 Non-Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on PCI
Loans

Input as Positive

6

Quarter Ending Non Accretable Difference (NAD)

Input as Positive

7
8

Cumulative Charge-offs to Date (to NAD)
Cumulative Charge-offs to Date (to Allowance)

Input as Negative
Input as Negative

Actual in
$Millions
Q3 2012

-

Actual in
$Millions
Q3 2012

-

Q4 2012

-

Q4 2012

-

Q1 2013

-

Q1 2013

-

Q2 2013

-

Q2 2013

-

Projected in $Millions
Q3 2013 Q4 2013 Q1 2014

-

-

-

Projected in $Millions
Q3 2013 Q4 2013 Q1 2014

-

-

-

Q2 2014

-

Q2 2014

-

Q3 2014

-

Q3 2014

-

Q4 2014

-

Q4 2014

-

Retail ASC 310-30 Worksheet
15

9

Provisions to Allowance

Prov/(Reverse)

10
11

Quarterly Charge-offs to NAD
Quarterly Charge-offs to Allowance

Input as Negative
Input as Negative

12

Accretable Yield Remaining

Input as Positive

13

Accretable Yield Accreted to Income

Input as Negative

14

Effective Yield (%)

Input as Percentage

Item

HELOCs

Data Clarifications:

1
2
3

Carry Value
Allowance
Net Carry Value

Input as Positive
Input as Positive
Calculated

4

Unpaid Principal Balance

Input as Positive

5

Initial Day 1 Non-Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on PCI
Loans

Input as Positive

6

Quarter Ending Non Accretable Difference (NAD)

Input as Positive

7
8

Cumulative Charge-offs to Date (to NAD)
Cumulative Charge-offs to Date (to Allowance)

Input as Negative
Input as Negative

9

Provisions to Allowance

Prov/(Reverse)

10
11

Quarterly Charge-offs to NAD
Quarterly Charge-offs to Allowance

Input as Negative
Input as Negative

12

Accretable Yield Remaining

Input as Positive

13

Accretable Yield Accreted to Income

Input as Negative

14

Effective Yield (%)

Input as Percentage

Item

Other (specify in documentation)

Data Clarifications:

1
2
3

Carry Value
Allowance
Net Carry Value

Input as Positive
Input as Positive
Calculated

4

Unpaid Principal Balance

Input as Positive

5

Initial Day 1 Non-Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on PCI
Loans

Input as Positive

Actual in
$Millions
Q3 2012

-

Actual in
$Millions
Q3 2012

-

Q4 2012

-

Q4 2012

-

Q1 2013

-

Q1 2013

-

Q2 2013

-

Q2 2013

-

Projected in $Millions
Q3 2013 Q4 2013 Q1 2014

-

-

-

Projected in $Millions
Q3 2013 Q4 2013 Q1 2014

-

-

-

Q2 2014

-

Q2 2014

-

Q3 2014

-

Q3 2014

-

Q4 2014

-

Q4 2014

-

Retail ASC 310-30 Worksheet
16

6

Quarter Ending Non Accretable Difference (NAD)

Input as Positive

7
8

Cumulative Charge-offs to Date (to NAD)
Cumulative Charge-offs to Date (to Allowance)

Input as Negative
Input as Negative

9

Provisions to Allowance

Prov/(Reverse)

10
11

Quarterly Charge-offs to NAD
Quarterly Charge-offs to Allowance

Input as Negative
Input as Negative

12

Accretable Yield Remaining

Input as Positive

13

Accretable Yield Accreted to Income

Input as Negative

14

Effective Yield (%)

Input as Percentage

Item

Portfolio to be acquired (specify in documentation)

Data Clarifications:

1
2
3

Carry Value
Allowance
Net Carry Value

Input as Positive
Input as Positive
Calculated

4

Unpaid Principal Balance

Input as Positive

5

Initial Day 1 Non-Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on PCI
Loans

Input as Positive

6

Quarter Ending Non Accretable Difference (NAD)

Input as Positive

7
8

Cumulative Charge-offs to Date (to NAD)
Cumulative Charge-offs to Date (to Allowance)

Input as Negative
Input as Negative

9

Provisions to Allowance

Prov/(Reverse)

10
11

Quarterly Charge-offs to NAD
Quarterly Charge-offs to Allowance

Input as Negative
Input as Negative

12

Accretable Yield Remaining

Input as Positive

13

Accretable Yield Accreted to Income

Input as Negative

14

Effective Yield (%)

Input as Percentage

Actual in
$Millions
Q3 2012

-

Q4 2012

-

Q1 2013

-

Q2 2013

-

Projected in $Millions
Q3 2013 Q4 2013 Q1 2014

-

-

-

Q2 2014

-

Q3 2014

-

Q4 2014

-

Retail ASC 310-30 Worksheet
17

Bank Projected OTTI for AFS Securities and HTM Securities by CUSIP: XYZ in Baseline
Projected OTTI for AFS Securities and HTM Securities by CUSIP
For each position that incurred a loss in P&L, please state the identifier value (CUSIP or ISIN) and the amount of loss projected (over the entire forecast horizon). Create a
separate line item for each position. Total projected losses should reconcile to the total sum of projected losses (across all quarters) provided in the Securities OTTI by Portfolio
tab of this schedule. Responses should be provided in $Millions.

Identifier Value
(CUSIP/ISIN)
GRAND TOTAL

Actual
MM/DD/YYYY
Amortized Cost

-

Credit Loss
Portion

-

Non- Credit
Loss Portion

-

Total OTTI

-

Securities OTTI by CUSIP
18

Bank Projected OTTI for AFS and HTM Securities by Portfolio: XYZ in Baseline
Projected OTTI for AFS and HTM Securities by Portfolio
Please provide the credit loss portion and non-credit loss portion of projected OTTI (for relevant portfolios) for the quarters detailed in the tables below. Responses should be provided in $Millions. Values should be quarterly, not cumulative.
OTTI related to the security’s credit loss is recognized in earnings, whereas the OTTI related to other factors (defined as the non‐credit loss portion) is included as part of a separate component of other comprehensive income (OCI). For only those securities determined to be other-than-temporarily
impaired, Banks should provide both projected losses that would be recognized in earnings and any projected losses that would be captured in OCI.
Only securities projected to experience an other-than-temporary impairment loss in the P&L should be reported in the tables below. Securities not projected to be other-than-temporarily impaired (for example, any securities implicitly or explicitly guaranteed by the U.S. government or any other
securities for which no OTTI is projected) should not be reported in this tab.
Projected Q4 2012

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29

AFS Securities
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other Consumer ABS (excl HEL ABS)
Corporate Bond
Domestic Non-Agency RMBS (incl HEL ABS)
Alt-A (Option ARM)
Alt-A FRM
Alt-A ARM
Closed-End Second
HELOC
Scratch & Dent
Subprime
Prime Fixed
Prime ARM
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
GRAND TOTAL

Actual MM/DD/YYYY
Amortized Cost

Credit Loss
Portion

-

Non- Credit
Loss Portion

-

0

-

0

0

Projected Q1 2013

Total OTTI

-

Credit Loss
Portion

Non- Credit
Loss Portion

-

-

0

0

Projected Q2 2013

Total OTTI

-

Credit Loss
Portion

Non- Credit
Loss Portion

-

Projected Q3 2013

Total OTTI

-

-

0

0

Credit Loss
Portion

Non- Credit
Loss Portion

-

-

0

0

Projected Q4 2013

Total OTTI

-

Credit Loss
Portion

Non- Credit
Loss Portion

-

-

0

0

Total OTTI

-

*For 'Other' AFS securities, please provide name of security type in row 28 above (currently labeled "Other"). Please add additional rows if necessary. If adding additional rows, please ensure that grand totals sum appropriately.

Projected Q4 2012

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29

HTM Securities
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other Consumer ABS (excl HEL ABS)
Corporate Bond
Domestic Non-Agency RMBS (incl HEL ABS)
Alt-A (Option ARM)
Alt-A FRM
Alt-A ARM
Closed-End Second
HELOC
Scratch & Dent
Subprime
Prime Fixed
Prime ARM
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other
GRAND TOTAL

Actual MM/DD/YYYY
Amortized Cost

Credit Loss
Portion

-

Non- Credit
Loss Portion

-

0

-

0

0

Projected Q1 2013

Total OTTI

-

Credit Loss
Portion

Non- Credit
Loss Portion

-

-

0

0

Projected Q2 2013

Total OTTI

-

Credit Loss
Portion

Non- Credit
Loss Portion

-

Projected Q3 2013

Total OTTI

-

0

0

-

Credit Loss
Portion

Non- Credit
Loss Portion

-

-

0

0

Projected Q4 2013

Total OTTI

-

Credit Loss
Portion

Non- Credit
Loss Portion

-

-

0

0

Total OTTI

-

*For 'Other' AFS securities, please provide name of security type in row 28 above (currently labeled "Other"). Please add additional rows if necessary. If adding additional rows, please ensure that grand totals sum appropriately.

Securities OTTI by Portfolio
19

Projected Q1 2014

Credit Loss
Portion

Non- Credit
Loss Portion

-

-

0

0

Projected Q2 2014

Total OTTI

-

Credit Loss
Portion

-

Non- Credit
Loss Portion

-

-

0

0

-

0

Projected Q1 2014

Credit Loss
Portion

Non- Credit
Loss Portion

0

Projected Q3 2014

Total OTTI

-

Credit Loss
Portion

-

-

Credit Loss
Portion

Non- Credit
Loss Portion

-

-

0

0

-

0

Projected Q2 2014

Total OTTI

Non- Credit
Loss Portion

0

Projected Q4 2014

Total OTTI

-

Credit Loss
Portion

-

-

Credit Loss
Portion

Non- Credit
Loss Portion

-

-

0

0

-

0

0

Total OTTI

-

Projected Q4 2014

Projected Q3 2014

Total OTTI

Non- Credit
Loss Portion

Total OTTI

-

Credit Loss
Portion

Non- Credit
Loss Portion

-

-

0

0

Total OTTI

-

Securities OTTI by Portfolio
20

Bank High-Level OTTI Methodology and Assumptions for AFS and HTM Securities by Portfolio: XYZ in Baseline
High-Level OTTI Methodology and Assumptions for AFS and HTM Securities by Portfolio
Please complete the unshaded cells in the table provided.

Threshold for Determining OTTI
(please provide one of the following responses: pricebased threshold, ratings-based threshold, cash flow
model-based threshold, or other threshold)

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28

Discount Rate Methodology
Aggregate Cumulative Lifetime Loss on Underlying
Collateral
(% Original Balance)

AFS and HTM Securities
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other Consumer ABS (excl HEL ABS)
Corporate Bond
Domestic Non-Agency RMBS (incl HEL ABS)
Alt-A (Option ARM)
Alt-A FRM
Alt-A ARM
Closed-End Second
HELOC
Scratch & Dent
Subprime
Prime Fixed
Prime ARM
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
*For 'Other' AFS and HTM securities, please provide name of security type in row 28 above (currently labeled "Other"). Please add additional rows if necessary.

(please state whether a market-based or accountingbased (e.g., book price/purchase price) discount rate is
used)

Please provide the name(s) of any vendor(s) and any
vendor model(s) that are used

Were all securities reviewed for potential OTTI (yes/no)
for stress testing?

Securities OTTI by Methodology
21

Bank Post-Trading Shock Market Values for AFS Securities: XYZ in Baseline
Post-Trading Shock Market Values for AFS Securities
Banks should estimate and provide fair market values of AFS securities based on a re-pricing of positions held on the reporting date.

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29

AFS Securities
Estimated Post-Trading Shock Fair Market Value
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other Consumer ABS (excl HEL ABS)
Corporate Bond
Domestic Non-Agency RMBS (incl HEL ABS)
Alt-A (Option ARM)
Alt-A FRM
Alt-A ARM
Closed-End Second
HELOC
Scratch & Dent
Subprime
Prime Fixed
Prime ARM
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
GRAND TOTAL
* For 'Other' AFS securities, please provide name of security type in row 28 above (currently labeled "Other"). Please add additional rows if necessary.

-

-

Securities AFS Market Shock
22

Bank Actual AFS and HTM Fair Market Value Sources by Portfolio: XYZ in Baseline
Actual AFS and HTM Fair Market Value Sources by Portfolio
Please provide information on actual fair market values as of the reporting date.

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28

AFS and HTM Securities
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other Consumer ABS (excl HEL ABS)
Corporate Bond
Domestic Non-Agency RMBS (incl HEL ABS)
Alt-A (Option ARM)
Alt-A FRM
Alt-A ARM
Closed-End Second
HELOC
Scratch & Dent
Subprime
Prime Fixed
Prime ARM
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*

Principal Market Value Source
Please state whether a vendor or proprietary model is used. If using a 3rd In general, how often are securities normally marked (e.g., daily, weekly,
party vendor, please provide the name(s) of the 3rd party vendor(s).
quarterly, etc.)?

*For 'Other' AFS and HTM securities, please provide name of security type in row 28 above (currently labeled "Other"). Please add additional rows if necessary.

Securities Market Value Sources
23

Bank Trading Worksheet: XYZ in Baseline
Effective date: TBD
(A)
P/L Results in $Millions
Firmwide
Total
1
2
3
4
5
6
7
8
9
10

Equity
FX
Rates
Commodities
Securitized Products
Other Credit
Private Equity
Other Fair Value Assets
Cross-Asset Terms
Total

(B)
(C)
Contributions from:
Higher-Order
Risks
CVA Hedges

-

1-6) The categories above (Equities, FX, Rates, etc.) are NOT meant to denote lines of business or desks, but rather firmwide
totals by risk stripe.
5) "Securitized Products" is defined as the contribution to P/L from exposures detailed on the Securitized Products and
Agencies worksheets.
6) "Other Credit" is defined as the contribution from all credit products other than those specified on the "Securitized
Products" or "Agencies" worksheets.
9) Cross-Asset Terms are those intra-asset risks attributable to the co-movement of mulitple asset classes. For example, an
equity option paying off in a foreign currency would have both Equity and FX risk. The P/L due to this co-dependence would be
entered into row 9.
(B) Higher order risks are those inter-asset risks attributable to terms not represented in the FR-Y14Q. The highest order term
represented in the 14Q will vary based on the specific asset class. For example, the commodity spot vol grids do not capture
risks attributable to the co-movement of multiple underlying commodities.

When reporting P/L numbers above, report profits as positive numbers and losses as negative numbers.

Trading Worksheet
24

Bank Counterparty Risk Worksheet: XYZ in Baseline
$Millions
Losses should be reported as a positive value.

1 Trading Incremental Default Losses (Trading IDR)
1a
Trading Incremental Default losses from securitized products
1b
Trading Incremental Default losses from other credit sensitive instruments

-

2 Counterparty Credit MTM Losses (CVA losses)
2a
Counterparty CVA losses
2b
Offline reserve CVA losses

-

3 Counterparty Incremental Default Losses (CCR IDR)
3a
Impact of CCR IDR hedges (as defined in the Instructions)
4 Other CCR losses

Counterparty Risk Worksheet
25

Bank Op Risk Scenario Input Worksheet: XYZ in Baseline
For the inputs into each scenario, provide the type of data, a brief description of the loss events (including events from an operational risk scenario analysis process), the unit of measure (UOM), and the contribution of those
events to the operational loss projection.

Type of Data

TOTAL

Brief Description

Unit of Measure (UOM)

Contribution ($millions)

Total $

-

TOTAL SHOULD AGREE TO THE PROJECTED "OPERATIONAL RISK
EXPENSE" AMOUNT INCLUDED IN LINE 29 IN THE PPNR
PROJECTIONS WORKSHEET

OpRisk Scenario Inputs
26

Bank Op Risk Projected Losses Worksheet: XYZ in Baseline

Provide any supporting information including statistical results, data, summary tables, and additional descriptions in a separate
document and cross reference the document to the respective question/item.
The sum of the quarterly data provided must equal the total of the scenarios in the Op Risk Scenario Inputs Worksheet.
Projected Operational Risk Losses
$Millions
Q4 2012
Q1 2013

2013 Projections
Q2 2013
Q3 2013

Q4 2013

Q1 2014

2014 Projections
Q2 2014
Q3 2014

Q4 2014

OpRisk Projected Losses
27

Bank PPNR Projections Worksheet: XYZ in Baseline
Instructions: Bank to complete non shaded cells only; all shaded cells with embedded formulas will self populate. Quarterly items should be reported by quarter, and not on a year-to-date basis.
Please indicate if deposits are 25% or more of total liabilities
Net Interest Income Designation Field - Populated Automatically
$Millions

Projected in $Millions

Call Report Codes

Net Interest Income by Business Segment: (17)
1
1A
1B
1C

Retail and Small Business
Domestic (11)
Credit Cards (10)
Mortgages

1D
1E
1F
1G
2
3
4
5
5A
5B
6
7
8
9
10
11
12

Home Equity
Retail and Small Business Deposits
Other Retail and Small Business Lending
International Retail and Small Business (16)
Commercial Lending
Investment Banking
Merchant Banking / Private Equity
Sales and Trading
Prime Brokerage
Other
Investment Management
Investment Services
Treasury Services
Insurance Services
Retirement / Corporate Benefits Products
Corporate / Other
Optional Immaterial Business Segments (7)

13

Total Net Interest Income (1)

14
14A
14B
14C
14D
14E
14F
14G
14H
14I
14J
14K
14L
14M
14N
14O
14P
14Q
14R
14S
14T
15
16
16A
16B
16C
16D
17
17A
17B
17C
18
18A
18B
18C
18D
18E

Non Interest Income by Business Segment: (17)
Retail and Small Business
Domestic
Credit Cards (10)
Credit Card Interchange Revenues - Gross (exclude charge cards)
Other
Mortgages and Home Equity
Production
Gains/(Losses) on Sale (18)
Other
Servicing
Servicing & Ancillary Fees
MSR Amortization (20)
MSR Value Changes due to Changes in Assumptions/Model Inputs/Other Net of Hedge
Other
Provisions to Repurchase Reserve / Liability for Residential Mortgage Representations and
Retail and Small Business Deposits
Non Sufficient Funds / Overdraft Fees - Gross
Debit Interchange - Gross
Other (22)
Other Retail and Small Business Lending
International Retail and Small Business (16)
Commercial Lending
Investment Banking
Advisory
Equity Capital Markets
Debt Capital Markets
Syndicated / Corporate Lending
Merchant Banking / Private Equity
Net Investment Mark-to-Market
Management Fees
Other
Sales and Trading
Equities
Commission and Fees
Other (23)
Fixed Income
Rates

Q4 2012

Q1 2013

Q2 2013

Q3 2013

Q4 2013

Q1 2014

Q2 2014

Q3 2014

Q4 2014

2013

2014

9-Quarter

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

PPNR Projections Worksheet
28

18F
18G
18H
18I
18J
18K
18L
18M
19
19A
19B
20
20A
20B
20C
20D
20E
21
22
23
24
25

Credit
Other
Commodities
Commission and Fees
Other
Prime Brokerage
Commission and Fees
Other
Investment Management
Asset Management
Wealth Management / Private Banking
Investment Services
Asset Servicing
Securities Lending
Other
Issuer Services
Other
Treasury Services
Insurance Services
Retirement / Corporate Benefits Products
Corporate / Other
Optional Immaterial Business Segments (7)

26
27

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Total Non-Interest Income (2) (26)

-

-

-

-

-

-

-

-

-

-

-

-

Total Revenues

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

31
32
33
34
34A
34B
35
36
37
38

30

-

-

Non Interest Expense:
Compensation Expense
Salary (14)
Benefits (14)
Commissions (6)
Stock Based Compensation
Cash Variable Pay
Operational Risk Expense (8)
Provisions to Repurchase Reserve / Liability for Residential Mortgage Representations
and Warranties (12)
Professional and Outside Services Expenses (13)
Expenses of Premises and Fixed Assets
RIAD4217
Amortization Expense and Impairment Losses for Other Intangible Assets
RIADC232
Marketing Expense
Domestic Credit Cards (10)(15)(17)
Other
Other Real Estate Owned Expense
Provision for Unfunded Off-Balance Sheet Credit Exposures (to build/decrease item 134 (RCFDB557) in Balance Sheet)
Other Non-Interest Expense (4)

28
28A
28B
28C
28D
28E
29

-

-

-

-

-

-

-

-

-

-

Total Non-Interest Expense (3)

-

-

-

-

-

-

-

-

-

-

-

-

39

Projected PPNR (5)

-

-

-

-

-

-

-

-

-

-

-

-

40
41
42

Valuation Adjustment for firm's own debt under fair value option (FVO) (9)
Goodwill Impairment
Loss resulting from trading shock exercise (if applicable) (24) (25)

-

-

-

-

RIADC216
-

-

-

-

-

-

-

-

Footnotes to the PPNR Projections Worksheet
(1) Amount should equal item 45 of the PPNR NII Worksheet, if completed.
(2) Excludes Valuation Adjustment for firm's own debt under fair value option (FVO) in item 40.
(3) Excludes Goodwill Impairment included in item 41.
(4) Provide a further break out of significant items included in Other Non-Interest Expense such that no more than 5% of Non Interest

PPNR Projections Worksheet
29

(5)
(6)
(7)

By definition, PPNR will calculate as Net Interest Income plus Non-Interest Income less Non-Interest Expense, excluding items broken out in items 40-41.
Report commissions only in "Commissions" line item 28C; do not report commissions in any other compensation line items.
See instructions for guidance on related thresholds. List segments included in this line item.

(8)

All operational loss items, including operational losses that are contra revenue amounts or cannot be separately identified, should be
reported in the operational risk expense. Any legal consultation or retainer fees specifically linked to an operational risk event should
be included in the Operational Risk Expense. Include all Provisions to Litigation Reserves / Liability for Claims related to Sold
Residential Mortgages and all Litigation Settlements & Penalties in this line item and not any other items.

(9)

List segments from which item was excluded:

(10) Include domestic bank issued credit and charge cards including those that result from a partnership agreement.
(11) Applies to line items 1A-1F; US and Puerto Rico only.
(12) Provisions to build any non-litigation reserves/accrued liabilities that have been established for losses related to sold or governmentinsured residential mortgage loans (first or second lien). Do not report such provisions in any other items; report them only in line
items 14N or 30, as applicable.
(13) Include routine legal expenses (i.e legal expenses not related to operational losses) here.
(14) Do not report stock based and cash variable pay compensation here.
(15) Include both direct and allocated expenses. Report any expenses that are made to expand the company’s card member and/or merchant base, facilitate greater
segment penetration, enhance the perception of the company’s credit card brand, and/or increase the utilization of the existing card member base across the
spectrum of marketing and advertising mediums.
(16) Revenues from regions outside the US and Puerto Rico.
(17) See Instructions for description of standardized Business Segments/Lines. Unless specified otherwise, all numbers are global.
(18) Gains/(Losses) from the sale of mortgages and home equity originated through all production channels (retail, broker, correspondent, etc.) with the intent to sell. Such
gains/losses should include deferred fees and costs that are reported as adjustments to the carrying balance of the sold loan, fair value changes on loan commitments
with rate locks that are accounted for as derivatives, fair value changes on mortgage loans held-for-sale designated for fair value treatment, lower-of-cost or market
adjustments on mortgage loans held-for-sale not designated for fair value treatment, fair value changes on derivative instruments used to hedge loan commitments
and held-of-sale mortgages, and value associated with the initial capitalization of the MSR upon sale of the loan.
(19)
(20)
(21)
(22)

Report changes in the MSR value here and not in any other items. Report changes in the MSR hedges here and not in any other items.
Include economic amortization or scheduled and unscheduled payments, net of defaults under both FV and LOCOM accounting methods.
Include MSR changes under both FV and LOCOM accounting methods.
Among items included here are debit card contra-revenues, as applicable. The reporting of debit card contra-revenues and expenses should be consistent with the
bank Call Report methodology.
(23) Report all Non-Interest Income for Equities Sales and Trading, excluding Prime Brokerage (to be reported as a separate line item) and excluding Commissions and Fees.
This includes trading profits and other non-interest non-commission income.
(24) Banks should not report changes in value of the MSR asset or hedges within the trading book.
(25) List segments from which item was excluded:
(26) Exclude result of trading shock exercise (where applicable), as it is reported in item 42.

The following cells provide checks of the internal consistency of the PPNR Template schedules. Please ensure that these cells are all "TRUE," or "N/A" before the worksheet is submitted.
Net Interest Income agrees between worksheets
Immaterial revenues are less than or equal to 10% of total revenue

N/A
N/A

N/A
N/A

N/A
N/A

N/A
N/A

N/A
N/A

N/A
N/A

N/A
N/A

N/A
N/A

N/A
N/A

PPNR Projections Worksheet
30

Bank PPNR Net Interest Income Worksheet: XYZ in Baseline
Instructions: All Banks for which deposits comprise 25% or more of total liabilities for any reported period must complete this worksheet. Banks to complete non shaded cells only; all shaded cells with embedded formulas will self populate. Quarterly items should be
reported by quarter, and not on a year-to-date basis.
Please indicate if deposits are 25% or more of total liabilities
Net Interest Income Designation Field - Populated Automatically
Call Report Codes (5)
1
2
2A
2B
3
4

5
6
7
7A
7B
7C

Average Interest-Bearing Asset Balances ($Millions) (1)
First Lien Residential Mortgages (in Domestic Offices)
Second / Junior Lien Residential Mortgages (in Domestic Offices)
Closed-End Junior Liens
Home Equity Lines Of Credit (HELOCs)
C&I Loans, excl. Small Business (Scored/Delinquency Managed) (7)
Small Business (Scored/Delinquency Managed)

CRE Loans (in Domestic Offices)
Credit Cards
Other Consumer
Auto Loans
Student Loans

Projected in $Millions
Q3 2013
Q4 2013
Q1 2014

Q4 2012

Q1 2013

Q2 2013

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Q2 2014

Q3 2014

Q4 2014

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

RCON5367
RCON5368
RCON1797

RCONF158+RCONF159+RCO
N1460+RCONF160+RCONF1
61
RCFDB538
RCFDK137

Other, incl. loans backed by securities (non-purpose lending)

8

Real Estate Loans (Not in Domestic Offices)

8A
8B
9
10
11
12
13

Residential Mortgages (First and Second Lien)
Other
Other Loans & Leases (10)
Interest-Bearing Securities (AFS and HTM)
Trading Assets
Deposits with Banks & Other
Other (2)

14

Total Average Interest-Bearing Asset Balances

15
16
16A
16B
17
18
19
20
21
21A
21B
21C
22
22A
22B
23
24
25
26
27

Average Rates Earned (%) (9)
First Lien Residential Mortgages (in Domestic Offices)
Second / Junior Lien Residential Mortgages (in Domestic Offices)
Closed-End Junior Liens
HELOCs
C&I Loans, excl. Small Business (Scored/Delinquency Managed)
Small Business (Scored/Delinquency Managed)
CRE Loans (in Domestic Offices)
Credit Cards
Other Consumer
Auto Loans
Student Loans
Other, incl. loans backed by securities (non-purpose lending)
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages (First and Second Lien)
Other
Other Loans & Leases
Interest-Bearing Securities (AFS and HTM)
Trading Assets
Deposits with Banks & Other
Other

28

Total Interest Income

29
29A
29B

Average Deposit and Interest-Bearing Non-Deposit Liability Balances ($Millions)
Customer Deposits-Domestic (6)
Non-Interest-Bearing Demand
Money Market Accounts

RCFD1410 less items 1, 2, 5,
and RCON1420

RCFD1754+RCFD1773
RCFD3401

PPNR NII Worksheet
31

29C
29D
29E
30
30A
30B
31
31A
31B
31C
32

Savings
NOW, ATS, and other Transaction Accounts
Time Deposits
Customer Deposits-Foreign (6)
Foreign Deposits
Foreign Deposits-Time
Fed Funds, Repos, & Other Short Term Borrowing
Fed Funds
Repos
Other Short Term Borrowing
Trading Liabilities

33
34
35

Subordinated Notes Payable to Unconsolidated Trusts Issuing Trust Preferred
Securities (TruPS) and TruPS Issued by Consolidated Special Purpose Entities
All Other Long Term Debt
Other (3)

36

Total Average Deposit and Interest-Bearing Non-Deposit Liability Balances

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

41
42
43

Average Liability Rates (%) (9)
Customer Deposits-Domestic (6)
Non-Interest-Bearing Demand (8)
Money Market Accounts
Savings
Negotiable Order of Withdrawal (NOW), Automatic Transfer Service (ATS), and
other Transaction Accounts
Time Deposits
Customer Deposits-Foreign (6)
Foreign Deposits
Foreign Deposits-Time
Fed Funds, Repos, & Other Short Term Borrowing
Fed Funds
Repos
Other Short Term Borrowing
Trading Liabilities
Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS
Issued by Consolidated Special Purpose Entities
All Other Long Term Debt
Other

44

Total Interest Expense

-

-

-

-

-

-

-

-

-

45

Total Net Interest Income (4)

-

-

-

-

-

-

-

-

-

37
37A
37B
37C
37D
37E
38
38A
38B
39
39A
39B
39C
40

0.0%

0.0%

0.0%

0.0%

0.0%

0.0%

0.0%

0.0%

0.0%

Footnotes to the Net Interest Income Worksheet
(1) Exclude nonaccrual loans, reporting these balances in item 55 of the PPNR Metrics Worksheet . Include purchased credit impaired loans.
(2) Break out and explain nature of significant items included in Other Average Interest-Bearing Asset Balances such that no more 5% of total Average Interest-Bearing Asset Balances are reported without a further breakout.

Break out and explain nature of significant items included in Other Average Deposit and Interest-Bearing Non-Deposit Liability Balances such that no more than 5% of total Average Deposit and Interest-Bearing Non-Deposit Liability Balances are reported without a
(3) further breakout.

(4)
(5)
(6)
(7)
(8)

Amount should equal item 13 of the PPNR Projections Worksheet.
All requested balance items are averages. Call Report code references are intended only to provide guidance for the types of items to be included or exluded; but NOT the type of balance to be provided.
A sum of average domestic and foreign customer deposits should be equal to a sum of average RCON6631, RCON6636, RCFN6631, and RCFN6636.
Report Large Commercial Credits and Small Business (Graded) Loans.
Rates are equal to zero by definition.

PPNR NII Worksheet
32

(9) All rates are annualized.
(10) Include loans secured by farmland here (RCON1420) and other loans not accounted for in the other categories.
Are Other Average Interest-Bearing Asset Balances more than 5% of Total Average Interest-Bearing Asset Balances?

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

Are Other Average Deposit and Interest-Bearing Non-Deposit Liability Balances more
than 5% of Total Average Interest-Bearing Liability Balances?

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

PPNR NII Worksheet
33

Bank PPNR Metrics Worksheet: XYZ in Baseline
Instructions: Banks to complete non shaded cells only; all shaded cells with embedded formulas will self populate. Quarterly items should be reported by quarter, and not on a year-to-date basis. Annual and 9-Quarter numbers for all averages should be reported only if the annual averages are not equal to a simple average of the four quarters for a
given year.

Call Report Codes

1
2
3
4
5

A. Metrics by Business Segment/Line (9)
Retail and Small Business Segment
Domestic (24)
Credit Cards
Total Open Accounts – End of Period
Credit Card Purchase Volume (exclude charge cards)
Credit Card Rewards/Partner Sharing Expense (23)
Mortgages and Home Equity
Average Third-Party Residential Mortgages Serviced (3)
Residential Mortgage Originations Industry Market Size – Volume (25)

6

Mortgages and Home Equity Sold during the quarter (26)

7

Servicing Expenses (8)
Retail and Small Business Deposits
Total Open Checking and Money Market Accounts – End of Period
Debit Card Purchase Volume
International Retail and Small Business (12)
Credit Card Revenues (1)
Investment Banking Segment
Number of Employees (15)
Compensation - Total (8)
Stock Based Compensation and Cash Variable Pay (8)
Advisory
Deal Volume
Industry Market Size - Fees
Industry Market Size - Completed Deal Volume
Backlog (30)
Equity Capital Markets
Deal Volume
Industry Market Size - Fees
Industry Market Size - Volume
Debt Capital Markets
Deal Volume
Industry Market Size - Fees
Industry Market Size - Volume
Syndicated Lending
Deal Volume
Industry Market Size - Fees
Industry Market Size - Volume
Merchant Banking / Private Equity
AUM (10)
Sales and Trading Segment
Number of Employees (15)
Total Proprietary Trading Revenue
Compensation - Total (8)
Stock Based Compensation and Cash Variable Pay (8)
Equities
Average Asset Balance
Fixed Income
Average Asset Balance
Commodities
Average Asset Balance
Prime Brokerage
Average Client Balances (13)
Transaction Volume

8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37

44

Investment Management Segment
Asset Management
AUM - Total (10)
AUM - Equities
AUM - Fixed Income
AUM - Other
Net Inflows/Outflows
Wealth Management/Private Banking
AUM - Total (10)
AUM - Equities
AUM - Fixed Income
AUM - Other
Net Inflows/Outflows
Number of Financial Advisors (11)
Investment Services Segment
Asset Servicing
Assets under Custody and Administration
Issuer Services
Corporate Trust Deals Administered

45
46

B. Firm Wide Metrics: PPNR Projections Worksheet
Number of Employees
Revenues - International

38
38A
38B
38C
39
40
40A
40B
40C
41
42

43

RCONF070+RCONF071+RC
ONF674+RCONF675

Units

Q4 2012

Q1 2013

Q2 2013

Q3 2013

Projected
Q4 2013

Q1 2014

Q2 2014

Q3 2014

Q4 2014

2013

2014

9-Quarter

#
$Millions
$Millions

-

-

N/A

$Millions
$Millions

-

-

-

$Millions
$Millions

-

-

-

#
$Millions

-

-

$Millions

-

-

#
$Millions
$Millions

-

-

$Millions
$Millions
$Millions
$Millions

-

-

-

$Millions
$Millions
$Millions

-

-

-

$Millions
$Millions
$Millions

-

-

-

$Millions
$Millions
$Millions

-

-

-

$Millions

-

-

N/A

#
$Millions
$Millions
$Millions

-

-

N/A

-

-

-

-

N/A
N/A
N/A
N/A

-

-

N/A
N/A
N/A
N/A

$Millions

-

-

N/A

#

-

-

#
$Millions

-

-

-

N/A
N/A
-

-

$Millions
$Millions
$Millions
$Millions
$Millions

RIAD4150

$Millions
$Millions
$Millions
$Millions
$Millions

-

$Millions
$Millions
$Millions
$Millions
$Millions
#

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

N/A

-

N/A
-

PPNR Metrics Worksheet
34

46A
46B
46C
46D
47
48
49
49A
49B
50
50A
50B
50C

Revenues - APAC (2) (16)
Revenues - EMEA (2) (17)
Revenues - LatAm (2) (18)
Revenues - Canada (2)
Revenues - Domestic
Severance Costs (14)
Collateral Underlying Operating Leases for Which the Bank is the Lessor (22)
Auto
Other
OREO Balance
Commercial
Residential
Farmland

51
52
53
54

Non Interest Income
Trading Revenue
Net Gains/(Losses) on Sales of Other Real Estate Owned (19)
Net Gains/(Losses) on Sales of Other Assets (excluding securities) (20)
Extinguishment of Debt and Preferred Exchange Benefits Revenue (21)

RCFD2150

RIADA220
RIAD5415
RIADB496

$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions

C. Firm Wide Metrics: Net Interest Income Worksheet (Required only for Banks that were required to complete the Net Interest Income Worksheet)
Nonaccrual Loan Balance
RCFD5526 less RCFD3507
$Millions
Carrying Value of Purchased Credit Impaired (PCI) Loans
RCONC780
$Millions
Net Accretion of discount on PCI Loans included in interest Revenues
$Millions

58
59
60
61
62
63
64
65
66
67
68
69
70
71
72

Quarter End Weighted Average Life of Assets (4) (6)
First Lien Residential Mortgages (in Domestic Offices)
Closed-End Junior Residential Liens (in Domestic Offices)
Home Equity Lines Of Credit (HELOCs)
C&I Loans, excl. Small Business (Scored/Delinquency Managed)
Small Business (Scored/Delinquency Managed)
CRE Loans (in Domestic Offices)
Credit Cards
Auto Loans
Student Loans
Other, incl. loans backed by securities (non-purpose lending) (7)
Residential Mortgages (First and Second Lien, Not in Domestic Offices)
Other Real Estate Loans (Not in Domestic Offices)
Other Loans & Leases
Interest-Bearing Securities (AFS and HTM)
Trading Assets

79
80

Quarter End Weighted Average Life of Liabilities (4) (6)
Domestic Deposits - Time
Foreign Deposits-Time
Fed Funds
Repos
Other Short Term Borrowing
Trading Liabilities
Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS Issued
by Consolidated Special Purpose Entities
All Other Long Term Debt

81
82
83
84
85
85A
85B

Average Retail Deposit Repricing Beta in a 'Normal Environment' (5)
Money Market Accounts
Savings
NOW, ATS, and other Transaction Accounts
Time Deposits
New Business Pricing for Time Deposits (27)
Curve (if multiple terms assumed) (28)
Index rate (if single term assumed) (29)

(1)
(2)
(3)
(4)

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

$Millions
$Millions
$Millions
$Millions

55
56
57

73
74
75
76
77
78

-

-

-

-

-

-

-

N/A
N/A
N/A
N/A
N/A
N/A
N/A

-

N/A
N/A
N/A

months
months
months
months
months
months
months
months
months
months
months
months
months
months
months

months
months
months
months
months
months
months
months
For upward rate
movements

For downward rate
movements

Assumed Floor

basis points
basis points
basis points
basis points
basis points
basis points
basis points

Footnotes to the PPNR Metrics Worksheet
Provide metrics data for all quarters, but only if International Retail and Small Business Segment revenues exceeded 5% of Total Retail and Small Business Segment and Total Retail and Small Business
revenue exceeded 5% of total revenues in any of the last four actual quarters requested in the PPNR schedule.
Provide regional breakouts for all quarters but only if international revenue exceeded 5% of the total revenue in any of the last four actual quarters requested in the PPNR schedule.
Average oustanding principal balance fo residential mortgage loans the Bank services for others.
The Weighted Average Life should reflect the current position, the impact of new business activity, as well as the impact of behavioral assumptions such as prepayments or defaults, based on the
expected remaining lives, inclusive of behavioral assumptions. It should reflect the weighted average of time to principal actual repayment (as modeled) for all positions in that portfolio, rounded to the
nearest monthly term. For revolving products, the WAL should reflect the underlying repayment behavior assumptions assumed by the institution, which would include contractual repayments, any
assumed excess payments or prepayments, and defaults. For the 14A, given that it covers forecasted time periods, the WAL should be forward-looking which incorporates the changes to the projected
WAL, including new business activity.

(5)

A rate movement in an environment where the repricing assumption assumed by each of the major deposit products is not restricted by a cap, floor, or zero. Beta should be reported as a balanceweighted average of the betas of the line items that contribute to the roll up point requested, with an as-of date equal to the reporting date.

(6)
(7)
(8)
(9)

Reference PPNR Net Interest Income worksheet for product definitions.
Corresponds to line item 7C on the Net Interest Income worksheet.
Include both direct and allocated expenses.
"Metrics by Business Segment/Line" correspond to Business Segments/Lines on PPNR Submission worksheet, unless explicitly stated otherwise (e.g. line item 2). See Instructions for defintions of
standardized Business Segments/Lines. Unless specified otherwise, all numbers are global.

(10) Assets under Management
(11) Provide a relevant headcount number (e.g. financial advisors, portfolio managers) to facilitate the assessment of revenue productivity in the Wealth Management/Private Banking business line.
(12) Regions outside the US and Puerto Rico.
(13) Report the grossed up "interest balances" that result from prime brokerage activities.

PPNR Metrics Worksheet
35

(14) List items on PPNR Projections worksheet that include this item if any:
(15)
(16)
(17)
(18)
(19)

Full-time equivalent employees at end of current period (RIAD4150) for a given segment only.
Asia and Pacific region (incl. South Asia, Australia, and New Zealand)
Europe, Middle East, and Africa
Latin America, including Mexico
List Business Segments reported on PPNR Projections Worksheet that include this item if any:

(20) List Business Segments reported on PPNR Projections Worksheet that include this item if any:
(21) List Business Segments reported on PPNR Projections Worksheet that include this item if any:
(22) Refers to the balance sheet carrying amount of any equipment or other asset rented to others under operating leases, net of accumulated depreciation. The total in
(23) Credit cards (including charge cards). List which line item(s) on PPNR Submission worksheet contain(s) the Cards Rewards/Partner Sharing contra-revenues and/or
expenses.
(24)
(25)
(26)
(27)

Applies to line items 1-9; US and Puerto Rico only.
Total domestic mortgages originated during the quarter.
Call Report name is "Residential Mortgages Sold During the Quarter"; this metric need not be limited to Mortgages and Home Equity business line.
New business pricing for time deposits refers to the anticipated average rate on newly issued time deposits, including renewals. Given that time deposits have a stated maturity, all time deposits issued
for that time period are considered new business. The worksheet is requesting re-pricing beta under normal rate scenarios for both an upward and downward rate movement.

(28) The term “curve” refers to the reference rate used to price time deposits. Given that the pricing of time deposits is dependent on the term, the institution should provide the overall curve used to price
time deposits.
(29) If the institution only assumes a single maturity term for new issuance, then the institution should provide the relative index and spread used to estimate new business pricing in lieu of the curve.
(30) A backlog should be based on probability weighted fees. The data should be consistent with historical internal reporting, not by market measurement. The last quarter
should be the bank’s latest backlog estimate.
Do international revenues exceed 5% of total revenues?
N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A

PPNR Metrics Worksheet
36