Bank Balance Sheet Worksheet

Company-Run Annual Stress Test Reporting Template and Documentation for Covered Institutions with Total Consolidated Assets of over $50 Billion

DFAST14A_SUMMARY.xlsx

Summary Schedule Template

OMB: 1557-0319

⚠️ Notice: This form may be outdated. More recent filings and information on OMB 1557-0319 can be found here:

Document [xlsx]

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Overview

Summary Submission Cover Sheet
Income Statement Worksheet
Balance Sheet Worksheet
Capital - DFAST
General RWA
Advanced RWA
Retail Bal. & Loss Projections
Retail Repurchase Worksheet
Retail ASC 310-30 Worksheet
Securities OTTI by CUSIP
Securities OTTI Methodology
Securities OTTI by Portfolio
Securities AFS OCI by Portfolio
Securities Market Value Sources
Trading Worksheet
Counterparty Risk Worksheet
OpRisk Scenario & Projections
PPNR Projections Worksheet
PPNR NII Worksheet
PPNR Metrics Worksheet

Sheet 1: Summary Submission Cover Sheet

DFAST-14A Summary Schedule Cover Sheet

All covered institutions 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.

Covered institutions should complete all relevant cells in the corresponding worksheets, including this cover page. Covered institutions 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:	XYZ
	RSSD ID:
	OCC Charter ID:	#####
	Source:	Bank
	Current Year:	2013	(Enter appropriate year)
	Planning Horizon Year 1:	2014
	Planning Horizon Year 2:	2015
	Submission Date (MM/DD/YYYY):		(Enter date)
	When Received:

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





Baseline
Adverse
Severely Adverse
Bank Additional Scenario 1
Bank Additional Scenario 2
Bank Additional Scenario 3
Bank Additional Scenario 4
Bank Additional Scenario 5
Bank Additional Scenario 6
Bank Additional Scenario 7
Bank Additional Scenario 8
Bank Additional Scenario 9
Bank Additional Scenario 10

Sheet 2: Income Statement Worksheet

Bank Income Statement Worksheet: XYZ in Baseline
7/5/1905
			Actual in $Millions	Projected in $Millions									Sums in $Millions
Item		Notes	as of date	PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9	PQ 2 - PQ 5	PQ 6 - PQ 9	9-Quarter

	LOSSES ASSOCIATED WITH LOANS HELD FOR INVESTMENT AT AMORTIZED COST
1	Real Estate Loans (in Domestic Offices)	Sum of items 2, 5, 8, and 14	-	-	-	-	-	-	-	-	-	-	-	-	-
2	First Lien Mortgages	Sum of items 3 and 4	-	-	-	-	-	-	-	-	-	-	-	-	-
3	First Lien Mortgages			-	-	-	-	-	-	-	-	-	-	-	-
4	First Lien HELOAN			-	-	-	-	-	-	-	-	-	-	-	-
5	Second / Junior Lien Mortgages	Sum of items 6 and 7	-	-	-	-	-	-	-	-	-	-	-	-	-
6	Closed-End Junior Liens			-	-	-	-	-	-	-	-	-	-	-	-
7	HELOCs			-	-	-	-	-	-	-	-	-	-	-	-
8	CRE Loans	Sum of items 9, 10, and 11	-	-	-	-	-	-	-	-	-	-	-	-	-
9	Construction												-	-	-
10	Multifamily												-	-	-
11	Nonfarm, Non-residential	Sum of items 12 and 13	-	-	-	-	-	-	-	-	-	-	-	-	-
12	Owner-Occupied												-	-	-
13	Non-Owner-Occupied												-	-	-
14	Loans Secured by Farmland												-	-	-
15	Real Estate Loans (Not in Domestic Offices)	Sum of items 16, 17, 18, and 24	-	-	-	-	-	-	-	-	-	-	-	-	-
16	First Lien Mortgages			-	-	-	-	-	-	-	-	-	-	-	-
17	Second / Junior Lien Mortgages			-	-	-	-	-	-	-	-	-	-	-	-
18	CRE Loans	Sum of items 19, 20, and 21	-	-	-	-	-	-	-	-	-	-	-	-	-
19	Construction												-	-	-
20	Multifamily												-	-	-
21	Nonfarm, Non-residential	Sum of items 22 and 23	-	-	-	-	-	-	-	-	-	-	-	-	-
22	Owner-Occupied												-	-	-
23	Non-Owner-Occupied												-	-	-
24	Loans Secured by Farmland												-	-	-
25	C&I Loans	Sum of items 26 to 28	-	-	-	-	-	-	-	-	-	-	-	-	-
26	C&I Graded												-	-	-
27	Small Business (Scored/Delinquency Managed)			-	-	-	-	-	-	-	-	-	-	-	-
28	Business and Corporate Card			-	-	-	-	-	-	-	-	-	-	-	-
29	Credit Cards			-	-	-	-	-	-	-	-	-	-	-	-
30	Other Consumer	Sum of items 31, 32, 33, and 34	-	-	-	-	-	-	-	-	-	-	-	-	-
31	Auto Loans			-	-	-	-	-	-	-	-	-	-	-	-
32	Student Loans			-	-	-	-	-	-	-	-	-	-	-	-
33	Other loans backed by securities (non-purpose lending)												-	-	-
34	Other			-	-	-	-	-	-	-	-	-	-	-	-
35	Other Loans	Sum of items 36 to 40	-	-	-	-	-	-	-	-	-	-	-	-	-
36	Loans to Foreign Governments												-	-	-
37	Agricultural Loans												-	-	-
38	Loans for purchasing or carrying securities (secured or unsecured)												-	-	-
39	Loans to Depositories and Other Financial Institutions												-	-	-
40	All Other Loans and Leases	Sum of items 41 and 42	-	-	-	-	-	-	-	-	-	-	-	-	-
41	All Other Loans (exclude consumer loans)												-	-	-
42	All Other Leases												-	-	-
43	Total Loans and Leases	Sum of items 1, 15, 25, 29, 30, and 35	-	-	-	-	-	-	-	-	-	-	-	-	-

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

	TRADING ACCOUNT															CHECK (for firms required to complete the Trading and Counterparty Risk worksheets)
58	Trading MTM Losses	Item 10 on Trading Worksheet (flipped sign)											-	-	-	Matches Item 10 on Trading Worksheet (flipped sign)
59	Trading Incremental Default Losses (Trading IDR)	Item 1 on Counterparty Risk Worksheet											-	-	-	Matches Item 1 on Counterparty Risk Worksheet
60	Counterparty Credit MTM Losses (CVA losses)	Item 2 on Counterparty Risk Worksheet											-	-	-	Matches Item 2 on Counterparty Risk Worksheet
61	Counterparty Incremental Default Losses (CCR IDR)	Item 3 on Counterparty Risk Worksheet											-	-	-	Matches Item 3 on Counterparty Risk Worksheet
62	Other CCR losses	Item 4 on Counterparty Risk Worksheet											-	-	-	Matches Item 4 on Counterparty Risk Worksheet
63	Total Trading and Counterparty	Sum of items 58, 59, 60, 61, and 62		-	-	-	-	-	-	-	-	-	-	-	-

	OTHER LOSSES
64	Goodwill impairment	riadc216		-	-	-	-	-	-	-	-	-	-	-	-
65	Valuation Adjustment for firm's own debt under fair value option (FVO)			-	-	-	-	-	-	-	-	-	-	-	-
66	Other losses (describe in supporting documentation)												-	-	-
67	Total Other Losses			-	-	-	-	-	-	-	-	-	-	-	-

68	Total Losses	Sum of items 43, 57, 63, and 67		-	-	-	-	-	-	-	-	-	-	-	-

	ALLOWANCE FOR LOAN and LEASE LOSSES
69	ALLL, prior quarter			-	-	-	-	-	-	-	-	-
70	Real Estate Loans (in Domestic Offices)	Sum of items 71, 75, and 79	-	-	-	-	-	-	-	-	-	-
71	Residential Mortgages		-	-	-	-	-	-	-	-	-	-
72	First Lien Mortgages
73	Closed-End Junior Liens
74	HELOCs
75	CRE Loans		-	-	-	-	-	-	-	-	-	-
76	Construction
77	Multifamily
78	Nonfarm, Non-residential
79	Loans Secured by Farmland
80	Real Estate Loans (Not in Domestic Offices)	Sum of items 81, 82, and 83	-	-	-	-	-	-	-	-	-	-
81	Residential Mortgages
82	CRE Loans
83	Farmland
84	C&I Loans	Sum of items 85, 86, and 87	-	-	-	-	-	-	-	-	-	-
85	C&I Graded
86	Small Business (Scored/Delinquency Managed)
87	Corporate and Business Cards
88	Credit Cards
89	Other Consumer
90	All Other Loans and Leases
91	Unallocated
92	Provisions during the quarter	riad4230		-	-	-	-	-	-	-	-	-	-	-	-
93	Real Estate Loans (in Domestic Offices)	Sum of items 94, 98, and 102	-	-	-	-	-	-	-	-	-	-	-	-	-
94	Residential Mortgages		-	-	-	-	-	-	-	-	-	-	-	-	-
95	First Lien Mortgages												-	-	-
96	Closed-End Junior Liens												-	-	-
97	HELOCs												-	-	-
98	CRE Loans			-	-	-	-	-	-	-	-	-	-	-	-
99	Construction												-	-	-
100	Multifamily												-	-	-
101	Nonfarm, Non-residential												-	-	-
102	Loans Secured by Farmland												-	-	-
103	Real Estate Loans (Not in Domestic Offices)	Sum of items 104, 105, and 106	-	-	-	-	-	-	-	-	-	-	-	-	-
104	Residential Mortgages												-	-	-
105	CRE Loans												-	-	-
106	Farmland												-	-	-
107	C&I Loans	Sum of items 108, 109, and 110	-	-	-	-	-	-	-	-	-	-	-	-	-
108	C&I Graded												-	-	-
109	Small Business (Scored/Delinquency Managed)												-	-	-
110	Corporate and Business Cards												-	-	-
111	Credit Cards												-	-	-
112	Other Consumer												-	-	-
113	All Other Loans and Leases												-	-	-
114	Unallocated												-	-	-
115	Net charge-offs during the quarter	Item 43		-	-	-	-	-	-	-	-	-	-	-	-
116	Other ALLL Changes	riadc233 less riad5523											-	-	-
117	ALLL, current quarter	Items 69, 92, and 116 less item 115 = riad3123		-	-	-	-	-	-	-	-	-

	PRE-PROVISION NET REVENUE
118	Net interest income	PPNR Projections Worksheet Item 13		-	-	-	-	-	-	-	-	-	-	-	-
119	Noninterest income	PPNR Projections Worksheet Item 26		-	-	-	-	-	-	-	-	-	-	-	-
120	Noninterest expense	PPNR Projections Worksheet Item 38		-	-	-	-	-	-	-	-	-	-	-	-
121	Pre-Provision Net Revenue	Items 118 and 119 less item 120		-	-	-	-	-	-	-	-	-	-	-	-

	CONDENSED INCOME STATEMENT
122	Pre-Provision Net Revenue	Item 121		-	-	-	-	-	-	-	-	-	-	-	-
123	Provisions during the quarter	Item 92 = riad4230		-	-	-	-	-	-	-	-	-	-	-	-
124	Total Trading and Counterparty Losses	Item 63		-	-	-	-	-	-	-	-	-	-	-	-
125	Total Other Losses	Item 67		-	-	-	-	-	-	-	-	-	-	-	-
126	Other I/S items - describe in supporting documentation												-	-	-
127	Realized Gains (Losses) on available-for-sale securities (forecast = OTTI)	riad3196		-	-	-	-	-	-	-	-	-	-	-	-
128	Realized Gains (Losses) on held-to-maturity securities (forecast = OTTI)	riad3521		-	-	-	-	-	-	-	-	-	-	-	-
129	Income (loss) before taxes and extraordinary items	Sum of items 122, 126, 128, and 127, less items 123, 124, and 125 =riad4301		-	-	-	-	-	-	-	-	-	-	-	-

130	Applicable income taxes (foreign and domestic)	riad4302											-	-	-
131	Income (loss) before extraordinary items and other adjustments	Item 129 less item 130 =riad4300		-	-	-	-	-	-	-	-	-	-	-	-

132	Extraordinary items and other adjustments, net of income taxes	riad4320											-	-	-
133	Net income (loss) attributable to Bank and minority interests	Sum of items 131 and 132 = riadg104	-	-	-	-	-	-	-	-	-	-	-	-	-

134	Net income (loss) attributable to minority interests	riadg103											-	-	-
135	Net income (loss) attributable to Bank	Item 133 less item 134 = riad4340 (must match item 4 on the Capital Worksheet)	-	-	-	-	-	-	-	-	-	-	-	-	-

136	Effective Tax Rate (%)	Item 130 divided by item 129, multiplied by 100		-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-

	REPURCHASE RESERVE/LIABILITY FOR MORTGAGE REPS AND WARRANTIES
137	Reserve, prior quarter			-	-	-	-	-	-	-	-	-
138	Banks should not report changes in value of the MSR asset or hedges within the trading book.			-	-	-	-	-	-	-	-	-	-	-	-
139	Net charges during the quarter			-	-	-	-	-	-	-	-	-	-	-	-
140	Reserve, current quarter	Items 137 and 138 less item 139		-	-	-	-	-	-	-	-	-

Sheet 3: Balance Sheet Worksheet

Bank Balance Sheet Worksheet: XYZ in Baseline
7/5/1905
			Projected in $Millions
Item		Notes	PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9

Assets

	SECURITIES
1	Held to Maturity (HTM)	rcfd1754
2	Available for Sale (AFS)	rcfd1773
3	Total Securities	Sum of items 1 and 2	-	-	-	-	-	-	-	-	-
	Of which:
4	Securitizations (investment grade)
5	Securitizations (non-investment grade)

	Total Loans and Leases
6	Real Estate Loans (in Domestic Offices)	Sum of items 7, 10, 13, and 19	-	-	-	-	-	-	-	-	-
7	First Lien Mortgages	Sum of items 8 and 9 = rcon5367	-	-	-	-	-	-	-	-	-
8	First Lien Mortgages
9	First Lien HELOAN
10	Second / Junior Lien Mortgages	Sum of items 11 and 12	-	-	-	-	-	-	-	-	-
11	Closed-End Junior Liens	= rcon5368
12	HELOCs	= rcon1797
13	CRE Loans	Sum of items 14, 15, and 16	-	-	-	-	-	-	-	-	-
14	Construction	= sum of rconf158 and rconf159
15	Multifamily	= rcon1460
16	Nonfarm, Non-residential	Sum of items 17 and 18	-	-	-	-	-	-	-	-	-
17	Owner-Occupied	= rconf160
18	Non-Owner-Occupied	Item 14 =rcfd3210 or aaab3210
19	Loans Secured by Farmland	= rcon1420
20	Real Estate Loans (Not in Domestic Offices)	Sum of items 21, 22, 23, and 29	-	-	-	-	-	-	-	-	-
21	First Lien Mortgages
22	Second / Junior Lien Mortgages
23	CRE Loans	Sum of items 24, 25, and 26	-	-	-	-	-	-	-	-	-
24	Construction
25	Multifamily
26	Nonfarm, Non-residential	Sum of items 27 and 28	-	-	-	-	-	-	-	-	-
27	Owner-Occupied
28	Non-Owner-Occupied
29	Loans Secured by Farmland
30	C&I Loans	Sum of items 31 to 34	-	-	-	-	-	-	-	-	-
31	C&I Graded
32	Small Business (Scored/Delinquency Managed)
33	Corporate Card
34	Business Card
35	Credit Cards	Sum of items 36 and 37	-	-	-	-	-	-	-	-	-
36	Charge Card	rcfdb592 or aaabj189
37	Bank Card
38	Other Consumer	Sum of items 39, 40, 41, and 42	-	-	-	-	-	-	-	-	-
39	Auto Loans	= rcfdk137
40	Student Loans
41	Other loans backed by securities (non-purpose lending)
42	Other
43	Other Loans and Leases	Sum of items 44 to 48	-	-	-	-	-	-	-	-	-
44	Loans to Foreign Governments	= rcfd2081
45	Agricultural Loans	= rcfd1590
46	Loans for purchasing or carrying securities (secured or unsecured)	= rcon1545
47	Loans to Depositories and Other Financial Institutions	= rcfd1292 + rcfd1296 + rcfdj454
48	All Other Loans and Leases	Sum of items 49 and 50	-	-	-	-	-	-	-	-	-
49	All Other Loans (exclude consumer loans)	= rconj451
50	All Other Leases	= rcfdf163
51	Total Loans and Leases	Sum of items 6, 20, 30, 35, 38, and 43	-	-	-	-	-	-	-	-	-

	LOANS HELD FOR INVESTMENT AT AMORTIZED COST
52	Real Estate Loans (in Domestic Offices)	Sum of items 53, 56, 59, and 65	-	-	-	-	-	-	-	-	-
53	First Lien Mortgages	Sum of items 54 and 55	-	-	-	-	-	-	-	-	-
54	First Lien Mortgages		-	-	-	-	-	-	-	-	-
55	First Lien HELOAN		-	-	-	-	-	-	-	-	-
56	Second / Junior Lien Mortgages	Sum of items 57 and 58	-	-	-	-	-	-	-	-	-
57	Closed-End Junior Liens		-	-	-	-	-	-	-	-	-
58	HELOCs		-	-	-	-	-	-	-	-	-
59	CRE Loans	Sum of items 60, 61, and 62	-	-	-	-	-	-	-	-	-
60	Construction
61	Multifamily
62	Nonfarm, Non-residential	Sum of items 63 and 64	-	-	-	-	-	-	-	-	-
63	Owner-Occupied
64	Non-Owner-Occupied
65	Loans Secured by Farmland
66	Real Estate Loans (Not in Domestic Offices)	Sum of items 67, 68, 69, and 75	-	-	-	-	-	-	-	-	-
67	First Lien Mortgages		-	-	-	-	-	-	-	-	-
68	Second / Junior Lien Mortgages		-	-	-	-	-	-	-	-	-
69	CRE Loans	Sum of items 70, 71, and 72	-	-	-	-	-	-	-	-	-
70	Construction
71	Multifamily
72	Nonfarm, Non-residential	Sum of items 73 and 74	-	-	-	-	-	-	-	-	-
73	Owner-Occupied
74	Non-Owner-Occupied
75	Loans Secured by Farmland
76	C&I Loans	Sum of items 77, 78, and 79	-	-	-	-	-	-	-	-	-
77	C&I Graded
78	Small Business (Scored/Delinquency Managed)		-	-	-	-	-	-	-	-	-
79	Business and Corporate Card		-	-	-	-	-	-	-	-	-
80	Credit Cards		-	-	-	-	-	-	-	-	-
81	Other Consumer	Sum of items 82, 83, 84, and 85	-	-	-	-	-	-	-	-	-
82	Auto Loans		-	-	-	-	-	-	-	-	-
83	Student Loans		-	-	-	-	-	-	-	-	-
84	Other loans backed by securities (non-purpose lending)
85	Other		-	-	-	-	-	-	-	-	-
86	Other Loans and Leases	Sum of items 87 to 91	-	-	-	-	-	-	-	-	-
87	Loans to Foreign Governments
88	Agricultural Loans
89	Loans for purchasing or carrying securities (secured or unsecured)
90	Loans to Depositories and Other Financial Institutions
91	All Other Loans and Leases	Sum of items 92 and 93	-	-	-	-	-	-	-	-	-
92	All Other Loans (exclude consumer loans)
93	All Other Leases
94	Total Loans and Leases	Sum of items 52, 66, 76, 80, 81, and 86	-	-	-	-	-	-	-	-	-

	Loans Held for Sale and Loans Accounted for under the Fair Value Option
95	Real Estate Loans (in Domestic Offices)	Sum of items 96, 97, 98, and 99	-	-	-	-	-	-	-	-	-
96	First Lien Mortgages	Item 7 less 53	-	-	-	-	-	-	-	-	-
97	Second / Junior Lien Mortgages	Item 10 less 56	-	-	-	-	-	-	-	-	-
98	CRE Loans	Item 13 less 59	-	-	-	-	-	-	-	-	-
99	Loans Secured by Farmland	Item 19 less 65	-	-	-	-	-	-	-	-	-
100	Real Estate Loans (Not in Domestic Offices)	Sum of items 101, 102, and 103	-	-	-	-	-	-	-	-	-
101	Residential Mortgages	Items 21 and 22 less 67 and 68	-	-	-	-	-	-	-	-	-
102	CRE Loans	Item 23 less 69	-	-	-	-	-	-	-	-	-
103	Loans Secured by Farmland	Item 29 less 75	-	-	-	-	-	-	-	-	-
104	C&I Loans	Item 30 less 76	-	-	-	-	-	-	-	-	-
105	Credit Cards	Item 35 less 80	-	-	-	-	-	-	-	-	-
106	Other Consumer	Item 38 less 81	-	-	-	-	-	-	-	-	-
107	Other Loans and Leases	Item 43 less 86	-	-	-	-	-	-	-	-	-
108	Total Loans Held for Sale and Loans Accounted for under the Fair Value Option	Sum of items 95, 100, 104, 105, 106, and 107	-	-	-	-	-	-	-	-	-

109	Unearned Income on Loans	rcfd2123
110	Allowance for Loan and Lease Losses	rcfd3123	-	-	-	-	-	-	-	-	-
111	Loans and Leases (Held for Investment and Held for Sale), Net of Unearned Income and Allowance for Loan and Lease Losses	Item 51 less items 109 and 110 = rcfdb529	-	-	-	-	-	-	-	-	-

	TRADING
112	Trading Assets	rcfd3545

	INTANGIBLES
113	Goodwill	rcfd3163
114	Mortgage Servicing Rights	rcfd3164
115	Purchased Credit Card Relationships and Nonmortgage Servicing Rights	rcfdb026
116	All Other Identifiable Intangible Assets	rcfd5507
117	Total Intangible Assets	Sum of items 113 to 116	-	-	-	-	-	-	-	-	-

	OTHER
118	Cash and cash equivalent	rcfd0081 + rcfd0071
119	Federal funds sold	rconb987
120	Securities purchased under agreements to resell	rcfdb989
121	Premises and Fixed Assets	rcfd2145
122	OREO	Sum of items 123 to 125 =rcfd2150	-	-	-	-	-	-	-	-	-
123	Commercial
124	Residential
125	Farmland
126	Collateral Underlying Operating Leases for Which the Bank is the Lessor (1)	Sum of items 127 and 128	-	-	-	-	-	-	-	-	-
127	Autos
128	Other
129	Other Assets	Andrew Felton: Check on this defnition rcfd2130 + rcfd3656 + rcfd2160 less item 126
130	Total Other	Sum of items 121, 122, 126, and 129	-	-	-	-	-	-	-	-	-

131	TOTAL ASSETS	Sum of items 3, 111, 112, 117, and 130 = rcfd2170	-	-	-	-	-	-	-	-	-

Liabilities
	Net income (loss) attributable to Bank
132	Deposits in domestic offices	rcon6631 + rcon6636
133	Deposits in foreign offices, Edge and Agreement subsidiaries, and IBFs	rcfn6631 + rcfn6636
134	Deposits	Sum of items 132 and 133	-	-	-	-	-	-	-	-	-
135	Federal funds purchased and securities sold under agreements to repurchase	rconb993 + rconb995
136	Trading Liabilities	rcfd3548
137	Banks should not report changes in value of the MSR asset or hedges within the trading book.	rcfd3190
138	Subordinated Notes and Debentures	rcfd4062
139	Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS Issued by Consolidated Special Purpose Entities	bhckc699
140	Other Liabilities	rcon2930
141	Memo: Allowance for off-balance sheet credit exposures	rconb557
142	Total Liabilities	Sum of items 134 to 140 = rcfd2948	-	-	-	-	-	-	-	-	-

Equity Capital

143	Perpetual Preferred Stock and Related Surplus	rcfd3283
144	Common Stock (Par Value)	rcfd3230
145	Surplus (Exclude All Surplus Related to Preferred Stock)	rcfd3839
146	Retained Earnings	rcfd3632
147	Accumulated Other Comprehensive Income (AOCI)	rcfdb530
148	Other Equity Capital Components	rcfda130
149	Total Bank Equity Capital	Sum of items 143 to 148 = RCFD3210 (must equal item 17 of the RI-A section on the DFAST Capital Worksheet)	-	-	-	-	-	-	-	-	-

150	Noncontrolling (Minority) Interests in Consolidated Subsidiaries	rcfd3000
151	Total Equity Capital	Sum of items 149 and 150 = rcfdg105	-	-	-	-	-	-	-	-	-

Other

152	Unused Commercial Lending Commitments and Letters of Credit	rcfdF164 + rcfdF165 + rcfdJ457 + rcfdJ458 + rcfdJ459 + rcfd3819 + rcfd6550 + 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		1	1	1	1	1	1	1	1	1
	Balance Sheet		1	1	1	1	1	1	1	1	1



	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.

Sheet 4: Capital - DFAST

Bank Capital Worksheet (DFAST): XYZ in Baseline

			Actual in $Millions	Projected in $Millions									Sums in $Millions
Item		Notes	As of Date	PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9	PQ 2 - PQ 5	PQ 6 - PQ 9	9-Quarter

	Schedule RI-A—Changes in Bank Equity Capital
1	Total bank equity capital most recently reported for the end of previous QUARTER	riad3217		-	-	-	-	-	-	-	-	-	-	-	-
2	Effect of changes in accounting principles and corrections of material accounting errors	riadb507											-	-	-
3	Balance end of previous QUARTER as restated (sum of items 1 and 2)	riadb508		-	-	-	-	-	-	-	-	-	-	-	-
4	Net income (loss) attributable to bank	Must match item 135 on the Income Statement Worksheet = riad4340											-	-	-
	Sale of perpetual preferred stock (excluding treasury stock transactions):
5	Sale of perpetual preferred stock, gross												-	-	-
6	Conversion or retirement of perpetual preferred stock												-	-	-
	Sale of common stock:
7	Sale of common stock, gross												-	-	-
8	Conversion or retirement of common stock												-	-	-
9	Sale of treasury stock	bhck4782											-	-	-
10	Purchase of treasury stock	bhck4783											-	-	-
11	Changes incident to business combinations, net	riad4356											-	-	-
12	Cash dividends declared on preferred stock	riad4470											-	-	-
13	Cash dividends declared on common stock	riad4460											-	-	-
14	Other comprehensive income	riadb511											-	-	-
15	Change in the offsetting debit to the liability for Employee Stock Ownership Plan (ESOP) debt guaranteed by the bank holding company	bhck4591											-	-	-
16	Other adjustments to equity capital (not included above)*	riad4415											-	-	-
17	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)	Must match item 139 on the Balance Sheet Worksheet = riad3210											-	-	-

	Schedule RC-R (or FFIEC 101 Schedule A for advanced approaches that exit parallel run only) per general risk-based capital rules and 72 Federal Register 69288 (December 7, 2007)
	*Tier 1 capital*
18	Total bank equity capital	Item 17 =rcfd3210 or aaab3210	-	-	-	-	-	-	-	-	-	-
19	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)	rcfd8434 or aaab8434
20	Net unrealized loss on available-for-sale equity securities (report loss as a positive value)	rcfda221 or aaaba221
21	Accumulated net gains (losses) on cash flow hedges (if a gain, report as a positive value; if a loss, report as a negative value)	rcfd4336 or aaab4336
22	Nonqualifying perpetual preferred stock	rcfdb588 or aaabb588
23	Qualifying Class A noncontrolling (minority) interests in consolidated subsidiaries	rcfdg214 or aaabb589
24	Qualifying restricted core capital elements (other than cumulative perpetual preferred stock)	rcfdg215 or aaabg215
25	Qualifying mandatory convertible preferred securities of internationally active bank holding companies	rcfdg216 or aaabg216
26	Disallowed goodwill and other disallowed intangible assets	rcfdb590 or aaabb590
27	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)	rcfdf264 or aaabf264
28	Subtotal (sum of items 18, 23, less items 19, 20, 21, 22, 26, 27)	rcfdc227 or aaabc227
29	Disallowed servicing assets and purchased credit card relationships	rcfdb591 or aaabb591
30	Disallowed deferred tax assets	rcfd5610 or aaab5610
31	Shortfall of eligible credit reserves below total expected credit losses (50% of shortfall plus any Tier 2 carryover) (advanced approaches institutions that exit parallel run only)	aaabj160
32	Gain-on-sale associated with securitization exposures (advanced approaches institutions that exit parallel run only)	aaabj161
33	Certain failed capital markets transactions (50% of deductions plus any Tier 2 carryover) (advanced approaches institutions that exit parallel run only)	aaabj162
34	Other securitization deductions (50% of deductions plus any Tier 2 carryover) (advanced approaches institutions that exit parallel run only)	aaabj163
35	Insurance underwriting subsidiaries' minimum regulatory capital (advanced approaches institutions that exit parallel run only)	aaabj188
36	Other additions to (deductions from) Tier 1 capital**	rcfdb592 or aaabj189
37	Tier 1 capital (sum of items 28 and 36, less items 29 through 35)	rcfd8274 or aaabj169

	*Tier 2 capital*
38	Qualifying subordinated debt, redeemable preferred stock, and restricted core capital elements (except Class B noncontrolling (minority) interest) not includable in items 24 or 25	rcfd5306 or aaab5306
39	Cumulative perpetual preferred stock included in item 22 and Class B noncontrolling (minority) interest not included in item 24, but includable in Tier 2 capital	rcfdb593 or aaabb593
40	Allowance for loan and lease losses includable in Tier 2 capital (non-advanced approaches institutions and advanced approaches institutions that have not exited parallel run only)	rcfd5310
41	Excess of eligible credit reserves over total expected credit losses (up to 0.60% of credit risk-weighted assets) (advanced approaches institutions that exit parallel run only)	aaabj173
42	Unrealized gains on available-for-sale equity securities includable in Tier 2 capital	rcfd2221 or aaabj173
43	Insurance underwriting subsidiaries' minimum regulatory capital (advanced approaches institutions that exit parallel run only)	aaabj190
44	Other additions to (deductions from) Tier 2 capital (advanced approaches institutions that exit parallel run only)	aaabj191
45	Shortfall of eligible credit reserves below total expected credit losses (up to lower of 50% of the shortfall or amount of Tier 2 capital) (advanced approaches institutions that exit parallel run only)	aaabj175
46	Certain failed capital markets transactions (up to lower of 50% of deductions from such failed transactions or amount of Tier 2 capital) (advanced approaches institutions that exit parallel run only)	aaabj176
47	Other securitization deductions (up to lower of 50% of deductions or amount of Tier 2 capital) (advanced approaches institutions that exit parallel run only)	aaabj177
48	Other Tier 2 capital components	rcfdb594
49	Tier 2 capital (sum of items 38 through 42 and 44 and 48, less item 43 and items 45 through 47)	rcfd5311 or aaabj178	-	-	-	-	-	-	-	-	-	-
50	Allowable Tier 2 capital (lesser of item 37 or 49)	rcfd8275 or aaabj179	-	-	-	-	-	-	-	-	-	-
51	Deductions for total risk-based capital	rcfdb595 or aaabb595
52	Total risk-based capital (sum of items 37 and 50 less item 51)	rcfd3792 or aaabj182	-	-	-	-	-	-	-	-	-	-

	Regulatory Capital per Revised Regulatory Capital Rule (July 2013)
53	AOCI opt-out election? (enter "1" for Yes; enter "0" for No)

	*Common equity tier 1*		As of Date	PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9
54	Common stock and related surplus, net of treasury stock and unearned employee stock ownership plan (ESOP) shares
55	Retained earnings
56	Accumulated other comprehensive income (AOCI)
57	Common equity tier 1 minority interest includable in common equity tier 1 capital
58	Common equity tier 1 before adjustments and deductions (sum of items 54 through 57, reflective of transition provisions)

	*Common equity tier 1 capital: adjustments and deductions*
59	Goodwill net of associated deferred tax liabilities (DTLs)
60	Intangible assets (other than goodwill and mortgage servicing assets (MSAs)), net of associated DTLs
61	Deferred tax assets (DTAs) that arise from net operating loss and tax credit carryforwards, net of any related valuation allowances and net of DTLs
	*If Item 53 is “1” for “Yes”, complete items 62 through 66 only for AOCI related adjustments.*
62	AOCI related adjustments: 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)
63	AOCI related adjustments: Net unrealized loss on available-for-sale preferred stock classified as an equity security under GAAP and available-for-sale equity exposures (report loss as a positive value)
64	AOCI related adjustments: Accumulated net gains (losses) on cash flow hedges (if a gain, report as a positive value; if a loss, report as a negative value)
65	AOCI related adjustments: Amounts recorded in AOCI attributed to defined benefit postretirement plans resulting from the initial and subsequent application of the relevant GAAP standards that pertain to such plans (if a gain, report as a positive value; if a loss, report as a negative value)
66	AOCI related adjustments: Net unrealized gains (losses) on held-to-maturity securities that are included in AOCI (if a gain, report as a positive value; if a loss, report as a negative value)
	*If Item 53 is “0” for “No”, complete item 67 only for AOCI related adjustments.*
67	AOCI related adjustments: Accumulated net gain (loss) on cash flow hedges included in AOCI, net of applicable tax effects, that relate to the hedging of items that are not recognized at fair value on the balance sheet (if a gain, report as a positive value; if a loss, report as a negative value)
68	Other deductions from (additions to) common equity tier capital 1 before threshold-based deductions: Unrealized net gain (loss) related to changes in the fair value of liabilities that are due to changes in own credit risk (if a gain, report as a positive value; if a loss, report as a negative value)
69	Other deductions from (additions to) common equity tier capital 1 before threshold-based deductions: All other deductions from (additions to) common equity tier 1 capital before threshold-based deductions
70	Non-significant investments in the capital of unconsolidated financial institutions in the form of common stock that exceed the 10 percent threshold for non-significant investments
71	Subtotal (item 58 minus items 59 through 70, reflective of transition provisions)
72	Significant investments in the capital of unconsolidated financial institutions in the form of common stock, net of associated DTLs, that exceed the 10 percent common equity tier 1 capital deduction threshold (item 103)		-	-	-	-	-	-	-	-	-	-
73	MSAs, net of associated DTLs, that exceed the 10 percent common equity tier 1 capital deduction threshold (item 108)		-	-	-	-	-	-	-	-	-	-
74	DTAs arising from temporary differences that could not be realized through net operating loss carrybacks, net of related valuation allowances and net of DTLs, that exceed the 10 percent common equity tier 1 capital deduction threshold (item 111)		-	-	-	-	-	-	-	-	-	-
75	Amount of significant investments in the capital of unconsolidated financial institutions in the form of common stock; MSAs, net of associated DTLs; and DTAs arising from temporary differences that could not be realized through net operating loss carrybacks, net of related valuation allowances and net of DTLs; that exceeds the 15 percent common equity tier 1 capital deduction threshold (item 117)		-	-	-	-	-	-	-	-	-	-
76	Deductions applied to common equity tier 1 capital due to insufficient amount of additional tier 1 capital and tier 2 capital to cover deductions
77	Total adjustments and deductions for common equity tier 1 capital (sum of items 72 through 76 reflective of transition provisions)
78	Common equity tier 1 capital		-	-	-	-	-	-	-	-	-	-

	*Additional tier 1 capital*
79	Additional tier 1 capital instruments plus related surplus
80	Non-qualifying capital instruments subject to phase out from additional tier 1 capital
81	Tier 1 minority interest not included in common equity tier 1 capital
82	Additional tier 1 capital before deductions, reflective of transition provisions
83	Additional tier 1 capital deductions
84	Additional tier 1 capital, reflective of transition provisions

	*Tier 1 capital*
85	Tier 1 capital, reflective of transition provisions (sum of items 78 and 84)		-	-	-	-	-	-	-	-	-	-

	*Tier 2 capital*
86	Tier 2 capital instruments plus related surplus
87	Non-qualifying capital instruments subject to phase out from tier 2 capital
88	Total capital minority interest that is not included in tier 1 capital
89	Allowance for loan and lease losses includable in tier 2 capital
90	(Advanced approaches that exit parallel run only): eligible credit reserves includable in tier 2 capital
91	Unrealized gains on available-for-sale preferred stock classified as an equity security under GAAP and available-for-sale equity exposures includable in tier 2 capital
92	Tier 2 capital before deductions, reflective of transition provisions
93	(Advanced approaches that exit parallel run only): Tier 2 capital before deductions, reflective of transition provisions
94	Tier 2 capital deductions
95	Tier 2 capital, reflective of transition provisions		-	-	-	-	-	-	-	-	-	-
96	(Advanced approaches that exit parallel run only): Tier 2 capital, reflective of transition provisions		-	-	-	-	-	-	-	-	-	-

	*Total capital*
97	Total capital, relfective of transition provisions (sum of items 85 and 95)		-	-	-	-	-	-	-	-	-	-
98	(Advanced approaches that exit parallel run only): Total capital, reflective of transition provisions (sum of items 85 and 96)		-	-	-	-	-	-	-	-	-	-

	10%/15% Threshold Deductions Calculations
	*Significant investments in the capital of unconsolidated financial institutions in the form of common stock, net of associated DTLs*
99	Gross significant investments in the capital of unconsolidated financial institutions in the form of common stock
100	Permitted offsetting short positions in relation to the specific gross holdings included above
101	Significant investments in the capital of unconsolidated financial institutions in the form of common stock net of short positions (greater of item 99 minus 100 or zero)		-	-	-	-	-	-	-	-	-	-
102	10 percent common equity tier 1 deduction threshold (10 percent of item 71)		-	-	-	-	-	-	-	-	-	-
103	Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 101 minus item 102 or zero)		-	-	-	-	-	-	-	-	-	-

	*MSAs, net of associated DTLs*
104	Total mortgage servicing assets classified as intangible
105	Associated deferred tax liabilities which would be extinguished if the intangible becomes impaired or derecognized under the relevant accounting standards
106	Mortgage servicing assets net of related deferred tax liabilities (item 104 minus item 105)		-	-	-	-	-	-	-	-	-	-
107	10 percent common equity tier 1 deduction threshold (10 percent of item 71)		-	-	-	-	-	-	-	-	-	-
108	Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 106 minus item 107 or zero)		-	-	-	-	-	-	-	-	-	-

	*DTAs arising from temporary differences that could not be realized through net operating loss carrybacks, net of related valuation allowances and net of DTLs*
109	DTAs arising from temporary differences that could not be realized through net operating loss carrybacks, net of related valuation allowances and net of DTLs
110	10 percent common equity tier 1 deduction threshold (10 percent of item 71)		-	-	-	-	-	-	-	-	-	-
111	Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 109 minus item 110 or zero)		-	-	-	-	-	-	-	-	-	-

	*Aggregate of items subject to the 15% limit (significant investments, mortgage servicing assets and deferred tax assets arising from temporary differences)*
112	Sum of items 101, 106, and 109		-	-	-	-	-	-	-	-	-	-
113	15 percent common equity tier 1 deduction threshold (15 percent of item 71)		-	-	-	-	-	-	-	-	-	-
114	Sum of items 103, 108, and 111		-	-	-	-	-	-	-	-	-	-
115	Item 112 minus item 114		-	-	-	-	-	-	-	-	-	-
116	Net income (loss) attributable to Bank and minority interests	Sum of items , 98, , , and 114 = rcfd2170	-	-	-	-	-	-	-	-	-	-
117	Amount to be deducted from common equity tier 1 due to 15 percent deduction threshold (item 116) multiplied by transition provision

	Net income (loss) attributable to Bank
118	Average total consolidated assets
119	Deductions from common equity tier 1 capital and additional tier 1 capital (sum of items 59, 60, and 61, and 68)		-	-	-	-	-	-	-	-	-	-
120	Other deductions from (additions to) assets for leverage ratio purposes
121	Total assets for the leverage ratio (item 118 minus items 119 and 120, reflective of transition provisions)

	Banks should not report changes in value of the MSR asset or hedges within the trading book.
122	Tier 1 common capital***
123	Common equity tier 1 (item 78)		-	-	-	-	-	-	-	-	-	-
124	Tier 1 capital per general risk-based capital rules (item 37)		-	-	-	-	-	-	-	-	-	-
125	Tier 1 capital per revised regulatory capital rule (item 85)		-	-	-	-	-	-	-	-	-	-
126	Total capital per general risk-based capital rules (item 52)		-	-	-	-	-	-	-	-	-	-
127	Total capital per revised regulatory capital rule (item 97)		-	-	-	-	-	-	-	-	-	-
128	(Advanced approaches that exit parallel run only): Total capital per revised regulatory capital rule (item 98)		-	-	-	-	-	-	-	-	-	-
129	Total risk-weighted assets using general risk-based capital rules ('General RWA' worksheet item 5)		-	-	-	-	-	-	-	-	-	-
130	Total risk-weighted assets using standardized approach ('General RWA' worksheet item 6)		-	-	-	-	-	-	-	-	-	-
131	(Advanced approaches that exit parallel run only): total risk-weighted assets using advanced approaches rules (from 'Advanced RWA' worksheet item 5)		-	-	-	-	-	-	-	-	-	-
132	Total assets for the leverage ratio per general risk-based capital rules	rcfdl138
133	Total assets for the leverage ratio per revised regulatory capital rule(item 121)		-	-	-	-	-	-	-	-	-	-

134	Tier 1 common ratio (%) (based upon generally applicable risk weighted assets) (item 122 divided by item 129)		0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
135	(Advanced approaches that exit parallel run only): Tier 1 common ratio (%) (item 122 divided by item 131)		0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
136	Common equity tier 1 ratio (%) (item 123 divided by item 129 or 130)		0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
137	(Advanced approaches that exit parallel run only): Common equity tier 1 ratio (%) (item 123 divided by item 131)		0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
138	Tier 1 capital ratio (%) (item 124 or 125 divided by item 129 or 130)		0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
139	(Advanced approaches that exit parallel run only): Tier 1 capital ratio (%) (item 124 or 125 divided by item 131)		0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
140	Total capital ratio (%) (item 126 or 127 divided by item 129 or 130)		0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
141	(Advanced approaches that exit parallel run only): Total capital ratio (%) (item 128 divided by item 131)		0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
142	Tier 1 leverage ratio (%) (item 124 or 125 divided by item 132 or 133)		0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%


	Schedule RC-R — Memoranda
	Preferred stock (including related surplus) eligible for inclusion in Tier 1 capital:
143	Noncumulative perpetual preferred stock	bhck5479
144	Other noncumulative preferred stock eligible for inclusion in Tier 1 capital (e.g., REIT preferred securities)	bhckc498
145	Other cumulative preferred stock eligible for inclusion in Tier 1 capital (excluding TruPS)	bhcka507
	Treasury stock (including offsetting debit to the liability for ESOP debt):
146	In the form of perpetual preferred stock	bhck5483
147	In the form of common stock	bhck5484
	Restricted core capital elements included in Tier 1 capital:
148	Qualifying Class B no controlling (minority) interest	bhckg219
149	Qualifying Class C no controlling (minority) interest)	bhckg220
150	Qualifying cumulative perpetual preferred stock	bhck5990
151	Qualifying TruPS	bhckc502
152	Goodwill net of any associated deferred tax liability	bhckg221

153	Is the bank internationally active for purposes of the qualifying restricted core capital limit tests?	An internationally active bank is a bank that (1) as of the most recent year-end estimates total consolidated assets equal to $250 billion or more or (2) on a consolidated basis, as of the most recent year-end estimates total on-balance-sheet foreign exposure of $10 billion or more.											Yes	No

	Schedule RC-F—Other Assets
154	Net deferred tax assets	rcfd2148

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

	Schedule HC-M—Memoranda
156	Total number of bank holding company common shares outstanding	bhck3459
	Issuances associated with the U.S. Department of Treasury Capital Purchase Program:
157	Senior perpetual preferred stock or similar items	bhckg234
158	Warrants to purchase common stock or similar items	bhckg235

	Disallowed Deferred Tax Assets Calculation (Schedule RC-R Instructions)
159	(a) Enter the tier 1 subtotal	Item 28	-	-	-	-	-	-	-	-	-	-
160	(b) Enter 10% of the tier 1 subtotal	10% of Item 159	-	-	-	-	-	-	-	-	-	-
161	(c) Enter the amount of deferred tax assets to be used when calculating the regulatory capital limit
162	Enter any optional adjustment made to item 155 in item 162 as allowed in the Call Report instructions	Item 154 less items 155 and 161	-	-	-	-	-	-	-	-	-	-
163	(d) Enter the amount of taxes previously paid that the bank could recover through loss carrybacks if the bank temporary differences (both deductible and taxable) fully reverse at the report date****
164	(e) Amount of deferred tax assets that is dependent upon future taxable income	max(item 161 less item 163, 0)	-	-	-	-	-	-	-	-	-	-
165	(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
166	(g) Enter minimum of (f) and (b)	min(item 165, item 160)	-	-	-	-	-	-	-	-	-	-
167	(h) Subtract (g) from (e), cannot be less than 0 (must equal item 30)	max(item 164 less item 166, 0)	-	-	-	-	-	-	-	-	-	-
168	Future taxes paid used to determine item 166
169	Future taxable income consistent with item 166

	Supplemental Capital Action Information (report in $Millions unless otherwise noted)*****
170	Cash dividends declared on common stock
171	Common shares outstanding (Millions)
172	Common dividends per share ($)	Item 170 divided by item 171	-	-	-	-	-	-	-	-	-	-

173	Issuance of common stock for employee compensation
174	Other issuance of common stock
175	Total issuance of common stock	Sum of items 173 and 174

176	Share repurchases to offset issuance for employee compensation
177	Other share repurchase
178	Total share repurchases	Sum of items 176 and 177

	Supplemental Information on Trust Preferred Securities Subject to Phase-Out from Tier 1 Capital
179	Outstanding trust preferred securities
180	Trust preferred securities included in Item 24

	Memoranda
	*Please break out and explain below other adjustments to equity capital:
181




	**Please break out and explain below other additions to (deductions from) Tier 1 capital:
182




	***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; and Schedule RC-R, line item 6.
	****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 163 as follows:
183	Taxes paid during the fiscal year ended two years ago
184	Taxes paid during the fiscal year ended one year ago
185	Taxes paid through the as-of date of the current fiscal year

	*****Please reconcile the Supplemental Capital Action and RI-A projections (i.e., allocate the capital actions among the RI-A buckets):
186




	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 RC Bank equity capital		1	1	1	1	1	1	1	1	1	1
	Disallowed DTA		1	1	1	1	1	1	1	1	1	1




y
n

Sheet 5: General RWA

Bank General RWA Worksheet: XYZ in Baseline

		Call Report reference times applicable credit conversion factor and/or risk-weight	Actual in $Millions	Projected in $Millions
			as of date	PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9
1	General Credit RWA (General risk-based capital rules)		-	-	-	-	-	-	-	-	-	-
2	Credit RWA per Standardized Approach (Revised regulatory capital rule, July 2013)		-	-	-	-	-	-	-	-	-	-
3	Market RWA		-	-	-	-	-	-	-	-	-	-
4	Other RWA and Adjustments		-	-	-	-	-	-	-	-	-	-
5	Total RWA (General risk-based capital rules)		-	-	-	-	-	-	-	-	-	-
6	Total RWA (Standardized Approach per revised regulatory capital rule, July 2013)		-	-	-	-	-	-	-	-	-	-

General Credit Risk (Including counterparty credit risk and non-trading credit risk) (General risk-based capital rules)
7	General Credit RWA		-	-	-	-	-	-	-	-	-	-
8	Cash and due from depository institutions	rcfd0010
9	Held-to-maturity securities (HTM)	rcfd1754
10	Available-for-sale securities (AFS)	rcfd1773
11	Federal funds sold and securities purchased under agreements to resell	rcfdc225
12	Loans and leases	rcfd5369+rcfdb528-rcfd3123
13	Derivative contracts	rcfda167
14	Unused commitments with an original maturity exceeding one year	rcfd3833
15	Unused commitments with an original maturity of one year or less to asset-backed commercial paper conduits	rcfdg591
16	Other off-balance-sheet	rcfdb546+rcfd3821+rcfd3411+rcfd3429+rcfd3433+rcfda250+rcfdb541+rcfdb675+rcfdb681
17	Other credit risk	rcfd3545+rcfdkb639

Standardized Approach (Revised regulatory capital rule, July 2013)
18	RWA per Standardized Approach		-	-	-	-	-	-	-	-	-	-
19	Schedule RC-R (or FFIEC 101 Schedule A for advanced approaches that exit parallel run only) per general risk-based capital rules and 72 Federal Register 69288 (December 7, 2007)
20	Exposures conditionally guaranteed by the U.S. government, its central bank, or U.S. government agency
21	Claims on government-sponsored entities
22	Claims on U.S. depository institutions and NCUA-insured credit unions
23	Revenue bonds issued by state and local governments in the U.S., and general obligation claims on and claims guaranteed by the full faith and credit of state and local governments (and any other PSE) in the U.S.
24	Claims on and exposures guaranteed by foreign governments and their central banks
25	Claims on and exposures guaranteed by foreign banks
26	Claims on and exposures guaranteed by foreign PSEs
27	Multifamily mortgage loans and presold residential construction loans
28	Residential mortgage loans subject to 50% risk-weight
29	Other residential mortgage loans
30	Past due exposures
31	High-volatility commercial real estate loans
32	Commercial loans/Corporate exposures
33	Consumer loans and credit cards
34	Other revised regulatory capital rule risk-weight items
35	Off-balance sheet commitments with an original maturity of one year or less that are not unconditionally cancelable
36	Off-balance sheet commitments with an original maturity of more than one year that are not unconditionally cancelable
37	Other off-balance sheet exposures
38	Over-the-counter derivative contracts
39	Securitization exposures
40	Equity exposures
41	Other credit risk

Market Risk
42	Market RWA		-	-	-	-	-	-	-	-	-	-
43	VaR-based capital requirement
44	Stressed VaR-based capital requirement
45	Incremental risk capital requirement
46	Comprehensive risk capital requirement (excluding non-modeled correlation)
47	Non-modeled Securitization		-	-	-	-	-	-	-	-	-	-
48	Net Long
49	Net Short
50	Specific risk add-on (excluding securitization and correlation)		-	-	-	-	-	-	-	-	-	-
51	Sovereign debt positions
52	Government sponsored entity debt positions
53	Depository institution, foreign bank, and credit union debt positions
54	Public sector entity debt positions
55	Corporate debt positions
56	Equity
57	Capital requirement for de minimis exposures

58	Other RWA
59	Excess allowance for loan and lease losses (General risk-based capital rules)	rcfda222
60	Excess allowance for loan and lease losses (Revised regulatory capital rule, July 2013)
61	Allocated transfer risk reserve	rcfd3128

62	Total RWA (General risk-based capital rules)		-	-	-	-	-	-	-	-	-	-
63	Total RWA (Standardized Approach per revised regulatory capital rule, July 2013)		-	-	-	-	-	-	-	-	-	-

Memoranda for Derivative Contracts (provide balances consistent with Call Report instructions for each MDRM code)
64	Current credit exposure across all derivative contracts covered by risk-based capital standards	rcfd8764
	Notional principal amounts of derivative contracts:
65	Interest rate contracts	rcfd3809 + rcfd8766 + rcfd8767
66	Foreign exchange contracts	rcfd3812 + rcfd8769 + rcfd8770
67	Gold contracts	rcfd8771 + rcfd8772 + rcfd8773
68	Other precious metals contracts	rcfd8774 + rcfd8775 + rcfd8776
69	Other commodity contracts	rcfd8777 + rcfd8778 + rcfd8779
70	Equity derivative contracts	rcfda000 + rcfda001 + rcfda002
71	Investment grade credit derivative contracts	rcfdg597 + rcfdg598 + rcfdg599
72	Subinvestment grade credit derivative contracts	rcfdg600 + rcfdg601 + rcfdg602

Sheet 6: Advanced RWA

Bank Advanced RWA Worksheet: XYZ in Baseline

		FFIEC 101 reference	Actual in $Millions	Projected in $Millions
		FFIEC 101 reference	as of date	PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9
1	Advanced Approaches Credit RWA		-	-	-	-	-	-	-	-	-	-
2	Advanced Approaches Operational RWA		-	-	-	-	-	-	-	-	-	-
3	Market RWA		-	-	-	-	-	-	-	-	-	-
4	Other RWA and Adjustment		-	-	-	-	-	-	-	-	-	-
5	Total RWA		-	-	-	-	-	-	-	-	-	-

Advanced Approaches Credit Risk (Including CCR and non-trading credit risk), with 1.06 scaling factor and Operational Risk
6	Credit RWA	Sum of AABGJ151, AABGJ198	-	-	-	-	-	-	-	-	-	-
7	Wholesale Exposures		-	-	-	-	-	-	-	-	-	-
	Corporate
8	Balance Sheet Amount	AABBJ124
9	RWA	AABGJ124
	Bank
10	Balance Sheet Amount	AABBJ125
11	RWA	AABGJ125
	Sovereign
12	Balance Sheet Amount	AABBJ126
13	RWA	AABGJ126
	IPRE
14	Balance Sheet Amount	AABBJ127
15	RWA	AABGJ127
	HVCRE
16	Schedule RC-R (or FFIEC 101 Schedule A for advanced approaches that exit parallel run only) per general risk-based capital rules and 72 Federal Register 69288 (December 7, 2007)	AABBJ128
17	RWA	AABGJ128
18	Counterparty Credit Risk		-	-	-	-	-	-	-	-	-	-
19	RWA of eligible margin loans, repostyle transactions and OTC derivatives with crossproduct netting—EAD adjustment method	AABGJ129
20	RWA of eligible margin loans, repostyle transactions and OTC derivatives with crossproduct netting—collateral reflected in LGD	AABGJ130
21	RWA of eligible margin loans, repostyle transactions—no cross-product netting—EAD adjustment method	AABGJ131
22	RWA of eligible margin loans, repostyle transactions—no cross-product netting—collateral reflected in LGD	AABGJ132
23	RWA of OTC derivatives—no cross-product netting—EAD adjustment method	AABGJ133
24	RWA of OTC derivatives—no crossproduct netting—collateral reflected in LGD	AABGJ134
25	Retail Exposures		-	-	-	-	-	-	-	-	-	-
	Residential mortgage— closed-end first lien exposures
26	Balance Sheet Amount	AABBJ135
27	RWA	AABGJ135
	Residential mortgage— closed-end junior lien exposures
28	Balance Sheet Amount	AABBJ136
29	RWA	AABGJ136
	Residential mortgage—revolving exposures
30	Balance Sheet Amount	AABBJ137
31	RWA	AABGJ137
	Qualifying revolving exposures
32	Balance Sheet Amount	AABBJ138
33	RWA	AABGJ138
	Other retail exposures
34	Balance Sheet Amount	AABBJ139
35	RWA	AABGJ139
	Securitization Exposures (72 Federal Register 69288, December 7, 2007)
36	Balance Sheet Amount	Sum of AABBJ140, AABBJ141, AABBJ142
37	RWA	Sum of AABGJ140, AABGJ141, AABGJ142, AABGJ143
38	Securitization Exposures (Revised regulatory capital rule, July 2013)		-	-	-	-	-	-	-	-	-	-
	Subject to supervisory formula approach (SFA)
39	Balance Sheet Amount
40	RWA
	Subject to simplified supervisory formula approach (SSFA)
41	Balance Sheet Amount
42	RWA
	Subject to 1,250% risk-weight
43	Balance Sheet Amount
44	RWA
45	Cleared Transactions (Revised regulatory capital rule, July 2013)		-	-	-	-	-	-	-	-	-	-
	Derivative contracts and netting sets to derivatives
46	Balance Sheet Amount
47	RWA
	Repo-style transactions
48	Balance Sheet Amount
49	RWA
	Default fund contributions
50	Balance Sheet Amount
51	RWA
52	Equity Exposures RWA	Sum of AABGJ144, AABGJ145,AABGJ146
	Other Assets
53	Balance Sheet Amount	Sum of AABBJ147, AABBJ148, AABBJ149
54	RWA	Sum of AABGJ147, AABGJ148, AABGJ149
55	CVA Capital Charge (risk-weighted asset equivalent)(Revised regulatory capital rule, July 2013)		-	-	-	-	-	-	-	-	-	-
56	Advanced CVA Approach		-	-	-	-	-	-	-	-	-	-
57	Unstressed VaR with Multipliers
58	Stressed VaR with Multipliers
59	Simple CVA Approach
60	Assets subject to the general risk-based capital requirements	AABGJ198
	Operational RWA
61	Operational RWA	AABGJ154
62	Total risk-based capital requirement for operational risk without dependence assumptions	AASAJ084

Market Risk
63	Market RWA		-	-	-	-	-	-	-	-	-	-
64	VaR-based capital requirement
65	Stressed VaR-based capital requirement
66	Incremental risk capital requirement
67	Comprehensive risk capital requirement (excluding non-modeled correlation)
68	Non-modeled Securitization		-	-	-	-	-	-	-	-	-	-
69	Net Long
70	Net Short
71	Specific risk add-on (excluding securitization and correlation)		-	-	-	-	-	-	-	-	-	-
72	Sovereign debt positions
73	Government sponsored entity debt positions
74	Depository institution, foreign bank, and credit union debt positions
75	Public sector entity debt positions
76	Corporate debt positions
77	Equity
78	Capital requirement for de minimis exposures

79	Other RWA
80	Excess eligible credit reserves not included in tier 2 capital	AABGJ152

81	Total RWA		-	-	-	-	-	-	-	-	-	-

Sheet 7: Retail Bal. & Loss Projections

Bank Retail Balance and Loss Projection Worksheet: XYZ in Baseline

		Actual in $Millions	Projected in $Millions
Item		Q3 Actual	PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9
	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	Balances
10	New originations
11	Paydowns
12	Asset Purchases
13	Asset Sales
14	Loan Losses
15	Cumulative interim loan losses - Non PCI
16	Cumulative interim loan losses - PCI
	Closed-End Junior Liens (in Domestic Offices)
17	Balances
18	New originations
19	Paydowns
20	Asset Purchases
21	Asset Sales
22	Loan Losses
23	Cumulative interim loan losses - Non PCI
24	Cumulative interim loan losses - PCI
	HELOCs (in Domestic Offices)
25	Balances	-	-	-	-	-	-	-	-	-	-
26	Balance from vintages < PQ 1
27	Balance from vintage PQ 1 - PQ 5
28	Balance from vintage PQ 6 - PQ 9
29	Paydowns
30	Asset Purchases
31	Asset Sales
32	Loan Losses
33	Cumulative interim loan losses - Non PCI
34	Cumulative interim loan losses - PCI
	First Lien Mortgages and HELOANs (International)
35	Balances
36	New originations
37	Paydowns
38	Asset Purchases
39	Asset Sales
40	Loan Losses
41	Cumulative interim loan losses - Non PCI
42	Cumulative interim loan losses - PCI
	Closed-End Junior Liens and HELOCs (International)
43	Balances
44	New originations
45	Paydowns
46	Asset Purchases
47	Asset Sales
48	Loan Losses
49	Cumulative interim loan losses - Non PCI
50	Cumulative interim loan losses - PCI
	Corporate Card (Domestic)
51	Balances
52	Paydowns
53	Asset Purchases
54	Asset Sales
55	Loan Losses
	Business Card (Domestic)
56	Balances
57	Paydowns
58	Asset Purchases
59	Asset Sales
60	Loan Losses
	Charge Card (Domestic)
61	Balances	-	-	-	-	-	-	-	-	-	-
62	Balance from vintages < PQ 1
63	Balance from vintage PQ 1 - PQ 5
64	Balance from vintage PQ 6 - PQ 9
65	Paydowns
66	Asset Purchases
67	Asset Sales
68	Loan Losses
	Bank Card (Domestic)
69	Balances	-	-	-	-	-	-	-	-	-	-
70	Balance from vintages < PQ 1
71	Balance from vintage PQ 1 - PQ 5
72	Balance from vintage PQ 6 - PQ 9
73	Paydowns
74	Asset Purchases
75	Asset Sales
76	Loan Losses
	Business and Corporate Card (International)
77	Balances
78	Paydowns
79	Asset Purchases
80	Asset Sales
81	Loan Losses
	Bank and Charge Card (International)
82	Balances
83	Paydowns
84	Asset Purchases
85	Asset Sales
86	Loan Losses
	Auto Loans (Domestic)
87	Balances
88	New originations
89	Paydowns
90	Asset Purchases
91	Asset Sales
92	Loan Losses
	Auto Loans (International)
93	Balances
94	New originations
95	Paydowns
96	Asset Purchases
97	Asset Sales
98	Loan Losses
	Auto Leases (Domestic)
99	Balances
100	New originations
101	Paydowns
102	Asset Purchases
103	Asset Sales
104	Loan Losses
	Auto Leases (International)
105	Balances
106	New originations
107	Paydowns
108	Asset Purchases
109	Asset Sales
110	Loan Losses
	Student Loan
111	Balances
112	New originations
113	Paydowns
114	Asset Purchases
115	Asset Sales
116	Loan Losses
	Small Business Loan - Scored (Domestic)
117	Balances
118	New originations
119	Paydowns
120	Asset Purchases
121	Asset Sales
122	Loan Losses
	Small Business Loan - Scored (International)
123	Balances
124	New originations
125	Paydowns
126	Asset Purchases
127	Asset Sales
128	Loan Losses
	Other Consumer Loans and Leases (Domestic)
129	Balances
130	Net income (loss) attributable to Bank and minority interests
131	Paydowns
132	Asset Purchases
133	Net income (loss) attributable to Bank
134	Loan Losses
	Other Consumer Loans and Leases (International)
135	Balances
136	New originations
137	Paydowns
138	Banks should not report changes in value of the MSR asset or hedges within the trading book.
139	Asset Sales
140	Loan Losses

Sheet 8: Retail Repurchase Worksheet

Bank Retail Repurchase Worksheet: XYZ in Baseline

Scenarios for which row should be reported

Table A.1 LOANS SOLD TO FANNIE MAE, BANK ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE A.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

Unallocated

Total

Original UPB

Covered Insitution Baseline Only

Original UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Outstanding UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Delinquency Validity Check

Delinquency Status as of 3Q (Excluding Exempt Population)

Current

Covered Insitution Baseline Only

Past due 30 to 89 days

Covered Insitution Baseline Only

Past due 90 to 179 days

Covered Insitution Baseline Only

Past due 180+ days

Covered Insitution Baseline Only

Net Credit Loss Realized to-date (Excluding Exempt Population)

Covered Insitution Baseline Only

Repurchase Requests Outstanding (Excluding Exempt Population)

Covered Insitution Baseline Only

Estimated Lifetime Net Credit Losses (Excluding Exempt Population)

All Scenarios

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

All Scenarios

Table A.2 LOANS SOLD TO FANNIE MAE, BANK UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE A.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

Unallocated

Total

Original UPB

Covered Insitution Baseline Only

Original UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Outstanding UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

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

All Scenarios

Table A.3 Loss Projections for LOANS SOLD TO FANNIE MAE

$Millions

Projected in $Millions

Projection Validity Check

PQ1

PQ2

Item Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population) =rcfd3210 or aaab3210

PQ4

PQ5

PQ6

PQ7

PQ8

PQ9

PQ10 or Later

Total

Projected Future Losses to Bank Charged to Repurchase Reserve

All Scenarios

Table B.1 LOANS SOLD TO FREDDIE MAC, BANK ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE B.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

Unallocated

Total

Original UPB

Covered Insitution Baseline Only

Original UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Outstanding UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Delinquency Validity Check

Delinquency Status as of 3Q (Excluding Exempt Population)

Current

Covered Insitution Baseline Only

Past due 30 to 89 days

Covered Insitution Baseline Only

Past due 90 to 179 days

Covered Insitution Baseline Only

Past due 180+ days

Covered Insitution Baseline Only

Net Credit Loss Realized to-date (Excluding Exempt Population)

Covered Insitution Baseline Only

Repurchase Requests Outstanding (Excluding Exempt Population)

Covered Insitution Baseline Only

Estimated Lifetime Net Credit Losses (Excluding Exempt Population)

All Scenarios

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

All Scenarios

Table B.2 LOANS SOLD TO FREDDIE MAC, BANKUNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE B.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

Unallocated

Total

Original UPB

Covered Insitution Baseline Only

Original UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Outstanding UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

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

All Scenarios

Table B.3 Loss Projections for LOANS SOLD TO FREDDIE MAC

$Millions

Projected in $Millions

Projection Validity Check

PQ1

PQ2

PQ3

PQ4

PQ5

PQ6

PQ7

PQ8

PQ9

PQ10 or Later

Total

Projected Future Losses to Bank Charged to Repurchase Reserve

All Scenarios

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

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

Unallocated

Total

Original UPB

Covered Insitution Baseline Only

Original UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Outstanding UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Delinquency Validity Check

Delinquency Status as of 3Q (Excluding Exempt Population)

Current

Covered Insitution Baseline Only

Past due 30 to 89 days

Covered Insitution Baseline Only

Past due 90 to 179 days

Covered Insitution Baseline Only

Past due 180+ days

Covered Insitution Baseline Only

Net Credit Loss Realized to-date (Excluding Exempt Population)

Covered Insitution Baseline Only

Repurchase Requests Outstanding (Excluding Exempt Population)

Covered Insitution Baseline Only

Loss to-date due to Denied Insurance

Covered Insitution Baseline Only

Estimated Lifetime Net Credit Losses (Excluding Exempt Population)

All Scenarios

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

All Scenarios

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

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

Unallocated

Total

Original UPB

Covered Insitution Baseline Only

Original UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Outstanding UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

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

All Scenarios

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

$Millions

Projected in $Millions

Projection Validity Check

PQ1

PQ2

PQ3

PQ4

PQ5

PQ6

PQ7

PQ8

PQ9

PQ10 or Later

Total

Projected Future Losses to Bank Charged to Repurchase Reserve

All Scenarios

Table D.1 LOANS SECURITIZED WITH MONOLINE INSURANCE, BANK ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE D.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

Unallocated

Total

Original UPB

Covered Insitution Baseline Only

Original UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Outstanding UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Delinquency Validity Check

Delinquency Status as of 3Q (Excluding Exempt Population)

Current

Covered Insitution Baseline Only

Past due 30 to 89 days

Covered Insitution Baseline Only

Past due 90 to 179 days

Covered Insitution Baseline Only

Past due 180+ days

Covered Insitution Baseline Only

Net Credit Loss Realized to-date (Excluding Exempt Population)

Covered Insitution Baseline Only

Repurchase Requests Outstanding (Excluding Exempt Population)

Covered Insitution Baseline Only

Estimated Lifetime Net Credit Losses (Excluding Exempt Population)

All Scenarios

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

All Scenarios

Table D.2 LOANS SECURITIZED WITH MONOLINE INSURANCE, BANK UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE D.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

Unallocated

Total

Original UPB

Covered Insitution Baseline Only

Original UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Outstanding UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

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

All Scenarios

Table D.3 Loss Projections for LOANS SECURITIZED WITH MONOLINE INSURANCE

$Millions

Projected in $Millions

Projection Validity Check

PQ1

PQ2

PQ3

PQ4

PQ5

PQ6

PQ7

PQ8

PQ9

PQ10 or Later

Total

Projected Future Losses to Bank Charged to Repurchase Reserve

All Scenarios

Table E.1 LOANS SECURITIZED WITHOUT MONOLINE INSURANCE, BANK ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE E.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

Unallocated

Total

Original UPB

Covered Insitution Baseline Only

Original UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Outstanding UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Delinquency Validity Check

Delinquency Status as of 3Q (Excluding Exempt Population)

Current

Covered Insitution Baseline Only

Past due 30 to 89 days

Covered Insitution Baseline Only

Past due 90 to 179 days

Covered Insitution Baseline Only

Past due 180+ days

Covered Insitution Baseline Only

Net Credit Loss Realized to-date (Excluding Exempt Population)

Covered Insitution Baseline Only

Repurchase Requests Outstanding (Excluding Exempt Population)

Covered Insitution Baseline Only

Estimated Lifetime Net Credit Losses (Excluding Exempt Population)

All Scenarios

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

All Scenarios

Table E.2 LOANS SECURITIZED WITHOUT MONOLINE INSURANCE, BANKUNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE E.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

Unallocated

Total

Original UPB

Covered Insitution Baseline Only

Original UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Outstanding UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

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

All Scenarios

Table E.3 Loss Projections for LOANS SECURITIZED WITHOUT MONOLINE INSURANCE

$Millions

Projected in $Millions

Projection Validity Check

PQ1

PQ2

PQ3

PQ4

PQ5

PQ6

PQ7

PQ8

PQ9

PQ10 or Later

Total

Projected Future Losses to Bank Charged to Repurchase Reserve

All Scenarios

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

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

Unallocated

Total

Original UPB

Covered Insitution Baseline Only

Original UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Outstanding UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Delinquency Validity Check

Delinquency Status as of 3Q (Excluding Exempt Population)

Current

Covered Insitution Baseline Only

Past due 30 to 89 days

Covered Insitution Baseline Only

Past due 90 to 179 days

Covered Insitution Baseline Only

Past due 180+ days

Covered Insitution Baseline Only

Net Credit Loss Realized to-date (Excluding Exempt Population)

Covered Insitution Baseline Only

Repurchase Requests Outstanding (Excluding Exempt Population)

Covered Insitution Baseline Only

Estimated Lifetime Net Credit Losses (Excluding Exempt Population)

All Scenarios

Projected Future Losses to BANK Charged to Repurchase Reserve (Excluding Exempt Population)

All Scenarios

Table F.2 WHOLE LOANS SOLD, BANK UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE F.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

Unallocated

Total

Original UPB

Covered Insitution Baseline Only

Original UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Outstanding UPB (Excluding Exempt Population)

Covered Insitution Baseline Only

Projected Future Losses to BANK Charged to Repurchase Reserve (Excluding Exempt Population)

All Scenarios

Table F.3 Loss Projections for WHOLE LOANS SOLD

$Millions

Projected in $Millions

Projection Validity Check

PQ1

PQ2

PQ3

PQ4

PQ5

PQ6

PQ7

PQ8

PQ9

PQ10 or Later

Total

Projected Future Losses to BANK Charged to Repurchase Reserve

All Scenarios

Table G.3 TOTAL Loss Projections

$Millions

Projected in $Millions

PQ1

PQ2

PQ3

PQ4

PQ5

PQ6

PQ7

PQ8

PQ9

PQ10 or Later

Total

Projected Future Losses to BANK Charged to Repurchase Reserve

All Scenarios

Actual in $Millions

REPURCHASE RESERVE/LIABILITY FOR MORTGAGE REPS AND WARRANTIES

Q3 2013

Reserve, prior quarter

Provisions during the quarter

Net charges during the quarter

Reserve, current quarter

Sheet 9: Retail ASC 310-30 Worksheet

Bank ASC 310-30 Worksheet: XYZ in Baseline

Yes

Actual in $Millions

Projected in $Millions

Item

First Lien Mortgages

Data Clarifications:

as of date

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

Carry Value

Input as Positive

Allowance

Input as Positive

Net Carry Value

Calculated

Unpaid Principal Balance

Input as Positive

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

Input as Positive

Quarter Ending Non Accretable Difference (NAD)

Input as Positive

Cumulative Charge-offs to Date (to NAD)

Input as Negative

Cumulative Charge-offs to Date (to Allowance)

Input as Negative

Provisions to Allowance

Prov/(Reverse)

Quarterly Charge-offs to NAD

Input as Negative

Quarterly Charge-offs to Allowance

Input as Negative

Accretable Yield Remaining

Input as Positive

Accretable Yield Accreted to Income

Input as Negative

Effective Yield (%)

Input as Percentage

Actual in $Millions

Projected in $Millions

Item

Second Lien HELOANs

Data Clarifications:

Q3 2012

Q4 2012

Q1 2013

Q2 2013

Q3 2013

Q4 2013

Q1 2014

Q2 2014

Q3 2014

Q4 2014

Carry Value

Input as Positive

Allowance

Input as Positive

Net Carry Value

Calculated

Unpaid Principal Balance

Input as Positive

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

Input as Positive

Quarter Ending Non Accretable Difference (NAD)

Input as Positive

Cumulative Charge-offs to Date (to NAD)

Input as Negative

Cumulative Charge-offs to Date (to Allowance)

Input as Negative

Provisions to Allowance

Prov/(Reverse)

Quarterly Charge-offs to NAD

Input as Negative

Quarterly Charge-offs to Allowance

Input as Negative

Accretable Yield Remaining

Input as Positive

Accretable Yield Accreted to Income

Input as Negative

Effective Yield (%)

Input as Percentage

Actual in $Millions

Projected in $Millions

Item

HELOCs

Data Clarifications:

Q3 2012

Q4 2012

Q1 2013

Q2 2013

Q3 2013

Q4 2013

Q1 2014

Q2 2014

Q3 2014

Q4 2014

Carry Value

Input as Positive

Allowance

Input as Positive

Net Carry Value

Calculated

Unpaid Principal Balance

Input as Positive

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

Input as Positive

Quarter Ending Non Accretable Difference (NAD)

Input as Positive

Cumulative Charge-offs to Date (to NAD)

Input as Negative

Cumulative Charge-offs to Date (to Allowance)

Input as Negative

Provisions to Allowance

Prov/(Reverse)

Quarterly Charge-offs to NAD

Input as Negative

Quarterly Charge-offs to Allowance

Input as Negative

Accretable Yield Remaining

Input as Positive

Accretable Yield Accreted to Income

Input as Negative

Effective Yield (%)

Input as Percentage

Actual in $Millions

Projected in $Millions

Item

Other (specify in documentation)

Data Clarifications:

Q3 2012

Q4 2012

Q1 2013

Q2 2013

Q3 2013

Q4 2013

Q1 2014

Q2 2014

Q3 2014

Q4 2014

Carry Value

Input as Positive

Allowance

Input as Positive

Net Carry Value

Calculated

Unpaid Principal Balance

Input as Positive

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

Input as Positive

Quarter Ending Non Accretable Difference (NAD)

Input as Positive

Cumulative Charge-offs to Date (to NAD)

Input as Negative

Cumulative Charge-offs to Date (to Allowance)

Input as Negative

Provisions to Allowance

Prov/(Reverse)

Quarterly Charge-offs to NAD

Input as Negative

Quarterly Charge-offs to Allowance

Input as Negative

Accretable Yield Remaining

Input as Positive

Accretable Yield Accreted to Income

Input as Negative

Effective Yield (%)

Input as Percentage

Actual in $Millions

Projected in $Millions

Item

Portfolio to be acquired (specify in documentation)

Data Clarifications:

Q3 2012

Q4 2012

Q1 2013

Q2 2013

Q3 2013

Q4 2013

Q1 2014

Q2 2014

Q3 2014

Q4 2014

Carry Value

Input as Positive

Allowance

Input as Positive

Net Carry Value

Calculated

Unpaid Principal Balance

Input as Positive

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

Input as Positive

Quarter Ending Non Accretable Difference (NAD)

Input as Positive

Cumulative Charge-offs to Date (to NAD)

Input as Negative

Cumulative Charge-offs to Date (to Allowance)

Input as Negative

Provisions to Allowance

Prov/(Reverse)

Quarterly Charge-offs to NAD

Input as Negative

Quarterly Charge-offs to Allowance

Input as Negative

Accretable Yield Remaining

Input as Positive

Accretable Yield Accreted to Income

Input as Negative

Effective Yield (%)

Input as Percentage

Sheet 10: Securities OTTI by CUSIP

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)	Actual MM/DD/YYYY Amortized Cost	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI



GRAND TOTAL	-	-		-

Sheet 11: Securities OTTI Methodology

	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.
	AFS and HTM Securities	Threshold for Determining OTTI (please provide one of the following responses: price-based threshold, ratings-based threshold, cash flow model-based threshold, or other threshold)	Aggregate Cumulative Lifetime Loss on Underlying Collateral (% Original Balance)	Discount Rate Methodology (please state whether a market-based or accounting-based (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?	Macroeconomic/financial variables used in loss estimation
1	Agency MBS
2	Auction Rate Securities
3	CDO
4	CLO
5	CMBS		Must match item 135 on the Income Statement Worksheet = riad4340
6	Common Stock (Equity)
7	Auto ABS
8	Credit Card ABS
9	Student Loan ABS
10	Other ABS (excl HEL ABS)
11	Corporate Bond
12	Domestic Non-Agency RMBS (incl HEL ABS)
13	Alt-A (Option ARM)
14	Alt-A FRM
15	Alt-A ARM
16	Closed-End Second
17	HELOC
18	Scratch & Dent
19	Subprime
20	Prime Fixed
21	Prime ARM
22	Foreign RMBS
23	Municipal Bond
24	Mutual Fund
25	Preferred Stock (Equity)
26	Sovereign Bond
27	US Treasuries & Agencies
28	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.

Sheet 12: Securities OTTI by Portfolio

	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. Amortized Cost should represent all Securities held, regardless of if they are impaired or not. Only securities projected to experience an other-than-temporary impairment loss in the P&L should be reported in the "Credit Loss Portion" and "Non-Credit Loss Portion" columns 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. OTTI values should be stated as positive values.
			PQ 1			PQ 2			PQ 3			PQ 4			PQ 5			PQ 6			PQ 7			PQ 8			PQ 9
	AFS Securities	Actual MM/DD/YYYY Amortized Cost	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI
1	Agency MBS				-			-			-			-			-			-			-			-			-
2	Auction Rate Securities				-			-			-			-			-			-			-			-			-
3	CDO				-			-			-			-			-			-			-			-			-
4	CLO				-			-			-			-			-			-			-			-			-
5	CMBS				-			-			-			-			-			-			-			-			-
6	Common Stock (Equity)				-			-			-			-			-			-			-			-			-
7	Auto ABS				-			-			-			-			-			-			-			-			-
8	Credit Card ABS				-			-			-			-			-			-			-			-			-
9	Student Loan ABS				-			-			-			-			-			-			-			-			-
10	Other ABS (excl HEL ABS)				-			-			-			-			-			-			-			-			-
11	Corporate Bond				-			-			-			-			-			-			-			-			-
12	Domestic Non-Agency RMBS (incl HEL ABS)	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
13	Alt-A (Option ARM)				-			-			-			-			-			-			-			-			-
14	Alt-A FRM				-			-			-			-			-			-			-			-			-
15	Alt-A ARM				-			-			-			-			-			-			-			-			-
16	Closed-End Second				-			-			-			-			-			-			-			-			-
17	HELOC				-			-			-			-			-			-			-			-			-
18	Scratch & Dent				-			-			-			-			-			-			-			-			-
19	Subprime				-			-			-			-			-			-			-			-			-
20	Prime Fixed				-			-			-			-			-			-			-			-			-
21	Prime ARM				-			-			-			-			-			-			-			-			-
22	Foreign RMBS				-			-			-			-			-			-			-			-			-
23	Municipal Bond				-			-			-			-			-			-			-			-			-
24	Mutual Fund				-			-			-			-			-			-			-			-			-
25	Preferred Stock (Equity)				-			-			-			-			-			-			-			-			-
26	Sovereign Bond				-			-			-			-			-			-			-			-			-
27	US Treasuries & Agencies				-			-			-			-			-			-			-			-			-
28	Other*				-			-			-			-			-			-			-			-			-
29	GRAND TOTAL	0	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-
	*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.


			PQ 1			PQ 2			PQ 3			PQ 4			PQ 5			PQ 6			PQ 7			PQ 8			PQ 9
	HTM Securities	Actual MM/DD/YYYY Amortized Cost	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI
1	Agency MBS				-			-			-			-			-			-			-			-			-
2	Auction Rate Securities				-			-			-			-			-			-			-			-			-
3	CDO				-			-			-			-			-			-			-			-			-
4	CLO				-			-			-			-			-			-			-			-			-
5	CMBS				-			-			-			-			-			-			-			-			-
6	Common Stock (Equity)				-			-			-			-			-			-			-			-			-
7	Auto ABS				-			-			-			-			-			-			-			-			-
8	Credit Card ABS				-			-			-			-			-			-			-			-			-
9	Student Loan ABS				-			-			-			-			-			-			-			-			-
10	Other ABS (excl HEL ABS)				-			-			-			-			-			-			-			-			-
11	Corporate Bond				-			-			-			-			-			-			-			-			-
12	Domestic Non-Agency RMBS (incl HEL ABS)	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
13	Alt-A (Option ARM)				-			-			-			-			-			-			-			-			-
14	Alt-A FRM				-			-			-			-			-			-			-			-			-
15	Alt-A ARM				-			-			-			-			-			-			-			-			-
16	Closed-End Second				-			-			-			-			-			-			-			-			-
17	HELOC				-			-			-			-			-			-			-			-			-
18	Scratch & Dent				-			-			-			-			-			-			-			-			-
19	Subprime				-			-			-			-			-			-			-			-			-
20	Prime Fixed				-			-			-			-			-			-			-			-			-
21	Prime ARM				-			-			-			-			-			-			-			-			-
22	Foreign RMBS				-			-			-			-			-			-			-			-			-
23	Municipal Bond				-			-			-			-			-			-			-			-			-
24	Mutual Fund				-			-			-			-			-			-			-			-			-
25	Preferred Stock (Equity)				-			-			-			-			-			-			-			-			-
26	Sovereign Bond				-			-			-			-			-			-			-			-			-
27	US Treasuries & Agencies				-			-			-			-			-			-			-			-			-
28	Other				-			-			-			-			-			-			-			-			-
29	GRAND TOTAL	0	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-
	*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.

Sheet 13: Securities AFS OCI by Portfolio

	Bank Projected OCI and Fair Value for AFS Securities: XYZ in Baseline

	Projected OCI and Fair Value 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. Responses should be provided in $Millions.
			Projected OCI Based on Macro-Economic Scenario
	AFS Securities	Total Actual Fair Market Value	Projected OCI - PQ 1	Projected OCI - PQ 2	Projected OCI - PQ 3	Projected OCI - PQ 4	Projected OCI - PQ 5	Projected OCI - PQ 6	Projected OCI - PQ 7	Projected OCI - PQ 8	Projected OCI - PQ 9	Total Projected OCI in all Quarters	Estimated Total Fair Market Value after OCI Shock applied to all Quarters
1	Agency MBS
2	Auction Rate Securities
3	CDO
4	CLO
5	CMBS
6	Common Stock (Equity)
7	Auto ABS
8	Credit Card ABS
9	Student Loan ABS
10	Other ABS (excl HEL ABS)
11	Corporate Bond
12	Domestic Non-Agency RMBS (incl HEL ABS)	-	-	-	-	-	-	-	-	-	-	-	-
13	Alt-A (Option ARM)
14	Alt-A FRM
15	Alt-A ARM
16	Closed-End Second
17	HELOC
18	Scratch & Dent
19	Subprime
20	Prime Fixed
21	Prime ARM
22	Foreign RMBS
23	Municipal Bond
24	Mutual Fund
25	Preferred Stock (Equity)
26	Sovereign Bond
27	US Treasuries & Agencies
28	Other*
29	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.

Sheet 14: Securities Market Value Sources

	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.

	AFS and HTM Securities	Principal Market Value Source Please state whether a vendor or proprietary model is used. If using a 3rd party vendor, please provide the name(s) of the 3rd party vendor(s).	In general, how often are securities normally marked (e.g., daily, weekly, quarterly, etc.)?
1	Agency MBS
2	Auction Rate Securities
3	CDO
4	CLO
5	CMBS
6	Common Stock (Equity)
7	Auto ABS
8	Credit Card ABS
9	Student Loan ABS
10	Other ABS (excl HEL ABS)
11	Corporate Bond
12	Domestic Non-Agency RMBS (incl HEL ABS)
13	Alt-A (Option ARM)
14	Alt-A FRM
15	Alt-A ARM
16	Closed-End Second
17	HELOC
18	Scratch & Dent
19	Subprime
20	Prime Fixed
21	Prime ARM
22	Foreign RMBS
23	Municipal Bond
24	Mutual Fund
25	Preferred Stock (Equity)
26	Sovereign Bond
27	US Treasuries & Agencies
28	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.

Sheet 15: Trading Worksheet

Bank Trading Worksheet: XYZ in Baseline
	Effective date: 07/05/1905
		(A)		(B)	(C)
	P/L Results in $Millions	Firmwide Total		Contributions from:
		Firmwide Total		Higher-Order Risks	CVA Hedges
1	Equity
2	FX
3	Rates
4	Commodities
5	Securitized Products
6	Other Credit
7	Private Equity
8	Other Fair Value Assets
9	Cross-Asset Terms
10	Total	-



	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.









			rcfdb592 or aaabj189










































































































	Net income (loss) attributable to Bank and minority interests		Sum of items 6, , , , and = rcfd2170


	Net income (loss) attributable to Bank





	Banks should not report changes in value of the MSR asset or hedges within the trading book.



			rconb557










			Err:508











































	(d) Enter the amount of taxes previously paid that the bank could recover through loss carrybacks if the bank temporary differences (both deductible and taxable) fully reverse at the report date****

	(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

Sheet 16: Counterparty Risk Worksheet

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

Sheet 17: OpRisk Scenario & Projections

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. 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.

Contribution ($millions)

PY 1

PY 2

Total
($millions)

Type of Data

Brief Description

Unit of Measure (UOM)

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

Total ($millions)

QUARTERLY AND OVERALL TOTALS SHOULD AGREE TO THE PROJECTED "OPERATIONAL RISK EXPENSE" AMOUNTS INCLUDED IN LINE 29 OF THE PPNR PROJECTIONS WORKSHEET

Sheet 18: PPNR Projections Worksheet

	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	Call Report Codes	Projected in $Millions										Please indicate if deposits are 25% or more of total liabilities
	*Net Interest Income by Business Segment: (17)*		PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9		Yes, deposits are 25% or more of total liabilities
1	Retail and Small Business		-	-	-	-	-	-	-	-	-		No, deposits are less than 25% of total liabilities
1A	Domestic (11)		-	-	-	-	-	-	-	-	-
1B	Credit and Charge Cards (10)
1C	Mortgages
1D	Home Equity											Specify reporting designation for net interest income HERE
1E	Retail and Small Business Deposits											Primary Net Interest Income
1F	Other Retail and Small Business Lending											Supplementary Net Interest Income
1G	International Retail and Small Business (16)
2	Commercial Lending
3	Investment Banking
4	Merchant Banking / Private Equity
5	Sales and Trading		-	-	-	-	-	-	-	-	-
5A	Prime Brokerage
5B	Other
6	Investment Management
7	Investment Services
8	Treasury Services
9	Insurance Services
10	Retirement / Corporate Benefits Products
11	Corporate / Other
12	Optional Immaterial Business Segments (7)

13	Total Net Interest Income (1)		-	-	-	-	-	-	-	-	-

	*Non Interest Income by Business Segment: (17)*
14	Retail and Small Business		-	-	-	-	-	-	-	-	-
14A	Domestic		-	-	-	-	-	-	-	-	-
14B	Credit and Charge Cards (10)		-	-	-	-	-	-	-	-	-
14C	Credit and Charge Card Interchange Revenues - Gross
14D	Other
14E	Mortgages and Home Equity		-	-	-	-	-	-	-	-	-
14F	Production		-	-	-	-	-	-	-	-	-
14G	Gains/(Losses) on Sale (18)
14H	Other
14I	Servicing		-	-	-	-	-	-	-	-	-
14J	Servicing & Ancillary Fees
14K	MSR Amortization (20)
14L	MSR Value Changes due to Changes in Assumptions/Model Inputs/Other Net of Hedge Performance (19)(21)
14M	Other
14N	Provisions to Repurchase Reserve / Liability for Residential Mortgage Representations and Warranties (contra-revenue) (12)
14O	Retail and Small Business Deposits		-	-	-	-	-	-	-	-	-
14P	Non Sufficient Funds / Overdraft Fees - Gross
14Q	Debit Interchange - Gross
14R	Other (22)
14S	Other Retail and Small Business Lending
14T	International Retail and Small Business (16)
15	Commercial Lending
16	Investment Banking		-	-	-	-	-	-	-	-	-
16A	Advisory
16B	Equity Capital Markets
16C	Debt Capital Markets
16D	Syndicated / Corporate Lending
17	Merchant Banking / Private Equity		-	-	-	-	-	-	-	-	-
17A	Net Investment Mark-to-Market
17B	Management Fees
17C	Other
18	Sales and Trading		-	-	-	-	-	-	-	-	-
18A	Equities		-	-	-	-	-	-	-	-	-
18B	Commission and Fees
18C	Other (23)
18D	Fixed Income		-	-	-	-	-	-	-	-	-
18E	Rates
18F	Credit
18G	Other
18H	Commodities		-	-	-	-	-	-	-	-	-
18I	Commission and Fees
18J	Other
18K	Prime Brokerage		-	-	-	-	-	-	-	-	-
18L	Commission and Fees
18M	Other
19	Investment Management		-	-	-	-	-	-	-	-	-
19A	Asset Management
19B	Wealth Management / Private Banking
20	Investment Services		-	-	-	-	-	-	-	-	-
20A	Asset Servicing		-	-	-	-	-	-	-	-	-
20B	Securities Lending
20C	Other
20D	Issuer Services
20E	Other
21	Treasury Services
22	Insurance Services
23	Retirement / Corporate Benefits Products
24	Corporate / Other
25	Optional Immaterial Business Segments (7)

26	Total Non-Interest Income (2) (26)		-	-	-	-	-	-	-	-	-

27	Total Revenues		-	-	-	-	-	-	-	-	-

	*Non Interest Expense:*
28	Compensation Expense		-	-	-	-	-	-	-	-	-
28A	Salary (14)
28B	Benefits (14)
28C	Commissions (6)
28D	Stock Based Compensation
28E	Cash Variable Pay
29	Operational Risk Expense (8)		-	-	-	-	-	-	-	-	-
30	Provisions to Repurchase Reserve / Liability for Residential Mortgage Representations and Warranties (12)
31	Professional and Outside Services Expenses (13)
32	Expenses of Premises and Fixed Assets	RIAD4217
33	Amortization Expense and Impairment Losses for Other Intangible Assets	RIADC232
34	Marketing Expense		-	-	-	-	-	-	-	-	-
34A	Domestic Credit and Charge Card Marketing Expense (10)(15)(17)
34B	Other
35	Other Real Estate Owned Expense
36	Provision for Unfunded Off-Balance Sheet Credit Exposures (to build/decrease item 139 (RCFDB557) in Balance Sheet)
37	Other Non-Interest Expense (4)

38	Total Non-Interest Expense (3)		-	-	-	-	-	-	-	-	-

39	Projected PPNR (5)	RIAD4074-RIAD4079-RIAD4093+RIADC216-Line Item #40	-	-	-	-	-	-	-	-	-

40	Valuation Adjustment for firm's own debt under fair value option (FVO) (9) (27)
41	Goodwill Impairment	RIADC216
42	Loss resulting from trading shock exercise (if applicable) (24) (25)		-	-	-	-	-	-	-	-	-


Footnotes to the PPNR Projections Worksheet
(1)	Amount should equal item 49 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 Expense are reported without further breakout:











(5)	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.
(6)	Report commissions only in "Commissions" line item 28C; do not report commissions in any other compensation line items.
(7)	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 government-insured 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)	Net income (loss) attributable to Bank and minority interests
(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)	Net income (loss) attributable to Bank
(19)	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.
(20)	Include economic amortization or scheduled and unscheduled payments, net of defaults under both FV and LOCOM accounting methods.
(21)	Include MSR changes under both FV and LOCOM accounting methods.
(22)	Among items included here are debit card contra-revenues and overdraft waivers, as applicable.
(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.
(27)	List Call Report RI Schedule items in which this item is normally reported although excluded from PPNR for this report:	rconb557

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

Sheet 19: PPNR NII Worksheet

	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 in any Call Report 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
		Projected in $Millions
	*Average Asset Balances ($Millions) (1)*	PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9
1	First Lien Residential Mortgages (in Domestic Offices)
2	Second / Junior Lien Residential Mortgages (in Domestic Offices)	-	-	-	-	-	-	-	-	-
2A	Closed-End Junior Liens
2B	Home Equity Lines Of Credit (HELOCs)
3	C&I Loans (7)
4	CRE Loans (in Domestic Offices)
5	Credit Cards
6	Other Consumer	-	-	-	-	-	-	-	-	-
6A	Auto Loans
6B	Student Loans
6C	Other, incl. loans backed by securities (non-purpose lending)										Please indicate if deposits are 25% or more of total liabilities
7	Real Estate Loans (Not in Domestic Offices)	-	-	-	-	-	-	-	-	-	Yes, deposits are 25% or more of total liabilities
7A	Residential Mortgages (First and Second Lien)										No, deposits are less than 25% of total liabilities
7B	Other
8	Other Loans & Leases (10)
9	Nonaccrual Loans (5)
10	Securities (AFS and HTM) - Treasuries and Agency Debentures
11	Securities (AFS and HTM) - Agency RMBS (both CMOs and pass-throughs)
12	Securities (AFS and HTM) - Other
13	Trading Assets
14	Deposits with Banks & Other
15	Other Interest/Dividend Bearing Assets (2)
16	Other Assets

17	Total Average Asset Balances	-	-	-	-	-	-	-	-	-

	*Average Rates Earned (%) (9)*
18	First Lien Residential Mortgages (in Domestic Offices)
19	Second / Junior Lien Residential Mortgages (in Domestic Offices)
19A	Closed-End Junior Liens
19B	HELOCs
20	C&I Loans (7)
21	CRE Loans (in Domestic Offices)
22	Credit Cards
23	Other Consumer
23A	Auto Loans
23B	Student Loans
23C	Other, incl. loans backed by securities (non-purpose lending)
24	Real Estate Loans (Not in Domestic Offices)
24A	Residential Mortgages (First and Second Lien)
24B	Other
25	Other Loans & Leases
26	Nonaccrual Loans (5)
27	Securities (AFS and HTM) - Treasuries and Agency Debentures
28	Securities (AFS and HTM) - Agency RMBS (both CMOs and pass-throughs)
29	Securities (AFS and HTM) - Other
30	Trading Assets
31	Deposits with Banks & Other
32	Other Interest/Dividend Bearing Assets

33	Total Interest Income	-	-	-	-	-	-	-	-	-

	*Average Liability Balances ($Millions)*
34	Deposits-Domestic (6)	-	-	-	-	-	-	-	-	-
34A	Non-Interest-Bearing Demand
34B	Money Market Accounts
34C	Savings
34D	NOW, ATS, and other Transaction Accounts
34E	Time Deposits
35	Deposits-Foreign (6)	-	-	-	-	-	-	-	-	-
35A	Foreign Deposits
35B	Foreign Deposits-Time
36	Fed Funds, Repos, & Other Short Term Borrowing	-	-	-	-	-	-	-	-	-
36A	Fed Funds
36B	Repos
36C	Other Short Term Borrowing (11)
37	Trading Liabilities
38	Subordinated Notes Payable to Unconsolidated Trusts Issuing Trust Preferred Securities (TruPS) and TruPS Issued by Consolidated Special Purpose Entities
39	Other Interest-Bearing Liabilities (3)(11)
40	Other Liabilities (11)

41	Total Average Liability Balances	-	-	-	-	-	-	-	-	-

	*Average Liability Rates (%) (9)*
42	Deposits-Domestic (6)
42A	Non-Interest-Bearing Demand (8)	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%
42B	Money Market Accounts
42C	Savings
42D	Negotiable Order of Withdrawal (NOW), Automatic Transfer Service (ATS), and other Transaction Accounts
42E	Time Deposits
43	Deposits-Foreign (6)
43A	Foreign Deposits
43B	Foreign Deposits-Time
44	Fed Funds, Repos, & Other Short Term Borrowing
44A	Fed Funds
44B	Repos
44C	Other Short Term Borrowing
45	Trading Liabilities
46	Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS Issued by Consolidated Special Purpose Entities
47	Other Interest-Bearing Liabilities (3)(11)


48	Total Interest Expense	-	-	-	-	-	-	-	-	-

49	Total Net Interest Income (4)	-	-	-	-	-	-	-	-	-

Footnotes to the Net Interest Income Worksheet
(1)	Exclude nonaccrual loans from lines 1-8, reporting these balances in item 9. Include purchased credit impaired loans.
(2)	Break out and explain nature of significant items included in Other Interest/Dividend Bearing Assets such that no more than 5% of total Average Asset Balances are reported without a further breakout.





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





(4)	Amount should equal item 13 of the PPNR Projections Worksheet.
(5)	Institutions are to provide additional details within the supporting documentation; the composition of the non-accrual loans by key loan type over the reported time periods for each of the scenarios.
(6)	A sum of average domestic and foreign deposits should be equal to a sum of average RCON6631, RCON6636, RCFD6631, and RCFD6636.
(7)	Report C&I Graded, Small Business (Scored/Delinquency Managed), Corporate Card, Business Card
(8)	Rates are equal to zero by definition.
(9)	All rates are annualized.
(10)	Include loans secured by farmland here (RCFD1420) and other loans not accounted for in the other categories.
(11)	A Sum of line items 36C and 39 equals a sum of RCFD3190, RCFD3200, and interest-bearing liabilities reported in RCFD2930; line item 40 captures non-interest bearing liabilities in RCFD2930


	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

Sheet 20: PPNR Metrics Worksheet

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.

Projected

Call Report Codes

Units

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

A. Metrics by Business Segment/Line (9)

Retail and Small Business Segment

Domestic (24)

Credit and Charge Cards

Total Open Accounts – End of Period

Credit and Charge Card Purchase Volume

$Millions

Credit and Charge Card Rewards/Partner Sharing Expense (23) (34)

$Millions

Mortgages and Home Equity

Average Third-Party Residential Mortgages Serviced (3)

$Millions

Residential Mortgage Originations Industry Market Size – Volume (25)

$Millions

Mortgages and Home Equity Sold during the quarter (26)

RCONF070+RCONF071+RCONF674+RCONF675

$Millions

Servicing Expenses (8)

$Millions

Retail and Small Business Deposits

Total Open Checking and Money Market Accounts – End of Period (31)

Debit Card Purchase Transactions

International Retail and Small Business (12)

Credit Card Revenues (1)

$Millions

Investment Banking Segment

Number of Employees (15)

Compensation - Total (8)

$Millions

Stock Based Compensation and Cash Variable Pay (8)

$Millions

Advisory

Deal Volume

$Millions

Industry Market Size - Fees

$Millions

Industry Market Size - Completed Deal Volume

$Millions

Backlog (30)

$Millions

Equity Capital Markets

Deal Volume

$Millions

Industry Market Size - Fees

$Millions

Industry Market Size - Volume

$Millions

Debt Capital Markets

Deal Volume

$Millions

Industry Market Size - Fees

$Millions

Industry Market Size - Volume

$Millions

Syndicated Lending

Deal Volume

$Millions

Industry Market Size - Fees

$Millions

Industry Market Size - Volume

$Millions

Merchant Banking / Private Equity

AUM (10)

$Millions

Sales and Trading Segment

Number of Employees (15)

Total Proprietary Trading Revenue

$Millions

Compensation - Total (8)

$Millions

Stock Based Compensation and Cash Variable Pay (8)

$Millions

Equities

Average Asset Balance

$Millions

Fixed Income

Average Asset Balance

$Millions

Commodities

Average Asset Balance

$Millions

Prime Brokerage

Average Client Balances (13)

$Millions

Transaction Volume

$Millions

Investment Management Segment

Asset Management

AUM - Total (10)

$Millions

37A

AUM - Equities

$Millions

37B

AUM - Fixed Income

$Millions

37C

AUM - Other

$Millions

Net Inflows/Outflows

$Millions

Wealth Management/Private Banking

AUM - Total (10)

$Millions

39A

AUM - Equities

$Millions

39B

AUM - Fixed Income

$Millions

39C

AUM - Other

$Millions

Net Inflows/Outflows

$Millions

Number of Financial Advisors (11)

Investment Services Segment

Asset Servicing

Assets under Custody and Administration

$Millions

Issuer Services

Corporate Trust Deals Administered

B. Firm Wide Metrics: PPNR Projections Worksheet

Number of Employees

RIAD4150

Revenues - International

$Millions

45A

Revenues - APAC (2) (16)

$Millions

45B

Revenues - EMEA (2) (17)

$Millions

45C

Revenues - LatAm (2) (18)

$Millions

45D

Revenues - Canada (2)

$Millions

Revenues - Domestic

$Millions

Severance Costs (14)

$Millions

Collateral Underlying Operating Leases for Which the Bank is the Lessor (22)

$Millions

48A

Auto

$Millions

48B

Other

$Millions

OREO Balance

RCFD2150

$Millions

49A

Commercial

$Millions

49B

Residential

$Millions

49C

Farmland

$Millions

Non-Recurring PPNR Items (32)

$Millions

Trading Revenue

RIADA220

$Millions

Net Gains/(Losses) on Sales of Other Real Estate Owned (19)

RIAD8561

$Millions

C. Firm Wide Metrics: Net Interest Income Worksheet (Required only for Banks that were required to complete the Net Interest Income Worksheet)

Carrying Value of Purchased Credit Impaired (PCI) Loans

RCFDC780

$Millions

Net Accretion of discount on PCI Loans included in interest Revenues

$Millions

Loans Held for Sale - First Lien Residential Liens in Domestic Offices (Average Balances)

$Millions

Average Rate on Loans Held for Sale-First Lien Residential Liens in Domestic Offices

Quarter End Weighted Average Life of Assets (4) (6)

First Lien Residential Mortgages (in Domestic Offices) (33)

months

Closed-End Junior Residential Liens (in Domestic Offices)

months

Home Equity Lines Of Credit (HELOCs)

months

C&I Loans

months

CRE Loans (in Domestic Offices)

months

Credit Cards

months

Auto Loans

months

Student Loans

months

Other, incl. loans backed by securities (non-purpose lending) (7)

months

Residential Mortgages (First and Second Lien, Not in Domestic Offices)

months

Other Real Estate Loans (Not in Domestic Offices)

months

Other Loans & Leases

months

Securities (AFS and HTM) - Treasuries and Agency Debentures

months

Securities (AFS and HTM) - Agency RMBS (both CMOs and pass-throughs)

months

Securities (AFS and HTM) - Other

months

Trading Assets

months

All Other Earning Assets

months

Quarter End Weighted Average Life of Liabilities (4) (6)

Domestic Deposits - Time

months

Foreign Deposits-Time

months

Fed Funds

months

Repos

months

Other Short Term Borrowing

months

Trading Liabilities

months

Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS Issued by Consolidated Special Purpose Entities

months

All Other Interest Bearing Liabitilies

months

Average Domestic Deposit Repricing Beta in a 'Normal Environment' (5)

For upward rate movements

For downward rate movements

Assumed Floor

Money Market Accounts

basis points

Savings

basis points

NOW, ATS, and other Transaction Accounts

basis points

Time Deposits

basis points

Average Foreign Deposit Repricing Beta in a 'Normal Environment' (5)

Foreign Deposits

basis points

Foreign Deposits-Time

basis points

New Domestic Business Pricing for Time Deposits (27)

88A

Curve (if multiple terms assumed) (28)

88B

Index rate (if single term assumed) (29)

88C

Spread relative to the Index Rate (29)

basis points

Footnotes to the PPNR Metrics Worksheet

(1)

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.

(2)

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.

(3)

Average oustanding principal balance fo residential mortgage loans the bank services for others.

(4)

Net income (loss) attributable to Bank and minority interests

(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 balance-weighted 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)

Reference PPNR Net Interest Income worksheet for product definitions.

(7)

Net income (loss) attributable to Bank

(8)

Include both direct and allocated expenses.

(9)

"Metrics by Business Segment/Line" correspond to Business Segments/Lines on PPNR Submission worksheet, unless explicitly stated otherwise. See Instructions for defintions of standardized Business Segments/Lines. Unless specified otherwise, all numbers are global. Only line items with "Industry Market Size" in the name are industry/market-wide items; all other items are bank-specific.

(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)

Banks should not report changes in value of the MSR asset or hedges within the trading book.

(14)

List items on PPNR Projections worksheet that include this item if any:

(15)

Full-time equivalent employees at end of current period (RIAD4150) for a given segment only.

(16)

Asia and Pacific region (incl. South Asia, Australia, and New Zealand)

(17)

Europe, Middle East, and Africa

(18)

Latin America, including Mexico

(19)

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 line item 49 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.

(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)

Applies to line items 1-9; US and Puerto Rico only.

(25)

Total domestic mortgages originated during the quarter.

(26)

Call Report name is "Residential Mortgages Sold During the Quarter"; this metric need not be limited to Mortgages and Home Equity business line.

(27)

New business pricing for time deposits refers to the anticipated average rate on newly issued domestic time deposits, including renewals. Given that time deposits have a stated maturity, all time deposits issued for that time period are considered new business.

(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. If the institution only assumes a single maturity term for new issuances, complete line 88B and 88C only, otherwise complete line 88A only.

(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.

(31)

Provide description of the accounts included in this line item (e.g. Negotiable Order of Withdrawal, Interest Bearing Checking, Non Interest Bearing Demand Deposit Account, Money Market Savings, etc.)

(32)

Please break out and explain nature of non-recurring items included in PPNR. Also indicate which items on PPRN Projections worksheet include the items broken out in footnote 32:

(a)

Revenues (Net Interest Income + Non Interest Income)

$ Milllion

(b)

Non Interest Expenses

$ Milllion

(33)

For WAL, exclude from the reported number Loans Held For Sale

(34)

Note if this item includes any contra-revenues other than Rewards/Partner Sharing (e.g. Marketing Expense Amortization)

Do international revenues exceed 5% of total revenues?

N/A

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