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pdfFR Y‐14A Schedule A ‐ Summary
Summary Submission Cover Sheet
All BHCs are expected to complete a version of the Summary template for each required scenario ‐ BHC Baseline, BHC Stress, Supervisory Baseline, and Supervisory Stress ‐ and additional scenarios that are named accordingly.
BHCs should complete all relevant cells in the corresponding worksheets, including this cover page. BHCs 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 FR Y‐9C reporting, all actual and projected income statement figures should be reported on a quarterly basis, and not on a cumulative basis.
Any questions should be directed to [email protected].
Institution Name:
RSSD ID:
Source:
Submission Date (MM/DD/YYYY):
When Received:
BHC
Please indicate the scenario associated with this submission using the following drop‐down menu:
Briefly describe the scenario below:
FR Y‐14A Schedule A.1.a ‐ Income Statement
Actual in
$Millions
Item
as of date
Projected in $Millions
PQ 1
1
2
3
4
5
6
7
8
9
10
11
12
13
14
LOSSES ASSOCIATED WITH LOANS HELD FOR INVESTMENT AT AMORTIZED COST
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
First Lien Mortgages
First Lien HELOAN
Second / Junior Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
15
Real Estate Loans (Not in Domestic Offices)
16
17
18
19
20
21
22
23
24
25
26
40
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency
Managed)
Business and Corporate Card
Credit Cards
Other Consumer
Auto Loans
Student Loans
Other loans backed by securities (non‐
purpose lending)
Other
Other Loans
Loans to Foreign Governments
Agricultural Loans
Loans for purchasing or carrying securities
(secured or unsecured)
Loans to Depositories and Other Financial
Institutions
All Other Loans and Leases
41
All Other Loans (exclude consumer loans)
42
43
All Other Leases
Total Loans and Leases
27
28
29
30
31
32
33
34
35
36
37
38
39
PQ 2
PQ 3
PQ 4
PQ 5
Sums in $Millions
PQ 6
PQ 7
PQ 8
PQ 9
PQ 2 ‐ PQ 5
PQ 6 ‐ PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.a ‐ Income Statement
Actual in
$Millions
Item
as of date
Projected in $Millions
PQ 1
PQ 2
PQ 3
44
45
46
47
48
LOSSES ASSOCIATED WITH HELD FOR SALE LOANS AND LOANS ACCOUNTED FOR UNDER THE FAIR VALUE OPTION
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Loans Secured by Farmland
49
Real Estate Loans (Not in Domestic Offices)
50
51
52
53
54
55
56
Residential Mortgages
CRE Loans
Loans Secured by Farmland
C&I Loans
Credit Cards
Other Consumer
All Other Loans and Leases
57
Total Loans Held for Sale and Loans
Accounted for under the Fair Value Option
TRADING ACCOUNT
58
Trading MTM Losses
59
Trading Issuer Default Losses
60
Counterparty Credit MTM Losses (CVA
losses)
61
Counterparty Default losses
62
Total Trading and Counterparty
66
OTHER LOSSES
Goodwill impairment
Valuation Adjustment for firm's own debt
under fair value option (FVO)
Other losses (describe in supporting
documentation)
Total Other Losses
67
Total Losses
68
69
70
71
72
73
74
75
76
77
ALLOWANCE FOR LOAN and LEASE LOSSES
ALLL, prior quarter
Real Estate Loans (in Domestic Offices)
Residential Mortgages
First Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
63
64
65
PQ 4
PQ 5
Sums in $Millions
PQ 6
PQ 7
PQ 8
PQ 9
PQ 2 ‐ PQ 5
PQ 6 ‐ PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.a ‐ Income Statement
Actual in
$Millions
Item
as of date
78
Loans Secured by Farmland
79
Real Estate Loans (Not in Domestic Offices)
80
81
82
83
84
Residential Mortgages
CRE Loans
Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency
85
Managed)
86 Corporate and Business Cards
87 Credit Cards
88 Other Consumer
89 All Other Loans and Leases
90 Unallocated
91 Provisions during the quarter
92 Real Estate Loans (in Domestic Offices)
93 Residential Mortgages
94 First Lien Mortgages
95 Closed‐End Junior Liens
96 HELOCs
97 CRE Loans
98 Construction
99 Multifamily
100 Nonfarm, Non‐residential
101 Loans Secured by Farmland
102 Real Estate Loans (Not in Domestic Offices)
103
104
105
106
107
108
109
110
111
112
113
114
115
Residential Mortgages
CRE Loans
Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency
Managed)
Corporate and Business Cards
Credit Cards
Other Consumer
All Other Loans and Leases
Unallocated
Net charge‐offs during the quarter
Other ALLL Changes
116 ALLL, current quarter
117
118
119
120
PRE‐PROVISION NET REVENUE
Net interest income
Noninterest income
Noninterest expense
Pre‐Provision Net Revenue
Projected in $Millions
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
Sums in $Millions
PQ 6
PQ 7
PQ 8
PQ 9
PQ 2 ‐ PQ 5
PQ 6 ‐ PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.a ‐ Income Statement
Actual in
$Millions
Item
121
122
123
124
125
126
127
128
as of date
Projected in $Millions
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
Sums in $Millions
PQ 6
PQ 7
PQ 8
PQ 9
PQ 2 ‐ PQ 5
PQ 6 ‐ PQ 9
9‐Quarter
CONDENSED INCOME STATEMENT
Pre‐Provision Net Revenue
Provisions during the quarter
Total Trading and Counterparty Losses
Total Other Losses
Other I/S items ‐ describe in supporting
documentation
Realized Gains (Losses) on available‐for‐sale
securities, including OTTI
Realized Gains (Losses) on held‐to‐maturity
securities, including OTTI
Income (loss) before taxes and extraordinary
items
Applicable income taxes (foreign and
domestic)
Income (loss) before extraordinary items
130
and other adjustments
129
Extraordinary items and other adjustments,
net of income taxes
Net income (loss) attributable to BHC and
132
minority interests
131
133
Net income (loss) attributable to minority
interests
134 Net income (loss) attributable to BHC
135 Effective Tax Rate (%)
136
137
138
139
REPURCHASE RESERVE/LIABILITY FOR MORTGAGE REPS AND WARRANTIES
Reserve, prior quarter
Provisions during the quarter
Net charges during the quarter
Reserve, current quarter
‐na‐
‐na‐
‐na‐
‐na‐
‐na‐
‐na‐
‐na‐
‐na‐
‐na‐
‐na‐
‐na‐
‐na‐
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
PQ 1
Item
PQ 2
PQ 3
Assets
1
2
3
4
5
SECURITIES
Held to Maturity (HTM)
Available for Sale (AFS)
Total Securities
Of which:
Securitizations (investment grade)
Securitizations (non‐investment grade)
Total Loans and Leases
6
Real Estate Loans (in Domestic Offices)
7
First Lien Mortgages
8
9
10
11
12
13
14
15
16
17
18
19
First Lien Mortgages
First Lien HELOAN
Second / Junior Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
20 Real Estate Loans (Not in Domestic Offices)
21 First Lien Mortgages
22 Second / Junior Lien Mortgages
23 CRE Loans
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
Item
24
25
26
27
28
29
30
31
32
33
34
35
36
37
PQ 1
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Corporate Card
Business Card
Credit Cards
Charge Card
Bank Card
38 Other Consumer
39 Auto Loans
40 Student Loans
Other loans backed by securities (non‐purpose
41
lending)
42 Other
43 Other Loans and Leases
44 Loans to Foreign Governments
45 Agricultural Loans
Loans for purchasing or carrying securities (secured
46
or unsecured)
47 Loans to Depositories and Other Financial Institutions
48
49
50
51
All Other Loans and Leases
All Other Loans (exclude consumer loans)
All Other Leases
Total Loans and Leases
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
PQ 1
Item
LOANS HELD FOR INVESTMENT AT AMORTIZED COST
52 Real Estate Loans (in Domestic Offices)
53 First Lien Mortgages
54
55
56
57
58
59
60
61
62
63
64
65
First Lien Mortgages
First Lien HELOAN
Second / Junior Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
66 Real Estate Loans (Not in Domestic Offices)
67 First Lien Mortgages
68 Second / Junior Lien Mortgages
69 CRE Loans
70
71
72
73
74
75
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
76 C&I Loans
77
78
79
80
C&I Graded
Small Business (Scored/Delinquency Managed)
Business and Corporate Card
Credit Cards
81 Other Consumer
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
Item
82 Auto Loans
83 Student Loans
Other loans backed by securities (non‐purpose
84
lending)
85 Other
86 Other Loans and Leases
87 Loans to Foreign Governments
88 Agricultural Loans
Loans for purchasing or carrying securities (secured
89
or unsecured)
90 Loans to Depositories and Other Financial Institutions
91
92
93
94
All Other Loans and Leases
All Other Loans (exclude consumer loans)
All Other Leases
Total Loans and Leases
Loans Held for Sale and Loans Accounted for under
the Fair Value Option
95 Real Estate Loans (in Domestic Offices)
96
97
98
99
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Loans Secured by Farmland
100 Real Estate Loans (Not in Domestic Offices)
101
102
103
104
105
106
107
Residential Mortgages
CRE Loans
Loans Secured by Farmland
C&I Loans
Credit Cards
Other Consumer
Other Loans and Leases
Total Loans Held for Sale and Loans Accounted for
108
under the Fair Value Option
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
PQ 1
Item
109 Unearned Income on Loans
110 Allowance for Loan and Lease Losses
Loans and Leases (Held for Investment and Held for
111 Sale), Net of Unearned Income and Allowance for
Loan and Lease Losses
TRADING
112 Trading Assets
INTANGIBLES
113 Goodwill
114 Mortgage Servicing Rights
Purchased Credit Card Relationships and
115
Nonmortgage Servicing Rights
116 All Other Identifiable Intangible Assets
117 Total Intangible Assets
OTHER
118 Cash and cash equivalent
119 Federal funds sold
120 Securities purchased under agreements to resell
121
122
123
124
125
Premises and Fixed Assets
OREO
Commercial
Residential
Farmland
Collateral Underlying Operating Leases for Which
126
the Bank is the Lessor (1)
127 Autos
128 Other
129 Other Assets
130 Total Other
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
Item
PQ 1
PQ 2
PQ 3
131 TOTAL ASSETS
Liabilities
132 Deposits in domestic offices
Deposits in foreign offices, Edge and Agreement
133
subsidiaries, and IBFs
134 Deposits
Federal funds purchased and securities sold under
135
agreements to repurchase
136 Trading Liabilities
137 Other Borrowed Money
138 Subordinated Notes and Debentures
Subordinated Notes Payable to Unconsolidated
139 Trusts Issuing TruPS and TruPS Issued by
Consolidated Special Purpose Entities
140 Other Liabilities
Memo: Allowance for off‐balance sheet credit
141
exposures
142 Total Liabilities
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
PQ 1
Item
PQ 2
PQ 3
Equity Capital
143 Perpetual Preferred Stock and Related Surplus
144 Common Stock (Par Value)
Surplus (Exclude All Surplus Related to Preferred
145
Stock)
146 Retained Earnings
147 Accumulated Other Comprehensive Income (AOCI)
148 Other Equity Capital Components
149 Total BHC Equity Capital
Noncontrolling (Minority) Interests in Consolidated
Subsidiaries
151 Total Equity Capital
150
Other
152
Unused Commercial Lending Commitments and
Letters of Credit
Footnotes to the Balance Sheet Worksheet
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
(1) in Y‐9C Schedule HC‐F Line 6, item 13 in the
instructions. The amount included should only reflect
collateral rented under operating leases and not
include collateral subject to capital/ financing type
leases.
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.c.1 ‐ General RWA
Item
As of
date
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
General Credit Risk (Including counterparty credit risk and non‐trading credit risk) (General risk‐based capital rules)
1 Cash and due from depository institutions
2 Held‐to‐maturity securities (HTM)
3 Available‐for‐sale securities (AFS)
Federal funds sold and securities purchased
4
under agreements to resell
5 Loans and leases
6 Derivative contracts
Unused commitments with an original
7
maturity exceeding one year
Unused commitments with an original
8 maturity of one year or less to asset‐backed
commercial paper conduits
9 Other off‐balance‐sheet
10 Other credit risk
General Credit RWA (sum of lines 1
11
through 10)
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.c.1 ‐ General RWA
Item
Market Risk
12 VaR‐based capital requirement
13 Stressed VaR‐based capital requirement
14 Incremental risk capital requirement
15
Comprehensive risk capital requirement
(excluding non‐modeled correlation)
16 Non‐modeled Securitization
17 Net Long
18 Net Short
Specific risk add‐on (excluding securitization
19
and correlation)
20 Sovereign debt positions
Government sponsored entity debt
21
positions
Depository institution, foreign bank, and
22
credit union debt positions
23 Public sector entity debt positions
24 Corporate debt positions
25 Equity
Capital requirement for de minimis
26
exposures
27 Market risk equivalent assets
28
Excess allowance for loan and lease losses
(General risk‐based capital rules)
29 Allocated transfer risk reserve
Total RWA (General risk‐based capital
30
rules)
As of
date
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.c.1 ‐ General RWA
Item
As of
date
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
Memoranda for Derivative Contracts (provide balances consistent with FR Y‐9C instructions for each MDRM code)
Current credit exposure across all derivative
31 contracts covered by risk‐based capital
standards
Notional principal amounts of derivative
contracts:
32 Interest rate contracts
33 Foreign exchange contracts
34 Gold contracts
35 Other precious metals contracts
36 Other commodity contracts
37 Equity derivative contracts
Investment grade credit derivative
contracts
Subinvestment grade credit derivative
39
contracts
38
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.c.2 ‐ Standardized RWA
As of
as of date
Item
Standardized Approach (Revised regulatory capital rule, July 2013)
Balance Sheet Asset Categories
1 Cash and balances due from depository institutions
2
Federal funds sold and securities purchased under
agreements to resell
3a Securities (excluding securitizations): Held‐to‐maturity
3b
Securities (excluding securitizations): Available‐for‐
sale
Loans and leases on held for sale
4a Residential Mortgage exposures
High Volatility Commercial Real Estate (HVCRE)
4b
exposures
4c Exposures past due 90 days or more or on nonaccrial
4d All other exposures
Loans and leases, net of unearned income
5a Residential mortgage exposures
High Volatility Commercial Real Estate (HVCRE)
5b
exposures
5c Exposures past due 90 days or more or on nonaccrual
5d All other exposures
Trading assets (excluding securitizations that receive
standardized charges)
7 All other assets
6
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.c.2 ‐ Standardized RWA
As of
as of date
Item
PQ 1
On‐balance sheet securitization exposures
8a Held‐to‐maturity securities
8b Available‐for‐sale securities
8c Trading assets that receive standardized charges
8d All other on‐balance sheet securitization exposures
9 Off‐balance sheet securitization exposures
10
RWA for Balance Sheet Asset Categories (sum of
items 1 though 8d)
Derivatives and Off‐Balance‐Sheet Asset Categories (Excluding Securitization Exposures)
11 Financial standby letters of credit
Performance standby letters of credit and transaction
12
related contingent items
Commercial and similar letters of credit with an
13
original maturity of one year or less
Retained recourse on small business obligations sold
14
with recourse
15 Repo‐style transactions (excluding reverse repos)
16 All other off‐balance sheet liabilities
Unused commitments: Original maturity of one year
17a
or less, excluding ABCP conduits
Unused commitments: Original maturity of one year
17b
or less to ABCP conduits
Unused commitments: Original maturity exceeding
17c
one year
18 Unconditionally cancelable commitments
19 Over‐the‐counter derivatives
20 Centrally cleared derivatives
21 RWA for Assets, Derivatives and Off‐Balance‐Sheet
22
RWA for purposes of calculating the allowance for
loan and lease losses 1.25 percent threshold
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.c.2 ‐ Standardized RWA
As of
as of date
Item
Market Risk
23 VaR‐based capital requirement
24 Stressed VaR‐based capital requirement
25 Incremental risk capital requirement
Comprehensive risk capital requirement (excluding
26
non‐modeled correlation)
27 Non‐modeled Securitization
28 Net Long
29 Net Short
Specific risk add‐on (excluding securitization and
30
correlation)
31 Sovereign debt positions
32 Government sponsored entity debt positions
Depository institution, foreign bank, and credit union
33
debt positions
34 Public sector entity debt positions
35 Corporate debt positions
36 Equity
37 Capital requirement for de minimis exposures
38 Market risk equivalent assets
39
Risk‐weighted assets before deductions for excess
allowance of loan and lease losses and allocated risk
40 LESS: Excess allowance for loan and lease losses
41 LESS: Allocated transfer risk reserve
42
Total risk‐weighted assets (item 39 minus items 40
and 41)
43 Memoranda Items ‐‐ Derivatives
Current credit exposure across all derivative contracts
44
covered by the regulatory capital rule
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.c.2 ‐ Standardized RWA
As of
as of date
Item
45
46a
46b
46c
46d
46e
46f
46g
47
48a
48b
48c
48d
48e
48f
48g
Notional principal amounts of over‐the‐counter
derivative contracts (sum of lines 46a through 46g)
Interest rate
Foreign exchange rate and gold
Credit (investment grade reference asset)
Credit (non‐investment grade reference asset)
Equity
Precious metals (except gold)
Other
Notional principal amounts of centrally cleared
derivative contracts (sum of lines 48a through 48g)
Interest rate
Foreign exchange rate and gold
Credit (investment grade reference asset)
Credit (non‐investment grade reference asset)
Equity
Precious metals (except gold)
Other
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.c.3 ‐ Advanced RWA
As of
as of date
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
Advanced Approaches Credit Risk (Including CCR and non‐trading credit risk), with 1.06 scaling factor and Operational Risk
1 Credit RWA
2 Wholesale Exposures
Corporate
3 Balance Sheet Amount
4 RWA
Bank
5 Balance Sheet Amount
6 RWA
Sovereign
7 Balance Sheet Amount
8 RWA
IPRE
9 Balance Sheet Amount
10 RWA
HVCRE
11 Balance Sheet Amount
12 RWA
13 Counterparty Credit Risk
RWA of eligible margin loans, repostyle
14 transactions and OTC derivatives with
crossproduct netting—EAD adjustment method
RWA of eligible margin loans, repostyle
15 transactions and OTC derivatives with
crossproduct netting—collateral reflected in LGD
RWA of eligible margin loans, repostyle
16 transactions—no cross‐product netting—EAD
adjustment method
RWA of eligible margin loans, repostyle
17 transactions—no cross‐product
netting—collateral reflected in LGD
RWA of OTC derivatives—no cross‐product
18
netting—EAD adjustment method
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.c.3 ‐ Advanced RWA
As of
as of date
19
20
21
22
23
24
25
26
27
28
29
30
RWA of OTC derivatives—no crossproduct
netting—collateral reflected in LGD
Retail Exposures
Residential mortgage— closed‐end first lien
exposures
Balance Sheet Amount
RWA
Residential mortgage— closed‐end junior lien
exposures
Balance Sheet Amount
RWA
Residential mortgage—revolving exposures
Balance Sheet Amount
RWA
Qualifying revolving exposures
Balance Sheet Amount
RWA
Other retail exposures
Balance Sheet Amount
RWA
Securitization Exposures (72 Federal Register
69288, December 7, 2007)
31 Balance Sheet Amount
32 RWA
33
Securitization Exposures (Revised regulatory
capital rule, July 2013)
Subject to supervisory formula approach (SFA)
34 Balance Sheet Amount
35 RWA
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.c.3 ‐ Advanced RWA
As of
as of date
36
37
38
39
40
41
42
43
44
45
46
Subject to simplified supervisory formula
approach (SSFA)
Balance Sheet Amount
RWA
Subject to 1,250% risk‐weight
Balance Sheet Amount
RWA
Cleared Transactions (Revised regulatory capital
rule, July 2013)
Derivative contracts and netting sets to
derivatives
Balance Sheet Amount
RWA
Repo‐style transactions
Balance Sheet Amount
RWA
Default fund contributions
Balance Sheet Amount
RWA
47 Equity Exposures RWA
Other Assets
48 Balance Sheet Amount
49 RWA
CVA Capital Charge (risk‐weighted asset
50 equivalent)(Revised regulatory capital rule, July
2013)
51 Advanced CVA Approach
52 Unstressed VaR with Multipliers
53 Stressed VaR with Multipliers
54 Simple CVA Approach
Assets subject to the general risk‐based capital
55
requirements
Operational RWA
56 Operational RWA
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.c.3 ‐ Advanced RWA
As of
as of date
Total risk‐based capital requirement for
57 operational risk without dependence
assumptions
Market Risk
58 VaR‐based capital requirement
59 Stressed VaR‐based capital requirement
60 Incremental risk capital requirement
Comprehensive risk capital requirement
61
(excluding non‐modeled correlation)
62 Non‐modeled Securitization
63 Net Long
64 Net Short
Specific risk add‐on (excluding securitization and
65
correlation)
66 Sovereign debt positions
67 Government sponsored entity debt positions
Depository institution, foreign bank, and credit
union debt positions
69 Public sector entity debt positions
70 Corporate debt positions
71 Equity
68
72 Capital requirement for de minimis exposures
73 Market risk equivalent assets
74 Other RWA
Excess eligible credit reserves not included in
75
tier 2 capital
76 Total RWA
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.d.1 ‐ Capital ‐ CCAR
Projected in $Millions
Item
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
As of Date
Schedule HI‐A—Changes in Bank Holding Company Equity Capital
Total bank holding company equity capital most recently reported for the end of
previous QUARTER
Effect of changes in accounting principles and corrections of material accounting
errors
Balance end of previous QUARTER as restated (sum of items 1 and 2)
Net income (loss) attributable to bank holding company
Sale of perpetual preferred stock (excluding treasury stock transactions):
Sale of perpetual preferred stock, gross
Conversion or retirement of perpetual preferred stock
Sale of common stock:
Sale of common stock, gross
Conversion or retirement of common stock
Sale of treasury stock
Purchase of treasury stock
Changes incident to business combinations, net
Cash dividends declared on preferred stock
Cash dividends declared on common stock
Other comprehensive income
Change in the offsetting debit to the liability for Employee Stock Ownership Plan
(ESOP) debt guaranteed by the bank holding company
Other adjustments to equity capital (not included above)*
Total bank holding company 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)
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐
PQ 6 ‐
PQ 5
PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.d.1 ‐ Capital ‐ CCAR
Projected in $Millions
Item
18
19
20
21
22
As of Date
Schedule HC‐R Part I.A. per General Risk‐based Capital Rules (12 CFR 225, Appendix A)
Tier 1 capital
Total bank holding company equity capital
Net unrealized gains (losses) on available‐for‐sale securities (if a gain, report as a
positive value; if a loss, report as a negative value)
Net unrealized loss on available‐for‐sale equity securities (report loss as a positive
value)
Accumulated net gains (losses) on cash flow hedges and amounts recorded in
AOCI resulting from the initial and subsequent application of FASB ASC 715‐20
(former FASB statement No. 158) to defined benefit postretirement plans (if a
Nonqualifying perpetual preferred stock
23 Qualifying Class A noncontrolling (minority) interests in consolidated subsidiaries
28
29
30
31
32
Qualifying restricted core capital elements (other than cumulative perpetual
preferred stock)
Qualifying mandatory convertible preferred securities of internationally active
bank holding companies
Disallowed goodwill and other disallowed intangible assets
Cumulative change in fair value of all financial liabilities accounted for under a fair
value option that is included in retained earnings and is attributable to changes in
the bank holding company's own creditworthiness (if a net gain, report as a
positive value; if a net loss, report as a negative value)
Subtotal (sum of items 18 plus 23 through 25, less items 19, 20, 21, 22, 26, 27)
Disallowed servicing assets and purchased credit card relationships
Disallowed deferred tax assets
Other additions to (deductions from) Tier 1 capital**
Tier 1 capital (sum of items 28 and 31, less items 29 through 30)
33
34
35
36
37
38
39
40
41
Tier 2 capital
Qualifying subordinated debt, redeemable preferred stock, and restricted core
Cumulative perpetual preferred stock included in item 22 and Class B
Allowance for loan and lease losses includible in Tier 2 capital
Unrealized gains on available‐for‐sale equity securities includible in Tier 2 capital
Other Tier 2 capital components
Tier 2 capital (sum of items 33 through 37)
Allowable Tier 2 capital (lesser of item 32 or 38)
Deductions for total risk‐based capital
Total risk‐based capital (sum of items 32 and 39 less item 40)
24
25
26
27
Schedule HC‐R Part I.B. per Revised Regulatory Capital Rule (12 CFR 217)
42 AOCI opt‐out election? (enter "1" for Yes; enter "0" for No)
Common equity tier 1
Common stock and related surplus, net of treasury stock and unearned employee
stock ownership plan (ESOP) shares
44 Retained earnings
45 Accumulated other comprehensive income (AOCI)
43
46 Common equity tier 1 minority interest includable in common equity tier 1 capital
47
Common equity tier 1 before adjustments and deductions (sum of items 43
through 46)
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐
PQ 6 ‐
PQ 5
PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.d.1 ‐ Capital ‐ CCAR
Projected in $Millions
Item
As of Date
Common equity tier 1 capital: adjustments and deductions: where applicable,
report all line items reflective of transition provisions
48 Goodwill net of associated deferred tax liabilities (DTLs)
Intangible assets (other than goodwill and mortgage servicing assets (MSAs)), net
49
of associated DTLs
Deferred tax assets (DTAs) that arise from net operating loss and tax credit
50
carryforwards, net of any related valuation allowances and net of DTLs
If Item 42 is “1” for “Yes”, complete items 51 through 55 only for AOCI related
adjustments.
51
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)
AOCI related adjustments: Net unrealized loss on available‐for‐sale preferred
52 stock classified as an equity security under GAAP and available‐for‐sale equity
exposures (report loss as a positive value)
53
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)
AOCI related adjustments: Amounts recorded in AOCI attributed to defined
benefit postretirement plans resulting from the initial and subsequent application
54
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)
AOCI related adjustments: Net unrealized gains (losses) on held‐to‐maturity
55 securities that are included in AOCI (if a gain, report as a positive value; if a loss,
report as a negative value)
If Item 42 is “0” for “No”, complete item 56 only for AOCI related adjustments.
56
57
58
59
60
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)
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)
Other deductions from (additions to) common equity tier capital 1 before
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
Subtotal (item 47 minus items 48 through 59)
Significant investments in the capital of unconsolidated financial institutions in
61 the form of common stock, net of associated DTLs, that exceed the 10 percent
common equity tier 1 capital deduction threshold (item 92)
MSAs, net of associated DTLs, that exceed the 10 percent common equity tier 1
capital deduction threshold (item 97)
DTAs arising from temporary differences that could not be realized through net
operating loss carrybacks, net of related valuation allowances and net of DTLs,
63
that exceed the 10 percent common equity tier 1 capital deduction threshold
(item 100)
62
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐
PQ 6 ‐
PQ 5
PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.d.1 ‐ Capital ‐ CCAR
Projected in $Millions
Item
64
65
66
67
As of Date
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 105)
Deductions applied to common equity tier 1 capital due to insufficient amount of
additional tier 1 capital and tier 2 capital to cover deductions
Total adjustments and deductions for common equity tier 1 capital (sum of items
61 through 65)
Common equity tier 1 capital (item 60 minus 66)
Additional tier 1 capital
68 Additional tier 1 capital instruments plus related surplus
Non‐qualifying capital instruments subject to phase out from additional tier 1
69
capital
70 Tier 1 minority interest not included in common equity tier 1 capital
71 Additional tier 1 capital before deductions
72 Additional tier 1 capital deductions
73 Additional tier 1 capital
Tier 1 capital
74 Tier 1 capital (sum of items 67 and 73)
75
76
77
78
79
80
81
82
83
84
85
Tier 2 capital
Tier 2 capital instruments plus related surplus
Non‐qualifying capital instruments subject to phase out from tier 2 capital
Total capital minority interest that is not included in tier 1 capital
Allowance for loan and lease losses includable in tier 2 capital
(Advanced approaches holding companies that exit parallel run only): eligible
credit reserves includable in tier 2 capital
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
Tier 2 capital before deductions (sum of items 75, 76, 77, 78 and 80)
(Advanced approaches holding companies that exit parallel run only): Tier 2
capital before deductions
Tier 2 capital deductions
Tier 2 capital (item 81 minus 83)
(Advanced approaches holding companies that exit parallel run only): Tier 2
capital
Total capital
86 Total capital, (sum of items 74 and 84)
(Advanced approaches holding companies that exit parallel run only): Total capital
87
(sum of items 74 and 85)
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐
PQ 6 ‐
PQ 5
PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.d.1 ‐ Capital ‐ CCAR
Projected in $Millions
Item
As of Date
10%/15% Threshold Deductions Calculations
Significant investments in the capital of unconsolidated financial institutions in the
form of common stock, net of associated DTLs
Gross significant investments in the capital of unconsolidated financial institutions
88
in the form of common stock
Permitted offsetting short positions in relation to the specific gross holdings
89
included above
Significant investments in the capital of unconsolidated financial institutions in
90 the form of common stock net of short positions (greater of item 88 minus 89 or
zero)
91 10 percent common equity tier 1 deduction threshold (10 percent of item 60)
92
Amount to be deducted from common equity tier 1 due to 10 percent deduction
threshold (greater of item 90 minus item 91 or zero), prior to transition provisions
MSAs, net of associated DTLs
93 Total mortgage servicing assets classified as intangible
94
Associated deferred tax liabilities which would be extinguished if the intangible
becomes impaired or derecognized under the relevant accounting standards
95
Mortgage servicing assets net of related deferred tax liabilities (item 93 minus
item 94)
96 10 percent common equity tier 1 deduction threshold (10 percent of item 60)
97
Amount to be deducted from common equity tier 1 due to 10 percent deduction
threshold (greater of item 95 minus item 96 or zero), prior to transiton provisions
DTAs arising from temporary differences that could not be realized through net
operating loss carrybacks, net of related valuation allowances and net of DTLs
98
DTAs arising from temporary differences that could not be realized through net
operating loss carrybacks, net of related valuation allowances and net of DTLs
99 10 percent common equity tier 1 deduction threshold (10 percent of item 60)
100
Amount to be deducted from common equity tier 1 due to 10 percent deduction
threshold (greater of item 98 minus item 99 or zero), prior to transition provisions
Aggregate of items subject to the 15% limit (significant investments, mortgage
servicing assets and deferred tax assets arising from temporary differences)
101 Sum of items 90, 95, and 98
102 15 percent common equity tier 1 deduction threshold (15 percent of item 60)
103 Sum of items 92, 97, and 100
104 Item 101 minus item 103
Amount to be deducted from common equity tier 1 due to 15 percent deduction
105 threshold (greater of item 104 minus item 102 or zero), prior to transition
provisions
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐
PQ 6 ‐
PQ 5
PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.d.1 ‐ Capital ‐ CCAR
Projected in $Millions
Item
106
107
108
109
110
111
112
113
114
115
116
117
118
119
As of Date
Total Assets for the Leverage Ratio (12 CFR 217)
Average total consolidated assets
Deductions from common equity tier 1 capital and additional tier 1 capital
Other deductions from (additions to) assets for leverage ratio purposes
Total assets for the leverage ratio (item 106 minus items 107 and 108)
REGULATORY CAPITAL AND RATIOS
Tier 1 common capital
Common equity tier 1 (item 67)
Tier 1 capital per general risk‐based capital rule
Tier 1 capital per revised regulatory capital rule
Total capital per general risk‐based capital rule
Total capital per revised regulatory capital rule
(Advanced approaches holding companies that exit parallel run only): Total capital
per revised regulatory capital rule (item 87)
Total risk‐weighted assets using general risk‐based capital rules; reflective of Tier
1 common capital deductions and adjustments
Total risk‐weighted assets using standardized approach
(Advanced approaches holding companies that exit parallel run only): total risk‐
weighted assets using advanced approaches rules ‐‐ BHCs are not required to fill
out this line item
120 Total assets for the leverage ratio per revised regulatory capital rule (item 109)
121 Tier 1 common ratio (%)
122 Common equity tier 1 ratio (%)
123
(Advanced approaches holding companies that exit parallel run only): Common
equity tier 1 ratio (%) ‐‐ BHCs are not required to fill out this line item
124 Tier 1 capital ratio (%)
(Advanced approaches holding companies that exit parallel run only): Tier 1
125
capital ratio (%)
126 Total capital ratio (%)
(Advanced approaches holding companies that exit parallel run only): Total capital
127
ratio (%)
128 Tier 1 leverage ratio (%)
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐
PQ 6 ‐
PQ 5
PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.d.1 ‐ Capital ‐ CCAR
Projected in $Millions
Item
As of Date
Schedule HC‐R — Memoranda
Preferred stock (including related surplus) eligible for inclusion in Tier 1 capital:
129 Noncumulative perpetual preferred stock
130 Other noncumulative preferred stock eligible for inclusion in Tier 1 capital (e.g., REIT
131 Other cumulative preferred stock eligible for inclusion in Tier 1 capital (excluding
Treasury stock (including offsetting debit to the liability for ESOP debt):
132 In the form of perpetual preferred stock
133 In the form of common stock
Restricted core capital elements included in Tier 1 capital:
134 Qualifying Class B no controlling (minority) interest
135 Qualifying Class C no controlling (minority) interest)
136 Qualifying cumulative perpetual preferred stock
137 Qualifying TruPS
138 Goodwill net of any associated deferred tax liability
139
Is the bank holding company internationally active for purposes of the qualifying
restricted core capital limit tests?
Schedule HC‐F—Other Assets
140 Net deferred tax assets
Schedule HC‐G—Other Liabilities
141 Net deferred tax liabilities
Schedule HC‐M—Memoranda
142 Total number of bank holding company common shares outstanding (Millions)
Issuances associated with the U.S. Department of Treasury Capital Purchase
Program:
143 Senior perpetual preferred stock or similar items
144 Warrants to purchase common stock or similar items
Disallowed Deferred Tax Assets Calculation (Schedule HC‐R Instructions)
145 (a) Enter the tier 1 subtotal
146 (b) Enter 10% of the tier 1 subtotal
(c) Enter the amount of deferred tax assets to be used when calculating the
147
regulatory capital limit
148 Enter any optional adjustment made to item 141 in item 148 as allowed in the FR
(d) Enter the amount of taxes previously paid that the bank holding company
149 could recover through loss carrybacks if the bank holding company’s temporary
differences (both deductible and taxable) fully reverse at the report date****
150 (e) Amount of deferred tax assets that is dependent upon future taxable income
151
152
153
154
155
(f) Enter the portion of (e) that the bank holding company 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
(g) Enter minimum of (f) and (b)
(h) Subtract (g) from (e), cannot be less than 0 (must equal item 30)
Future taxes paid used to determine item 152
Future taxable income consistent with item 152
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐
PQ 6 ‐
PQ 5
PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.d.1 ‐ Capital ‐ CCAR
Projected in $Millions
Item
As of Date
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐
PQ 6 ‐
PQ 5
PQ 9
9‐Quarter
Supplemental Capital Action Information (report in $Millions unless otherwise
noted)*****
156 Cash dividends declared on common stock
157 Common shares outstanding (Millions)
158 Common dividends per share ($)
159 Issuance of common stock for employee compensation
160 Other issuance of common stock
161 Total issuance of common stock
162 Share repurchases to offset issuance for employee compensation
163 Other share repurchase
164 Total share repurchases
Supplemental Information on Trust Preferred Securities Subject to Phase‐Out
from Tier 1 Capital
165 Outstanding trust preferred securities
166 Trust preferred securities included in Item 24
Memoranda
*Please break out and explain below other adjustments to equity capital:
167
**Please break out and explain below other additions to (deductions from) Tier 1
capital:
168
***Tier 1 common is calculated as Tier 1 capital less non‐common elements, including perpetual preferred stock and related surplus, minority interest in subsidiaries, trust preferred securities and mandatory convertible
****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 149 as
follows:
169 Taxes paid during the fiscal year ended two years ago
170 Taxes paid during the fiscal year ended one year ago
171 Taxes paid through the as‐of date of the current fiscal year
*****Please reconcile the Supplemental Capital Action and HI‐A projections (i.e.,
allocate the capital actions among the HI‐A buckets):
172
FR Y‐14A Schedule A.1.d.2 ‐ Capital ‐ DFAST
Actual in
$Millions
As of Date
Item
1
2
3
4
5
6
7
8
9
10
11
12
13
14
Schedule HI‐A—Changes in Bank Holding Company Equity
Capital
Total bank holding company equity capital most recently
reported for the end of previous QUARTER
Effect of changes in accounting principles and corrections of
material accounting errors
Balance end of previous QUARTER as restated (sum of items 1
and 2)
Net income (loss) attributable to bank holding company
Sale of perpetual preferred stock (excluding treasury stock
transactions):
Sale of perpetual preferred stock, gross
Conversion or retirement of perpetual preferred stock
Sale of common stock:
Sale of common stock, gross
Conversion or retirement of common stock
Sale of treasury stock
Purchase of treasury stock
Changes incident to business combinations, net
Cash dividends declared on preferred stock
Cash dividends declared on common stock
Other comprehensive income
Change in the offsetting debit to the liability for Employee
15 Stock Ownership Plan (ESOP) debt guaranteed by the bank
holding company
16 Other adjustments to equity capital (not included above)*
Total bank holding company equity capital end of current
17
period (sum of items 3, 4, 5, 6, 7, 8, 9, 11, 14, 15, 16, less items
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐ 5
PQ 6 ‐ 9 9‐Quarter
FR Y‐14A Schedule A.1.d.2 ‐ Capital ‐ DFAST
Actual in
$Millions
As of Date
Item
Schedule HC‐R Part I.A. per General Risk‐based Capital Rules
(12 CFR 225, Appendix A)
Tier 1 capital
18 Total bank holding company equity capital
Net unrealized gains (losses) on available‐for‐sale securities (if
19 a gain, report as a positive value; if a loss, report as a negative
value)
20
21
22
23
24
25
Net unrealized loss on available‐for‐sale equity securities
(report loss as a positive value)
Accumulated net gains (losses) on cash flow hedges and
amounts recorded in AOCI resulting from the initial and
subsequent application of FASB ASC 715‐20 (former FASB
statement No. 158) to defined benefit postretirement plans (if
a gain, report as a positive value; if a loss, report as a negative
value)
Nonqualifying perpetual preferred stock
Qualifying Class A noncontrolling (minority) interests in
consolidated subsidiaries
Qualifying restricted core capital elements (other than
cumulative perpetual preferred stock)
Qualifying mandatory convertible preferred securities of
internationally active bank holding companies
26 Disallowed goodwill and other disallowed intangible assets
Cumulative change in fair value of all financial liabilities
accounted for under a fair value option that is included in
27 retained earnings and is attributable to changes in the bank
holding company's own creditworthiness (if a net gain, report
as a positive value; if a net loss, report as a negative value)
28
29
30
31
32
Subtotal (sum of items 18 plus 23 through 25, less items 19,
20, 21, 22, 26, 27)
Disallowed servicing assets and purchased credit card
relationships
Disallowed deferred tax assets
Other additions to (deductions from) Tier 1 capital**
Tier 1 capital (sum of items 28 and 31, less items 29 through
30)
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐ 5
PQ 6 ‐ 9 9‐Quarter
FR Y‐14A Schedule A.1.d.2 ‐ Capital ‐ DFAST
Actual in
$Millions
As of Date
Item
Tier 2 capital
33
Qualifying subordinated debt, redeemable preferred stock,
and restricted core capital elements (except Class B
noncontrolling (minority) interest) not includable in items 24
or 25
Cumulative perpetual preferred stock included in item 22 and
34 Class B noncontrolling (minority) interest not included in item
24, but includable in Tier 2 capital
35 Allowance for loan and lease losses includible in Tier 2 capital
36
Unrealized gains on available‐for‐sale equity securities
includible in Tier 2 capital
37
38
39
40
Other Tier 2 capital components
Tier 2 capital (sum of items 33 through 37)
Allowable Tier 2 capital (lesser of item 32 or 38)
Deductions for total risk‐based capital
41 Total risk‐based capital (sum of items 32 and 39 less item 40)
Schedule HC‐R Part I.B. per Revised Regulatory Capital Rule
(12 CFR 217)
42 AOCI opt‐out election? (enter "1" for Yes; enter "0" for No)
Common equity tier 1
43
Common stock and related surplus, net of treasury stock and
unearned employee stock ownership plan (ESOP) shares
44 Retained earnings
45 Accumulated other comprehensive income (AOCI)
Common equity tier 1 minority interest includable in common
46
equity tier 1 capital
Common equity tier 1 before adjustments and deductions
47
(sum of items 43 through 46)
Common equity tier 1 capital: adjustments and deductions:
where applicable, report all line items reflective of transition
provisions
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐ 5
PQ 6 ‐ 9 9‐Quarter
FR Y‐14A Schedule A.1.d.2 ‐ Capital ‐ DFAST
Item
48 Goodwill net of associated deferred tax liabilities (DTLs)
Intangible assets (other than goodwill and mortgage servicing
49
assets (MSAs)), net of associated DTLs
Deferred tax assets (DTAs) that arise from net operating loss
50 and tax credit carryforwards, net of any related valuation
allowances and net of DTLs
If Item 42 is “1” for “Yes”, complete items 51 through 55 only
for AOCI related adjustments.
AOCI related adjustments: Net unrealized gains (losses) on
51 available‐for‐sale securities (if a gain, report as a positive
value; if a loss, report as a negative value)
AOCI related adjustments: Net unrealized loss on available‐for‐
sale preferred stock classified as an equity security under
52
GAAP and available‐for‐sale equity exposures (report loss as a
positive value)
AOCI related adjustments: Accumulated net gains (losses) on
53 cash flow hedges (if a gain, report as a positive value; if a loss,
report as a negative value)
AOCI related adjustments: Amounts recorded in AOCI
attributed to defined benefit postretirement plans resulting
54 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)
AOCI related adjustments: Net unrealized gains (losses) on
55 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 42 is “0” for “No”, complete item 56 only for AOCI
related adjustments.
AOCI related adjustments: Accumulated net gain (loss) on cash
flow hedges included in AOCI, net of applicable tax effects,
56 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)
Other deductions from (additions to) common equity tier
capital 1 before threshold‐based deductions: Unrealized net
57 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)
Actual in
$Millions
As of Date
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐ 5
PQ 6 ‐ 9 9‐Quarter
FR Y‐14A Schedule A.1.d.2 ‐ Capital ‐ DFAST
Actual in
$Millions
As of Date
Item
Other deductions from (additions to) common equity tier
capital 1 before threshold‐based deductions: All other
58
deductions from (additions to) common equity tier 1 capital
before threshold‐based deductions
Non‐significant investments in the capital of unconsolidated
59 financial institutions in the form of common stock that exceed
the 10 percent threshold for non‐significant investments
60 Subtotal (item 47 minus items 48 through 59)
Significant investments in the capital of unconsolidated
financial institutions in the form of common stock, net of
61
associated DTLs, that exceed the 10 percent common equity
tier 1 capital deduction threshold (item 92)
62
MSAs, net of associated DTLs, that exceed the 10 percent
common equity tier 1 capital deduction threshold (item 97)
DTAs arising from temporary differences that could not be
realized through net operating loss carrybacks, net of related
63 valuation allowances and net of DTLs, that exceed the 10
percent common equity tier 1 capital deduction threshold
(item 100)
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
64 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 105)
Deductions applied to common equity tier 1 capital due to
65 insufficient amount of additional tier 1 capital and tier 2
capital to cover deductions
Total adjustments and deductions for common equity tier 1
66
capital (sum of items 61 through 65)
67 Common equity tier 1 capital (item 60 minus 66)
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐ 5
PQ 6 ‐ 9 9‐Quarter
FR Y‐14A Schedule A.1.d.2 ‐ Capital ‐ DFAST
Actual in
$Millions
As of Date
Item
Additional tier 1 capital
68 Additional tier 1 capital instruments plus related surplus
Non‐qualifying capital instruments subject to phase out from
69
additional tier 1 capital
Tier 1 minority interest not included in common equity tier 1
70
capital
71 Additional tier 1 capital before deductions
72 Additional tier 1 capital deductions
73 Additional tier 1 capital
Tier 1 capital
74 Tier 1 capital (sum of items 67 and 73)
Tier 2 capital
75 Tier 2 capital instruments plus related surplus
Non‐qualifying capital instruments subject to phase out from
76
tier 2 capital
Total capital minority interest that is not included in tier 1
77
capital
78 Allowance for loan and lease losses includable in tier 2 capital
79
(Advanced approaches holding companies that exit parallel
run only): eligible credit reserves includable in tier 2 capital
Unrealized gains on available‐for‐sale preferred stock
80 classified as an equity security under GAAP and available‐for‐
sale equity exposures includable in tier 2 capital
Tier 2 capital before deductions (sum of items 75, 76, 77, 78
81
and 80)
(Advanced approaches holding companies that exit parallel
82
run only): Tier 2 capital before deductions
83 Tier 2 capital deductions
84 Tier 2 capital (item 81 minus 83)
(Advanced approaches holding companies that exit parallel
85
run only): Tier 2 capital
Total capital
86 Total capital, (sum of items 74 and 84)
(Advanced approaches holding companies that exit parallel
87
run only): Total capital (sum of items 74 and 85)
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐ 5
PQ 6 ‐ 9 9‐Quarter
FR Y‐14A Schedule A.1.d.2 ‐ Capital ‐ DFAST
Actual in
$Millions
As of Date
Item
10%/15% Threshold Deductions Calculations
Significant investments in the capital of unconsolidated
financial institutions in the form of common stock, net of
associated DTLs
88
Gross significant investments in the capital of unconsolidated
financial institutions in the form of common stock
Permitted offsetting short positions in relation to the specific
gross holdings included above
Significant investments in the capital of unconsolidated
90 financial institutions in the form of common stock net of short
positions (greater of item 88 minus 89 or zero)
10 percent common equity tier 1 deduction threshold (10
91
percent of item 60)
Amount to be deducted from common equity tier 1 due to 10
92 percent deduction threshold (greater of item 90 minus item 91
or zero), prior to transition provisions
89
MSAs, net of associated DTLs
93 Total mortgage servicing assets classified as intangible
Associated deferred tax liabilities which would be extinguished
94 if the intangible becomes impaired or derecognized under the
relevant accounting standards
Mortgage servicing assets net of related deferred tax liabilities
95
(item 93 minus item 94)
10 percent common equity tier 1 deduction threshold (10
96
percent of item 60)
Amount to be deducted from common equity tier 1 due to 10
97 percent deduction threshold (greater of item 95 minus item 96
or zero), prior to transiton provisions
DTAs arising from temporary differences that could not be
realized through net operating loss carrybacks, net of related
valuation allowances and net of DTLs
DTAs arising from temporary differences that could not be
98 realized through net operating loss carrybacks, net of related
valuation allowances and net of DTLs
10 percent common equity tier 1 deduction threshold (10
99
percent of item 60)
Amount to be deducted from common equity tier 1 due to 10
100 percent deduction threshold (greater of item 98 minus item 99
or zero), prior to transition provisions
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐ 5
PQ 6 ‐ 9 9‐Quarter
FR Y‐14A Schedule A.1.d.2 ‐ Capital ‐ DFAST
Actual in
$Millions
As of Date
Item
101
102
103
104
105
Aggregate of items subject to the 15% limit (significant
investments, mortgage servicing assets and deferred tax
assets arising from temporary differences)
Sum of items 90, 95, and 98
15 percent common equity tier 1 deduction threshold (15
percent of item 60)
Sum of items 92, 97, and 100
Item 101 minus item 103
Amount to be deducted from common equity tier 1 due to 15
percent deduction threshold (greater of item 104 minus item
102 or zero), prior to transition provisions
Total Assets for the Leverage Ratio (12 CFR 217)
106 Average total consolidated assets
Deductions from common equity tier 1 capital and additional
107
tier 1 capital
Other deductions from (additions to) assets for leverage ratio
108
purposes
Total assets for the leverage ratio (item 106 minus items 107
109
and 108)
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐ 5
PQ 6 ‐ 9 9‐Quarter
FR Y‐14A Schedule A.1.d.2 ‐ Capital ‐ DFAST
Actual in
$Millions
As of Date
Item
110
111
112
113
114
115
116
117
118
119
120
REGULATORY CAPITAL AND RATIOS
Tier 1 common capital
Common equity tier 1 (item 67)
Tier 1 capital per general risk‐based capital rule
Tier 1 capital per revised regulatory capital rule
Total capital per general risk‐based capital rule
Total capital per revised regulatory capital rule
(Advanced approaches holding companies that exit parallel
run only): Total capital per revised regulatory capital rule (item
87)
Total risk‐weighted assets using general risk‐based capital
rules; reflective of Tier 1 common capital deductions and
adjustments
Total risk‐weighted assets using standardized approach
(Advanced approaches holding companies that exit parallel
run only): total risk‐weighted assets using advanced
approaches rules ‐‐ BHCs are not required to fill out this line
item
Total assets for the leverage ratio per revised regulatory
capital rule (item 109)
121 Tier 1 common ratio (%)
122 Common equity tier 1 ratio (%)
(Advanced approaches holding companies that exit parallel
123 run only): Common equity tier 1 ratio (%) ‐‐ BHCs are not
required to fill out this line item
124 Tier 1 capital ratio (%)
(Advanced approaches holding companies that exit parallel
125
run only): Tier 1 capital ratio (%)
126 Total capital ratio (%)
(Advanced approaches holding companies that exit parallel
127
run only): Total capital ratio (%)
128 Tier 1 leverage ratio (%)
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐ 5
PQ 6 ‐ 9 9‐Quarter
FR Y‐14A Schedule A.1.d.2 ‐ Capital ‐ DFAST
Actual in
$Millions
As of Date
Item
129
130
131
132
133
Schedule HC‐R — Memoranda
Preferred stock (including related surplus) eligible for inclusion
in Tier 1 capital:
Noncumulative perpetual preferred stock
Other noncumulative preferred stock eligible for inclusion in
Other cumulative preferred stock eligible for inclusion in Tier 1
Treasury stock (including offsetting debit to the liability for
In the form of perpetual preferred stock
In the form of common stock
Restricted core capital elements included in Tier 1 capital:
134 Qualifying Class B no controlling (minority) interest
135 Qualifying Class C no controlling (minority) interest)
136 Qualifying cumulative perpetual preferred stock
137 Qualifying TruPS
138 Goodwill net of any associated deferred tax liability
139
Is the bank holding company internationally active for
purposes of the qualifying restricted core capital limit tests?
Schedule HC‐F—Other Assets
140 Net deferred tax assets
Schedule HC‐G—Other Liabilities
141 Net deferred tax liabilities
Schedule HC‐M—Memoranda
Total number of bank holding company common shares
142
outstanding (Millions)
Issuances associated with the U.S. Department of Treasury
Capital Purchase Program:
143 Senior perpetual preferred stock or similar items
144 Warrants to purchase common stock or similar items
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐ 5
PQ 6 ‐ 9 9‐Quarter
FR Y‐14A Schedule A.1.d.2 ‐ Capital ‐ DFAST
Item
Disallowed Deferred Tax Assets Calculation (Schedule HC‐R
145 (a) Enter the tier 1 subtotal
146 (b) Enter 10% of the tier 1 subtotal
(c) Enter the amount of deferred tax assets to be used when
147
calculating the regulatory capital limit
148 Enter any optional adjustment made to item 141 in item 148
(d) Enter the amount of taxes previously paid that the bank
149 holding company could recover through loss carrybacks if the
bank holding company’s temporary differences (both
(e) Amount of deferred tax assets that is dependent upon
150
future taxable income
(f) Enter the portion of (e) that the bank holding company
could realize within the next 12 months based on its projected
future taxable income. Future taxable income should not
151
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
152 (g) Enter minimum of (f) and (b)
(h) Subtract (g) from (e), cannot be less than 0 (must equal
153
item 30)
154 Future taxes paid used to determine item 152
155 Future taxable income consistent with item 152
Supplemental Capital Action Information (report in $Millions
unless otherwise noted)*****
156 Cash dividends declared on common stock
157 Common shares outstanding (Millions)
158 Common dividends per share ($)
Actual in
$Millions
As of Date
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐ 5
PQ 6 ‐ 9 9‐Quarter
FR Y‐14A Schedule A.1.d.2 ‐ Capital ‐ DFAST
Actual in
$Millions
As of Date
Item
159 Issuance of common stock for employee compensation
160 Other issuance of common stock
161 Total issuance of common stock
Share repurchases to offset issuance for employee
compensation
163 Other share repurchase
164 Total share repurchases
162
Supplemental Information on Trust Preferred Securities
Subject to Phase‐Out from Tier 1 Capital
165 Outstanding trust preferred securities
166 Trust preferred securities included in Item 24
Memoranda
*Please break out and explain below other adjustments to
equity capital:
167
**Please break out and explain below other additions to
(deductions from) Tier 1 capital:
168
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐ 5
PQ 6 ‐ 9 9‐Quarter
FR Y‐14A Schedule A.1.d.2 ‐ Capital ‐ DFAST
Actual in
$Millions
As of Date
Item
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Sums in $Millions
PQ 2 ‐ 5
PQ 6 ‐ 9 9‐Quarter
***Tier 1 common is calculated as Tier 1 capital less non‐common elements, including perpetual preferred stock and related surplus, minority interest in subsidiaries, trust preferred securities and
mandatory convertible preferred securities. Specifically, non‐common elements must include the following items captured in the FR Y‐9C: Schedule HC, line item 23 net of Schedule HC‐R, line item
5; Schedule HC‐R, line items 6a, 6b, and 6c; and Notes to the Balance Sheet ‐ Other as captured in Schedule HC‐R, line item 10.
****The carryback period is the prior two calendar tax years
plus any current taxes paid in the year‐to‐date period. Please
provide disaggregated data for item 149 as follows:
169 Taxes paid during the fiscal year ended two years ago
170 Taxes paid during the fiscal year ended one year ago
171 Taxes paid through the as‐of date of the current fiscal year
*****Please reconcile the Supplemental Capital Action and HI‐
A projections (i.e., allocate the capital actions among the HI‐A
buckets):
172
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
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
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
HELOCs (in Domestic Offices)
25
26
Balances
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
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
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
62
Balances
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
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
Bank Card (Domestic)
69
70
Balances
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
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
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
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
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 New originations
131 Paydowns
132 Asset Purchases
133 Asset Sales
134 Loan Losses
Other Consumer Loans and Leases (International)
135 Balances
136 New originations
137 Paydowns
138 Asset Purchases
139 Asset Sales
140 Loan Losses
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.2.b ‐ Retail Repurchase
Scenarios for which
row should be
reported
Table A.1 LOANS SOLD TO FANNIE MAE, BHC ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE A.1
$Millions
Original UPB
2004
2005
2006
2007
2008
2009
Vintage
2010
2011
2012
2013
2014
Unallocated
Total
BHC Baseline Only
Original UPB (Excluding Exempt Population)
BHC Baseline Only
Outstanding UPB (Excluding Exempt
Population)
Delinquency Status as of 3Q (Excluding
Exempt Population)
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
Current
Past due 30 to 89 days
Past due 90 to 179 days
Past due 180+ days
Net Credit Loss Realized to‐date (Excluding
Exempt Population)
Repurchase Requests Outstanding (Excluding
Exempt Population)
Estimated Lifetime Net Credit Losses
(Excluding Exempt Population)
Projected Future Losses to BHC Charged to
Repurchase Reserve (Excluding Exempt
Population)
BHC Baseline Only
BHC Baseline Only
All Scenarios
All Scenarios
Table A.2 LOANS SOLD TO FANNIE MAE, BHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE A.1
$Millions
Original UPB
2004
2005
2006
2007
2008
2009
Vintage
2010
2011
2012
2013
2014
Unallocated
Total
BHC Baseline Only
Original UPB (Excluding Exempt Population)
BHC Baseline Only
Outstanding UPB (Excluding Exempt
Population)
Projected Future Losses to BHC Charged to
Repurchase Reserve (Excluding Exempt
Population)
BHC Baseline Only
All Scenarios
Table A.3 Loss Projections for LOANS SOLD TO FANNIE MAE
$Millions
Projected Future Losses to BHC Charged to
Repurchase Reserve
P1
P2
P3
P4
Projected in $Millions
P5
P6
P7
P8
P9
P10 or Later
Total
All Scenarios
FR Y‐14A Schedule A.2.b ‐ Retail Repurchase
Table B.1 LOANS SOLD TO FREDDIE MAC, BHC ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE B.1
2004
$Millions
Original UPB
2005
2006
2007
2008
2009
Vintage
2010
2011
2012
2013
2014
Unallocated
Total
BHC Baseline Only
Original UPB (Excluding Exempt Population)
BHC Baseline Only
Outstanding UPB (Excluding Exempt
Population)
Delinquency Status as of 3Q (Excluding
Exempt Population)
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
Current
Past due 30 to 89 days
Past due 90 to 179 days
Past due 180+ days
Net Credit Loss Realized to‐date (Excluding
Exempt Population)
Repurchase Requests Outstanding (Excluding
Exempt Population)
Estimated Lifetime Net Credit Losses
(Excluding Exempt Population)
Projected Future Losses to BHC Charged to
Repurchase Reserve (Excluding Exempt
Population)
BHC Baseline Only
BHC Baseline Only
All Scenarios
All Scenarios
Table B.2 LOANS SOLD TO FREDDIE MAC, BHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE B.1
$Millions
Original UPB
2004
2005
2006
2007
2008
2009
Vintage
2010
2011
2012
2013
2014
Unallocated
Total
BHC Baseline Only
Original UPB (Excluding Exempt Population)
BHC Baseline Only
Outstanding UPB (Excluding Exempt
Population)
Projected Future Losses to BHC Charged to
Repurchase Reserve (Excluding Exempt
Population)
BHC Baseline Only
All Scenarios
Table B.3 Loss Projections for LOANS
SOLD TO FREDDIE MAC
$Millions
Projected Future Losses to BHC Charged to
Repurchase Reserve
P1
P2
P3
P4
Projected in $Millions
P5
P6
P7
P8
P9
P10 or Later
Total
All Scenarios
FR Y‐14A Schedule A.2.b ‐ Retail Repurchase
Table C.1 LOANS INSURED BY THE US GOVERNMENT (e.g. FHA, VA), BHC ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE C.1
2004
$Millions
Original UPB
2005
2006
2007
2008
2009
Vintage
2010
2011
2012
2013
2014
Unallocated
Total
BHC Baseline Only
Original UPB (Excluding Exempt Population)
BHC Baseline Only
Outstanding UPB (Excluding Exempt
Population)
Delinquency Status as of 3Q (Excluding
Exempt Population)
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
Current
Past due 30 to 89 days
Past due 90 to 179 days
Past due 180+ days
Net Credit Loss Realized to‐date (Excluding
Exempt Population)
Repurchase Requests Outstanding (Excluding
Exempt Population)
Loss to‐date due to Denied Insurance
Estimated Lifetime Net Credit Losses
(Excluding Exempt Population)
Projected Future Losses to BHC Charged to
Repurchase Reserve (Excluding Exempt
Population)
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
All Scenarios
All Scenarios
Table C.2 LOANS INSURED BY THE US GOVERNMENT (e.g. FHA, VA), BHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE C.1
$Millions
Original UPB
2004
2005
2006
2007
2008
2009
Vintage
2010
2011
2012
2013
2014
Unallocated
Total
BHC Baseline Only
Original UPB (Excluding Exempt Population)
BHC Baseline Only
Outstanding UPB (Excluding Exempt
Population)
Projected Future Losses to BHC Charged to
Repurchase Reserve (Excluding Exempt
Population)
BHC Baseline Only
All Scenarios
Table C.3 Loss Projections for LOANS INSURED BY THE US GOVERNMENT (e.g. FHA, VA)
$Millions
Projected Future Losses to BHC Charged to
Repurchase Reserve
P1
P2
P3
P4
Projected in $Millions
P5
P6
P7
P8
P9
P10 or Later
Total
All Scenarios
FR Y‐14A Schedule A.2.b ‐ Retail Repurchase
Table D.1 LOANS SECURITIZED WITH MONOLINE INSURANCE, BHC ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE D.1
2004
$Millions
Original UPB
2005
2006
2007
2008
2009
Vintage
2010
2011
2012
2013
2014
Unallocated
Total
BHC Baseline Only
Original UPB (Excluding Exempt Population)
BHC Baseline Only
Outstanding UPB (Excluding Exempt
Population)
Delinquency Status as of 3Q (Excluding
Exempt Population)
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
Current
Past due 30 to 89 days
Past due 90 to 179 days
Past due 180+ days
Net Credit Loss Realized to‐date (Excluding
Exempt Population)
Repurchase Requests Outstanding (Excluding
Exempt Population)
Estimated Lifetime Net Credit Losses
(Excluding Exempt Population)
Projected Future Losses to BHC Charged to
Repurchase Reserve (Excluding Exempt
Population)
BHC Baseline Only
BHC Baseline Only
All Scenarios
All Scenarios
Table D.2 LOANS SECURITIZED WITH MONOLINE INSURANCE, BHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE D.1
$Millions
Original UPB
2004
2005
2006
2007
2008
2009
Vintage
2010
2011
2012
2013
2014
Unallocated
Total
BHC Baseline Only
Original UPB (Excluding Exempt Population)
BHC Baseline Only
Outstanding UPB (Excluding Exempt
Population)
Projected Future Losses to BHC Charged to
Repurchase Reserve (Excluding Exempt
Population)
BHC Baseline Only
All Scenarios
Table D.3 Loss Projections for LOANS SECURITIZED WITH MONOLINE INSURANCE
$Millions
Projected Future Losses to BHC Charged to
Repurchase Reserve
P1
P2
P3
P4
Projected in $Millions
P5
P6
P7
P8
P9
P10 or Later
Total
All Scenarios
FR Y‐14A Schedule A.2.b ‐ Retail Repurchase
Table E.1 LOANS SECURITIZED WITHOUT MONOLINE INSURANCE, BHC ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE E.1
$Millions
Original UPB
2004
2005
2006
2007
2008
2009
Vintage
2010
2011
2012
2013
2014
Unallocated
Total
BHC Baseline Only
Original UPB (Excluding Exempt Population)
BHC Baseline Only
Outstanding UPB (Excluding Exempt
Population)
Delinquency Status as of 3Q (Excluding
Exempt Population)
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
Current
Past due 30 to 89 days
Past due 90 to 179 days
Past due 180+ days
Net Credit Loss Realized to‐date (Excluding
Exempt Population)
Repurchase Requests Outstanding (Excluding
Exempt Population)
Estimated Lifetime Net Credit Losses
(Excluding Exempt Population)
Projected Future Losses to BHC Charged to
Repurchase Reserve (Excluding Exempt
Population)
BHC Baseline Only
BHC Baseline Only
All Scenarios
All Scenarios
Table E.2 LOANS SECURITIZED WITHOUT MONOLINE INSURANCE, BHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE E.1
$Millions
Original UPB
2004
2005
2006
2007
2008
2009
Vintage
2010
2011
2012
2013
2014
Unallocated
Total
BHC Baseline Only
Original UPB (Excluding Exempt Population)
BHC Baseline Only
Outstanding UPB (Excluding Exempt
Population)
Projected Future Losses to BHC Charged to
Repurchase Reserve (Excluding Exempt
Population)
BHC Baseline Only
All Scenarios
Table E.3 Loss Projections for LOANS SECURITIZED WITHOUT MONOLINE INSURANCE
$Millions
Projected Future Losses to BHC Charged to
Repurchase Reserve
P1
P2
P3
P4
Projected in $Millions
P5
P6
P7
P8
P9
P10 or Later
Total
‐
All Scenarios
FR Y‐14A Schedule A.2.b ‐ Retail Repurchase
Table F.1 WHOLE LOANS SOLD, BHC ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE F.1
2004
$Millions
Original UPB
2005
2006
2007
2008
2009
Vintage
2010
2011
2012
2013
2014
Unallocated
Total
BHC Baseline Only
Original UPB (Excluding Exempt Population)
BHC Baseline Only
Outstanding UPB (Excluding Exempt
Population)
Delinquency Status as of 3Q (Excluding
Exempt Population)
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
Current
Past due 30 to 89 days
Past due 90 to 179 days
Past due 180+ days
Net Credit Loss Realized to‐date (Excluding
Exempt Population)
Repurchase Requests Outstanding (Excluding
Exempt Population)
Estimated Lifetime Net Credit Losses
(Excluding Exempt Population)
Projected Future Losses to BHC Charged to
Repurchase Reserve (Excluding Exempt
Population)
BHC Baseline Only
BHC Baseline Only
All Scenarios
All Scenarios
Table F.2 WHOLE LOANS SOLD, BHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE F.1
$Millions
Original UPB
2004
2005
2006
2007
2008
2009
Vintage
2010
2011
2012
2013
2014
Unallocated
Total
BHC Baseline Only
Original UPB (Excluding Exempt Population)
BHC Baseline Only
Outstanding UPB (Excluding Exempt
Population)
Projected Future Losses to BHC Charged to
Repurchase Reserve (Excluding Exempt
Population)
BHC Baseline Only
All Scenarios
Table F.3 Loss Projections for WHOLE LOANS SOLD
$Millions
Projected Future Losses to BHC Charged to
Repurchase Reserve
P1
P2
P3
P4
Projected in $Millions
P5
P6
P7
P8
P9
P10 or Later
Total
All Scenarios
Table G.3 TOTAL Loss Projections
$Millions
Projected Future Losses to BHC Charged to
Repurchase Reserve
P1
P2
P3
P4
Projected in $Millions
P5
P6
P7
P8
P9
P10 or Later
Total
All Scenarios
FR Y‐14A Schedule A.2.b ‐ Retail Repurchase
Actual in
$Millions
REPURCHASE RESERVE/LIABILITY FOR
MORTGAGE REPS AND WARRANTIES
P0
Reserve, prior quarter
Provisions during the quarter
Net charges during the quarter
Reserve, current quarter
Table H.1 Sold Loans subject to completed settlements
$Millions
Loans sold to Fannie Mae
2004
Original UPB: Loans covered by completed
settlements (Total)
2005
2006
2007
2008
2009
Vintage
2010
2011
2012
2013
2014
Unallocated
‐
Original UPB: Loans covered by completed
settlements (No remaining liability)
‐
Original UPB: Loans covered by completed
settlements (liability remains)
Total Settlement paid
Portion of Settlement for contractual
Representation and Warranty claims
(excluding any penalties, damages, etc)
Loans sold to Freddie Mac
Original UPB: Loans covered by completed
settlements (Total)
Original UPB: Loans covered by completed
settlements (No remaining liability)
Original UPB: Loans covered by completed
settlements (liability remains)
Total Settlement paid
Portion of Settlement for contractual
Representation and Warranty claims
(excluding any penalties, damages, etc)
Total
‐
2004
2005
2006
2007
2008
2009
Vintage
2010
2011
2012
2013
2014
Unallocated
Total
‐
‐
‐
FR Y‐14A Schedule A.2.b ‐ Retail Repurchase
Vintage
Loans insured by the US Government (i.e.
FHA/VA)
Original UPB: Loans covered by completed
settlements (Total)
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
Unallocated
Total
‐
Original UPB: Loans covered by completed
settlements (No remaining liability)
‐
Original UPB: Loans covered by completed
settlements (liability remains)
Total Settlement paid
Portion of Settlement for contractual
Representation and Warranty claims
(excluding any penalties, damages, etc)
‐
Vintage
Loans Securitized with Monoline Insurance
Original UPB: Loans covered by completed
settlements (Total)
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
Unallocated
Total
2011
2012
2013
2014
Unallocated
Total
Original UPB: Loans covered by completed
settlements (No remaining liability)
Original UPB: Loans covered by completed
settlements (liability remains)
Total Settlement paid
Portion of Settlement for contractual
Representation and Warranty claims
(excluding any penalties, damages, etc)
Vintage
Loans Securitized without Monoline
Insurance
Original UPB: Loans covered by completed
settlements (Total)
Original UPB: Loans covered by completed
settlements (No remaining liability)
Original UPB: Loans covered by completed
settlements (liability remains)
Total Settlement paid
Portion of Settlement for contractual
Representation and Warranty claims
(excluding any penalties, damages, etc)
2004
2005
2006
2007
2008
2009
2010
FR Y‐14A Schedule A.2.b ‐ Retail Repurchase
Whole Loans Sold
Original UPB: Loans covered by completed
settlements (Total)
Original UPB: Loans covered by completed
settlements (No remaining liability)
Original UPB: Loans covered by completed
settlements (liability remains)
Total Settlement paid
Portion of Settlement for contractual
Representation and Warranty claims
(excluding any penalties, damages, etc)
2004
2005
2006
2007
2008
2009
Vintage
2010
2011
2012
2013
2014
Unallocated
Total
FR Y‐14A Schedule A.2.c ‐ ASC 310‐30
Item First Lien Mortgages
Data Clarifications:
1
2
3
Carry Value
Allowance
Net Carry Value
Input as Positive
Input as Positive
Calculated
4
Unpaid Principal Balance
Input as Positive
5
Initial Day 1 Non‐Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on PCI
Input as Positive
Loans
6
Quarter Ending Non Accretable Difference (NAD)
Input as Positive
7
8
Cumulative Charge‐offs to Date (to NAD)
Cumulative Charge‐offs to Date (to Allowance)
Input as Negative
Input as Negative
9
Provisions to Allowance
Prov/(Reverse)
10
11
Quarterly Charge‐offs to NAD
Quarterly Charge‐offs to Allowance
Input as Negative
Input as Negative
12
Accretable Yield Remaining
Input as Positive
13
Accretable Yield Accreted to Income
Input as Negative
14
Effective Yield (%)
Input as Percentage
Item Second Lien HELOANs
Data Clarifications:
1
2
3
Carry Value
Allowance
Net Carry Value
Input as Positive
Input as Positive
Calculated
4
Unpaid Principal Balance
Input as Positive
5
Initial Day 1 Non‐Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on PCI
Input as Positive
Loans
6
Quarter Ending Non Accretable Difference (NAD)
Input as Positive
7
8
Cumulative Charge‐offs to Date (to NAD)
Cumulative Charge‐offs to Date (to Allowance)
Input as Negative
Input as Negative
9
Provisions to Allowance
Prov/(Reverse)
10
11
Quarterly Charge‐offs to NAD
Quarterly Charge‐offs to Allowance
Input as Negative
Input as Negative
12
Accretable Yield Remaining
Input as Positive
13
Accretable Yield Accreted to Income
Input as Negative
14
Effective Yield (%)
Input as Percentage
As of
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
As of
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.2.c ‐ ASC 310‐30
Item HELOCs
Data Clarifications:
1
2
3
Carry Value
Allowance
Net Carry Value
Input as Positive
Input as Positive
Calculated
4
Unpaid Principal Balance
Input as Positive
5
Initial Day 1 Non‐Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on PCI
Input as Positive
Loans
6
Quarter Ending Non Accretable Difference (NAD)
Input as Positive
7
8
Cumulative Charge‐offs to Date (to NAD)
Cumulative Charge‐offs to Date (to Allowance)
Input as Negative
Input as Negative
9
Provisions to Allowance
Prov/(Reverse)
10
11
Quarterly Charge‐offs to NAD
Quarterly Charge‐offs to Allowance
Input as Negative
Input as Negative
12
Accretable Yield Remaining
Input as Positive
13
Accretable Yield Accreted to Income
Input as Negative
14
Effective Yield (%)
Input as Percentage
Item Other (specify in documentation)
Data Clarifications:
1
2
3
Carry Value
Allowance
Net Carry Value
Input as Positive
Input as Positive
Calculated
4
Unpaid Principal Balance
Input as Positive
5
Initial Day 1 Non‐Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on PCI
Input as Positive
Loans
6
Quarter Ending Non Accretable Difference (NAD)
Input as Positive
7
8
Cumulative Charge‐offs to Date (to NAD)
Cumulative Charge‐offs to Date (to Allowance)
Input as Negative
Input as Negative
9
Provisions to Allowance
Prov/(Reverse)
10
11
Quarterly Charge‐offs to NAD
Quarterly Charge‐offs to Allowance
Input as Negative
Input as Negative
12
Accretable Yield Remaining
Input as Positive
13
Accretable Yield Accreted to Income
Input as Negative
14
Effective Yield (%)
Input as Percentage
As of
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
As of
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.2.c ‐ ASC 310‐30
Item Portfolio to be acquired (specify in documentation)
Data Clarifications:
1
2
3
Carry Value
Allowance
Net Carry Value
Input as Positive
Input as Positive
Calculated
4
Unpaid Principal Balance
Input as Positive
5
Initial Day 1 Non‐Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on PCI
Input as Positive
Loans
6
Quarter Ending Non Accretable Difference (NAD)
Input as Positive
7
8
Cumulative Charge‐offs to Date (to NAD)
Cumulative Charge‐offs to Date (to Allowance)
Input as Negative
Input as Negative
9
Provisions to Allowance
Prov/(Reverse)
10
11
Quarterly Charge‐offs to NAD
Quarterly Charge‐offs to Allowance
Input as Negative
Input as Negative
12
Accretable Yield Remaining
Input as Positive
13
Accretable Yield Accreted to Income
Input as Negative
14
Effective Yield (%)
Input as Percentage
As of
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.3.a ‐ Projected OTTI for AFS Securities and HTM by Security
For each position that incurred a loss in P&L, please state the identifier value for each trade (e.g., CUSIP, ISIN or SEDOL value) 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
GRAND TOTAL
Actual
MM/DD/YYYY
Amortized Cost
Credit Loss
Portion
Non‐ Credit
Loss Portion
Total OTTI
FR Y‐14A Schedule A.3.b ‐ OTTI Methodology and Assumptions for AFS and HTM Securities by Portfolio
Threshold for
Determining OTTI
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
Aggregate Cumulative
Lifetime Loss on
Underlying Collateral
(% Original Balance)
Discount Rate
Methodology
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?
AFS and HTM Securities
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestic Non‐Agency RMBS
(incl HEL ABS)
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
*For 'Other' AFS and HTM securities, please provide name of security type in row 20 above (currently labeled "Other"). Please add additional rows if
Macroeconomic/financial
variables used in loss
estimation
FR Y‐14A Schedule A.3.c ‐Projected OTTI for AFS and HTM Securities by Portfolio
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
AFS and HTM Securities
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestic Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
GRAND TOTAL
PQ 1
Actual
Amortized
Cost
Accounting
Intent (AFS, (MM/DD/Y Credit Loss Non‐ Credit
YYY)
Portion
Loss Portion
HTM)
PQ 2
Total OTTI
Credit Loss Non‐ Credit
Portion
Loss Portion
PQ 3
Total OTTI
Credit Loss Non‐ Credit
Portion
Loss Portion
PQ 4
Total OTTI
Credit Loss Non‐ Credit
Portion
Loss Portion
Total OTTI
*For 'Other' AFS securities, please provide name of security type in row 28 above (currently labeled "Other"). Please add additional rows if necessary. If adding additional rows, please ensure that grand totals sum appropriately.
FR Y‐14A Schedule A.3.c ‐Projected OTTI for AFS and HTM Securities by Portfolio
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
AFS and HTM Securities
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestic Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
GRAND TOTAL
PQ 5
Actual
Amortized
Cost
Accounting
Intent (AFS, (MM/DD/Y Credit Loss Non‐ Credit
YYY)
HTM)
Portion
Loss Portion
*For 'Other' AFS securities, please provide name of security type
PQ 6
Total OTTI
Credit Loss Non‐ Credit
Portion
Loss Portion
PQ 7
Total OTTI
Credit Loss Non‐ Credit
Portion
Loss Portion
PQ 8
Total OTTI
Credit Loss Non‐ Credit
Portion
Loss Portion
Total OTTI
FR Y‐14A Schedule A.3.c ‐Projected OTTI for AFS and HTM Securities by Portfolio
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
AFS and HTM Securities
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestic Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
GRAND TOTAL
PQ 9
Actual
Amortized
Cost
Accounting
Intent (AFS, (MM/DD/Y Credit Loss Non‐ Credit
YYY)
HTM)
Portion
Loss Portion
*For 'Other' AFS securities, please provide name of security type
Total OTTI
FR Y‐14A Schedule A.3.d ‐ Projected OCI and Fair Value for AFS Securities
Total Actual
Fair Market Beginning Fair Value Projected Beginning Fair Value Projected Beginning Fair Value Projected
OCI ‐
Fair Market Rate of
OCI ‐
Fair Market Rate of
OCI ‐
Fair Market Rate of
Value
PQ 3
Value PQ 3 Change PQ3
PQ 2
Value PQ 2 Change PQ2
PQ 1
MM/DD/YY Value PQ 1 Change PQ1
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
19
20
21
22
23
AFS Securities
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestic Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
GRAND TOTAL
* For 'Other' AFS securities, please provide name of security type in row 22 above (currently labeled "Other"). Please add additional rows if necessary.
FR Y‐14A Schedule A.3.d ‐ Projected OCI and Fair Value for AFS Securities
Projected OCI Based on Macro‐Economic Scenario
Beginning Fair Value Projected Beginning Fair Value Projected Beginning Fair Value Projected Beginning Fair Value Projected
Fair Market Rate of
OCI ‐
Fair Market Rate of
OCI ‐
Fair Market Rate of
OCI ‐
OCI ‐
Fair Market Rate of
Value PQ 7 Change PQ7
PQ 6
Value PQ 6 Change PQ6
PQ 5
Value PQ 5 Change PQ5
PQ 4
PQ 7
Value PQ 4 Change PQ4
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
19
20
21
22
23
AFS Securities
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestic Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
GRAND TOTAL
* For 'Other' AFS securities, please pro
FR Y‐14A Schedule A.3.d ‐ Projected OCI and Fair Value for AFS Securities
Beginning Fair Value Projected Beginning Fair Value Projected
OCI ‐
Fair Market Rate of
OCI ‐
Fair Market Rate of
PQ 9
Value PQ 9 Change PQ9
PQ 8
Value PQ 8 Change PQ8
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
19
20
21
22
23
AFS Securities
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestic Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
GRAND TOTAL
* For 'Other' AFS securities, please pro
Estimated Total Fair
Total
Projected Market Value after OCI
Shock applied to all
OCI in all
Quarters
Quarters
FR Y‐14A Schedule A.3.e ‐ AFS and HTM Fair Market Value Sources by Portfiolio
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
AFS and HTM Securities
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestic Non‐Agency RMBS (incl HEL ABS)
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
Principal Market Value Source
Please state whether a vendor or proprietary model is
used. If using a 3rd party vendor, please provide the In general, how often are securities normally marked
name(s) of the 3rd party vendor(s).
(e.g., daily, weekly, quarterly, etc.)?
*For 'Other' AFS and HTM securities, please provide name of security type in row 22 above (currently labeled "Other"). Please add additional rows if necessary.
FR Y‐14A Schedule A.4 ‐ Trading
(A)
(B)
(C)
Firmwide
Trading Total
Contributions
from Higher‐
Order Risks
Firmwide CVA
Hedges Total
P/L Results in $Millions
1
2
3
4
5
6
7
8
9
10
Equity
FX
Rates
Commodities
Securitized Products
Other Credit
Private Equity
Other Fair Value Assets
Cross‐Asset Terms
Total
FR Y‐14A Schedule A.5 ‐ Counterparty Credit Risk
$Millions
Losses should be reported as a positive value.
1 Trading Issuer Default Losses
1a
Trading Issuer Default losses from securitized products
1b
Trading Issuer Default losses from other credit sensitive instruments
2 Counterparty Credit MTM Losses (CVA losses)
2a
Counterparty CVA losses
2b
Offline reserve CVA losses
3 Counterparty Default Losses
3a
Impact of Counterparty Default hedges
FR Y‐14A Schedule A.6 ‐ Operational Risk Scenario Inputs and Projections
Contribution
($millions)
Type of Data
Unit of
Brief Description Measure
PQ 1
Total ($millions) $ ‐
Note: Please add more rows if needed.
PY 1
PQ 2
$ ‐
PQ 3
$ ‐
Total
($millions)
PY 2
PQ 4
$ ‐
PQ 5
$ ‐
PQ 6
$ ‐
PQ 7
$ ‐
PQ 8
$ ‐
PQ 9
$ ‐
$ ‐
FR Y‐14A Schedule A.7.a ‐ PPNR Projections
Please indicate if deposits are 25% or more of total liabilities
Net Interest Income Designation Field ‐ Populated Automatically
Projected in $Millions
PQ 1
Net Interest Income by Business Segment: (17)
1
1A
1B
1C
Retail and Small Business
Domestic (11)
Credit and Charge Cards (10)
Mortgages
1D
1E
1F
1G
2
3
4
5
5A
5B
6
7
8
9
10
11
12
Home Equity
Retail and Small Business Deposits
Other Retail and Small Business Lending
International Retail and Small Business (16)
Commercial Lending
Investment Banking
Merchant Banking / Private Equity
Sales and Trading
Prime Brokerage
Other
Investment Management
Investment Services
Treasury Services
Insurance Services
Retirement / Corporate Benefits Products
Corporate / Other
Optional Immaterial Business Segments (7)
13
Total Net Interest Income (1)
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.a ‐ PPNR Projections
Projected in $Millions
PQ 1
14
14A
14B
14C
14D
14E
14F
14G
14H
14I
14J
14K
14L
14M
14N
14O
14P
14Q
14R
14S
14T
15
16
16A
16B
16C
16D
17
17A
17B
17C
Non Interest Income by Business Segment: (17)
Retail and Small Business
Domestic
Credit and Charge Cards (10)
Credit and Charge Card Interchange Revenues ‐ Gross
Other
Mortgages and Home Equity
Production
Gains/(Losses) on Sale (18)
Other
Servicing
Servicing & Ancillary Fees
MSR Amortization (20)
MSR Value Changes due to Changes in Assumptions/Model Inputs/Other
Net of Hedge Performance (19)(21)
Other
Provisions to Repurchase Reserve / Liability for Residential Mortgage
Representations and Warranties (contra‐revenue) (12)
Retail and Small Business Deposits
Non Sufficient Funds / Overdraft Fees ‐ Gross
Debit Interchange ‐ Gross
Other (22)
Other Retail and Small Business Lending
International Retail and Small Business (16)
Commercial Lending
Investment Banking
Advisory
Equity Capital Markets
Debt Capital Markets
Syndicated / Corporate Lending
Merchant Banking / Private Equity
Net Investment Mark‐to‐Market
Management Fees
Other
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.a ‐ PPNR Projections
Projected in $Millions
PQ 1
18
18A
18B
18C
18D
18E
18F
18G
18H
18I
18J
18K
18L
18M
19
19A
19B
20
20A
20B
20C
20D
20E
21
22
23
24
25
Sales and Trading
Equities
Commission and Fees
Other (23)
Fixed Income
Rates
Credit
Other
Commodities
Commission and Fees
Other
Prime Brokerage
Commission and Fees
Other
Investment Management
Asset Management
Wealth Management / Private Banking
Investment Services
Asset Servicing
Securities Lending
Other
Issuer Services
Other
Treasury Services
Insurance Services
Retirement / Corporate Benefits Products
Corporate / Other
Optional Immaterial Business Segments (7)
26
Total Non‐Interest Income (2) (26)
27
Total Revenues
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.a ‐ PPNR Projections
Projected in $Millions
PQ 1
PQ 2
31
32
33
34
34A
34B
35
36
37
Non Interest Expense:
Compensation Expense
Salary (14)
Benefits (14)
Commissions (6)
Stock Based Compensation
Cash Variable Pay
Operational Risk Expense (8)
Provisions to Repurchase Reserve / Liability for Residential Mortgage Representations
and Warranties (12)
Professional and Outside Services Expenses (13)
Expenses of Premises and Fixed Assets
Amortization Expense and Impairment Losses for Other Intangible Assets
Marketing Expense
Domestic Credit and Charge Card Marketing Expense (10)(15)(17)
Other
Other Real Estate Owned Expense
Provision for Unfunded Off‐Balance Sheet Credit Exposures (to build/decrease item 139 (BHCKB557) in Balance Sheet)
Other Non‐Interest Expense (4)
38
Total Non‐Interest Expense (3)
39
Projected PPNR (5)
40
41
42
Valuation Adjustment for firm's own debt under fair value option (FVO) (9) (27)
Goodwill Impairment
Loss resulting from trading shock exercise (if applicable) (24) (25)
28
28A
28B
28C
28D
28E
29
30
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.a ‐ PPNR Projections
Projected in $Millions
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
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)
(6)
(7)
By definition, PPNR will calculate as Net Interest Income plus Non‐Interest Income less Non‐Interest Expense, excluding items broken out in items 40‐41.
Report commissions only in "Commissions" line item 28C; do not report commissions in any other compensation line items.
See instructions for guidance on related thresholds. List segments included in this line item.
(8)
All operational loss items, including operational losses that are contra revenue amounts or cannot be
separately identified, should be reported in the operational risk expense. Any legal consultation or
retainer fees specifically linked to an operational risk event should be included in the Operational Risk
Expense. Include all Provisions to Litigation Reserves / Liability for Claims related to Sold Residential
Mortgages and all Litigation Settlements & Penalties in this line item and not any other items.
List segments from which item was excluded:
(9)
(10) Include domestic BHC 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) Include both direct and allocated expenses. Report any expenses that are made to expand the company’s card member and/or
merchant base, facilitate greater segment penetration, enhance the perception of the company’s credit card brand, and/or
increase the utilization of the existing card member base across the spectrum of marketing and advertising mediums.
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.a ‐ PPNR Projections
Projected in $Millions
PQ 1
PQ 2
PQ 3
PQ 4
(16) Revenues from regions outside the US and Puerto Rico.
(17) See Instructions for description of standardized Business Segments/Lines. Unless specified otherwise, all numbers are global.
(18) Gains/(Losses) from the sale of mortgages and home equity originated through all production channels (retail, broker,
correspondent, etc.) with the intent to sell. Such gains/losses should include deferred fees and costs that are reported as
adjustments to the carrying balance of the sold loan, fair value changes on loan commitments with rate locks that are accounted
for as derivatives, fair value changes on mortgage loans held‐for‐sale designated for fair value treatment, lower‐of‐cost or
market adjustments on mortgage loans held‐for‐sale not designated for fair value treatment, fair value changes on derivative
instruments used to hedge loan commitments and held‐of‐sale mortgages, and value associated with the initial capitalization of
the MSR upon sale of the loan
(19) 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) BHCs 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 FR Y‐9C HI Schedule items in which this item is normally reported although excluded from PPNR for this report:
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.b ‐ PPNR Net Interest Income
Please indicate if deposits are 25% or more of total liabilities
Net Interest Income Designation Field ‐ Populated Automatically
PQ 1
1
2
2A
2B
3
4
5
6
6A
6B
6C
AverageAsset Balances ($Millions) (1)
First Lien Residential Mortgages (in Domestic Offices)
Second / Junior Lien Residential Mortgages (in Domestic Offices)
Closed‐End Junior Liens
Home Equity Lines Of Credit (HELOCs)
C&I Loans (7)
CRE Loans (in Domestic Offices)
Credit Cards
Other Consumer
Auto Loans
Student Loans
Other, incl. loans backed by securities (non‐purpose lending)
7
Real Estate Loans (Not in Domestic Offices)
7A
7B
8
9
10
11
12
13
14
15
16
Residential Mortgages (First and Second Lien)
Other
Other Loans & Leases (10)
Nonaccrual Loans (5)
Securities (AFS and HTM) ‐ Treasuries and Agency Debentures
Securities (AFS and HTM) ‐ Agency RMBS (both CMOs and pass‐throughs)
Securities (AFS and HTM) ‐ Other
Trading Assets
Deposits with Banks & Other
Other Interest/Dividend Bearing Assets (2)
Other Assets
17
Total Average Asset Balances
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.b ‐ PPNR Net Interest Income
PQ 1
18
19
19A
19B
20
21
22
23
23A
23B
23C
24
24A
24B
25
26
27
28
29
30
31
32
Average Rates Earned (%) (9)
First Lien Residential Mortgages (in Domestic Offices)
Second / Junior Lien Residential Mortgages (in Domestic Offices)
Closed‐End Junior Liens
HELOCs
C&I Loans (7)
CRE Loans (in Domestic Offices)
Credit Cards
Other Consumer
Auto Loans
Student Loans
Other, incl. loans backed by securities (non‐purpose lending)
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages (First and Second Lien)
Other
Other Loans & Leases
Nonaccrual Loans (5)
Securities (AFS and HTM) ‐ Treasuries and Agency Debentures
Securities (AFS and HTM) ‐ Agency RMBS (both CMOs and pass‐throughs)
Securities (AFS and HTM) ‐ Other
Trading Assets
Deposits with Banks & Other
Other Interest/Dividend Bearing Assets
33
Total Interest Income
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.b ‐ PPNR Net Interest Income
PQ 1
34
34A
34B
34C
34D
34E
35
35A
35B
36
36A
36B
36C
37
38
Average Liability Balances ($Millions)
Deposits‐Domestic (6)
Non‐Interest‐Bearing Demand
Money Market Accounts
Savings
NOW, ATS, and other Transaction Accounts
Time Deposits
Deposits‐Foreign (6)
Foreign Deposits
Foreign Deposits‐Time
Fed Funds, Repos, & Other Short Term Borrowing
Fed Funds
Repos
Other Short Term Borrowing (11)
Trading Liabilities
39
40
Subordinated Notes Payable to Unconsolidated Trusts Issuing Trust Preferred
Securities (TruPS) and TruPS Issued by Consolidated Special Purpose Entities
Other Interest‐Bearing Liabilities (3)(11)
Other Liabilities (11)
41
Total Average Liability Balances
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.b ‐ PPNR Net Interest Income
PQ 1
47
Average Liability Rates (%) (9)
Deposits‐Domestic (6)
Non‐Interest‐Bearing Demand (8)
Money Market Accounts
Savings
Negotiable Order of Withdrawal (NOW), Automatic Transfer Service (ATS), and
other Transaction Accounts
Time Deposits
Deposits‐Foreign (6)
Foreign Deposits
Foreign Deposits‐Time
Fed Funds, Repos, & Other Short Term Borrowing
Fed Funds
Repos
Other Short Term Borrowing
Trading Liabilities
Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS
Issued by Consolidated Special Purpose Entities
Other Interest‐Bearing Liabilities (3)(11)
48
Total Interest Expense
49
Total Net Interest Income (4)
42
42A
42B
42C
42D
42E
43
43A
43B
44
44A
44B
44C
45
46
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.b ‐ PPNR Net Interest Income
PQ 1
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
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)
(5)
(6)
(7)
(8)
(9)
(10)
(11)
Amount should equal item 13 of the PPNR Projections Worksheet.
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.
A sum of average domestic and foreign deposits should be equal to a sum of average BHDM6631, BHDM6636, BHFN6631, and BHFN6636.
Report C&I Graded, Small Business (Scored/Delinquency Managed), Corporate Card, Business Card
Rates are equal to zero by definition.
All rates are annualized.
Include loans secured by farmland here (BHDM1420) and other loans not accounted for in the other categories.
A Sum of line items 36C and 39 equals a sum of BHCK3190, BHCK4062, and interest‐bearing liabilities reported in BHCK2750; line item 40 captures non‐interest bearing liabilities in BHCK2750
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
PQ 1
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
A. Metrics by Business Segment/Lin e (9)
Retail and Small Business Segment
Domestic (24)
Credit and Charge Cards
Total Open Accounts – End of Period
Credit and Charge Card Purchase Volume
Credit and Charge Card Rewards/Partner Sharing Expense (23) (34)
Mortgages and Home Equity
Average Third‐Party Residential Mortgages Serviced (3)
Residential Mortgage Originations Industry Market Size – Volume (25)
Mortgages and Home Equity Sold during the quarter (26)
Servicing Expenses (8)
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)
Investment Banking Segment
Number of Employees (15)
Compensation ‐ Total (8)
Stock Based Compensation and Cash Variable Pay (8)
Advisory
Deal Volume
Industry Market Size ‐ Fees
Industry Market Size ‐ Completed Deal Volume
Backlog (30)
Equity Capital Markets
Deal Volume
Industry Market Size ‐ Fees
Industry Market Size ‐ Volume
Debt Capital Markets
Deal Volume
Industry Market Size ‐ Fees
Industry Market Size ‐ Volume
Syndicated Lending
Deal Volume
Industry Market Size ‐ Fees
Industry Market Size ‐ Volume
Merchant Banking / Private Equity
AUM (10)
PQ 2
PQ 3
PQ 4
Projected
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
PQ 1
28
29
30
31
32
33
34
35
36
37
37A
37B
37C
38
39
39A
39B
39C
40
41
42
43
Sales and Trading Segment
Number of Employees (15)
Total Proprietary Trading Revenue
Compensation ‐ Total (8)
Stock Based Compensation and Cash Variable Pay (8)
Equities
Average Asset Balance
Fixed Income
Average Asset Balance
Commodities
Average Asset Balance
Prime Brokerage
Average Client Balances (13)
Transaction Volume
Investment Management Segment
Asset Management
AUM ‐ Total (10)
AUM ‐ Equities
AUM ‐ Fixed Income
AUM ‐ Other
Net Inflows/Outflows
Wealth Management/Private Banking
AUM ‐ Total (10)
AUM ‐ Equities
AUM ‐ Fixed Income
AUM ‐ Other
Net Inflows/Outflows
Number of Financial Advisors (11)
Investment Services Segment
Asset Servicing
Assets under Custody and Administration
Issuer Services
Corporate Trust Deals Administered
PQ 2
PQ 3
PQ 4
Projected
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
PQ 1
44
45
45A
45B
45C
45D
46
47
48
48A
48B
49
49A
49B
49C
50
51
52
PQ 2
PQ 3
PQ 4
Projected
PQ 5
B. Firm Wide Metrics: PPNR Projections Worksheet
Number of Employees
Revenues ‐ International
Revenues ‐ APAC (2) (16)
Revenues ‐ EMEA (2) (17)
Revenues ‐ LatAm (2) (18)
Revenues ‐ Canada (2)
Revenues ‐ Domestic
Severance Costs (14)
Collateral Underlying Operating Leases for Which the Bank is the Lessor (22)
Auto
Other
OREO Balance
Commercial
Residential
Farmland
Non‐Recurring PPNR Items (32)
Trading Revenue
Net Gains/(Losses) on Sales of Other Real Estate Owned (19)
53
54
55
56
C. Firm Wide Metrics: Net Interest Income Worksheet (Required only for BHCs that were required to complete the Net Interest Income Worksheet)
Carrying Value of Purchased Credit Impaired (PCI) Loans
Net Accretion of discount on PCI Loans included in interest Revenues
Loans Held for Sale ‐ First Lien Residential Liens in Domestic Offices (Average Balances)
Average Rate on Loans Held for Sale‐First Lien Residential Liens in Domestic Offices
57
58
59
60
61
62
63
64
65
66
67
68
69
70
Quarter End Weighted Average Life of Assets (4) (6)
First Lien Residential Mortgages (in Domestic Offices) (33)
Closed‐End Junior Residential Liens (in Domestic Offices)
Home Equity Lines Of Credit (HELOCs)
C&I Loans
CRE Loans (in Domestic Offices)
Credit Cards
Auto Loans
Student Loans
Other, incl. loans backed by securities (non‐purpose lending) (7)
Residential Mortgages (First and Second Lien, Not in Domestic Offices)
Other Real Estate Loans (Not in Domestic Offices)
Other Loans & Leases
Securities (AFS and HTM) ‐ Treasuries and Agency Debentures
Securities (AFS and HTM) ‐ Agency RMBS (both CMOs and pass‐throughs)
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
PQ 1
71
72
73
74
75
76
77
78
79
80
81
(1)
(2)
(3)
(4)
PQ 3
PQ 4
Projected
PQ 5
PQ 6
PQ 7
Securities (AFS and HTM) ‐ Other
Trading Assets
All Other Earning Assets
Quarter End Weighted Average Life of Liabilities (4) (6)
Domestic Deposits ‐ Time
Foreign Deposits‐Time
Fed Funds
Repos
Other Short Term Borrowing
Trading Liabilities
Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS Issued
by Consolidated Special Purpose Entities
All Other Interest Bearing Liabitilies
Average Domestic Deposit Repricing Beta in a 'Normal Environment' (5)
82
Money Market Accounts
83
Savings
84
NOW, ATS, and other Transaction Accounts
85
Time Deposits
Average Foreign Deposit Repricing Beta in a 'Normal Environment' (5)
86
Foreign Deposits
87
Foreign Deposits‐Time
New Domestic Business Pricing for Time Deposits (27)
88
Curve (if multiple terms assumed) (28)
88A
88B
88C
PQ 2
For
For upward downward
rate
rate
movements movements
Assumed
Floor
Index rate (if single term assumed) (29)
Spread relative to the Index Rate (29)
Footnotes to the PPNR Metrics Worksheet
Provide metrics data for all quarters, but only if International Retail and Small Business Segment revenues exceeded 5% of Total
Retail and Small Business Segment and Total Retail and Small Business revenue exceeded 5% of total revenues in any of the last
Provide regional breakouts for all quarters but only if international revenue exceeded 5% of the total revenue in any of the last four actual quarters requested in the PPNR schedule.
Average oustanding principal balance fo residential mortgage loans the BHC services for others.
The Weighted Average Life should reflect the current position, the impact of new business activity, as well as the impact of
behavioral assumptions such as prepayments or defaults, based on the expected remaining lives, inclusive of behavioral
assumptions. It should reflect the weighted average of time to principal actual repayment (as modeled) for all positions in that
portfolio, rounded to the nearest monthly term. For revolving products, the WAL should reflect the underlying repayment
behavior assumptions assumed by the institution, which would include contractual repayments, any assumed excess payments or
prepayments, and defaults. The WAL for the FR Y‐14Q disclosures should reflect the spot balance sheet position for each time
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PQ 8
PQ 9
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
PQ 1
PQ 2
PQ 3
(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
ib
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(6) Reference PPNR Net Interest Income worksheet for product definitions.
(7) Corresponds to line item 7C on the Net Interest Income worksheet
(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
(10) Assets under Management
(11) Provide a relevant headcount number (e.g. financial advisors, portfolio managers) to facilitate the assessment of revenue
productivity in the Wealth Management/Private Banking business line.
(12) Regions outside the US and Puerto Rico.
(13) Report the grossed up "interest balances" that result from prime brokerage activities.
(14) List items on PPNR Projections worksheet that include this item if any:
(15)
(16)
(17)
(18)
(19)
Full‐time equivalent employees at end of current period (BHCK4150) for a given segment only.
Asia and Pacific region (incl. South Asia, Australia, and New Zealand)
Europe, Middle East, and Africa
Latin America, including Mexico
List Business Segments reported on PPNR Projections Worksheet that include this item if any:
(20) List Business Segments reported on PPNR Projections Worksheet that include this item if any:
(21) List Business Segments reported on PPNR Projections Worksheet that include this item if any:
(22) Refers to the balance sheet carrying amount of any equipment or other asset rented to others under
operating leases, net of accumulated depreciation. The total in line item 49 should correspond to the
amount provided in Y‐9C Schedule HC‐F Line 6, item 13 in the instructions. The amount included should
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(23) Credit cards (including charge cards). List which line item(s) on PPNR Submission worksheet contain(s)
the Cards Rewards/Partner Sharing contra‐revenues and/or expenses.
(24)
(25)
(26)
(27)
Applies to line items 1‐9; US and Puerto Rico only.
Total domestic mortgages originated during the quarter.
FR Y‐9C name is "Residential Mortgages Sold During the Quarter"; this metric need not be limited to
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
(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.
PQ 4
Projected
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
PQ 1
(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 BHC’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)
(b) Non Interest Expenses
(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)
PQ 2
PQ 3
PQ 4
Projected
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
| File Type | application/pdf |
| File Title | FR_Y-14A_Summary_template_Final_Draft.xlsx |
| Author | m1pgb00 |
| File Modified | 2014-10-07 |
| File Created | 2014-10-07 |