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pdfFR Y‐14A Shedule D ‐ Regulatory Capital Transitions
FR Y‐14A: Regulatory Capital Transitions Cover Sheet
Institution Name:
RSSD ID:
As of Date (MM/DD/YY):
Submission Date (MM/DD/YY):
Please indicate the scenario associated with this submission using the following drop‐down menu:
Supervisory Baseline
Please describe the baseline scenario associated with this submission. It should be consistent with that used for other capital plan baseline
projections.
Please refer to Regulatory Capital Transitions section of the "Instructions for the Capital Assessments and Stress Testing information
collection" when completing this schedule.
FR Y‐14A Shedule D ‐ Regulatory Capital Transitions
Instructions
1. Please complete the FR Y‐14A Regulatory Capital Transitions Schedule using actual data for as of date, and projected data for the
periods PY 1 through PY 5. For all projections, please use the baseline scenario as specified in the worksheet "CoverSheet."
2. Instructions for completing the schedule are contained in Regulatory Capital Transitions section of the "Instructions for the Capital
Assessments and Stress Testing information collection."
3. All data should be populated within the non‐shaded cells in all worksheets. Cells highlighted in grey have embedded formulas and
therefore will be automatically populated.
4. BHCs should ensure that the version of Microsoft Excel they use to complete the schedule is set to automatically calculate formulas.
This is achieved by setting “Calculation Options” (under the Formulas function) to “Automatic" within the settings for Microsoft Excel.
FR Y‐14A Schedule D.1 ‐ Capital Composition
FR Y‐14A ‐ Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)
Capital Composition
1 AOCI opt‐out election? (enter "1" for Yes; enter "0" for No)
Common equity tier 1 capital
2 Common stock and related surplus (net of treasury stock and unearned employee stock ownership plan [ESOP] shares)
3 Retained earnings
4 Accumulated other comprehensive income (AOCI)
5 Common equity tier 1 minority interest includable in common equity tier 1 capital
6 Common equity tier 1 before adjustments and deductions (sum of items 2 through 5)
Common equity tier 1 capital: adjustments and deductions
7 Goodwill, net of associated deferred tax liabilities (DTLs)
8 Intangible assets (other than goodwill and mortgage servicing assets (MSAs)), net of associated DTLs
9 Deferred tax assets (DTAs) that arise from net operating loss and tax credit carryforwards, net of any related valuation allowances and net of DTLs
FR Y‐9C Schedule
HC‐R (Part I.B.)
reference
Actual in
$Millions
as of date
PY 1
PY 2
Projected in $Millions
PY 3
PY 4
PY 5
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If Item 1 is “1” for “Yes”, complete items 10 through 14 only for AOCI related adjustments.
10 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)
11 AOCI related adjustments: Net unrealized loss on available‐for‐sale preferred stock classified as an equity security under GAAP and available‐for‐sale
equity exposures (report loss as a positive value)
12 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)
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13 AOCI related adjustments: Amounts recorded in AOCI attributed to defined benefit postretirement plans resulting from the initial and subsequent
application of the relevant GAAP standards that pertain to such plans (if a gain, report as a positive value; if a loss, report as a negative value)
bhcap847
14 AOCI related adjustments: Net unrealized gains (losses) on held‐to‐maturity securities that are included in AOCI (if a gain, report as a positive value; if a
loss, report as a negative value)
If Item 1 is “0” for “No”, complete item 15 only for AOCI related adjustments.
15 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)
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16 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)
bhcaq258
17 Other deductions from (additions to) common equity tier capital 1 before threshold‐based deductions: All other deductions from (additions to) common
equity tier 1 capital before threshold‐based deductions
18 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
19 Subtotal (item 6 minus items 7 through 18)
20 Significant investments in the capital of unconsolidated financial institutions in the form of common stock, net of associated DTLs, that exceed the 10
percent common equity tier 1 capital deduction threshold (from the Exceptions Bucket Calc tab)
21 MSAs, net of associated DTLs, that exceed the 10 percent common equity tier 1 capital deduction threshold (from the Exceptions Bucket Calc tab)
bhcap850
FR Y‐14A Schedule D.1 ‐ Capital Composition
Capital Composition
FR Y‐9C Schedule
HC‐R (Part I.B.)
reference
Actual in
$Millions
as of date
PY 1
PY 2
Projected in $Millions
PY 3
PY 4
PY 5
22 DTAs arising from temporary differences that could not be realized through net operating loss carrybacks, net of related valuation allowances and net of
DTLs, that exceed the 10 percent common equity tier 1 capital deduction threshold (from the Exceptions Bucket Calc tab)
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23 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 (from the Exceptions Bucket Calc tab)
24 Deductions applied to common equity tier 1 capital due to insufficient amount of additional tier 1 capital and tier 2 capital to cover deductions
25 Total adjustments and deductions for common equity tier 1 capital (sum of items 20 through 24)
26 Common equity tier 1 capital (item 19 minus item 25)
Additional tier 1 capital
27 Additional tier 1 capital instruments plus related surplus
28 Tier 1 minority interest not included in common equity tier 1 capital
29 Additional tier 1 capital before deductions (sum of items 27 through 28)
30 Additional tier 1 capital deductions
31 Additional tier 1 capital (greater of item 29 minus item 30 or zero)
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Tier 1 capital
32 Tier 1 capital (sum of items 26 and 31)
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Other (reflect all items on a year‐to‐date basis)
33 Issuance of common stock (including conversion to common stock)
34 Repurchases of common stock
35 Net income (loss) attributable to bank holding company
36 Cash dividends declared on preferred stock
37 Cash dividends declared on common stock
38 Previously issued tier 1 capital instruments (excluding minority interest) that would no longer qualify (please report 100% value)
39 Previously issued tier 1 minority interest that would no longer qualify (please report 100% value)
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FR Y‐14A Schedule D.2 ‐ Exceptions Bucket Calculator
FR Y‐14A ‐ Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)
"Exceptions Bucket" Calculator
Significant investments in the capital of unconsolidated financial institutions in the form of common stock
1 Gross significant investments in the capital of unconsolidated financial institutions in the form of common stock
2 Permitted offsetting short positions in relation to the specific gross holdings included above
3 Significant investments in the capital of unconsolidated financial institutions in the form of common stock net of short positions
(greater of item 1 minus 2 or zero)
4 10 percent common equity tier 1 deduction threshold (10 percent of item 19 in the Capital Composition tab)
5 Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 3 minus 10 percent of
item 4 or zero)
Mortgage servicing assets
6 Total mortgage servicing assets classified as intangible
7 Associated deferred tax liabilities which would be extinguished if the intangible becomes impaired or derecognized under the
relevant accounting standards
8 Mortgage servicing assets net of related deferred tax liabilities (item 6 minus item 7)
9 10 percent common equity tier 1 deduction threshold (10 percent of item 19 in the Capital Composition tab)
10 Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 8 minus 10 percent of
item 9 or zero)
Actual in
$Millions
as of date
PY 1
PY 2
Projected in $Millions
PY 3
PY 4
PY 5
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Deferred tax assets due to temporary differences
11 DTAs arising from temporary differences that could not be realized through net operating loss carrybacks, net of related valuation
allowances and net of DTLs
‐
12 10 percent common equity tier 1 deduction threshold (10 percent of item 19 in the Capital Composition tab)
13 Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 11 minus 10 percent of
item 12 or zero)
‐
Aggregate of items subject To the 15% limit (significant investments, mortgage servicing assets and deferred tax assets arising from temporary differences)
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14 Sum of items 3, 8, and 11
15 15 percent common equity tier 1 deduction threshold (item 19 in the Capital Composition tab minus item 14, multiplied by 17.65
percent)
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16 Sum of items 5, 10, and 13
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17 Item 14 minus item 16
18 Amount to be deducted from common equity tier 1 due to 15 percent deduction threshold (greater of item 17 minus item 15 or
zero)
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FR Y‐14A Schedule D.3 ‐ Advanced Risk‐Weighted Assets
FR Y‐14A ‐ Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)
Risk‐weighted Assets‐Advanced1, 2
Advanced Approaches Credit Risk (Including CCR and non‐trading credit risk), with 1.06 scaling factor where applicable
1 Credit RWA
2
Wholesale Exposures
3
Corporate
4
Bank
5
Sovereign
6
IPRE
7
HVCRE
8
Counterparty Credit Risk
9
Eligible margin loans, repostyle transactions and OTC derivatives with crossproduct netting—EAD adjustment method
10
Eligible margin loans, repostyle transactions and OTC derivatives with crossproduct netting—collateral reflected in LGD
11
Eligible margin loans, repostyle transactions—no cross‐product netting—EAD adjustment method
12
Eligible margin loans, repostyle transactions—no cross‐product netting—collateral reflected in LGD
13
OTC derivatives—no cross‐product netting—EAD adjustment method
14
OTC derivatives—no crossproduct netting—collateral reflected in LGD
15
Retail Exposures
16
Residential mortgage— closed‐end first lien exposures
17
Residential mortgage— closed‐end junior lien exposures
18
Residential mortgage—revolving exposures
19
Qualifying revolving exposures
20
Other retail exposures
21
Securitization Exposures
Subject to supervisory formula approach (SFA)
22
Subject to simplified supervisory formula approach (SSFA)
23
24
Subject to 1,250% risk‐weight
25
Cleared Transactions
26
Derivative contracts and netting sets to derivatives
Repo‐style transactions
27
28
Default fund contributions
29
Equity Exposures
30
31
32
33
34
35
Other Assets
CVA Capital Charge (risk‐weighted asset equivalent)
Advanced CVA Approach
Unstressed VaR with Multipliers
Stressed VaR with Multipliers
Simple CVA Approach
Advanced Approaches Operational Risk
36 Operational RWA
Actual in
$Millions
FFIEC 101 reference as of date
PY 1
Projected in $Millions
PY 2
PY 3
PY 4
PY 5
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AABGJ124
AABGJ125
AABGJ126
AABGJ127
AABGJ128
AABGJ129
AABGJ130
AABGJ131
AABGJ132
AABGJ133
AABGJ134
AABGJ135
AABGJ136
AABGJ137
AABGJ138
AABGJ139
AABG J142
AABG P920
AABG P921
AABG P922
AABG P923
AABG P924
Sum of AABGJ144,
AABGJ145,AABGJ146
Sum of AABGJ147,
AABGJ148, AABGJ149
AABG P926
AABG P925
AABGJ154
FR Y‐14A Schedule D.3 ‐ Advanced Risk‐Weighted Assets
Risk‐weighted Assets‐Advanced1, 2
Market Risk
37 Market RWA
VaR with Multiplier
38
Stressed VaR with Multiplier
39
Incremental Risk Charge (IRC)
40
Correlation Trading
41
Comprehensive Risk Measurement (CRM), Before Application of Surcharge
42
Standardized Measurement Method (100%) for Exposures Subject to CRM
43
CRM Floor Based on 100% of Standardized ‐ Net Long
44
CRM Floor Based on 100% of Standardized ‐ Net Short
45
Non‐modeled Securitization
46
Net Long
47
Net Short
48
Specific risk add‐on (excluding securitization and correlation)
49
50
51
52
53
54
55
56
Actual in
$Millions
FFIEC 101 reference as of date
AABG J153
PY 1
Projected in $Millions
PY 2
PY 3
PY 4
PY 5
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Sovereign debt positions
Government sponsored entity debt positions
Depository institution, foreign bank, and credit union debt positions
Public sector entity debt positions
Corporate debt positions
Equity
Other market risk
57
58
59
Assets subject to the general risk‐based capital requirements
Other RWA
Excess eligible credit reserves not included in tier 2 capital
60
Total RWA
Footnotes:
1
Amounts calculated as capital requirements should be converted to risk‐weighted assets by multiplying by 12.5.
2
Any assets deducted from capital should not be included in risk‐weighted assets.
AABGJ198
AABGJ152
FR Y‐14A Schedule D.4 ‐ Standardized Risk‐Weighted Assets
FR Y‐14A ‐ Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)
Risk‐weighted Assets‐Standardized1, 2
Standardized Approach Credit Risk
1 Credit RWA
2 Balance‐Sheet Asset Categories RWA
Cash and balances due from depository institutions
3
Federal funds sold and securities purchased under agreements to resell
4
Securities (excluding securitizations)
Held‐to‐maturity
5
Available‐for‐sale
6
Loans and leases on held for sale
Residential Mortgage exposures
7
High Volatility Commercial Real Estate (HVCRE) exposures
8
Past due exposures
9
All other exposures
10
Loans and leases, net of unearned income
Residential mortgage exposures
11
High Volatility Commercial Real Estate (HVCRE) exposures
12
Past due exposures
13
All other exposures
14
Trading assets (excluding securitizations that receive standardized charges)
15
All other assets
16
Securitization exposures
Held‐to‐maturity
17
Available‐for‐sale
18
Trading assets that are securitization exposures that receive standardized charges
19
All other on‐balance sheet securitization exposures
20
21
22
23
24
25
Actual in
$Millions
as of date
PY 1
Projected in $Millions
PY 2
PY 3
PY 4
PY 5
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‐
Off‐balance sheet securitization exposures
Derivatives and Off‐Balance‐Sheet Items RWA
Financial standby letters of credit
Performance standby letters of credit and transaction related contingent items
Commercial and similar letters of credit
FR Y‐14A Schedule D.4 ‐ Standardized Risk‐Weighted Assets
Risk‐weighted Assets‐Standardized1, 2
26
27
28
29
30
31
32
33
34
Actual in
$Millions
as of date
PY 1
Projected in $Millions
PY 2
PY 3
PY 4
PY 5
Retained recourse on small business obligations sold with recourse
Repo‐style transactions (excluding reverse repos)
All other off‐balance sheet liabilities
Unused commitments
Original maturity of one year or less, excluding ABCP conduits
Original maturity of one year or less to ABCP conduits
Original maturity exceeding one year
Unconditionally cancelable commitments
Over‐the‐counter derivatives
Centrally cleared derivatives
Market Risk
35 Market RWA
36 VaR with Multiplier
37 Stressed VaR with Multiplier
38 Incremental Risk Charge (IRC)
39 Correlation Trading
Comprehensive Risk Measurement (CRM), Before Application of Surcharge
40
Standardized Measurement Method (100%) for Exposures Subject to CRM
41
CRM Floor Based on 100% of Standardized ‐ Net Long
42
CRM Floor Based on 100% of Standardized ‐ Net Short
43
44 Non‐modeled Securitization
Net Long
45
Net Short
46
47 Specific risk add‐on (excluding securitization and correlation)
Sovereign debt positions
48
Government sponsored entity debt positions
49
Depository institution, foreign bank, and credit union debt positions
50
Public sector entity debt positions
51
Corporate debt positions
52
Equity
53
54 Other market risk
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FR Y‐14A Schedule D.4 ‐ Standardized Risk‐Weighted Assets
Risk‐weighted Assets‐Standardized1, 2
Actual in
$Millions
as of date
PY 1
Projected in $Millions
PY 2
PY 3
PY 4
PY 5
55 Excess allowance for loan and lease losses
56 Allocated transfer risk reserve
57 Total RWA
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Footnotes:
1
Amounts calculated as capital requirements should be converted to risk‐weighted assets by multiplying by 12.5.
2
Any assets deducted from capital should not be included in risk‐weighted assets.
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FR Y‐14A Schedule D.5 ‐ Leverage Exposure
FR Y‐14A ‐ Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)
Leverage Exposure (quarterly averages)
1
2
3
4
Leverage Exposure for Tier 1 Leverage Ratio (Applicable to All BHCs)
Average total consolidated assets
LESS: Deductions from common equity tier 1 capital and additional tier 1 capital (report as a positive value)
LESS: Other Deductions from (Additions to) Assets for Leverage Ratio Purposes (report as a positive value)
Total assets for the leverage ratio (item 1 less the sum of items 2 and items 3)
Leverage Exposure for Supplementary Leverage Ratio (Applicable to Advanced Approaches BHCs Only)
On‐balance sheet exposures
On‐balance sheet assets (excluding on‐balance sheet assets for repo‐style transactions and derivative exposures, but including cash
collateral received in derivative transactions)
5
6
LESS: Deductions from common equity tier 1 capital and additional tier 1 capital (report as a positive value)
Total on‐balance sheet exposures (excluding on‐balance sheet assets for repo‐style transactions and
7
derivative exposures, but including cash collateral received in derivative transactions) (item 5 less item 6)
8
9
10
11
12
13
14
15
Derivative exposures
Replacement cost for derivative exposures (net of cash variation margin)
Add‐on amounts for potential future exposure (PFE) for derivatives exposures
Gross‐up for cash collateral posted if deducted from the on‐balance sheet assets, except for cash variation margin
LESS: Deductions of receivable assets for cash variation margin posted in derivatives transactions,
if included in on‐balance sheet assets (report as a positive value)
LESS: Exempted CCP leg of client‐cleared transactions (report as a positive value)
Effective notional principal amount of sold credit protection
LESS: Effective notional principal amount offsets and PFE adjustments for sold credit protection (report as a positive value)
Total derivative exposures (sum of items 8, 9, 10 and 13, minus items 11, 12, and 14)
18
19
20
Repo‐style transactions
On‐balance sheet assets for repo‐style transactions
LESS: Reduction of the gross value of receivables in reverse repurchase transactions by cash payables in repurchase transactions under
netting agreements (report as a positive value)
Counterparty credit risk for all repo‐style transactions
Exposure for repo‐style transactions where a banking organization acts as an agent
Total exposures for repo‐style transactions (sum of items 16, 18, and 19 minus item 17)
21
22
23
Other off‐balance sheet exposures
Off‐balance sheet exposures at gross notional amounts
LESS: Adjustments for conversion to credit equivalent amounts (report as a positive value)
Off‐balance sheet exposures (item 21 less items 22)
24
Capital and total leverage exposures
Total leverage exposure (sum of items 7, 15, 20 and 23)
16
17
Actual in
$Millions
as of date
PY 1
PY 2
Projected in $Millions
PY 3
PY 4
PY 5
FR Y‐14A Schedule D.6 ‐ Planned Actions
FR Y‐14A ‐ Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)
Planned Actions
PY 1
Action #
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
Description
Action Type
Exposure Type
RWA Type
Common Equity
Tier 1
Tier 1
RWA_Standardized
RWA_Advanced
Total Assets for
Leverage Ratio
Total Leverage
Exposure for
Supplementary
Leverage Ratio
Balance Sheet
Impact
FR Y‐14A Schedule D.6 ‐ Planned Actions
FR Y‐14A ‐ Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)
Planned Actions
PY 2
Action #
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
Description
Action Type
Exposure Type
RWA Type
Common Equity
Tier 1
Tier 1
RWA_Standardized
RWA_Advanced
Total Assets for
Leverage Ratio
Total Leverage
Exposure for
Supplementary
Leverage Ratio
Balance Sheet
Impact
FR Y‐14A Schedule D.6 ‐ Planned Actions
FR Y‐14A ‐ Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)
Planned Actions
PY 3
Action #
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
Description
Action Type
Exposure Type
RWA Type
Common Equity
Tier 1
Tier 1
RWA_Standardized
RWA_Advanced
Total Assets for
Leverage Ratio
Total Leverage
Exposure for
Supplementary
Leverage Ratio
Balance Sheet
Impact
FR Y‐14A Schedule D.6 ‐ Planned Actions
FR Y‐14A ‐ Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)
Planned Actions
PY 4
Action #
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
Description
Action Type
Exposure Type
RWA Type
Common Equity
Tier 1
Tier 1
RWA_Standardized
RWA_Advanced
Total Assets for
Leverage Ratio
Total Leverage
Exposure for
Supplementary
Leverage Ratio
Balance Sheet
Impact
FR Y‐14A Schedule D.6 ‐ Planned Actions
FR Y‐14A ‐ Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)
Planned Actions
PY 5
Action #
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
Description
Action Type
Exposure Type
RWA Type
Common Equity
Tier 1
Tier 1
RWA_Standardized
RWA_Advanced
Total Assets for
Leverage Ratio
Total Leverage
Exposure for
Supplementary
Leverage Ratio
Balance Sheet
Impact
FR Y‐14A Schedule D.6 ‐ Planned Actions
FR Y‐14A ‐ Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario)
Planned Actions
Total
Action #
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
Description
Action Type
Exposure Type
RWA Type
Common Equity
Tier 1
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Tier 1
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‐
RWA_Standardized
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
RWA_Advanced
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Total Assets for
Leverage Ratio
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Total Leverage
Exposure for
Supplementary
Leverage Ratio
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Balance Sheet
Impact
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Confirm detailed description
of action provided in
separate attachment
FR Y‐14A Schedule D.6 ‐ Planned Actions
Planned Actions
PY 1
Action #
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
Description
Action Type
Exposure Type
RWA Type
Common Equity
Tier 1
Tier 1
RWA_Standardized
RWA_Advanced
Total Assets for
Leverage Ratio
Total Leverage
Exposure for
Supplementary
Leverage Ratio
Balance Sheet
Impact
FR Y‐14A Schedule D.6 ‐ Planned Actions
Planned Actions
PY 2
Action #
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
Description
Action Type
Exposure Type
RWA Type
Common Equity
Tier 1
Tier 1
RWA_Standardized
RWA_Advanced
Total Assets for
Leverage Ratio
Total Leverage
Exposure for
Supplementary
Leverage Ratio
Balance Sheet
Impact
FR Y‐14A Schedule D.6 ‐ Planned Actions
Planned Actions
PY 3
Action #
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
Description
Action Type
Exposure Type
RWA Type
Common Equity
Tier 1
Tier 1
RWA_Standardized
RWA_Advanced
Total Assets for
Leverage Ratio
Total Leverage
Exposure for
Supplementary
Leverage Ratio
Balance Sheet
Impact
FR Y‐14A Schedule D.6 ‐ Planned Actions
Planned Actions
PY 4
Action #
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
Description
Action Type
Exposure Type
RWA Type
Common Equity
Tier 1
Tier 1
RWA_Standardized
RWA_Advanced
Total Assets for
Leverage Ratio
Total Leverage
Exposure for
Supplementary
Leverage Ratio
Balance Sheet
Impact
FR Y‐14A Schedule D.6 ‐ Planned Actions
Planned Actions
PY 5
Action #
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
Description
Action Type
Exposure Type
RWA Type
Common Equity
Tier 1
Tier 1
RWA_Standardized
RWA_Advanced
Total Assets for
Leverage Ratio
Total Leverage
Exposure for
Supplementary
Leverage Ratio
Balance Sheet
Impact
FR Y‐14A Schedule D.6 ‐ Planned Actions
Planned Actions
Total
Action #
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
Description
Action Type
Exposure Type
RWA Type
Common Equity
Tier 1
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Tier 1
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
RWA_Standardized
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
RWA_Advanced
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Total Assets for
Leverage Ratio
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Total Leverage
Exposure for
Supplementary
Leverage Ratio
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Balance Sheet
Impact
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Confirm detailed description
of action provided in
separate attachment
FR Y‐14A Schedule D.6 ‐ Planned Actions
Planned Actions
PY 1
Action #
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
Description
Action Type
Exposure Type
Total impact of planned actions
Reported changes from prior period
RWA Type
Common Equity
Tier 1
‐
Tier 1
‐
RWA_Standardized
RWA_Advanced
‐
‐
Total Assets for
Leverage Ratio
‐
Total Leverage
Exposure for
Supplementary
Leverage Ratio
‐
Balance Sheet
Impact
‐
FR Y‐14A Schedule D.6 ‐ Planned Actions
Planned Actions
PY 2
Action #
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
Description
Action Type
Exposure Type
Total impact of planned actions
Reported changes from prior period
RWA Type
Common Equity
Tier 1
‐
Tier 1
‐
RWA_Standardized
‐
RWA_Advanced
‐
Total Assets for
Leverage Ratio
‐
Total Leverage
Exposure for
Supplementary
Leverage Ratio
‐
Balance Sheet
Impact
‐
FR Y‐14A Schedule D.6 ‐ Planned Actions
Planned Actions
PY 3
Action #
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
Description
Action Type
Exposure Type
Total impact of planned actions
Reported changes from prior period
RWA Type
Common Equity
Tier 1
‐
Tier 1
‐
RWA_Standardized
‐
RWA_Advanced
‐
Total Assets for
Leverage Ratio
‐
Total Leverage
Exposure for
Supplementary
Leverage Ratio
‐
Balance Sheet
Impact
‐
FR Y‐14A Schedule D.6 ‐ Planned Actions
Planned Actions
PY 4
Action #
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
Description
Action Type
Exposure Type
Total impact of planned actions
Reported changes from prior period
RWA Type
Common Equity
Tier 1
‐
Tier 1
‐
RWA_Standardized
‐
RWA_Advanced
‐
Total Assets for
Leverage Ratio
‐
Total Leverage
Exposure for
Supplementary
Leverage Ratio
‐
Balance Sheet
Impact
‐
FR Y‐14A Schedule D.6 ‐ Planned Actions
Planned Actions
PY 5
Action #
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
Description
Action Type
Exposure Type
Total impact of planned actions
Reported changes from prior period
RWA Type
Common Equity
Tier 1
‐
Tier 1
‐
RWA_Standardized
‐
RWA_Advanced
‐
Total Assets for
Leverage Ratio
‐
Total Leverage
Exposure for
Supplementary
Leverage Ratio
‐
Balance Sheet
Impact
‐
FR Y‐14A Schedule D.6 ‐ Planned Actions
Planned Actions
Total
Action #
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
Description
Action Type
Exposure Type
Total impact of planned actions
Reported changes from prior period
RWA Type
Common Equity
Tier 1
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Tier 1
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
RWA_Standardized
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
RWA_Advanced
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Total Assets for
Leverage Ratio
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Total Leverage
Exposure for
Supplementary
Leverage Ratio
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Balance Sheet
Impact
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Confirm detailed description
of action provided in
separate attachment
| File Type | application/pdf |
| File Title | FR_Y-14A_Regulatory_Capital_Transitions_template.xlsx |
| File Modified | 2016-01-14 |
| File Created | 2016-01-14 |