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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
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
Projected in $Millions
as of date
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
Real Estate Loans (Not in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Business and Corporate Card
Credit Cards
Other Consumer
Auto Loans
Student Loans
Other loans backed by securities (non‐purpose lending)
Other
Other Loans
Loans to Foreign Governments
Agricultural Loans
38
Loans for purchasing or carrying securities (secured or unsecured)
39
40
41
42
43
Loans to Depositories and Other Financial Institutions
All Other Loans and Leases
All Other Loans (exclude consumer loans)
All Other Leases
Total Loans and Leases
CASIP521
CASIP522
CASIP386
CASIP394
CASIP523
CASIP402
CASIP412
CASIP524
CASIP525
CASIP526
CASIP527
CASIP528
CASIP529
CASIP530
CASIP531
CASIP420
CASIP428
CASIP532
CASIP533
CASIP534
CASIP535
CASIP536
CASIP537
CASIP538
CASIP539
CASIP540
CASIP541
CASIP542
CASIP543
CASIP544
CASIP545
CASIP496
CASIP546
CASIP547
CASIP548
CASIP549
CASIP550
CASIP551
CASIP552
CASIP553
CASIP554
CASIP555
CASIP556
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSIP521
CPSIP522
CPSIP386
CPSIP394
CPSIP523
CPSIP402
CPSIP412
CPSIP524
CPSIP525
CPSIP526
CPSIP527
CPSIP528
CPSIP529
CPSIP530
CPSIP531
CPSIP420
CPSIP428
CPSIP532
CPSIP533
CPSIP534
CPSIP535
CPSIP536
CPSIP537
CPSIP538
CPSIP539
CPSIP540
CPSIP541
CPSIP542
CPSIP543
CPSIP544
CPSIP545
CPSIP496
CPSIP546
CPSIP547
CPSIP548
CPSIP549
CPSIP550
CPSIP551
CPSIP552
CPSIP553
CPSIP554
CPSIP555
CPSIP556
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
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‐
‐
‐
Sums in $Millions
PQ 2 ‐ PQ 6 ‐ PQ
PQ 5
9
9 ‐ Quarter
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
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‐
‐
‐
‐
FR Y‐14A Schedule A.1.a ‐ Income Statement
Actual in
$Millions
Item
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
Projected in $Millions
as of date
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
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Loans Secured by Farmland
C&I Loans
Credit Cards
Other Consumer
All Other Loans and Leases
Total Loans Held for Sale and Loans Accounted for under the Fair
Value Option
CASIP557
CASIP558
CASIP559
CASIP560
CASIP561
CASIP562
CASIP563
CASIP564
CASIP565
CASIP566
CASIP567
CASIP568
CASIP569
CASIP570
TRADING ACCOUNT
Trading MTM Losses
Trading Issuer Default Losses
Counterparty Credit MTM Losses (CVA losses)
Counterparty Default losses
Total Trading and Counterparty
‐
‐
‐
CPSIP557
CPSIP558
CPSIP559
CPSIP560
CPSIP561
CPSIP562
CPSIP563
CPSIP564
CPSIP565
CPSIP566
CPSIP567
CPSIP568
CPSIP569
CPSIP570
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
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‐
‐
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‐
‐
‐
CPSIP571
CPSIP572
CPSIP573
CPSIP574
CPSIP576
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASIC216
CPSIC216
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASIP577
CPSIP577
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASIP578
CASIP579
CPSIP578
CPSIP579
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
65
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
CASIP580
CPSIP580
‐
‐
‐
‐
‐
‐
‐
‐
‐
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
CASIP581
CASIP582
CASIP583
CASIP584
CASIP585
CASIP586
CASIP587
CASIP588
CASIP589
CASIP590
CPSIP581
CPSIP582
CPSIP583
CPSIP584
CPSIP585
CPSIP586
CPSIP587
CPSIP588
CPSIP589
CPSIP590
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
63
64
Sums in $Millions
PQ 2 ‐ PQ 6 ‐ PQ
PQ 5
9
9 ‐ Quarter
FR Y‐14A Schedule A.1.a ‐ Income Statement
Actual in
$Millions
Item
Projected in $Millions
as of date
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Corporate and Business Cards
Credit Cards
Other Consumer
All Other Loans and Leases
Unallocated
Provisions during the quarter
Real Estate Loans (in Domestic Offices)
Residential Mortgages
First Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Corporate and Business Cards
Credit Cards
Other Consumer
All Other Loans and Leases
Unallocated
Net charge‐offs during the quarter
Other ALLL Changes
ALLL, current quarter
CASIP591
CASIP592
CASIP593
CASIP594
CASIP595
CASIP596
CASIP597
CASIP598
CASIP599
CASIP600
CASIP601
CASIP602
CASIP603
CASI4230
CASIP604
CASIP605
CASIP606
CASIP607
CASIP608
CASIP609
CASIP610
CASIP611
CASIP612
CASIP613
CASIP614
CASIP615
CASIP616
CASIP617
CASIP618
CASIP619
CASIP620
CASIP621
CASIP622
CASIP623
CASIP624
CASIP625
CASIP626
CASIP627
CASI3123
CPSIP591
CPSIP592
CPSIP593
CPSIP594
CPSIP595
CPSIP596
CPSIP597
CPSIP598
CPSIP599
CPSIP600
CPSIP601
CPSIP602
CPSIP603
CPSI4230
CPSIP604
CPSIP605
CPSIP606
CPSIP607
CPSIP608
CPSIP609
CPSIP610
CPSIP611
CPSIP612
CPSIP613
CPSIP614
CPSIP615
CPSIP616
CPSIP617
CPSIP618
CPSIP619
CPSIP620
CPSIP621
CPSIP622
CPSIP623
CPSIP624
CPSIP625
CPSIP626
CPSIP627
CPSI3123
117
118
119
120
PRE‐PROVISION NET REVENUE
Net interest income
Noninterest income
Noninterest expense
Pre‐Provision Net Revenue
CASI4074
CASI4079
CASIP630
CASIP631
CPSI4074
CPSI4079
CPSIP630
CPSIP631
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
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Sums in $Millions
PQ 2 ‐ PQ 6 ‐ PQ
PQ 5
9
9 ‐ Quarter
‐
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FR Y‐14A Schedule A.1.a ‐ Income Statement
Actual in
$Millions
Item
121
122
123
124
125
126
127
128
Projected in $Millions
as of date
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
129 Applicable income taxes (foreign and domestic)
130 Income (loss) before extraordinary items and other adjustments
131 Extraordinary items and other adjustments, net of income taxes
132 Net income (loss) attributable to BHC and minority interests
CASIP632
CASI4230
CASIP633
CASIP634
CASIP635
CASI3196
CPSIP632
CPSI4230
CPSIP633
CPSIP634
CPSIP635
CPSI3196
CASI3521
CPSI3521
CASI4310
CPSI4310
CASI4302
CASI4300
CPSI4302
CPSI4300
CASI4320
CPSI4320
CASIG104
CPSIG104
CASIG103
CASI4340
CPSIG103
CPSI4340
135 Effective Tax Rate (%)
CASIP636
CPSIP636
CASIP637
CASIP638
CASIP195
CASIP639
CPSIP637
CPSIP638
CPSIP195
CPSIP639
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
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
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‐
133 Net income (loss) attributable to minority interests
134 Net income (loss) attributable to BHC
Sums in $Millions
PQ 2 ‐ PQ 6 ‐ PQ
PQ 5
9
9 ‐ Quarter
‐
‐
‐
‐
‐
‐
‐
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‐
‐
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‐
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‐
‐
‐
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‐
‐na‐
‐
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‐na‐
‐
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‐
‐na‐
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‐
‐na‐
‐
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‐na‐
‐
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‐na‐
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‐na‐
‐
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‐na‐
‐
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‐na‐
‐
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‐na‐
‐
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‐na‐
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‐
‐na‐
‐
‐
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
PQ 1
Item
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Assets
4
5
SECURITIES
Held to Maturity (HTM)
Available for Sale (AFS)
Total Securities
Of which:
Securitizations (investment grade)
Securitizations (non‐investment grade)
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
Total Loans and Leases
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
First Lien Mortgages
First Lien HELOAN
Second / Junior Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
1
2
3
CPSB1754
CPSB1773
CPSBP640
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‐
‐
‐
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‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSBP641
CPSBP642
CPSBP643
CPSB5367
CPSBP644
CPSBP645
CPSBP646
CPSB5368
CPSB1797
CPSBP647
CPSBP648
CPSB1460
CPSBP649
CPSBF160
CPSBF161
CPSB1420
CPSBP650
CPSBP651
CPSBP652
CPSBP653
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
Item
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Corporate Card
Business Card
Credit Cards
Charge Card
Bank Card
Other Consumer
Auto Loans
Student Loans
Other loans backed by securities (non‐purpose
lending)
Other
Other Loans and Leases
Loans to Foreign Governments
Agricultural Loans
Loans for purchasing or carrying securities (secured or
unsecured)
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
CPSBP654
CPSBP655
CPSBP656
CPSBP657
CPSBP658
CPSBP659
CPSBP660
CPSBP661
CPSBP662
CPSBP663
CPSBP664
CPSBP665
CPSBP666
CPSBP667
CPSBP668
CPSBK137
CPSBP669
CPSBP670
CPSBP671
CPSBP672
CPSB2081
CPSB1590
CPSB1545
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 1
PQ 2
PQ 3
PQ 7
PQ 8
PQ 9
‐
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‐
‐
‐
‐
‐
‐
‐
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‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSBP673
CPSBP674
CPSBJ451
CPSBF163
CPSBP675
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
Item
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
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
Real Estate Loans (Not in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
Owner‐Occupied
Non‐Owner‐Occupied
Loans Secured by Farmland
C&I Loans
C&I Graded
Small Business (Scored/Delinquency Managed)
Business and Corporate Card
Credit Cards
Other Consumer
CPSBP676
CPSBP677
CPSBP381
CPSBP389
CPSBP678
CPSBP397
CPSBP405
CPSBP679
CPSBP680
CPSBP681
CPSBP682
CPSBP683
CPSBP684
CPSBP685
CPSBP686
CPSBP415
CPSBP423
CPSBP687
CPSBP688
CPSBP689
CPSBP690
CPSBP691
CPSBP692
CPSBP693
CPSBP694
CPSBP695
CPSBP696
CPSBP697
CPSBP698
CPSBP699
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 1
PQ 2
PQ 3
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 or
89
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
95
96
97
98
99
100
101
102
103
104
105
106
107
Loans Held for Sale and Loans Accounted for under
the Fair Value Option
Real Estate Loans (in Domestic Offices)
First Lien Mortgages
Second / Junior Lien Mortgages
CRE Loans
Loans Secured by Farmland
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages
CRE Loans
Loans Secured by Farmland
C&I Loans
Credit Cards
Other Consumer
Other Loans and Leases
Total Loans Held for Sale and Loans Accounted for
under the Fair Value Option
108
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 1
PQ 2
PQ 3
PQ 7
PQ 8
PQ 9
CPSBP700
CPSBP491
CPSBP701
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSBP702
CPSBP703
CPSBP704
CPSBP705
CPSBP706
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSBP708
CPSBP709
CPSBP710
CPSBP711
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSBP712
CPSBP713
CPSBP714
CPSBP715
CPSBP716
CPSBP717
CPSBP718
CPSBP719
CPSBP720
CPSBP721
CPSBP722
CPSBP723
CPSBP724
CPSBP725
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSBP707
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
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
113
114
115
116
117
INTANGIBLES
Goodwill
Mortgage Servicing Rights
Purchased Credit Card Relationships and
Nonmortgage Servicing Rights
All Other Identifiable Intangible Assets
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
126
127
128
129
130
Premises and Fixed Assets
OREO
Commercial
Residential
Farmland
Collateral Underlying Operating Leases for Which the
Bank is the Lessor (1)
Autos
Other
Other Assets
Total Other
131 TOTAL ASSETS
CPSB2123
CPSB3123
CPSBP726
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 1
PQ 2
PQ 3
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSB3545
CPSB3163
CPSB3164
CPSBB026
CPSB5507
CPSBP727
CPSBP728
CPSBB987
CPSBB989
CPSB2145
CPSB2150
CPSBP729
CPSBP730
CPSBP731
CPSBP732
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSBP733
CPSBP734
CPSBP735
CPSBP736
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSB2170
‐
‐
‐
‐
‐
‐
‐
‐
‐
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
PQ 1
Item
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
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
CPSBP737
CPSBP738
CPSBP739
CPSBP740
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSB3548
CPSB3190
CPSB4062
CPSBC699
CPSB2750
CPSBB557
CPSB2948
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
PQ 1
Item
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
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)
CPSB3283
CPSB3230
CPSB3240
CPSB3247
CPSBB530
148 Other Equity Capital Components
149 Total BHC Equity Capital
CPSBA130
CPSB3210
Noncontrolling (Minority) Interests in Consolidated
Subsidiaries
151 Total Equity Capital
CPSB3000
150
CPSBG105
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Other
152
Unused Commercial Lending Commitments and
Letters of Credit
CPSBP741
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
(1) to the amount provided 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.
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
PQ 7
PQ 8
PQ 9
‐
‐
‐
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)
‐
‐
‐
‐
‐
‐
FR Y‐14A Schedule A.1.c.1 ‐ General RWA
Item
Market Risk
12 VaR‐based capital requirement
As of
date
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 1
PQ 2
PQ 3
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
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)
‐
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
38
contracts
Subinvestment grade credit derivative
39
contracts
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.1.c.2 ‐ Standardized RWA
As of
as of date
Item
PQ 1
Standardized Approach (Revised regulatory capital rule, July 2013)
Balance Sheet Asset Categories
CASS0010
CPSS0010
CASSC225
CPSSC225
CASS1754
CPSS1754
CASS1773
CPSS1773
CASSS413
CASSS419
CPSSS413
CPSSS419
CASSS423
CPSSS423
4d All other exposures
CASSS431
CPSSS431
Loans and leases, net of unearned income
5a Residential mortgage exposures
High Volatility Commercial Real Estate (HVCRE)
5b
exposures
CASSS439
CASSS445
CPSSS439
CPSSS445
CASSS449
CPSSS449
CASSS457
CPSSS457
CASS3545
CPSS3545
CASSB639
CPSSB639
1 Cash and balances due from depository institutions
Federal funds sold and securities purchased under
agreements to resell
Securities (excluding securitizations): Held‐to‐
3a
maturity
Securities (excluding securitizations): Available‐for‐
3b
sale
2
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
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 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
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)
CASSS475
CASSS480
CASSS485
CPSSS475
CPSSS480
CPSSS485
CASSS490
CPSSS490
CASSS495
CPSSS495
CASSS625
CPSSS625
Derivatives and Off‐Balance‐Sheet Asset Categories (Excluding Securitization Exposures)
11 Financial standby letters of credit
CASSB546
Performance standby letters of credit and transaction
CASS6570
12
related contingent items
Commercial and similar letters of credit with an
CASS3411
13
original maturity of one year or less
Retained recourse on small business obligations sold
CASSA250
14
with recourse
CASSS515
15 Repo‐style transactions (excluding reverse repos)
16 All other off‐balance sheet liabilities
Unused commitments: Original maturity of one year
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
17a
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 1
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 2
PQ 3
‐
‐
‐
‐
‐
‐
‐
‐
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
CPSSB546
CPSS6570
CPSS3411
CPSSA250
CPSSS515
CASSB681
CASSS525
CPSSB681
CPSSS525
CASSG591
CPSSG591
CASS6572
CPSS6572
CASSS540
CASSS626
CASSS627
CPSSS540
CPSSS626
CPSSS627
CASSS628
CPSSS628
CASSS580
CPSSS580
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
PQ 1
CASSN811
CASSN812
CASSN813
CASSN814
CPSSN811
CPSSN812
CPSSN813
CPSSN814
CASSN815
CASSN816
CASSN817
CASSN818
CPSSN815
CPSSN816
CPSSN817
CPSSN818
CASSN819
CASSN820
CASSN821
CPSSN819
CPSSN820
CPSSN821
CASSN822
CASSN823
CASSN824
CASSB825
CASS1651
CPSSN822
CPSSN823
CPSSN824
CPSSN825
CPSS1651
CASSB704
CPSSB704
40 LESS: Excess allowance for loan and lease losses
CASSA222
CPSSA222
41 LESS: Allocated transfer risk reserve
CASS3128
CPSS3128
CASSA223
CPSSA223
42
Total risk‐weighted assets (item 39 minus items 40
and 41)
43 Memoranda Items ‐‐ Derivatives
Current credit exposure across all derivative
44
contracts covered by the regulatory capital rule
CASS8764
CPSS8764
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 2
PQ 3
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
CASSS629
CPSSS629
CASSS630
CASSS631
CASSS632
CASSS633
CASSS634
CASSS635
CASSS636
CPSSS630
CPSSS631
CPSSS632
CPSSS633
CPSSS634
CPSSS635
CPSSS636
CASSS637
CPSSS637
CASSS638
CASSS639
CASSS640
CASSS641
CASSS642
CASSS643
CASSS644
CPSSS638
CPSSS639
CPSSS640
CPSSS641
CPSSS642
CPSSS643
CPSSS644
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 2
PQ 3
‐
‐
‐
‐
‐
‐
‐
‐
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
Advanced RWA
BHC Advanced RWA Worksheet: BHC ABC Inc. in BHC Baseline
Please note that for purposes of CCAR 2016, BHCs are not required to complete the following worksheet.
Actual in
$Millions
as of date
FFIEC 101 reference
Advanced Approaches Credit Risk (Including CCR and non‐trading credit risk), with 1.06 scaling factor and Operational Risk
CASAN835
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 transactions and OTC derivatives with crossproduct
netting—EAD adjustment method
14
RWA of eligible margin loans, repostyle transactions and OTC derivatives with crossproduct
netting—collateral reflected in LGD
15
RWA of eligible margin loans, repostyle transactions—no cross‐product netting—EAD
adjustment method
16
RWA of eligible margin loans, repostyle transactions—no cross‐product netting—collateral
reflected in LGD
17
18
RWA of OTC derivatives—no cross‐product netting—EAD adjustment method
19
RWA of OTC derivatives—no crossproduct netting—collateral reflected in LGD
20
Retail Exposures
Residential mortgage— closed‐end first lien exposures
21
Balance Sheet Amount
22
RWA
Residential mortgage— closed‐end junior lien exposures
23
Balance Sheet Amount
24
RWA
Residential mortgage—revolving exposures
25
Balance Sheet Amount
26
RWA
Qualifying revolving exposures
27
Balance Sheet Amount
28
RWA
Other retail exposures
29
Balance Sheet Amount
30
RWA
Securitization Exposures (72 Federal Register 69288, December 7, 2007)
31
32
33
34
35
36
37
38
39
40
Balance Sheet Amount
RWA
Securitization Exposures (Revised regulatory capital rule, July 2013)
Subject to supervisory formula approach (SFA)
Balance Sheet Amount
RWA
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
Sum of AABGJ151, AABGJ198
CASAN836
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 1
PQ 2
PQ 3
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSAN835
‐
‐
CPSAN836
AABBJ124
AABGJ124
CASAN837
CASAN838
CPSAN837
CPSAN838
AABBJ125
AABGJ125
CASAN839
CASAN840
CPSAN839
CPSAN840
AABBJ126
AABGJ126
CASAN841
CASAN842
CPSAN841
CPSAN842
AABBJ127
AABGJ127
CASAN843
CASAN844
CPSAN843
CPSAN844
AABBJ128
AABGJ128
CASAN845
CASAN846
CASAN847
CASAN848
CPSAN845
CPSAN846
CPSAN847
CPSAN848
‐
AABGJ129
CASAN849
CPSAN849
CASAN850
CPSAN850
AABGJ130
AABGJ131
AABGJ132
AABGJ133
AABGJ134
CASAN851
CPSAN851
CASAN852
CASAN853
CASAN854
CPSAN852
CPSAN853
CPSAN854
‐
AABBJ135
AABGJ135
CASAN855
CASAN856
CPSAN855
CPSAN856
AABBJ136
AABGJ136
CASAN857
CASAN858
CPSAN857
CPSAN858
AABBJ137
AABGJ137
CASAN859
CASAN860
CPSAN859
CPSAN860
AABBJ138
AABGJ138
CASAN861
CASAN862
CPSAN861
CPSAN862
AABBJ139
AABGJ139
CASAN863
CASAN864
CPSAN863
CPSAN864
Sum of AABBJ140,
AABBJ141, AABBJ142
Sum of AABGJ140,
AABGJ141, AABGJ142,
AABGJ143
CASAN865
CPSAN865
CASAN866
CPSAN866
CASAN867
‐
CPSAN867
CASAN868
CASAN869
CPSAN868
CPSAN869
CASAN870
CASAN871
CPSAN870
CPSAN871
CASAN872
CASAN873
CASAN874
‐
CPSAN872
CPSAN873
CPSAN874
Advanced RWA
41
42
43
44
45
46
47
48
Balance Sheet Amount
RWA
Repo‐style transactions
Balance Sheet Amount
RWA
Default fund contributions
Balance Sheet Amount
RWA
Equity Exposures RWA
Other Assets
Balance Sheet Amount
49
50
51
52
53
54
55
RWA
CVA Capital Charge (risk‐weighted asset equivalent)(Revised regulatory capital rule, July 2013)
Advanced CVA Approach
Unstressed VaR with Multipliers
Stressed VaR with Multipliers
Simple CVA Approach
Assets subject to the general risk‐based capital requirements
Operational RWA
56
Operational RWA
57
Total risk‐based capital requirement for operational risk without dependence assumptions
Market Risk
58 VaR‐based capital requirement
59 Stressed VaR‐based capital requirement
60 Incremental risk capital requirement
61 Comprehensive risk capital requirement (excluding non‐modeled correlation)
62 Non‐modeled Securitization
Net Long
63
Net Short
64
65 Specific risk add‐on (excluding securitization and correlation)
Sovereign debt positions
66
Government sponsored entity debt positions
67
Depository institution, foreign bank, and credit union debt positions
68
Public sector entity debt positions
69
Corporate debt positions
70
Equity
71
72 Capital requirement for de minimis exposures
73 Market risk equivalent assets
74 Other RWA
75 Excess eligible credit reserves not included in tier 2 capital
76 Total RWA
Sum of AABGJ144,
AABGJ145,AABGJ146
Sum of AABBJ147,
AABBJ148, AABBJ149
Sum of AABGJ147,
AABGJ148, AABGJ149
CASAN875
CASAN876
CPSAN875
CPSAN876
CASAN877
CASAN878
CPSAN877
CPSAN878
CASAN879
CASAN880
CASAN881
CPSAN879
CPSAN880
CPSAN881
CASAN882
CPSAN882
CASAN883
CPSAN883
‐
‐
AABGJ198
CASAN884
CASAN885
CASAN886
CASAN887
CASAN888
CASAJ198
AABGJ154
AASAJ084
CASAJ154
CASAJ084
CPSAJ154
CPSAJ084
bhck1651
CASAN811
CASAN812
CASAN813
CASAN814
CASAN815
CASAN816
CASAN817
CASAN818
CASAN819
CASAN820
CASAN821
CASAN822
CASAN823
CASAN824
CASAN825
CASA1651
CPSAN811
CPSAN812
CPSAN813
CPSAN814
CPSAN815
CPSAN816
CPSAN817
CPSAN818
CPSAN819
CPSAN820
CPSAN821
CPSAN822
CPSAN823
CPSAN824
CPSAN825
CPSA1651
AABGJ152
CASAN826
CASAJ152
CASAA223
‐
‐
‐
CPSAN884
CPSAN885
CPSAN886
CPSAN887
CPSAN888
CPSAJ198
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSAN826
CPSAJ152
‐
CPSAA223
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)*
PQ
PQ 1
Sums in $Millions
PQ 2 ‐
PQ 6 ‐
PQ 5
PQ 9
9‐Quarter
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASK3217
CPSK3217
CASKB507
CPSKB507
CASKB508
CASK4340
CPSKB508
CPSK4340
CASK3577
CASK3578
CPSK3577
CPSK3578
‐
‐
‐
‐
‐
‐
CASK3579
CASK3580
CASK4782
CASK4783
CASK4356
CASK4598
CASK4460
CASKB511
CPSK3579
CPSK3580
CPSK4782
CPSK4783
CPSK4356
CPSK4598
CPSK4460
CPSKB511
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASK4591
CPSK4591
CASK3581
CPSK3581
‐
‐
‐
‐
‐
‐
Total bank holding company equity capital end of current period (sum of items 3,
CASK3210
4, 5, 6, 7, 8, 9, 11, 14, 15, 16, less items 10, 12, 13)
CPSK3210
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
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
CASK3210
Net unrealized gains (losses) on available‐for‐sale securities (if a gain, report as a
CASK8434
positive value; if a loss, report as a negative value)
Net unrealized loss on available‐for‐sale equity securities (report loss as a
CASKA221
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
CASK4336
(former FASB statement No. 158) to defined benefit postretirement plans (if a
Nonqualifying perpetual preferred stock
CASKB588
23 Qualifying Class A noncontrolling (minority) interests in consolidated subsidiaries CASKG214
Qualifying restricted core capital elements (other than cumulative perpetual
preferred stock)
Qualifying mandatory convertible preferred securities of internationally active
25
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 retained earnings and is attributable to
27
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)
24
28 Subtotal (sum of items 18 plus 23 through 25, less items 19, 20, 21, 22, 26, 27)
PQ
CPSK3210
CASKG215
CPSKG215
CASKG216
CPSKG216
CASKB590
CPSKB590
CASKF264
CPSKF264
CPSKB591
CPSK5610
CPSKB592
CPSK8274
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)
CASKG217
CASKG218
CASK5310
CASK2221
CASKB594
CASK5311
CASK8275
CASKB595
CASK3792
CPSKG217
CPSKG218
CPSK5310
CPSK2221
CPSKB594
CPSK5311
CPSK8275
CPSKB595
CPSK3792
CASDP838
CPSDP838
CASDP742
CPSDP742
CASK3247
CASDB530
CPSK3247
CPSDB530
CASDP839
CPSDP839
CASDP840
CPSDP840
47
PQ 6
PQ 7
PQ 8
PQ 9
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
CPSKB588
CPSKC227
46
PQ 5
CPSKG214
CASKB591
CASK5610
CASKB592
CASK8274
44
45
PQ 4
CPSK4336
CASKC227
Common equity tier 1
Common stock and related surplus, net of treasury stock and unearned
employee stock ownership plan (ESOP) shares
Retained earnings
Accumulated other comprehensive income (AOCI)
Common equity tier 1 minority interest includable in common equity tier 1
capital
Common equity tier 1 before adjustments and deductions (sum of items 43
through 46)
PQ 3
CPSKA221
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)
43
PQ 2
CPSK8434
29
30
31
32
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)
PQ 1
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
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
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)),
49
net 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.
AOCI related adjustments: Net unrealized gains (losses) on available‐for‐sale
51 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)
CASDP841
CPSDP841
CASDP842
CPSDP842
CASDP843
CPSDP843
CASDP844
CPSDP844
CASDP845
CPSDP845
53
AOCI related adjustments: Accumulated net gains (losses) on cash flow hedges (if
CASDP846
a gain, report as a positive value; if a loss, report as a negative value)
CPSDP846
54
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)
CASDP847
CPSDP847
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)
CASDP848
CPSDP848
CASDP849
CPSDP849
CASDQ258
CPSDQ258
CASDP850
CPSDP850
CASDP851
CPSDP851
CASDP852
CPSDP852
CASKP853
CPSKP853
CASKP854
CPSKP854
CASKP855
CPSKP855
CASKP856
CPSKP856
CASDP857
CPSDP857
CASDP858
CPSDP858
CASDP859
CPSDP859
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
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)
62
63
64
65
66
67
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,
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 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)
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
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
68
69
70
71
72
73
As of Date
Additional tier 1 capital
Additional tier 1 capital instruments plus related surplus
Non‐qualifying capital instruments subject to phase out from additional tier 1
capital
Tier 1 minority interest not included in common equity tier 1 capital
Additional tier 1 capital before deductions
Additional tier 1 capital deductions
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
87
capital (sum of items 74 and 85)
PQ
CASDP860
CASDP861
CPSDP860
CPSDP861
CASDP862
CASDP863
CASDP864
CASDP865
CPSDP862
CPSDP863
CPSDP864
CPSDP865
CASD8274
CPSD8274
CASDP866
CASDP867
CASDP868
CASD5310
CPSDP866
CPSDP867
CPSDP868
CPSD5310
CASE5310
CPSE5310
CASDQ257
CPSDQ257
CASDP870
CPSDP870
CASEP870
CPSEP870
CASDP872
CASD5311
CPSDP872
CPSD5311
CASE5311
CPSE5311
CASD3792
CASE3792
CPSD3792
CPSE3792
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
88
CASDQ259
institutions in the form of common stock
Permitted offsetting short positions in relation to the specific gross holdings
CASDQ260
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 CASDQ261
zero)
PQ
Amount to be deducted from common equity tier 1 due to 10 percent deduction
92 threshold (greater of item 90 minus item 91 or zero), prior to transition
provisions
CASDP853
CPSDP853
CASDQ263
CPSDQ263
CASDQ264
CPSDQ264
CASDQ265
CPSDQ265
CASDQ262
CPSDQ262
Amount to be deducted from common equity tier 1 due to 10 percent deduction
CASDP854
threshold (greater of item 95 minus item 96 or zero), prior to transiton provisions
CPSDP854
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
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSDQ261
CPSDQ262
95
PQ 3
CPSDQ260
CASDQ262
Associated deferred tax liabilities which would be extinguished if the intangible
94
becomes impaired or derecognized under the relevant accounting standards
PQ 2
CPSDQ259
91 10 percent common equity tier 1 deduction threshold (10 percent of item 60)
MSAs, net of associated DTLs
93 Total mortgage servicing assets classified as intangible
PQ 1
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
CASDQ296
CPSDQ296
99 10 percent common equity tier 1 deduction threshold (10 percent of item 60)
CASDQ262
CPSDQ262
Amount to be deducted from common equity tier 1 due to 10 percent deduction
100 threshold (greater of item 98 minus item 99 or zero), prior to transition
provisions
CASDP855
CPSDP855
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
CASDQ266
CPSDQ266
102 15 percent common equity tier 1 deduction threshold (15 percent of item 60)
CASDQ267
CPSDQ267
103 Sum of items 92, 97, and 100
CASDQ268
104 Item 101 minus item 103
CASDQ269
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
CASDQ270
provisions
CPSDQ268
CPSDQ269
CPSDQ270
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
106
107
108
109
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)
CASK3368
CASDP875
CASDB596
CASDA224
110
111
112
113
114
115
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
CASDP972
CPSDP972
CASDP859
CPSDP859
CASK8274 ‐ CPSK8274
CASD8274
CPSD8274
CASK3792 ‐ CPSK3792
CASD3792
CPSD3792
(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
117
1 common capital deductions and adjustments
118 Total risk‐weighted assets using standardized approach
(Advanced approaches holding companies that exit parallel run only): total risk‐
119 weighted assets using advanced approaches rules ‐‐ BHCs are not required to fill
out this line item
116
CASE3792
CPSK3368
CPSDP875
CPSDB596
CPSDA224
CASKA223
CPSKA223
CPSDA223
CASEA223
CPSEA223
120 Total assets for the leverage ratio per revised regulatory capital rule (item 109)
CASKA224
CPSKA224
121 Tier 1 common ratio (%)
122 Common equity tier 1 ratio (%)
CASDP974
CASDP793
CPSDP974
CPSDP793
CASEP793
CPSEP793
CASD7206
CPSD7206
(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
127
capital ratio (%)
128 Tier 1 leverage ratio (%)
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSE3792
CASDA223
123
PQ 1
CASE7206
CPSE7206
CASD7205
CPSD7205
CASE7205
CPSE7205
CASD7204
CPSD7204
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
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
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
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.,
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
CASK5479
CASKC498
CASKA507
CPSK5479
CPSKC498
CPSKA507
CASK5483
CASK5484
CPSK5483
CPSK5484
CASKG219
CASKG220
CASK5990
CASKC502
CASKG221
CPSKG219
CPSKG220
CPSK5990
CPSKC502
CPSKG221
Is the bank holding company internationally active for purposes of the qualifying CASDQ271
restricted core capital limit tests?
CPSDQ271
Schedule HC‐F—Other Assets
140 Net deferred tax assets
CASK2148
CPSK2148
Schedule HC‐G—Other Liabilities
141 Net deferred tax liabilities
CASK3049
CPSK3049
142 Total number of bank holding company common shares outstanding (Millions)
CASK3459
CPSK3459
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
CASKG234
CASKG235
CPSKG234
CPSKG235
CASKC227
CASDQ272
CPSKC227
CPSDQ272
CASDQ273
CPSDQ273
CASDQ274
CPSDQ274
CASDQ275
CPSDQ275
CASDQ276
CPSDQ276
CASDQ277
CPSDQ277
CASDQ278
CASDQ279
CASDQ280
CASDQ281
CPSDQ278
CPSDQ279
CPSDQ280
CPSDQ281
Supplemental Capital Action Information (report in $Millions unless otherwise
noted)*****
156 Cash dividends declared on common stock
157 Common shares outstanding (Millions)
158 Common dividends per share ($)
CASD4460
CASDQ946
CASDQ282 ‐
CPSD4460
CPSDQ946
CPSDQ282
‐
‐
‐
‐
‐
‐
‐
‐
‐
159 Issuance of common stock for employee compensation
160 Other issuance of common stock
161 Total issuance of common stock
CASDQ283
CASDQ284
CASDQ285 ‐
CPSDQ283
CPSDQ284
CPSDQ285
‐
‐
‐
‐
‐
‐
‐
‐
‐
Schedule HC‐M—Memoranda
Deferred Tax Asset Information
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
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
162 Share repurchases to offset issuance for employee compensation
163 Other share repurchase
164 Total share repurchases
CASDQ286
CASDQ287
CASDQ288 ‐
CPSDQ286
CPSDQ287
CPSDQ288
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
CASKC699
CASDQ289
CPSKC699
CPSDQ289
Memoranda
*Please break out and explain below other adjustments to equity capital:
CASDQ290
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
167
**Please break out and explain below other additions to (deductions from) Tier 1
capital:
CASDQ291
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 preferred securities. Specifically, non
****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
CASDQ292
170 Taxes paid during the fiscal year ended one year ago
CASDQ293
171 Taxes paid through the as‐of date of the current fiscal year
CASDQ294
*****Please reconcile the Supplemental Capital Action and HI‐A projections (i.e.,
allocate the capital actions among the HI‐A buckets):
172
CASDQ295
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
PQ 1
First Lien Mortgages (in Domestic Offices)
1
Balances
2
New originations
CASRP382
CPSRP382
3
Paydowns
CASRP383
CPSRP383
4
Asset Purchases
CASRP384
CPSRP384
5
Asset Sales
CASRP385
CPSRP385
6
Loan Losses
CASRP386
CPSRP386
7
8
CASRP381
Cumulative interim loan losses ‐ Non PCI
CASRP387
Cumulative interim loan losses ‐ PCI
CASRP388
CPSRP381
First Lien HELOANs (in Domestic Offices)
9
Balances
CASRP389
CPSRP389
10
New originations
CASRP390
CPSRP390
11
Paydowns
CASRP391
CPSRP391
12
Asset Purchases
CASRP392
CPSRP392
13
Asset Sales
CASRP393
CPSRP393
14
Loan Losses
CASRP394
CPSRP394
15
Cumulative interim loan losses ‐ Non PCI
CASRP395
16
Cumulative interim loan losses ‐ PCI
CASRP396
Closed‐End Junior Liens (in Domestic Offices)
17
Balances
18
New originations
CASRP398
CPSRP398
19
Paydowns
CASRP399
CPSRP399
20
Asset Purchases
CASRP400
CPSRP400
21
Asset Sales
CASRP401
CPSRP401
22
Loan Losses
CASRP402
CPSRP402
CASRP397
23
Cumulative interim loan losses ‐ Non PCI
CASRP403
24
Cumulative interim loan losses ‐ PCI
CASRP404
CPSRP397
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
PQ 1
PQ 2
PQ 3
‐
‐
‐
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
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
CASRP405
CASRP406
‐
CPSRP405
CPSRP406
CPSRP407
CPSRP408
Paydowns
CASRP409
CPSRP409
30
Asset Purchases
CASRP410
CPSRP410
31
Asset Sales
CASRP411
CPSRP411
32
Loan Losses
CASRP412
CPSRP412
33
34
Cumulative interim loan losses ‐ Non PCI
CASRP413
Cumulative interim loan losses ‐ PCI
CASRP414
First Lien Mortgages and HELOANs (International)
35
Balances
CASRP415
CPSRP415
36
New originations
CASRP416
CPSRP416
37
Paydowns
CASRP417
CPSRP417
38
Asset Purchases
CASRP418
CPSRP418
39
Asset Sales
CASRP419
CPSRP419
40
Loan Losses
CASRP420
CPSRP420
41
Cumulative interim loan losses ‐ Non PCI
CASRP421
42
Cumulative interim loan losses ‐ PCI
CASRP422
Closed‐End Junior Liens and HELOCs (International)
43
Balances
44
New originations
CASRP424
CPSRP424
45
Paydowns
CASRP425
CPSRP425
CASRP423
CPSRP423
46
Asset Purchases
CASRP426
CPSRP426
47
Asset Sales
CASRP427
CPSRP427
48
Loan Losses
CASRP428
CPSRP428
49
Cumulative interim loan losses ‐ Non PCI
CASRP429
50
Cumulative interim loan losses ‐ PCI
CASRP430
‐
‐
‐
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
PQ 1
PQ 2
PQ 3
‐
‐
‐
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
Corporate Card (Domestic)
51
52
Balances
Paydowns
CASRP431
CPSRP431
CASRP432
CPSRP432
53
Asset Purchases
CASRP433
CPSRP433
54
Asset Sales
CASRP434
CPSRP434
55
Loan Losses
CASRP435
CPSRP435
CASRP436
CPSRP436
Business Card (Domestic)
56
Balances
57
Paydowns
CASRP437
CPSRP437
58
Asset Purchases
CASRP438
CPSRP438
59
Asset Sales
CASRP439
CPSRP439
60
Loan Losses
CASRP440
CPSRP440
Charge Card (Domestic)
61
62
63
64
65
Balances
Balance from vintages < PQ 1
CASRP441
CASRP442
Balance from vintage PQ 1 ‐ PQ 5
‐
CPSRP441
CPSRP442
CPSRP443
Balance from vintage PQ 6 ‐ PQ 9
CPSRP444
Paydowns
CASRP445
CPSRP445
66
Asset Purchases
CASRP446
CPSRP446
67
Asset Sales
CASRP447
CPSRP447
68
Loan Losses
CASRP448
CPSRP448
‐
‐
‐
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
PQ 1
PQ 2
PQ 3
‐
‐
‐
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
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
CASRP449
CASRP450
‐
CPSRP449
CPSRP450
CPSRP451
CPSRP452
Paydowns
CASRP453
CPSRP453
74
Asset Purchases
CASRP454
CPSRP454
75
Asset Sales
CASRP455
CPSRP455
Loan Losses
CASRP456
CPSRP456
73
76
Business and Corporate Card (International)
77
Balances
CASRP457
CPSRP457
78
Paydowns
CASRP458
CPSRP458
79
Asset Purchases
CASRP459
CPSRP459
80
Asset Sales
CASRP460
CPSRP460
Loan Losses
CASRP461
CPSRP461
81
Bank and Charge Card (International)
82
Balances
CASRP462
CPSRP462
83
Paydowns
CASRP463
CPSRP463
84
Asset Purchases
CASRP464
CPSRP464
85
Asset Sales
CASRP465
CPSRP465
Loan Losses
CASRP466
CPSRP466
86
Auto Loans (Domestic)
87
Balances
CASRP467
CPSRP467
88
New originations
CASRP468
CPSRP468
89
Paydowns
CASRP469
CPSRP469
90
Asset Purchases
CASRP470
CPSRP470
91
Asset Sales
CASRP471
CPSRP471
92
Loan Losses
CASRP472
CPSRP472
‐
‐
‐
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
PQ 1
Auto Loans (International)
93
Balances
CASRP473
CPSRP473
94
New originations
CASRP474
CPSRP474
95
Paydowns
CASRP475
CPSRP475
96
Asset Purchases
CASRP476
CPSRP476
97
Asset Sales
CASRP477
CPSRP477
Loan Losses
CASRP478
CPSRP478
98
Auto Leases (Domestic)
99
Balances
CASRP479
CPSRP479
100 New originations
CASRP480
CPSRP480
101 Paydowns
CASRP481
CPSRP481
102 Asset Purchases
CASRP482
CPSRP482
103 Asset Sales
CASRP483
CPSRP483
104 Loan Losses
CASRP484
CPSRP484
105 Balances
CASRP485
CPSRP485
106 New originations
CASRP486
CPSRP486
107 Paydowns
CASRP487
CPSRP487
Auto Leases (International)
108 Asset Purchases
CASRP488
CPSRP488
109 Asset Sales
CASRP489
CPSRP489
110 Loan Losses
CASRP490
CPSRP490
111 Balances
CASRP491
CPSRP491
112 New originations
CASRP492
CPSRP492
113 Paydowns
CASRP493
CPSRP493
114 Asset Purchases
CASRP494
CPSRP494
115 Asset Sales
CASRP495
CPSRP495
116 Loan Losses
CASRP496
CPSRP496
Student Loan
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
PQ 1
Small Business Loan ‐ Scored (Domestic)
117 Balances
CASRP497
CPSRP497
118 New originations
CASRP498
CPSRP498
119 Paydowns
CASRP499
CPSRP499
120 Asset Purchases
CASRP500
CPSRP500
121 Asset Sales
CASRP501
CPSRP501
122 Loan Losses
CASRP502
CPSRP502
123 Balances
CASRP503
CPSRP503
124 New originations
CASRP504
CPSRP504
125 Paydowns
CASRP505
CPSRP505
126 Asset Purchases
CASRP506
CPSRP506
127 Asset Sales
CASRP507
CPSRP507
128 Loan Losses
CASRP508
CPSRP508
129 Balances
CASRP509
CPSRP509
Small Business Loan ‐ Scored (International)
Other Consumer Loans and Leases (Domestic)
130 New originations
CASRP510
CPSRP510
131 Paydowns
CASRP511
CPSRP511
132 Asset Purchases
CASRP512
CPSRP512
133 Asset Sales
CASRP513
CPSRP513
134 Loan Losses
CASRP514
CPSRP514
135 Balances
CASRP515
CPSRP515
136 New originations
CASRP516
CPSRP516
137 Paydowns
CASRP517
CPSRP517
138 Asset Purchases
CASRP518
CPSRP518
139 Asset Sales
CASRP519
CPSRP519
140 Loan Losses
CASRP520
CPSRP520
Other Consumer Loans and Leases (International)
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
2004
$Millions
Original UPB
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt
Population)
Delinquency Status as of 3Q (Excluding
Exempt Population)
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)
2005
2006
2007
2008
2009
2010
Vintage
2011
2012
2013
2014
2015
Unallocated
CPSVP098
CPSVP099
Total
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
‐
‐
‐
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
All Scenarios
‐
All Scenarios
Total
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
All Scenarios
CPSVP100
CPSVP101
CPSVP102
CPSVP103
CPSVP104
CPSVP105
CPSVP106
CPSVP107
CPSVP108
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
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt
Population)
Projected Future Losses to BHC Charged to
Repurchase Reserve (Excluding Exempt
Population)
2004
2005
2006
2007
2008
2009
2010
Vintage
2011
2012
2013
2014
2015
Unallocated
CPSVP109
CPSVP110
CPSVP111
CPSVP112
Table A.3 Loss Projections for LOANS SOLD TO FANNIE MAE
$Millions
Projected Future Losses to BHC Charged to
Repurchase Reserve
P1
CPSRP113
P2
P3
Projected in $Millions
P4
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
$Millions
Original UPB
2004
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt
Population)
Delinquency Status as of 3Q (Excluding
Exempt Population)
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)
2005
2006
2007
2008
2009
2010
Vintage
2011
2012
2013
2014
2015
Unallocated
CPSVP114
CPSVP115
Total
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
‐
‐
‐
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
All Scenarios
‐
All Scenarios
Total
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
All Scenarios
CPSVP116
CPSVP117
CPSVP118
CPSVP119
CPSVP120
CPSVP121
CPSVP122
CPSVP123
CPSVP124
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
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt
Population)
Projected Future Losses to BHC Charged to
Repurchase Reserve (Excluding Exempt
Population)
2004
2005
2006
2007
2008
2009
2010
Vintage
2011
2012
2013
2014
2015
Unallocated
CPSVP125
CPSVP126
CPSVP127
CPSVP128
Table B.3 Loss Projections for LOANS
SOLD TO FREDDIE MAC
$Millions
Projected Future Losses to BHC Charged to
Repurchase Reserve
P1
CPSRP129
P2
P3
Projected in $Millions
P4
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
$Millions
Original UPB
2004
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt
Population)
Delinquency Status as of 3Q (Excluding
Exempt Population)
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)
2005
2006
2007
2008
2009
2010
Vintage
2011
2012
2013
2014
2015
Unallocated
CPSVP130
CPSVP131
Total
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
‐
‐
‐
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
‐
BHC Baseline Only
‐
‐
BHC Baseline Only
BHC Baseline Only
‐
All Scenarios
‐
All Scenarios
Total
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
All Scenarios
CPSVP132
CPSVP133
CPSVP134
CPSVP135
CPSVP136
CPSVP137
CPSVP138
CPSVP139
CPSVP140
CPSVP141
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
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt
Population)
Projected Future Losses to BHC Charged to
Repurchase Reserve (Excluding Exempt
Population)
2004
2005
2006
2007
2008
2009
2010
Vintage
2011
2012
2013
2014
2015
Unallocated
CPSVP142
CPSVP143
CPSVP144
CPSVP145
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
CPSRP146
P2
P3
Projected in $Millions
P4
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
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt
Population)
Delinquency Status as of 3Q (Excluding
Exempt Population)
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)
2005
2006
2007
2008
2009
2010
Vintage
2011
2012
2013
2014
2015
Unallocated
CPSVP147
CPSVP148
Total
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
‐
‐
‐
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
All Scenarios
‐
All Scenarios
Total
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
All Scenarios
CPSVP149
CPSVP150
CPSVP151
CPSVP152
CPSVP153
CPSVP154
CPSVP155
CPSVP156
CPSVP157
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
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt
Population)
Projected Future Losses to BHC Charged to
Repurchase Reserve (Excluding Exempt
Population)
2004
2005
2006
2007
2008
2009
2010
Vintage
2011
2012
2013
2014
2015
Unallocated
CPSVP158
CPSVP159
CPSVP160
CPSVP161
Table D.3 Loss Projections for LOANS SECURITIZED WITH MONOLINE INSURANCE
$Millions
Projected Future Losses to BHC Charged to
Repurchase Reserve
P1
CPSRP162
P2
P3
Projected in $Millions
P4
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
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt
Population)
Delinquency Status as of 3Q (Excluding
Exempt Population)
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)
2005
2006
2007
2008
2009
2010
Vintage
2011
2012
2013
2014
2015
Unallocated
CPSVP163
CPSVP164
Total
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
‐
‐
‐
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
All Scenarios
‐
All Scenarios
Total
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
All Scenarios
CPSVP165
CPSVP166
CPSVP167
CPSVP168
CPSVP169
CPSVP170
CPSVP171
CPSVP172
CPSVP173
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
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt
Population)
Projected Future Losses to BHC Charged to
Repurchase Reserve (Excluding Exempt
Population)
2004
2005
2006
2007
2008
2009
2010
Vintage
2011
2012
2013
2014
2015
Unallocated
CPSVP174
CPSVP175
CPSVP176
CPSVP177
Table E.3 Loss Projections for LOANS SECURITIZED WITHOUT MONOLINE INSURANCE
$Millions
Projected Future Losses to BHC Charged to
Repurchase Reserve
P1
CPSRP178
P2
P3
Projected in $Millions
P4
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
$Millions
Original UPB
2004
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt
Population)
Delinquency Status as of 3Q (Excluding
Exempt Population)
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)
2005
2006
2007
2008
2009
2010
Vintage
2011
2012
2013
2014
2015
Unallocated
CPSVP179
CPSVP180
Total
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
‐
‐
‐
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
BHC Baseline Only
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
All Scenarios
‐
All Scenarios
Total
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
BHC Baseline Only
‐
All Scenarios
CPSVP181
CPSVP182
CPSVP183
CPSVP184
CPSVP185
CPSVP186
CPSVP187
CPSVP188
CPSVP189
Table F.2 WHOLE LOANS SOLD, BHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE F.1
$Millions
Original UPB
Original UPB (Excluding Exempt Population)
Outstanding UPB (Excluding Exempt
Population)
Projected Future Losses to BHC Charged to
Repurchase Reserve (Excluding Exempt
Population)
2004
2005
2006
2007
2008
2009
2010
Vintage
2011
2012
2013
2014
2015
Unallocated
CPSVP190
CPSVP191
CPSVP192
CPSVP193
Table F.3 Loss Projections for WHOLE LOANS SOLD
$Millions
Projected Future Losses to BHC Charged to
Repurchase Reserve
P1
P2
P3
Projected in $Millions
P4
P5
P6
P7
P8
P9
P10 or Later
Total
CPSRP194
‐
All Scenarios
Table G.3 TOTAL Loss Projections
$Millions
Projected Future Losses to BHC Charged to
Repurchase Reserve
P1
P2
P3
Projected in $Millions
P4
P5
P6
P7
P8
P9
P10 or Later
Total
CPSRP195
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
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
Original UPB: Loans covered by completed
CPSVS646
settlements (Total)
CPSVS647
Original UPB: Loans covered by completed
settlements (No remaining liability)
CPSVS648
Original UPB: Loans covered by completed
settlements (liability remains)
Total Settlement paid
CPSVS649
Portion of Settlement for contractual
CPSVS650
Representation and Warranty claims
(excluding any penalties, damages, etc)
Loans sold to Freddie Mac
Original UPB: Loans covered by completed
settlements (Total)
2004
2005
2006
2007
2008
2009
2010
Vintage
2011
2012
2013
2014
2015
Unallocated
Total
‐
‐
‐
2004
2005
2006
2007
2008
2009
2010
Vintage
2011
2012
2013
2014
2015
Unallocated
Total
CPSVS651
‐
CPSVS652
Original UPB: Loans covered by completed
settlements (No remaining liability)
‐
CPSVS653
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)
‐
CPSVS654
CPSVS655
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
2015
Unallocated
Total
CPSVS656
‐
CPSVS657
Original UPB: Loans covered by completed
settlements (No remaining liability)
‐
CPSVS658
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)
‐
CPSVS659
CPSVS660
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
2015
Unallocated
Total
CPSVS661
‐
CPSVS662
Original UPB: Loans covered by completed
settlements (No remaining liability)
‐
CPSVS663
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)
‐
CPSVS664
CPSVS665
Vintage
Loans Securitized without Monoline
Insurance
Original UPB: Loans covered by completed
settlements (Total)
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
Unallocated
Total
CPSVS666
‐
CPSVS667
Original UPB: Loans covered by completed
settlements (No remaining liability)
‐
CPSVS668
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)
‐
CPSVS669
CPSVS670
FR Y‐14A Schedule A.2.b ‐ Retail Repurchase
Whole Loans Sold
Original UPB: Loans covered by completed
settlements (Total)
2004
2005
2006
2007
2008
2009
2010
Vintage
2011
2012
2013
2014
2015
Unallocated
Total
CPSVS671
‐
CPSVS672
Original UPB: Loans covered by completed
settlements (No remaining liability)
‐
CPSVS673
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)
‐
CPSVS674
CPSVS675
FR Y‐14A Schedule A.2.c ‐ ASC 310‐30
Item First Lien Mortgages
1 Carry Value
2 Allowance
3 Net Carry Value
Data Clarifications:
As of
PQ 1
PQ 2
PQ 3
Input as Positive
Input as Positive
Calculated
CASRN890
CASRN891
CASRN892 ‐
CPSRN890
CPSRN891
CPSRN892 ‐
‐
‐
CPSRN893
4
Unpaid Principal Balance
Input as Positive
CASRN893
Initial Day 1 Non‐Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on
Input as Positive
PCI Loans
CASRN894
5
6
Quarter Ending Non Accretable Difference (NAD)
Input as Positive
CASRN895
7
8
Cumulative Charge‐offs to Date (to NAD)
Cumulative Charge‐offs to Date (to Allowance)
Input as Negative
Input as Negative
CASRN896
CASRN897
9
Provisions to Allowance
Prov/(Reverse)
CASRN898
CPSRN898
Quarterly Charge‐offs to NAD
Quarterly Charge‐offs to Allowance
Input as Negative
Input as Negative
CASRN899
CASRN900
CPSRN899
CPSRN900
12
Accretable Yield Remaining
Input as Positive
CASRN901
CPSRN901
13
Accretable Yield Accreted to Income
Input as Negative
CASRN902
CPSRN902
Effective Yield (%)
Input as Percentage
CASRN903
CPSRN903
Item Second Lien HELOANs
1 Carry Value
2 Allowance
3 Net Carry Value
As of
PQ 1
PQ 2
PQ 3
Input as Positive
Input as Positive
Calculated
CASRN904
CASRN905
CASRN906 ‐
CPSRN904
CPSRN905
CPSRN906 ‐
‐
‐
CPSRN907
Data Clarifications:
4
Unpaid Principal Balance
Input as Positive
CASRN907
Initial Day 1 Non‐Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on
Input as Positive
PCI Loans
CASRN908
5
6
Quarter Ending Non Accretable Difference (NAD)
Input as Positive
CASRN909
7
8
Cumulative Charge‐offs to Date (to NAD)
Cumulative Charge‐offs to Date (to Allowance)
Input as Negative
Input as Negative
CASRN910
CASRN911
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
CPSRN895
10
11
14
Projected in $Millions
PQ 4
PQ 5
PQ 6
CPSRN909
9
Provisions to Allowance
Prov/(Reverse)
CASRN912
CPSRN912
10
11
Quarterly Charge‐offs to NAD
Quarterly Charge‐offs to Allowance
Input as Negative
Input as Negative
CASRN913
CASRN914
CPSRN913
CPSRN914
12
Accretable Yield Remaining
Input as Positive
CASRN915
CPSRN915
13
Accretable Yield Accreted to Income
Input as Negative
CASRN916
CPSRN916
14
Effective Yield (%)
Input as Percentage
CASRN917
CPSRN917
‐
‐
‐
FR Y‐14A Schedule A.2.c ‐ ASC 310‐30
Item HELOCs
1 Carry Value
2 Allowance
3 Net Carry Value
Data Clarifications:
Input as Positive
Input as Positive
Calculated
As of
PQ 1
PQ 2
PQ 3
CASRN918
CASRN919
CASRN920 ‐
CPSRN918
CPSRN919
CPSRN920 ‐
‐
‐
CPSRN921
4
Unpaid Principal Balance
Input as Positive
CASRN921
CASRN922
5
Initial Day 1 Non‐Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on
Input as Positive
PCI Loans
6
Quarter Ending Non Accretable Difference (NAD)
Input as Positive
CASRN923
7
8
Cumulative Charge‐offs to Date (to NAD)
Cumulative Charge‐offs to Date (to Allowance)
Input as Negative
Input as Negative
CASRN924
CASRN925
9
Provisions to Allowance
Prov/(Reverse)
CASRN926
CPSRN926
Quarterly Charge‐offs to NAD
Quarterly Charge‐offs to Allowance
Input as Negative
Input as Negative
CASRN927
CASRN928
CPSRN927
CPSRN928
12
Accretable Yield Remaining
Input as Positive
CASRN929
CPSRN929
13
Accretable Yield Accreted to Income
Input as Negative
CASRN930
CPSRN930
14
Effective Yield (%)
Input as Percentage
CASRN931
CPSRN931
As of
PQ 1
PQ 2
PQ 3
Input as Positive
Input as Positive
Calculated
CASRN932
CASRN933
CASRN934 ‐
CPSRN932
CPSRN933
CPSRN934 ‐
‐
‐
CPSRN935
Data Clarifications:
4
Unpaid Principal Balance
Input as Positive
CASRN935
Initial Day 1 Non‐Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on
Input as Positive
PCI Loans
CASRN936
5
6
Quarter Ending Non Accretable Difference (NAD)
Input as Positive
CASRN937
7
8
Cumulative Charge‐offs to Date (to NAD)
Cumulative Charge‐offs to Date (to Allowance)
Input as Negative
Input as Negative
CASRN938
CASRN939
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
CPSRN923
10
11
Item Other (specify in documentation)
1 Carry Value
2 Allowance
3 Net Carry Value
Projected in $Millions
PQ 4
PQ 5
PQ 6
CPSRN937
9
Provisions to Allowance
Prov/(Reverse)
CASRN940
CPSRN940
10
11
Quarterly Charge‐offs to NAD
Quarterly Charge‐offs to Allowance
Input as Negative
Input as Negative
CASRN941
CASRN942
CPSRN941
CPSRN942
12
Accretable Yield Remaining
Input as Positive
CASRN943
CPSRN943
13
Accretable Yield Accreted to Income
Input as Negative
CASRN944
CPSRN944
14
Effective Yield (%)
Input as Percentage
CASRN945
CPSRN945
‐
‐
‐
FR Y‐14A Schedule A.2.c ‐ ASC 310‐30
Item Portfolio to be acquired (specify in documentation)
1 Carry Value
2 Allowance
3 Net Carry Value
Data Clarifications:
Input as Positive
Input as Positive
Calculated
As of
PQ 1
PQ 2
PQ 3
CASRN946
CASRN947
CASRN948 ‐
CPSRN946
CPSRN947
CPSRN948 ‐
‐
‐
CPSRN949
4
Unpaid Principal Balance
Input as Positive
CASRN949
CASRN950
5
Initial Day 1 Non‐Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on
Input as Positive
PCI Loans
6
Quarter Ending Non Accretable Difference (NAD)
Input as Positive
CASRN951
7
8
Cumulative Charge‐offs to Date (to NAD)
Cumulative Charge‐offs to Date (to Allowance)
Input as Negative
Input as Negative
CASRN952
CASRN953
CPSRN951
9
Provisions to Allowance
Prov/(Reverse)
CASRN954
CPSRN954
10
11
Quarterly Charge‐offs to NAD
Quarterly Charge‐offs to Allowance
Input as Negative
Input as Negative
CASRN955
CASRN956
CPSRN955
CPSRN956
12
Accretable Yield Remaining
Input as Positive
CASRN957
CPSRN957
13
Accretable Yield Accreted to Income
Input as Negative
CASRN958
CPSRN958
14
Effective Yield (%)
Input as Percentage
CASRN959
CPSRN959
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
CCARP083
GRAND TOTAL
Actual
MM/DD/YYYY
Amortized Cost
Credit Loss
Portion
Non‐ Credit
Loss Portion
Total OTTI
CASCP087
CPSCN234
CPSCN235
CPSCP091
‐
‐
‐
‐
FR Y‐14A Schedule A.3.b ‐ OTTI Methodology and Assumptions for AFS and HTM Securities by Portfolio
Threshold for
Determining OTTI
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?
Macroeconomic/financial
variables used in loss
estimation
AFS and HTM Securities
CCARP084
CASMN243
CPSMN244
CASMN245
CASMN246
CASMN247
CASMN248
1 Agency MBS
2 Auction Rate Securities
3 CDO
4 CLO
5 CMBS
6 Common Stock (Equity)
7 Auto ABS
8 Credit Card ABS
9 Student Loan ABS
10 Other ABS (excl HEL ABS)
11 Corporate Bond
12 Covered Bond
Domestic Non‐Agency RMBS
13
(incl HEL ABS)
14 Foreign RMBS
15 Municipal Bond
16 Mutual Fund
17 Preferred Stock (Equity)
18 Sovereign Bond
19 US Treasuries & Agencies
20 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 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
PQ 1
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
AFS and HTM Securities
CCARP084
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 2
Accounting Actual Amortized
Cost
Credit Loss Non‐ Credit
Intent (AFS,
(MM/DD/YYYY)
Portion
Loss Portion
HTM)
CCARP092
0
CASPP087
CPSPN234
0
0
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
CPSPN235
CPSPP091 CPSPN234 CPSPN235 CPSPP091 CPSPN234 CPSPN235 CPSPP091 CPSPN234 CPSPN235 CPSPP091
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
0 ‐
0
0 ‐
0
0 ‐
0
0 ‐
*For 'Other' AFS securities, please provide name of security type in row 20 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
PQ 5
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
AFS and HTM Securities
CCARP084
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 6
Accounting Actual Amortized
Cost
Intent (AFS,
Credit Loss Non‐ Credit
(MM/DD/YYYY)
HTM)
Portion
Loss Portion
CCARP092
0
CASPP087
CPSPN234
0
0
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
CPSPN235
CPSPP091 CPSPN234 CPSPN235 CPSPP091 CPSPN234 CPSPN235 CPSPP091 CPSPN234 CPSPN235 CPSPP091
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
0 ‐
0
0 ‐
0
0 ‐
0
0 ‐
*For 'Other' AFS securities, please provide name of security type in row 20 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
PQ 9
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
AFS and HTM Securities
CCARP084
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
Accounting Actual Amortized
Cost
Intent (AFS,
Credit Loss Non‐ Credit
(MM/DD/YYYY)
HTM)
Portion
Loss Portion
CCARP092
0
CASPP087
CPSPN234
0
0
Total OTTI
CPSPN235
CPSPP091
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
0 ‐
*For 'Other' AFS securities, please provide name of security type in row 20 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.d ‐ Projected OCI and Fair Value for AFS Securities
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
AFS Securities
CCARP084
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
Projected OCI Based on Macro‐Economic Scenario
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
CASPP088 CPSPS677 CPSPS678 CPSPB530 CPSPS677 CPSPS678 CPSPB530 CPSPS677 CPSPS678 CPSPB530
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
* For 'Other' AFS securities, please provide name of security type in row 20 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.d ‐ Projected OCI and Fair Value for AFS Securities
Projected OCI Based on Macro‐Economic Scenario
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
AFS Securities
CCARP084
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
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
CPSPS677 CPSPS678 CPSPB530 CPSPS677 CPSPS678 CPSPB530 CPSPS677 CPSPS678 CPSPB530 CPSPS677 CPSPS678 CPSPB530
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
* For 'Other' AFS securities, please provide name of security type in row 20 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.d ‐ Projected OCI and Fair Value for AFS Securities
Projected OCI Based on Macro‐Economic Scenario
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
AFS Securities
CCARP084
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
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
CPSPS677 CPSPS678 CPSPB530 CPSPS677 CPSPS678 CPSPB530
Estimated Total Fair
Total
Projected Market Value after OCI
Shock applied to all
OCI in all
Quarters
Quarters
CPSPP088
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
* For 'Other' AFS securities, please provide name of security type in row 20 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.e ‐ AFS and HTM Fair Market Value Sources by Portfiolio
Principal Market Value Source
Please state whether a vendor or proprietary model is
used. If using a 3rd party vendor, please provide the
name(s) of the 3rd party vendor(s).
In general, how often are securities normally
AFS and HTM Securities
marked (e.g., daily, weekly, quarterly, etc.)?
CCARP084
CASMN240
CASMN241
1 Agency MBS
2 Auction Rate Securities
3 CDO
4 CLO
5 CMBS
6 Common Stock (Equity)
7 Auto ABS
8 Credit Card ABS
9 Student Loan ABS
10 Other ABS (excl HEL ABS)
11 Corporate Bond
12 Covered Bond
13 Domestic Non‐Agency RMBS (incl HEL ABS)
14 Foreign RMBS
15 Municipal Bond
16 Mutual Fund
17 Preferred Stock (Equity)
18 Sovereign Bond
19 US Treasuries & Agencies
20 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 necessary. If adding
additional rows, please ensure that grand totals sum appropriately.
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
CPSSN963
CPSSN964
CPSSN965
CPSSN966
CPSSN967
CPSSN968
CPSSN969
CPSSN970
CPSSN971
CPSSN972
CPSSN973
CPSSN974
CPSSN975
CPSSN976
CPSSN977
CPSSN978
CPSSN979
CPSSN980
‐
CPSSN981
CPSSN982
CPSSN983
CPSSN984
CPSSN985
CPSSN986
CPSSN987
CPSSN988
CPSSD950
CPSSD951
‐
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
CPSSN989
CPSSN990
CPSSN991
‐
2 Counterparty Credit MTM Losses (CVA losses)
2a
Counterparty CVA losses
2b
Offline reserve CVA losses
CPSSN992
CPSSN993
CPSSN994
‐
3 Counterparty Default Losses
3a
Impact of Counterparty Default hedges
CPSSN995
CPSSN996
FR Y‐14A Schedule A.6 ‐ Operational Risk Scenario Inputs and Projections
PY 1
Contribution
Type of Data Brief Description
CPSSN960
CPSSN961
Unit of
Measure
CPSSN962
PQ 1
Total $ ‐
Note: Please add more rows if needed.
PQ 2
PQ 3
Total
($millions)
PY 2
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
CPSNQ945
$ ‐
$ ‐
$ ‐
$ ‐
$ ‐
$ ‐
$ ‐
$ ‐
$ ‐
$ ‐
$ ‐
$ ‐
$ ‐
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
FR Y‐9C Codes
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
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)
CPSNQ159
CPSNQ160
CPSNQ161
CPSNQ162
CPSNQ163
CPSNQ164
CPSNQ165
CPSNQ166
CPSNQ167
CPSNQ168
CPSNQ169
CPSNQ170
CPSNQ171
CPSNQ172
CPSNQ173
CPSNQ174
CPSNQ175
CPSNQ176
CPSNQ177
CPSNQ178
CPSNQ179
13
Total Net Interest Income (1)
CPSN4074
FR Y‐14A Schedule A.7.a ‐ PPNR Projections
Projected in $Millions
FR Y‐9C Codes
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)
CPSNQ180
CPSNQ181
CPSNQ182
CPSNQ183
CPSNQ184
CPSNQ185
CPSNQ186
CPSNQ187
CPSNQ188
CPSNQ189
CPSNQ190
CPSNQ191
MSR Value Changes due to Changes in Assumptions/Model
Inputs/Other Net of Hedge Performance (19)(21)
CPSNQ192
Other
CPSNQ193
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 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSNQ194
CPSNQ195
CPSNQ196
CPSNQ197
CPSNQ198
CPSNQ199
CPSNQ200
CPSNQ201
CPSNQ202
CPSNQ203
CPSNQ204
CPSNQ205
CPSNQ206
CPSNQ207
CPSNQ208
CPSNQ209
CPSNQ210
FR Y‐14A Schedule A.7.a ‐ PPNR Projections
Projected in $Millions
FR Y‐9C Codes
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
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)
CPSNQ211
CPSNQ212
CPSNQ213
CPSNQ214
CPSNQ215
CPSNQ216
CPSNQ217
CPSNQ218
CPSNQ219
CPSNQ220
CPSNQ221
CPSNQ222
CPSNQ223
CPSNQ224
CPSNQ225
CPSNQ226
CPSNQ227
CPSNQ228
CPSNQ229
CPSNQ230
CPSNQ231
CPSNQ232
CPSNQ233
CPSNQ234
CPSNQ235
CPSNQ236
CPSNQ237
CPSNQ238
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
26
Total Non‐Interest Income (2) (26)
CPSN4079
‐
‐
‐
‐
‐
‐
‐
‐
‐
27
Total Revenues
CPSNQ239
‐
‐
‐
‐
‐
‐
‐
‐
‐
FR Y‐14A Schedule A.7.a ‐ PPNR Projections
Projected in $Millions
FR Y‐9C Codes
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSNP630
‐
‐
‐
‐
‐
‐
‐
‐
‐
BHCK4074‐
BHCK4079‐
BHCK4093+B CPSNP631
HCKC216‐Line
Item #40
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
31
32
33
34
34A
34B
35
36
37
Non Interest Expense:
Compensation Expense
CPSNQ240
Salary (14)
CPSNQ241
Benefits (14)
CPSNQ242
Commissions (6)
CPSNQ243
Stock Based Compensation
CPSNQ244
Cash Variable Pay
CPSNQ245
Operational Risk Expense (8)
CPSNQ246
Provisions to Repurchase Reserve / Liability for Residential Mortgage
CPSNQ247
Representations and Warranties (12)
Professional and Outside Services Expenses (13)
CPSNQ248
Expenses of Premises and Fixed Assets
BHCK4217
CPSN4217
Amortization Expense and Impairment Losses for Other Intangible Assets
BHCKC232
CPSNC232
Marketing Expense
CPSNQ249
Domestic Credit and Charge Card Marketing Expense (10)(15)(17)
CPSNQ250
Other
CPSNQ251
Other Real Estate Owned Expense
CPSNQ252
Provision for Unfunded Off‐Balance Sheet Credit Exposures (to build/decrease item 139 (BHCKB557) in CPSNQ253
Other Non‐Interest Expense (4)
CPSNQ254
38
Total Non‐Interest Expense (3)
28
28A
28B
28C
28D
28E
29
30
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)
BHCKC216
CPSNQ255
CPSNC216
CPSNQ256
FR Y‐14A Schedule A.7.a ‐ PPNR Projections
Projected in $Millions
FR Y‐9C Codes
PQ 1
PQ 2
PQ 3
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:
CPSNQ947
CPSNQ948
CPSNQ949
CPSNQ950
CPSNQ951
CPSNQ952
CPSNQ953
CPSNQ954
CPSNQ955
CPSNQ956
CPSNQ957
CPSNQ958
CPSNQ959
CPSNQ960
CPSNQ961
CPSNQ962
CPSNQ963
CPSNQ964
CPSNQ965
CPSNQ966
CPSNQ967
CPSNQ968
(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.
CPSNQ969
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.
(8)
(9)
List segments from which item was excluded:
CPSNQ970
(10)
(11)
(12)
Include domestic BHC issued credit and charge cards including those that result from a partnership agreement.
Applies to line items 1A‐1F; US and Puerto Rico only.
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.
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.a ‐ PPNR Projections
Projected in $Millions
FR Y‐9C Codes
PQ 1
(15)
PQ 2
PQ 3
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.
Revenues from regions outside the US and Puerto Rico.
See Instructions for description of standardized Business Segments/Lines. Unless specified otherwise, all numbers are global.
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.
(16)
(17)
(18)
(19)
(20)
(21)
(22)
Report changes in the MSR value here and not in any other items. Report changes in the MSR hedges here and not in any other items.
Include economic amortization or scheduled and unscheduled payments, net of defaults under both FV and LOCOM accounting methods.
Include MSR changes under both FV and LOCOM accounting methods.
Among items included here are debit card contra‐revenues 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)
(25)
BHCs should not report changes in value of the MSR asset or hedges within the trading book.
List segments from which item was excluded:
CPSNQ971
(26)
(27)
Exclude result of trading shock exercise (where applicable), as it is reported in item 42.
List FR Y‐9C HI Schedule items in which this item is normally reported although excluded from PPNR for this report:
CPSNQ972
PQ 4
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
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)
CPSNP975
CPSNP976
CPSNP977
CPSNP978
CPSNP979
CPSNP980
CPSNP981
CPSNP982
CPSNP983
CPSNP984
CPSNP985
7
Real Estate Loans (Not in Domestic Offices)
CPSNP986
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
CPSNP987
CPSNP988
CPSNP989
CPSNP990
CPSNP991
CPSNP992
CPSNP993
CPSNP994
CPSNP995
CPSNP996
CPSNP997
17
Total Average Asset Balances
CPSNP998
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 1
PQ 2
PQ 3
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
FR Y‐14A Schedule A.7.b ‐ PPNR Net Interest Income
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
CPSNQ012
CPSNQ013
CPSNQ014
CPSNQ015
CPSNQ016
CPSNQ017
CPSNQ018
CPSNQ019
CPSNQ020
CPSNQ021
33
Total Interest Income
CPSNQ022
PQ 1
PQ 2
PQ 3
‐
‐
‐
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
CPSNP999
CPSNQ002
CPSNQ003
CPSNQ004
CPSNQ005
CPSNQ006
CPSNQ008
CPSNQ009
CPSNQ010
‐
‐
‐
FR Y‐14A Schedule A.7.b ‐ PPNR Net Interest Income
34
34A
34B
34C
34D
34E
35
35A
35B
36
36A
36B
36C
37
38
Average Liability Balances ($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
CPSNQ023
CPSNQ024
CPSNQ025
CPSNQ026
CPSNQ027
CPSNQ028
CPSNQ029
CPSNQ030
CPSNQ031
CPSNQ032
CPSNQ033
CPSNQ034
CPSNQ035
CPSNQ036
CPSNQ037
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)
CPSNQ038
Other Liabilities (11)
CPSNQ039
41
Total Average Liability Balances
CPSNQ040
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 1
PQ 2
PQ 3
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
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
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
CPSNQ057
‐
‐
‐
‐
‐
‐
‐
‐
‐
49
Total Net Interest Income (4)
CPSS4074
‐
‐
‐
‐
‐
‐
‐
‐
‐
42
42A
42B
42C
42D
42E
43
43A
43B
44
44A
44B
44C
45
46
CPSNQ042
CPSNQ043
CPSNQ044
CPSNQ045
‐
‐
‐
‐
‐
‐
‐
‐
‐
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
0.0%
CPSNQ046
CPSNQ048
CPSNQ049
CPSNQ051
CPSNQ052
CPSNQ053
CPSNQ054
CPSNQ055
CPSNQ056
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
Footnotes to the Net Interest Income Worksheet
Exclude nonaccrual loans from lines 1‐8, reporting these balances in item 9. Include purchased credit impaired loans.
(1)
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.
(2)
CPSNQ973
CPSNQ974
CPSNQ975
CPSNQ976
CPSNQ977
CPSNQ978
CPSNQ979
CPSNQ980
CPSNQ981
CPSNQ982
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.
(3)
CPSNQ983
CPSNQ984
CPSNQ985
CPSNQ986
CPSNQ987
CPSNQ988
CPSNQ989
CPSNQ990
CPSNQ991
CPSNQ992
Amount should equal item 13 of the PPNR Projections Worksheet.
(4)
(5)
Institutions are to provide additional details within the supporting documentation; the composition of the non‐accrual loans by key loan type over the reported time periods for each of the scenarios.
A sum of average domestic and foreign deposits should be equal to a sum of average BHDM6631, BHDM6636, BHFN6631, and BHFN6636.
(6)
(7)
Report C&I Graded, Small Business (Scored/Delinquency Managed), Corporate Card, Business Card
(8)
Rates are equal to zero by definition.
(9)
All rates are annualized.
(10)
Include loans secured by farmland here (BHDM1420) and other loans not accounted for in the other categories.
(11)
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
PQ 9
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
FR Y‐9C Codes
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 1
Units
#
$Millions
$Millions
CPSNQ058
CPSNQ059
CPSNQ060
$Millions
$Millions
CPSNQ061
CPSNQ062
BHCKF070+BHCKF071+BH
DMF674+BHDMF675
$Millions
$Millions
CPSNQ063
CPSNQ064
#
#
CPSNQ065
CPSNQ066
$Millions
CPSNQ067
#
$Millions
$Millions
CPSNQ068
CPSNQ069
CPSNQ070
$Millions
$Millions
$Millions
$Millions
CPSNQ071
CPSNQ072
CPSNQ073
$Millions
$Millions
$Millions
CPSNQ075
CPSNQ076
CPSNQ077
$Millions
$Millions
$Millions
CPSNQ078
CPSNQ079
CPSNQ080
$Millions
$Millions
$Millions
CPSNQ081
CPSNQ082
CPSNQ083
$Millions
CPSNQ084
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
FR Y‐9C Codes
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
Units
PQ 1
PQ 2
PQ 3
PQ 4
Projected
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
#
$Millions
$Millions
$Millions
CPSNQ085
CPSNQ086
CPSNQ087
CPSNQ088
$Millions
CPSNQ089
$Millions
CPSNQ090
$Millions
CPSNQ091
$Millions
$Millions
CPSNQ092
CPSNQ093
$Millions
$Millions
$Millions
$Millions
$Millions
CPSNQ094
CPSNQ095
CPSNQ096
CPSNQ097
CPSNQ098
‐
‐
‐
‐
‐
‐
‐
‐
‐
$Millions
$Millions
$Millions
$Millions
$Millions
#
CPSNQ099
CPSNQ100
CPSNQ101
CPSNQ102
CPSNQ103
CPSNQ104
‐
‐
‐
‐
‐
‐
‐
‐
‐
$Millions
CPSNQ105
#
CPSNQ106
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
FR Y‐9C Codes
44
45
45A
45B
45C
45D
46
47
48
48A
48B
49
49A
49B
49C
50
51
52
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)
BHCK4150
BHCK2150
BHCKA220
BHCK8561
Units
#
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
CPSN4150
CPSNQ107
CPSNQ108
CPSNQ109
CPSNQ110
CPSNQ111
CPSNQ112
CPSNQ113
CPSNQ114
CPSNQ115
CPSNQ116
CPSN2150
CPSNQ117
CPSNQ118
CPSNQ119
CPSNQ120
$Millions
$Millions
CPSNA220
CPSN8561
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
BHCKC780
$Millions
Net Accretion of discount on PCI Loans included in interest Revenues
$Millions
Loans Held for Sale ‐ First Lien Residential Liens in Domestic Offices (Average Balances)
$Millions
Average Rate on Loans Held for Sale‐First Lien Residential Liens in Domestic Offices
%
CPSNC780
CPSNQ121
CPSNQ122
CPSNQ123
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
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)
Securities (AFS and HTM) ‐ Other
Trading Assets
All Other Earning Assets
CPSNQ124
CPSNQ125
CPSNQ126
CPSNQ127
CPSNQ128
CPSNQ129
CPSNQ130
CPSNQ131
CPSNQ132
CPSNQ133
CPSNQ134
CPSNQ135
CPSNQ136
CPSNQ137
CPSNQ138
CPSNQ139
CPSNQ140
months
months
months
months
months
months
months
months
months
months
months
months
months
months
months
months
months
PQ 1
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
FR Y‐9C Codes
74
75
76
77
78
79
80
81
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
PQ 1
Units
months
months
months
months
months
months
months
months
Money Market Accounts
basis points
83
Savings
basis points
84
NOW, ATS, and other Transaction Accounts
basis points
85
86
87
88
88A
88B
88C
(1)
Time Deposits
Average Foreign Deposit Repricing Beta in a 'Normal Environment' (5)
Foreign Deposits
Foreign Deposits‐Time
New Domestic Business Pricing for Time Deposits (27)
Curve (if multiple terms assumed) (28)
PQ 3
CPSNQ141
CPSNQ142
CPSNQ143
CPSNQ144
CPSNQ145
CPSNQ146
CPSNQ147
CPSNQ148
Average Domestic Deposit Repricing Beta in a 'Normal Environment' (5)
82
PQ 2
For
For upward downward
rate
rate
movements movements
Assumed
Floor
CPSNQ149 CPSNQ933
CPSNQ939
CPSNQ150 CPSNQ934
CPSNQ940
CPSNQ151 CPSNQ935
CPSNQ941
CPSNQ152 CPSNQ936
CPSNQ942
CPSNQ153 CPSNQ937
CPSNQ943
CPSNQ154 CPSNQ938
CPSNQ944
basis points
basis points
basis points
CPSNQ156
Index rate (if single term assumed) (29)
CPSNQ157
Spread relative to the Index Rate (29)
basis points
CPSNQ158
Footnotes to the PPNR Metrics Worksheet
Provide metrics data for all quarters, but only if International Retail and Small Business Segment revenues exceeded 5% of Total Retail and Small Business Segment and Total Retail and Small Business
revenue exceeded 5% of total revenues in any of the last four actual quarters requested in the PPNR schedule.
(2)
(3)
(4)
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 period. For the FR Y‐14A, given that it
covers forecasted time periods, the WAL should be forward‐looking which incorporates the changes to the projected WAL, including new business activity.
(5)
A rate movement in an environment where the repricing assumption assumed by each of the major deposit products is not restricted by a cap, floor, or zero. Beta should be reported as a balance‐
weighted average of the betas of the line items that contribute to the roll up point requested, with an as‐of date equal to the reporting date.
(6)
(7)
(8)
(9)
Reference PPNR Net Interest Income worksheet for product definitions.
Corresponds to line item 7C on the Net Interest Income worksheet
Include both direct and allocated expenses.
"Metrics by Business Segment/Line" correspond to Business Segments/Lines on PPNR Submission worksheet, unless explicitly stated otherwise. 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 BHC‐specific.
(10)
(11)
Assets under Management
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)
(13)
Regions outside the US and Puerto Rico.
Report the grossed up "interest balances" that result from prime brokerage activities.
PQ 4
Projected
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
FR Y‐9C Codes
(14)
Units
PQ 1
PQ 2
PQ 3
List items on PPNR Projections worksheet that include this item if any:
CPSNQ993
(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:
CPSNQ994
(20)
List Business Segments reported on PPNR Projections Worksheet that include this item if any:
CPSNQ995
(21)
List Business Segments reported on PPNR Projections Worksheet that include this item if any:
CPSNQ996
(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 only reflect collateral rented under
operating leases and not include collateral subject to capital/ financing type leases.
(23)
Credit cards (including charge cards). List which line item(s) on PPNR Submission worksheet contain(s) the Cards Rewards/Partner Sharing contra‐revenues and/or expenses.
CPSNQ997
(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 Mortgages and Home Equity business line.
New business pricing for time deposits refers to the anticipated average rate on newly issued domestic time deposits, including renewals. Given that time deposits have a stated maturity, all time
deposits issued for that time period are considered new business.
(28)
The term “curve” refers to the reference rate used to price time deposits. Given that the pricing of time deposits is dependent on the term, the institution should provide the overall curve used to price
time deposits. If the institution only assumes a single maturity term for new issuances, complete line 88B and 88C only, otherwise complete line 88A only.
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.
(29)
PQ 4
Projected
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
PQ 1
FR Y‐9C Codes
Units
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.
(30)
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.)
(31)
CPSNQ998
(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)
CPSNQ999
CPSNR002
CPSNR004
CPSNR006
CPSNR008
CPSNR010
CPSNR012
(b)
$ Milllion
$ Milllion
$ Milllion
$ Milllion
$ Milllion
$ Milllion
$ Milllion
CPSNR001
CPSNR003
CPSNR005
CPSNR007
CPSNR009
CPSNR011
CPSNR013
$ Milllion
$ Milllion
$ Milllion
$ Milllion
$ Milllion
$ Milllion
$ Milllion
CPSNR015
CPSNR017
CPSNR019
CPSNR021
CPSNR023
CPSNR025
CPSNR027
Non Interest Expenses
CPSNR014
CPSNR016
CPSNR018
CPSNR020
CPSNR022
CPSNR024
CPSNR026
(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)
CPSNR028
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.xlsx |
| File Modified | 2016-01-21 |
| File Created | 2016-01-21 |