Form FR Y-14Q FR Y-14Q Quarterly PPNR Form

Capital Assessment and Stress Testing

FR_Y-14Q_PPNR_form

Pre-Provision Net Revenue (PPNR) - Quarterly

OMB: 7100-0341

Document [pdf]
Download: pdf | pdf
FR Y-14Q - Schedule G - PPNR Submission

PPNR Submission
Please indicate if deposits are 25% or more of total liabilities
Net Interest Income Designation Field - Populated Automatically

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

$Millions
Net Interest Income by Business Segment: (17)
Retail and Small Business
Domestic (11)
Credit and Charge Cards (10)
Mortgages
Home Equity
Retail and Small Business Deposits
Other Retail and Small Business Lending
International Retail and Small Business (16)
Commercial Lending
Investment Banking
Merchant Banking / Private Equity
Sales and Trading
Prime Brokerage
Other
Investment Management
Investment Services
Treasury Services
Insurance Services
Retirement / Corporate Benefits Products
Corporate / Other
Optional Immaterial Business Segments (7)

13

Total Net Interest Income (1)

14
14A
14B
14C
14D
14E
14F
14G
14H
14I
14J
14K

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)

14L
14M
14N
14O
14P
14Q
14R
14S
14T
15

FR Y9C Codes
Actual
-

-

-

-

-

-

MSR Value Changes due to Changes in Assumptions/Model Inputs/Other Net of
Hedge Performance (19)(21)
Other
Provisions to Repurchase Reserve / Liability for Residential Mortgage
Representations and Warranties (contra-revenue) (12)
Retail and Small Business Deposits
Non Sufficient Funds / Overdraft Fees - Gross
Debit Interchange - Gross
Other (22)
Other Retail and Small Business Lending
International Retail and Small Business (16)
Commercial Lending

-

FR Y-14Q - Schedule G - PPNR Submission

-

16
16A
16B
16C
16D
17
17A
17B
17C
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

Investment Banking
Advisory
Equity Capital Markets
Debt Capital Markets
Syndicated / Corporate Lending
Merchant Banking / Private Equity
Net Investment Mark-to-Market
Management Fees
Other
Sales and Trading
Equities
Commission and Fees
Other (23)
Fixed Income
Rates
Credit
Other
Commodities
Commission and Fees
Other
Prime Brokerage
Commission and Fees
Other
Investment Management
Asset Management
Wealth Management / Private Banking
Investment Services
Asset Servicing
Securities Lending
Other
Issuer Services
Other
Treasury Services
Insurance Services
Retirement / Corporate Benefits Products
Corporate / Other
Optional Immaterial Business Segments (7)

26

Total Non-Interest Income (2) (26)

-

27

Total Revenues

-

-

-

-

-

-

-

-

FR Y-14Q - Schedule G - PPNR Submission

31
32
33
34
34A
34B
35
36
37

Non Interest Expense:
Compensation Expense
Salary (14)
Benefits (14)
Commissions (6)
Stock Based Compensation
Cash Variable Pay
Operational Risk Expense (8)
Provisions to Repurchase Reserve / Liability for Residential Mortgage Representations
and Warranties (12)
Professional and Outside Services Expenses (13)
Expenses of Premises and Fixed Assets
BHCK4217
Amortization Expense and Impairment Losses for Other Intangible Assets
BHCKC232
Marketing Expense
Domestic Credit and Charge Card Marketing Expense (10)(15)(17)
Other
Other Real Estate Owned Expense
Provision for Unfunded Off-Balance Sheet Credit Exposures (to build/decrease item 141 (BHCKB557) in Balance Sheet)
Other Non-Interest Expense (4)

38

Total Non-Interest Expense (3)

28
28A
28B
28C
28D
28E
29
30

39

Actual 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)

-

-

-

BHCK4074+BHCK4
079BHCK4093+BHCKC
216-Line Item #40

-

BHCKC216
-

Footnotes to the PPNR Projections Worksheet
(1) Amount should equal item 49 of the PPNR NII Worksheet, if completed.
(2) Excludes Valuation Adjustment for firm's own debt under fair value option (FVO) in item 40.
(3) Excludes Goodwill Impairment included in item 41.
(4) Provide a further break out of significant items included in Other Non-Interest Expense such that no more than 5% of Non Interest Expense
are reported without further breakout:

(5)
(6)
(7)

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

FR Y-14Q - Schedule G - PPNR Submission

(8)

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

(9)

List segments from which item was excluded:

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

(19) Report changes in the MSR value here and not in any other items. Report changes in the MSR hedges here and not in any other items.
(20) Include economic amortization or scheduled and unscheduled payments, net of defaults under both FV and LOCOM accounting methods.
(21) Include MSR changes under both FV and LOCOM accounting methods.
(22) Among items included here are debit card contra-revenues and overdraft waivers, as applicable.
(23) Report all Non-Interest Income for Equities Sales and Trading, excluding Prime Brokerage (to be reported as a separate line item) and
excluding Commissions and Fees. This includes trading profits and other non-interest non-commission income.
(24) BHCs/IHCs should not report changes in value of the MSR asset or hedges within the trading book.
(25) List segments from which item was excluded:
(26) Exclude result of trading shock exercise (where applicable), as it is reported in item 42.
(27) List FR Y-9C HI Schedule items in which this item is normally reported although excluded from PPNR for this report:

FR Y-14Q - Schedule G - PPNR NII

PPNR Net Interest Income
Actual
1
2
2A
2B
3
4
5
6
6A
6B
6C

AverageAsset Balances ($Millions) (1)
First Lien Residential Mortgages (in Domestic Offices)
Second / Junior Lien Residential Mortgages (in Domestic Offices)
Closed-End Junior Liens
Home Equity Lines Of Credit (HELOCs)
C&I Loans (7)
CRE Loans (in Domestic Offices)
Credit Cards
Other Consumer
Auto Loans
Student Loans

-

-

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

7

Real Estate Loans (Not in Domestic Offices)

7A
7B
8
9
10
11
12
13
14
15
16

Residential Mortgages (First and Second Lien)
Other
Other Loans & Leases (10)
Nonaccrual Loans (5)
Securities (AFS and HTM) - Treasuries and Agency Debentures
Securities (AFS and HTM) - Agency RMBS (both CMOs and pass-throughs)
Securities (AFS and HTM) - Other
Trading Assets
Deposits with Banks & Other
Other Interest/Dividend Bearing Assets (2)
Other Assets

17

Total Average Asset Balances

18
19
19A
19B
20
21
22
23
23A
23B
23C
24
24A
24B
25
26
27
28
29
30
31
32

Average Rates Earned (%) (9)
First Lien Residential Mortgages (in Domestic Offices)
Second / Junior Lien Residential Mortgages (in Domestic Offices)
Closed-End Junior Liens
HELOCs
C&I Loans (7)
CRE Loans (in Domestic Offices)
Credit Cards
Other Consumer
Auto Loans
Student Loans
Other, incl. loans backed by securities (non-purpose lending)
Real Estate Loans (Not in Domestic Offices)
Residential Mortgages (First and Second Lien)
Other
Other Loans & Leases
Nonaccrual Loans (5)
Securities (AFS and HTM) - Treasuries and Agency Debentures
Securities (AFS and HTM) - Agency RMBS (both CMOs and pass-throughs)
Securities (AFS and HTM) - Other
Trading Assets
Deposits with Banks & Other
Other Interest/Dividend Bearing Assets

33

Total Interest Income

-

-

-

FR Y-14Q - Schedule G - PPNR NII

34
34A
34B
34C
34D
34E
35
35A
35B
36
36A
36B
36C
37
38

Average Liability Balances ($Millions)
Deposits-Domestic (6)
Non-Interest-Bearing Demand
Money Market Accounts
Savings
NOW, ATS, and other Transaction Accounts
Time Deposits
Deposits-Foreign (6)
Foreign Deposits
Foreign Deposits-Time
Fed Funds, Repos, & Other Short Term Borrowing
Fed Funds
Repos
Other Short Term Borrowing (11)
Trading Liabilities

39
40

Subordinated Notes Payable to Unconsolidated Trusts Issuing Trust Preferred
Securities (TruPS) and TruPS Issued by Consolidated Special Purpose Entities
Other Interest-Bearing Liabilities (3)(11)
Other Liabilities (11)

41

Total Average Liability Balances

-

-

-

-

47

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

48

Total Interest Expense

-

49

Total Net Interest Income (4)

-

42
42A
42B
42C
42D
42E
43
43A
43B
44
44A
44B
44C
45
46

0.0%

FR Y-14Q - Schedule G - PPNR NII

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

(3)

(4)
(5)

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.

Amount should equal item 13 of the PPNR Submission Worksheet.
Institutions are to provide additional details within the supporting documentation; the composition of the non-accrual loans by key loan type
over the reported time periods for each of the scenarios.

(6)
(7)
(8)
(9)
(10)

A sum of average domestic and foreign deposits should be equal to a sum of average BHDM6631, BHDM6636, BHFN6631, and BHFN6636.
Report C&I Graded, Small Business (Scored/Delinquency Managed), Corporate Card, Business Card
Rates are equal to zero by definition.
All rates are annualized.
Include loans secured by farmland here (BHDM1420) and other loans not accounted for in the other categories.
A Sum of line items 36C and 39 equals a sum of BHCK3190, BHCK4062, and interest-bearing liabilities reported in BHCK2750; line item 40
(11) captures non-interest bearing liabilities in BHCK2750

Are Other Average Interest-Bearing Asset Balances more than 5% of Total Average
Interest-Bearing Asset Balances?

N/A

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

N/A

FR Y-14Q - Schedule G - PPNR Metrics

PPNR Metrics
Actual
FR Y9C Codes

1
2
3
4
5

A. Metrics by Business Segment/Line (9)
Retail and Small Business Segment
Domestic (24)
Credit and Charge Cards
Total Open Accounts – End of Period
Credit and Charge Card Purchase Volume
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)

6

Mortgages and Home Equity Sold during the quarter (26)

7

Servicing Expenses (8)
Retail and Small Business Deposits
Total Open Checking and Money Market Accounts – End of Period (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
Sales and Trading Segment
Number of Employees (15)
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)

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

Units

#
$Millions
$Millions

BHCKF070+BHCKF071+BH
DMF674+BHDMF675

$Millions
$Millions
$Millions
$Millions
#
#
$Millions
#
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
#
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions

FR Y-14Q - Schedule G - PPNR Metrics

34

Transaction Volume

40

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

41
42
42A
42B
42C
42D
43
44
45
45A
45B
46
46A
46B
46C
47

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)

35
35A
35B
35C
36
37
37A
37B
37C
38
39

48
49

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

$Millions

$Millions
$Millions
$Millions
$Millions
$Millions

-

$Millions
$Millions
$Millions
$Millions
$Millions
#

-

$Millions

BHCK4150

BHCK2150

BHCKA220
BHCK8561

#
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions
$Millions

-

-

-

FR Y-14Q - Schedule G - PPNR Metrics

50
51
52
53

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
%

54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70

Quarter End Weighted Average Life of Assets (4) (6)
First Lien Residential Mortgages (in Domestic Offices) (33)
Closed-End Junior Residential Liens (in Domestic Offices)
Home Equity Lines Of Credit (HELOCs)
C&I Loans
CRE Loans (in Domestic Offices)
Credit Cards
Auto Loans
Student Loans
Other, incl. loans backed by securities (non-purpose lending) (7)
Residential Mortgages (First and Second Lien, Not in Domestic Offices)
Other Real Estate Loans (Not in Domestic Offices)
Other Loans & Leases
Securities (AFS and HTM) - Treasuries and Agency Debentures
Securities (AFS and HTM) - Agency RMBS (both CMOs and pass-throughs)
Securities (AFS and HTM) - Other
Trading Assets
All Other Earning Assets

71
72
73
74
75
76
77
78

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

83
84
85
85A

Average Domestic Deposit Repricing Beta in a 'Normal Environment' (5)
Money Market Accounts
Savings
NOW, ATS, and other Transaction Accounts
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)

85B

Index rate (if single term assumed) (29)

85C

Spread relative to the Index Rate (basis points) (29)

79
80
81
82

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

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

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

basis points

For downward
rate movements

Assumed Floor

FR Y-14Q - Schedule G - PPNR Metrics

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

Footnotes to the PPNR Metrics Worksheet
Provide metrics data for all quarters, but only if International Retail and Small Business Segment revenues exceeded 5% of Total Retail and Small Business Segment and Total
Retail and Small Business revenue exceeded 5% of total revenues in any of the last four actual quarters requested in the PPNR schedule.
Provide regional breakouts for all quarters but only if international revenue exceeded 5% of the total revenue in any of the last four actual quarters requested in the PPNR schedule.
Average oustanding principal balance fo residential mortgage loans the 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)

(12)
(13)
(14)

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/IHC-specific.
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.
Regions outside the US and Puerto Rico.
Report the grossed up "interest balances" that result from prime brokerage activities.
List items on PPNR Projections worksheet that include this item if any:

(15)
(16)
(17)
(18)
(19)

Full-time equivalent employees at end of current period (BHCK4150) for a given segment only.
Asia and Pacific region (incl. South Asia, Australia, and New Zealand)
Europe, Middle East, and Africa
Latin America, including Mexico
List Business Segments reported on PPNR Projections Worksheet that include this item if any:

(10)
(11)

(20) List Business Segments reported on PPNR Projections Worksheet that include this item if any:
(21) List Business Segments reported on PPNR Projections Worksheet that include this item if any:
(22) Refers to the balance sheet carrying amount of any equipment or other asset rented to others under operating leases, net of accumulated depreciation. The total in line item 49
should correspond to the amount provided in Y-9C Schedule HC-F Line 6, item 13 in the instructions. The amount included should only reflect collateral rented under operating
leases and not include collateral subject to capital/ financing type leases.
(23) Credit cards (including charge cards). List which line item(s) on PPNR Submission worksheet contain(s) the Cards Rewards/Partner Sharing contra-revenues and/or expenses.

(24)
(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.

FR Y-14Q - Schedule G - PPNR Metrics

(28) The term “curve” refers to the reference rate used to price time deposits. Given that the pricing of time deposits is dependent on the term, the institution should provide the
overall curve used to price time deposits. If the institution only assumes a single maturity term for new issuances, complete line 88B and 88C only, otherwise complete line 88A
only.
(29) If the institution only assumes a single maturity term for new issuance, then the institution should provide the relative index and spread used to estimate new business pricing in
lieu of the curve.
(30) A backlog should be based on probability weighted fees. The data should be consistent with historical internal reporting, not by market measurement. The last quarter should be
the BHC’s/IHC's latest backlog estimate.
(31) Provide description of the accounts included in this line item (e g. Negotiable Order of Withdrawal, Interest Bearing Checking, Non Interest Bearing Demand Deposit Account,
Money Market Savings, etc.)
(32) Please break out and explain nature of non-recurring items included in PPNR. Also indicate
which items on PPRN Projections worksheet include the items broken out in footnote 32:
(a)

Revenues (Net Interest Income + Non Interest Income)
$ Milllion
$ Milllion
$ Milllion
$ Milllion
$ Milllion
$ Milllion
$ Milllion

(b)

Non Interest Expenses
$ Milllion
$ Milllion
$ Milllion
$ Milllion
$ Milllion
$ Milllion
$ Milllion

(33) For WAL, exclude from the reported number Loans Held For Sale
(34)

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

Do international revenues exceed 5% of total revenues?

N/A


File Typeapplication/pdf
File Modified0000-00-00
File Created0000-00-00

© 2024 OMB.report | Privacy Policy