Form FR Y-14A FR Y-14A Adjusted Capital Plan (Summary)

Capital Assessments and Stress Testing Reports

FR_Y-14A_Summary_form

Adjusted Capital Plan Submission - Annual

OMB: 7100-0341

Document [pdf]
Download: pdf | pdf
FR Y-14A Schedule A - Summary
Summary Submission Cover Sheet
All BHCs and IHCs are expected to complete a version of the Summary template for each required scenario - BHC Baseline, BHC Stress, Supervisory Baseline, Supervisory Adverse, and Supervisory Severely Adverse - and additional
scenarios that are named accordingly.
BHCs and IHCs should complete all relevant cells in the corresponding worksheets, including this cover page. BHCs and IHCs 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.

Institution Name:
RSSD ID:
Source:
Submission Date (MM/DD/YYYY):
When Received:

BHC or IHC

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
38
39
40
41
42
43

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
Loans for purchasing or carrying securities (secured or unsecured)
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

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

FR Y-14A Schedule A.1.a - Income Statement

Sums 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
38
39
40
41
42
43

PQ 2 - PQ 5
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
Loans for purchasing or carrying securities (secured or unsecured)
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

-

PQ 6 - PQ 9

-

9-Quarter

-

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

Projected in $Millions

as of date
LOSSES ASSOCIATED WITH HELD FOR SALE LOANS AND LOANS ACCOUNTED FOR UNDER THE FAIR VALUE OPTION
CASIP557
Real Estate Loans (in Domestic Offices)
CASIP558
First Lien Mortgages
CASIP559
Second / Junior Lien Mortgages
CASIP560
CRE Loans
CASIP561
Loans Secured by Farmland
CASIP562
Real Estate Loans (Not in Domestic Offices)
CASIP563
Residential Mortgages
CASIP564
CRE Loans
CASIP565
Loans Secured by Farmland
CASIP566
C&I Loans
CASIP567
Credit Cards
CASIP568
Other Consumer
CASIP569
All Other Loans and Leases
CASIP570
Total Loans Held for Sale and Loans Accounted for under the Fair Value Option
-

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

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

58
59
60
61
62

TRADING ACCOUNT
Trading MTM Losses
Trading Issuer Default Losses
Counterparty Credit MTM Losses (CVA losses)
Counterparty Default losses
Total Trading and Counterparty

63
64
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

CASIC216
CASIP577
CASIP578
CASIP579

CPSIC216
CPSIP577
CPSIP578
CPSIP579

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

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

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

CPSIP571
CPSIP572
CPSIP573
CPSIP574
CPSIP576

FR Y-14A Schedule A.1.a - Income Statement

Sums in $Millions
Item

PQ 2 - PQ 5

44
45
46
47
48
49
50
51
52
53
54
55
56

LOSSES ASSOCIATED WITH HELD FOR SALE LOANS AND LOANS ACCOUNTED FOR U
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

57

Total Loans Held for Sale and Loans Accounted for under the Fair Value Option

58
59
60
61
62

PQ 6 - PQ 9

9-Quarter

-

-

-

-

-

-

TRADING ACCOUNT
Trading MTM Losses
Trading Issuer Default Losses
Counterparty Credit MTM Losses (CVA losses)
Counterparty Default losses
Total Trading and Counterparty

-

-

-

63
64
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

-

-

-

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

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

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

FR Y-14A Schedule A.1.a - Income Statement

Sums in $Millions
Item

PQ 2 - PQ 5

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

117
118
119
120

PRE-PROVISION NET REVENUE
Net interest income
Noninterest income
Noninterest expense
Pre-Provision Net Revenue

PQ 6 - PQ 9

9-Quarter

-

-

-

-

-

-

FR Y-14A Schedule A.1.a - Income Statement
Actual in
$Millions
Item
121
122
123
124
125
126
127
128

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

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

CASIP632
CASI4230
CASIP633
CASIP634
CASIP635
CASI3196
CASI3521
CASI4310

CPSIP632
CPSI4230
CPSIP633
CPSIP634
CPSIP635
CPSI3196
CPSI3521
CPSI4310

129 Applicable income taxes (foreign and domestic)
130 Income (loss) before extraordinary items and other adjustments

CASI4302
CASI4300

CPSI4302
CPSI4300

-

-

-

-

-

-

-

-

-

131 Extraordinary items and other adjustments, net of income taxes
132 Net income (loss) attributable to BHC and minority interests

CASI4320
CASIG104

CPSI4320
CPSIG104

-

-

-

-

-

-

-

-

-

133 Net income (loss) attributable to minority interests
134 Net income (loss) attributable to BHC

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

-na-

-

-na-

-

-na-

-

-na-

-

-na-

-

-na-

-

-na-

-

-na-

-

-na-

-

FR Y-14A Schedule A.1.a - Income Statement

Sums in $Millions
Item
121
122
123
124
125
126
127
128

PQ 2 - PQ 5
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

PQ 6 - PQ 9

9-Quarter

-

-

-

-

-

-

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

-

-

-

133 Net income (loss) attributable to minority interests
134 Net income (loss) attributable to BHC

-

-

-

135 Effective Tax Rate (%)

136
137
138
139

REPURCHASE RESERVE/LIABILITY FOR MORTGAGE REPS AND WARRANTIES
Reserve, prior quarter
Provisions during the quarter
Net charges during the quarter
Reserve, current quarter

-na-

-

-na-

-

-na-

-

FR Y-14A Schedule A.1.b - Balance Sheet
PQ 1

Item

PQ 2

PQ 3

PQ 4

Projected in $Millions
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
24
25
26
27
28
29

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
Construction
Multifamily
Nonfarm, Non-residential
Owner-Occupied
Non-Owner-Occupied
Loans Secured by Farmland

1
2
3

CPSB1754
CPSB1773
CPSBP640

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

CPSBP641
CPSBP642

CPSBP643
CPSB5367
CPSBP644
CPSBP645
CPSBP646
CPSB5368
CPSB1797
CPSBP647
CPSBP648
CPSB1460
CPSBP649
CPSBF160
CPSBF161
CPSB1420
CPSBP650
CPSBP651
CPSBP652
CPSBP653
CPSBP654
CPSBP655
CPSBP656
CPSBP657
CPSBP658
CPSBP659

FR Y-14A Schedule A.1.b - Balance Sheet

Item
30
31
32
33
34
35
36
37
38
39
40

PQ 1
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

41 Other loans backed by securities (non-purpose lending)
42
43
44
45
46
47
48
49
50
51

Other
Other Loans and Leases
Loans to Foreign Governments
Agricultural Loans
Loans for purchasing or carrying securities (secured or
unsecured)
Loans to Depositories and Other Financial Institutions
All Other Loans and Leases
All Other Loans (exclude consumer loans)
All Other Leases
Total Loans and Leases

CPSBP660
CPSBP661
CPSBP662
CPSBP663
CPSBP664
CPSBP665
CPSBP666
CPSBP667
CPSBP668
CPSBK137
CPSBP669
CPSBP670
CPSBP671
CPSBP672
CPSB2081
CPSB1590
CPSB1545
CPSBP673
CPSBP674
CPSBJ451
CPSBF163
CPSBP675

PQ 2

PQ 3

PQ 4

Projected in $Millions
PQ 5
PQ 6

PQ 7

PQ 8

PQ 9

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

FR Y-14A Schedule A.1.b - Balance Sheet
PQ 1

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

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

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

PQ 2

PQ 3

PQ 4

Projected in $Millions
PQ 5
PQ 6

PQ 7

PQ 8

PQ 9

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

FR Y-14A Schedule A.1.b - Balance Sheet

Item
81 Other Consumer
82 Auto Loans
83 Student Loans
84 Other loans backed by securities (non-purpose lending)
85
86
87
88
89
90
91
92
93
94

95
96
97
98
99
100
101
102
103
104
105
106
107
108

Other
Other Loans and Leases
Loans to Foreign Governments
Agricultural Loans
Loans for purchasing or carrying securities (secured or
unsecured)
Loans to Depositories and Other Financial Institutions
All Other Loans and Leases
All Other Loans (exclude consumer loans)
All Other Leases
Total Loans and Leases
Loans Held for Sale and Loans Accounted for under the Fair
Value Option
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

PQ 1
CPSBP699
CPSBP700
CPSBP491

PQ 2

PQ 3

PQ 4

Projected in $Millions
PQ 5
PQ 6

PQ 7

PQ 8

PQ 9

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

CPSBP712
CPSBP713
CPSBP714
CPSBP715
CPSBP716
CPSBP717
CPSBP718
CPSBP719
CPSBP720
CPSBP721
CPSBP722
CPSBP723
CPSBP724

-

-

-

-

-

-

-

-

-

CPSBP725

-

-

-

-

-

-

-

-

-

CPSBP701
CPSBP702
CPSBP703
CPSBP704
CPSBP705
CPSBP706
CPSBP707
CPSBP708
CPSBP709
CPSBP710
CPSBP711

FR Y-14A Schedule A.1.b - Balance Sheet
PQ 1

Item
109 Unearned Income on Loans
110 Allowance for Loan and Lease Losses
Loans and Leases (Held for Investment and Held for Sale),
111 Net of Unearned Income and Allowance for Loan and Lease
Losses
TRADING
112 Trading Assets
INTANGIBLES
113 Goodwill
114 Mortgage Servicing Rights
Purchased Credit Card Relationships and Nonmortgage
115
Servicing Rights
116 All Other Identifiable Intangible Assets
117 Total Intangible Assets

118
119
120
121
122
123
124
125
126
127
128
129
130

OTHER
Cash and cash equivalent
Federal funds sold
Securities purchased under agreements to resell
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

PQ 2

PQ 3

PQ 4

Projected in $Millions
PQ 5
PQ 6

PQ 7

PQ 8

PQ 9

CPSB2123
CPSB3123

-

-

-

-

-

-

-

-

-

CPSBP726

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

CPSBP732
CPSBP733
CPSBP734
CPSBP735
CPSBP736

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

CPSB2170

-

-

-

-

-

-

-

-

-

CPSB3545

CPSB3163
CPSB3164
CPSBB026
CPSB5507
CPSBP727

CPSBP728
CPSBB987
CPSBB989
CPSB2145
CPSB2150
CPSBP729
CPSBP730
CPSBP731

FR Y-14A Schedule A.1.b - Balance Sheet
PQ 1

Item

PQ 2

PQ 3

PQ 4

Projected in $Millions
PQ 5
PQ 6

PQ 7

PQ 8

PQ 9

Liabilities
132 Deposits in domestic offices
Deposits in foreign offices, Edge and Agreement subsidiaries,
133
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 Trusts
139 Issuing TruPS and TruPS Issued by Consolidated Special
Purpose Entities
140 Other Liabilities
141 Memo: Allowance for off-balance sheet credit exposures
142 Total Liabilities

CPSBP737
CPSBP738
CPSBP739

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

CPSBP740
CPSB3548
CPSB3190
CPSB4062

CPSBC699
CPSB2750
CPSBB557
CPSB2948

Equity Capital
143 Perpetual Preferred Stock and Related Surplus
144 Common Stock (Par Value)
145 Surplus (Exclude All Surplus Related to Preferred Stock)

CPSB3283
CPSB3230

Retained Earnings
Accumulated Other Comprehensive Income (AOCI)
Other Equity Capital Components
Total BHC Equity Capital

CPSB3240
CPSB3247
CPSBB530
CPSBA130
CPSB3210

-

-

-

-

-

-

-

-

-

Noncontrolling (Minority) Interests in Consolidated
Subsidiaries
151 Total Equity Capital

CPSB3000
CPSBG105

-

-

-

-

-

-

-

-

-

146
147
148
149
150

Other
152

Unused Commercial Lending Commitments and Letters of
Credit
Footnotes to the Balance Sheet Worksheet

Refers to the balance sheet carrying amount of any
equipment or other asset rented to others under operating
leases, net of accumulated depreciation. The total should
correspond to the amount provided in Y-9C Schedule HC-F
(1)
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.

CPSBP741

FR Y-14A Schedule A.1.c.1 Standardized RWA

Actual in
$Millions
as of date

PQ 1

PQ 2

PQ 3

-

-

-

Projected in $Millions
PQ 4
PQ 5
PQ 6

PQ 7

PQ 8

PQ 9

-

-

-

Standardized Approach (Revised regulatory capital rule, July 2013)
Balance Sheet Asset Categories
1 Cash and balances due from depository institutions
2a Securities (excluding securitizations): Held-to-maturity
2b Securities (excluding securitizations): Available-for-sale
3 Federal funds sold

CASS0010
CASS1754
CASS1773
CASSB987

CPSS0010
CPSS1754
CPSS1773
CPSSB987

4a
4b
4c
4d

Loans and leases on held for sale
Residential Mortgage exposures
High Volatility Commercial Real Estate (HVCRE) exposures
Exposures past due 90 days or more or on nonaccrual
All other exposures

CASSS413
CASSS419
CASSS423
CASSS431

CPSSS413
CPSSS419
CPSSS423
CPSSS431

5a
5b
5c
5d

Loans and leases, net of unearned income
Residential mortgage exposures
High Volatility Commercial Real Estate (HVCRE) exposures
Exposures past due 90 days or more or on nonaccrual
All other exposures

CASSS439
CASSS445
CASSS449
CASSS457

CPSSS439
CPSSS445
CPSSS449
CPSSS457

6
7a
7b
7c

Trading assets (excluding securitizations that receive standardized charges)
All Other assets
Separate account bank-owned life insurance
Default fund contributions to central counterparties

CASS3545
CASSB639
CASSR644
CASSR645

CPSS3545
CPSSB639
CPSSR644
CPSSR645

8a
8b
8c
8d

On-balance sheet securitization exposures
Held-to-maturity securities
Available-for-sale securities
Trading assets that receive standardized charges
All other on-balance sheet securitization exposures

CASSS475
CASSS480
CASSS485
CASSS490

CPSSS475
CPSSS480
CPSSS485
CPSSS490

CASSS495

CPSSS495

9 Off-balance sheet securitization exposures
10 RWA for Balance Sheet Asset Categories (sum of items 1 though 8d)
Derivatives and Off-Balance-Sheet Asset Categories (Excluding Securitization Exposures)
11 Financial standby letters of credit
12 Performance standby letters of credit and transaction related contingent items

CASSS625

-

CPSSS625

CASSB546
CASS6570

CPSSB546
CPSS6570

13
14
15
16

Commercial and similar letters of credit with an original maturity of one year or less
Retained recourse on small business obligations sold with recourse
Repo-style transactions
All other off-balance sheet liabilities

CASS3411
CASSA250
CASSS515
CASSB681

CPSS3411
CPSSA250
CPSSS515
CPSSB681

17a
17b
17c
18
19
20
21

Unused commitments: Original maturity of one year or less, excluding ABCP conduits
Unused commitments: Original maturity of one year or less to ABCP conduits
Unused commitments: Original maturity exceeding one year
Unconditionally cancelable commitments
Over-the-counter derivatives
Centrally cleared derivatives
Unsettled transactions (failed trades)

CASSS525
CASSG591
CASS6572
CASSS540
CASSS626
CASSS627
CASSH191

CPSSS525
CPSSG591
CPSS6572
CPSSS540
CPSSS626
CPSSS627
CPSSH191

-

-

-

FR Y-14A Schedule A.1.c.1 Standardized RWA

RWA for Assets, Derivatives and Off-Balance-Sheet Asset Categories (sum of items 9
22 through 21)

CASSS628

RWA for purposes of calculating the allowance for loan and lease losses 1.25 percent
23 threshold

CASSS580

CPSSS580

CASSN811
CASSN812

CPSSN811
CPSSN812

CASSS305
CASSS306

CPSSS305
CPSSS306

CPSSS307

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Items 31 through 36 are not applicable to an institution that does not have a comprehensive risk model; such an institution should go to item 37.
Comprehensive risk capital requirement
Modeled comprehensive risk measure
CASSS316
CPSSS316
Standardized specific risk add-ons for net long correlation trading positions
CASSS325
CPSSS325
Standardized specific risk add-on for net short correlation trading positions
CASSS333
CPSSS333
Standardized measure of specific risk add-ons (greater of item 32 or 33)
CASSS335
CPSSS335
-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Market Risk
24 Value-at-risk (VaR) with Multiplier
25 Stressed VaR with Multiplier

26
27

Specific risk add-on
Debt positions
Equity positions

28

Capital requirements for securitization positions using the Simplified Supervisory
Formula Approach (SSFA) or applying a specific risk-weighting factor of 1250% percent

CASSS307

29

Standardized measure of specific risk add-ons (sum of items 26, 27, and 28)

CASSS311

Item 30 is not applicable to an institution that does not calculate a modeled measure of
30 Incremental risk capital requirement

CASSN813

31
32
33
34

-

-

CPSSS628

CPSSS311

CPSSN813

35 Surcharge for modeled correlation trading positions (item 34 multiplied by 0.08)
36 Comprehensive risk measure requirement

CASSS336
CASSN814

-

De minimis positions and other adjustments
37 Capital requirement for all de minimis exposures
38 Additional capital requirement
39 Sum of items 37 and 38

CASSB825
CASSS344
CASSS345

-

CPSSN825
CPSSS344
CPSSS345

Market risk-weighted assets
Standardized market risk-weighted assets: Sum of items 24, 25, 29, 30 (if applicable), 36 (as
40 appropriate), and 39

CASSS581

-

CPSSS581

-

-

-

-

-

-

-

-

-

Risk-weighted assets before deductions for excess allowance of loan and lease losses and
41 allocated risk transfer risk reserve (sum of items 22 and 40)

CASSB704

-

CPSSB704

-

-

-

-

-

-

-

-

-

42 LESS: Excess allowance for loan and lease losses

CASSA222

CPSSA222

43 LESS: Allocated transfer risk reserve

CASS3128

CPSS3128

44 Total risk-weighted assets (item 41 minus items 42 and 43)

CASSA223

-

-

-

-

-

-

-

-

-

-

CPSSS336
CPSSN814

CPSSA223

FR Y-14A Schedule A.1.c.1 Standardized RWA

Memoranda Items -- Derivatives
45 Current credit exposure across all derivative contracts covered by the regulatory capital rule

CASS8764

Notional principal amounts of over-the-counter derivative contracts (sum of lines 47a
through 47g)
Interest rate
Foreign exchange rate and gold
Credit (investment grade reference asset)
Credit (non-investment grade reference asset)
Equity
Precious metals (except gold)
Other

CASSS629

46
47a
47b
47c
47d
47e
47f
47g
48
49a
49b
49c
49d
49e
49f
49g

Notional principal amounts of centrally cleared derivative contracts (sum of lines 49a
Interest rate
Foreign exchange rate and gold
Credit (investment grade reference asset)
Credit (non-investment grade reference asset)
Equity
Precious metals (except gold)
Other

CASSS637
CASSS638
CASSS639
CASSS640
CASSS641
CASSS642
CASSS643
CASSS644

CPSS8764
CPSSS629
-

CASSS630
CASSS631
CASSS632
CASSS633
CASSS634
CASSS635
CASSS636

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

CPSSS630
CPSSS631
CPSSS632
CPSSS633
CPSSS634
CPSSS635
CPSSS636
-

CPSSS637
CPSSS638
CPSSS639
CPSSS640
CPSSS641
CPSSS642
CPSSS643
CPSSS644

FR Y-14A Schedule A.1.c.2 - Advanced RWA

Please note that for purposes of CCAR 2018, BHCs/IHCs are not required to complete the following worksheet.
Actual in
$Millions
as of date

FFIEC 101 reference

Projected in $Millions
PQ 5
PQ 6

PQ 7

PQ 8

PQ 9

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

PQ 1

PQ 2

PQ 3

PQ 4

-

-

-

-

-

-

-

-

-

-

-

Advanced Approaches Credit Risk (Including CCR and non-trading credit risk), with 1.06 scaling factor and Operational Risk
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
38
39
40
41
42
43
44

Credit RWA
Wholesale Exposures
Corporate
Balance Sheet Amount
RWA
Bank
Balance Sheet Amount
RWA
Sovereign
Balance Sheet Amount
RWA
IPRE
Balance Sheet Amount
RWA
HVCRE
Balance Sheet Amount
RWA
Counterparty Credit Risk
RWA of eligible margin loans, repostyle transactions and OTC derivatives with crossproduct netting—EAD adjustment method
RWA of eligible margin loans, repostyle transactions and OTC derivatives with crossproduct netting—collateral reflected in LGD
RWA of eligible margin loans, repostyle transactions—no cross-product netting—EAD adjustment method
RWA of eligible margin loans, repostyle transactions—no cross-product netting—collateral reflected in LGD
RWA of OTC derivatives—no cross-product netting—EAD adjustment method
RWA of OTC derivatives—no crossproduct netting—collateral reflected in LGD
Retail Exposures
Residential mortgage— closed-end first lien exposures
Balance Sheet Amount
RWA
Residential mortgage— closed-end junior lien exposures
Balance Sheet Amount
RWA
Residential mortgage—revolving exposures
Balance Sheet Amount
RWA
Qualifying revolving exposures
Balance Sheet Amount
RWA
Other retail exposures
Balance Sheet Amount
RWA
Securitization Exposures (72 Federal Register 69288, December 7, 2007)
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
Balance Sheet Amount
RWA
Repo-style transactions
Balance Sheet Amount
RWA
Default fund contributions

Sum of AABGJ151, AABGJ198

CASAN835
CASAN836

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
CASAN849
CASAN850
CASAN851
CASAN852
CASAN853
CASAN854

AABGJ129
AABGJ130
AABGJ131
AABGJ132
AABGJ133
AABGJ134

-

-

-

CPSAN835
CPSAN836

CPSAN845
CPSAN846
CPSAN847
CPSAN848
CPSAN849
CPSAN850
CPSAN851
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

CASAN865

CPSAN865

Sum of AABGJ140, AABGJ141,
AABGJ142, AABGJ143

CASAN866
CASAN867

-

CPSAN866
CPSAN867

CASAN868
CASAN869

CPSAN868
CPSAN869

CASAN870
CASAN871

CPSAN870
CPSAN871

CASAN872
CASAN873
CASAN874

-

CPSAN872
CPSAN873
CPSAN874

CASAN875
CASAN876

CPSAN875
CPSAN876

CASAN877
CASAN878

CPSAN877
CPSAN878

FR Y-14A Schedule A.1.c.2 - Advanced RWA

45
46
47

Balance Sheet Amount
RWA
Equity Exposures RWA
Other Assets

48
49
50
51
52
53
54
55
56
57

Balance Sheet Amount
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
Operational RWA
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
63
Net Long
64
Net Short
65 Specific risk add-on (excluding securitization and correlation)
66
Sovereign debt positions
67
Government sponsored entity debt positions
68
Depository institution, foreign bank, and credit union debt positions
69
Public sector entity debt positions
70
Corporate debt positions
71
Equity
72 Capital requirement for de minimis exposures
73 Market risk equivalent assets
74
75

Other RWA
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

CASAN879
CASAN880

CPSAN879
CPSAN880

CASAN881

CPSAN881

CASAN882

CPSAN882

AABGJ198

CASAN883
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

-

-

-

-

CPSAN883
CPSAN884
CPSAN885
CPSAN886
CPSAN887
CPSAN888
CPSAJ198

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

CPSAN826
CPSAJ152
-

CPSAA223

FR Y-14A Schedule A.1.d. - 1. Capital - CCAR and 2. Capital - DFAST
Submission Indicator - Indicate if this Capital sub-schedule pertains
to Capital - CCAR or Capital - DFAST

CCARP005
Projected in $Millions

Item

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17

As of Date
Schedule HI-A—Changes in Bank Holding Company Equity Capital
Total bank holding company equity capital most recently reported for the end of
previous QUARTER
Effect of changes in accounting principles and corrections of material accounting
errors
Balance end of previous QUARTER as restated (sum of items 1 and 2)
Net income (loss) attributable to bank holding company
Sale of perpetual preferred stock (excluding treasury stock transactions):
Sale of perpetual preferred stock, gross
Conversion or retirement of perpetual preferred stock
Sale of common stock:
Sale of common stock, gross
Conversion or retirement of common stock
Sale of treasury stock
Purchase of treasury stock
Changes incident to business combinations, net
Cash dividends declared on preferred stock
Cash dividends declared on common stock
Other comprehensive income
Change in the offsetting debit to the liability for Employee Stock Ownership Plan
(ESOP) debt guaranteed by the bank holding company
Other adjustments to equity capital (not included above)*
Total bank or intermediate B24holding company equity capital end of current
period (sum of items 3, 4, 5, 6, 7, 8, 9, 11, 14, 15, 16, less items 10, 12, 13)

PQ 6

PQ 7

PQ 8

PQ 9

-

-

-

-

-

-

-

-

-

-

CASKB507
CASKB508
CASK4340

CPSKB507
CPSKB508
CPSK4340

-

-

-

-

-

-

-

-

-

-

-

-

CASK3577
CASK3578

CPSK3577
CPSK3578

-

-

-

CASK3579
CASK3580
CASK4782
CASK4783
CASK4356
CASK4598
CASK4460
CASKB511

CPSK3579
CPSK3580
CPSK4782
CPSK4783
CPSK4356
CPSK4598
CPSK4460
CPSKB511

-

-

-

CASK4591
CASK3581

CPSK4591
CPSK3581

-

-

-

-

-

-

CASK3210

-

CPSK3210

CASDP742
CASK3247
CASDB530

CPSDP742
CPSK3247
CPSDB530

CASDP839

CPSDP839

CASDP840

-

CPSDP840

Common equity tier 1 capital: adjustments and deductions: where applicable,
report all line items reflective of transition provisions
24 Goodwill net of associated deferred tax liabilities (DTLs)
Intangible assets (other than goodwill and mortgage servicing assets (MSAs)), net
25
of associated DTLs
Deferred tax assets (DTAs) that arise from net operating loss and tax credit
26
carryforwards, net of any related valuation allowances and net of DTLs
If Item 18 is “1” for “Yes”, complete items 27 through 31 only for AOCI related
adjustments.

PQ 5

-

Common equity tier 1
Common stock and related surplus, net of treasury stock and unearned employee
stock ownership plan (ESOP) shares
20 Retained earnings
21 Accumulated other comprehensive income (AOCI)

Common equity tier 1 before adjustments and deductions (sum of items 19
through 22)

PQ 4

-

CPSDP838

23

PQ 3

CPSK3217

CASDP838

22 Common equity tier 1 minority interest includable in common equity tier 1 capital

PQ 2

Sums in $Millions
PQ 6 PQ 9
9-Quarter

CASK3217

Schedule HC-R Part I.B. per Revised Regulatory Capital Rule (12 CFR 217)
18 AOCI opt-out election? (enter "1" for Yes; enter "0" for No)

19

PQ 1

PQ 2 PQ 5

CASDP841

CPSDP841

CASDP842

CPSDP842

CASDP843

CPSDP843

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

FR Y-14A Schedule A.1.d. - 1. Capital - CCAR and 2. Capital - DFAST
Projected in $Millions
Item
27

As of Date
AOCI related adjustments: Net unrealized gains (losses) on available-for-sale
securities (if a gain, report as a positive value; if a loss, report as a negative value)

CASDP844
AOCI related adjustments: Net unrealized loss on available-for-sale preferred stock
28 classified as an equity security under GAAP and available-for-sale equity exposures
CASDP845
(report loss as a positive value)
AOCI related adjustments: Accumulated net gains (losses) on cash flow hedges (if a
29
gain, report as a positive value; if a loss, report as a negative value)
AOCI related adjustments: Amounts recorded in AOCI attributed to defined benefit
postretirement plans resulting from the initial and subsequent application of the
30
relevant GAAP standards that pertain to such plans (if a gain, report as a positive
value; if a loss, report as a negative value)
AOCI related adjustments: Net unrealized gains (losses) on held-to-maturity
31 securities that are included in AOCI (if a gain, report as a positive value; if a loss,
report as a negative value)

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 2 PQ 5

PQ 9

CPSDP844

CPSDP845

CASDP846

CPSDP846

CASDP847

CPSDP847

CASDP848

CPSDP848

CASDP849

CPSDP849

CASDQ258

CPSDQ258

CASDP850

CPSDP850

CASDP851

CPSDP851

If Item 18 is “0” for “No”, complete item 32 only for AOCI related adjustments.
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
33
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
34 threshold-based deductions: All other deductions from (additions to) common
equity tier 1 capital before threshold-based deductions
Non-significant investments in the capital of unconsolidated financial institutions
35 in the form of common stock that exceed the 10 percent threshold for nonsignificant investments

32

36 Subtotal (item 23 minus items 24 through 35)
Significant investments in the capital of unconsolidated financial institutions in the
37 form of common stock, net of associated DTLs, that exceed the 10 percent common
equity tier 1 capital deduction threshold (item 71)
38

MSAs, net of associated DTLs, that exceed the 10 percent common equity tier 1
capital deduction threshold (item 76)

DTAs arising from temporary differences that could not be realized through net
39 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 79)

40

41
42
43

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 84
)
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
37 through 41)
Common equity tier 1 capital (item 36 minus 42)

CASDP852

-

CPSDP852

CASKP853

CPSKP853

CASKP854

CPSKP854

CASKP855

CPSKP855

CASKP856

CPSKP856

CASDP857

CPSDP857

CASDP858
CASDP859

-

CPSDP858
CPSDP859

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Sums in $Millions
PQ 6 PQ 9
9-Quarter

FR Y-14A Schedule A.1.d. - 1. Capital - CCAR and 2. Capital - DFAST
Projected in $Millions
Item

As of Date

Additional tier 1 capital
44 Additional tier 1 capital instruments plus related surplus
Non-qualifying capital instruments subject to phase out from additional tier 1
45
capital

CASDP860

CPSDP860

CASDP861

CPSDP861

46 Tier 1 minority interest not included in common equity tier 1 capital

CASDP862

CPSDP862

47 Additional tier 1 capital before deductions

CASDP863

CPSDP863

48 Additional tier 1 capital deductions

CASDP864

CPSDP864

49 Additional tier 1 capital

CASDP865

CPSDP865

Tier 1 capital
50 Tier 1 capital (sum of items 43 and 49)

CASD8274

-

CPSD8274

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Tier 2 capital
51 Tier 2 capital instruments plus related surplus

CASDP866

CPSDP866

CASDP867

CPSDP867

CASDP868

CPSDP868

CASD5310
(Advanced approaches holding companies that exit parallel run only): eligible
CASE5310
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
CASDQ257
capital
Tier 2 capital before deductions (sum of items 51, 52, 53, 54 and 56)
CASDP870
(Advanced approaches holding companies that exit parallel run only): Tier 2 capital
CASEP870
before deductions

CPSD5310

52 Non-qualifying capital instruments subject to phase out from tier 2 capital
53 Total capital minority interest that is not included in tier 1 capital
54 Allowance for loan and lease losses includable in tier 2 capital
55
56
57
58

59 Tier 2 capital deductions
60 Tier 2 capital (item 57 minus 59)
61 (Advanced approaches holding companies that exit parallel run only): Tier 2 capital
Total capital
62 Total capital, (sum of items 50 and 60)
(Advanced approaches holding companies that exit parallel run only): Total capital
63
(sum of items 50 and 61)

CASDP872
CASD5311

CPSE5310

-

CPSEP870

-

CASE5311

CASD3792
CASE3792

CPSDQ257
CPSDP870

CPSDP872
CPSD5311
CPSE5311

-

CPSD3792
CPSE3792

PQ 2 PQ 5

Sums in $Millions
PQ 6 PQ 9
9-Quarter

FR Y-14A Schedule A.1.d. - 1. Capital - CCAR and 2. Capital - DFAST
Projected in $Millions
Item

As of Date

Threshold Deductions Calculations
Non-significant investments in the capital of unconsolidated financial institutions
in the form of common stock, net of associated DTLs
Aggregate Nnon-significant investments in the capital of unconsolidated financial
64 institutions, including in the form of common stock, additional tier 1, and tier 2
capital
10 percent common equity tier 1 deduction threshold for non-significant
65 investments in the capital of unconsolidated financial institutions in the form of
common stock
Amount of non-significant investments that exceed the 10 percent deduction
66
threshold for non-significant investments

CASDR643

Significant investments in the capital of unconsolidated financial institutions in the
form of common stock net of short positions (greater of item 67 minus 68 or zero)

70 10 percent common equity tier 1 deduction threshold (10 percent of item 36)
71

Amount to be deducted from common equity tier 1 due to 10 percent deduction
threshold (greater of item 69 minus item 70 or zero), prior to transition provisions

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

CPSDR643

CASDR646

-

CPSDR646

-

-

-

-

-

-

-

-

-

CASDR647

-

CPSDR647

-

-

-

-

-

-

-

-

-

Significant investments in the capital of unconsolidated financial institutions in the
form of common stock, net of associated DTLs
Gross significant investments in the capital of unconsolidated financial institutions
67
CASDQ259
in the form of common stock
Permitted offsetting short positions in relation to the specific gross holdings
68
CASDQ260
included above
69

PQ 1

PQ 2 PQ 5

CPSDQ259
CPSDQ260

CASDQ261

-

CPSDQ261

-

-

-

-

-

-

-

-

-

CASDQ262

-

CPSDQ262

-

-

-

-

-

-

-

-

-

CASDP853

-

CPSDP853

-

-

-

-

-

-

-

-

-

MSAs, net of associated DTLs
72 Total mortgage servicing assets classified as intangible

CASDQ263

CPSDQ263

CASDQ264
Mortgage servicing assets net of related deferred tax liabilities (item 72 minus item
CASDQ265
73)

CPSDQ264

Associated deferred tax liabilities which would be extinguished if the intangible
73
becomes impaired or derecognized under the relevant accounting standards
74

75 10 percent common equity tier 1 deduction threshold (10 percent of item 36)
Amount to be deducted from common equity tier 1 due to 10 percent deduction
76
threshold (greater of item 74 minus item 75 or zero), prior to transiton provisions

-

CPSDQ265

-

-

-

-

-

-

-

-

-

CASDQ262

-

CPSDQ262

-

-

-

-

-

-

-

-

-

CASDP854

-

CPSDP854

-

-

-

-

-

-

-

-

-

DTAs arising from temporary differences that could not be realized through net
operating loss carrybacks, net of related valuation allowances and net of DTLs
77

DTAs arising from temporary differences that could not be realized through net
operating loss carrybacks, net of related valuation allowances and net of DTLs

78 10 percent common equity tier 1 deduction threshold (10 percent of item 36)
Amount to be deducted from common equity tier 1 due to 10 percent deduction
79
threshold (greater of item 77 minus item 78 or zero), prior to transition provisions

CASDQ296

-

CPSDQ296

-

-

-

-

-

-

-

-

-

CASDQ262

-

CPSDQ262

-

-

-

-

-

-

-

-

-

CASDP855

-

CPSDP855

-

-

-

-

-

-

-

-

-

Sums in $Millions
PQ 6 PQ 9
9-Quarter

FR Y-14A Schedule A.1.d. - 1. Capital - CCAR and 2. Capital - DFAST
Projected in $Millions
Item

As of Date

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

PQ 2 PQ 5

Aggregate of items subject to the 15% limit (significant investments, mortgage
servicing assets and deferred tax assets arising from temporary differences)
80 Sum of items 69, 74, and 77
15 percent common equity tier 1 deduction threshold (Prior to Q1 2018, 15
81 percent of item 36; in Q1 2018 and after, 17.65 percent of the quantity item 36 less
the sum of items 69, 74, and 77)
82 Sum of items 71, 76, and 79
83 Item 80 minus item 82
84

85
86
87
88

Amount to be deducted from common equity tier 1 due to 15 percent deduction
threshold (greater of item 83 minus item 81 or zero), prior to transition provisions
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 85 minus items 86 and 87)

CASDQ266

-

CPSDQ266

-

-

-

-

-

-

-

-

-

CASDQ267
CASDQ268
CASDQ269

-

CPSDQ267
CPSDQ268
CPSDQ269

-

-

-

-

-

-

-

-

-

CASDQ270

-

CPSDQ270

-

-

-

-

-

-

-

-

-

CASK3368
CASDP875
CASDB596
CASDA224

-

CPSK3368
CPSDP875
CPSDB596
CPSDA224

-

-

-

-

-

-

-

-

-

CASDP859

-

CPSDP859

-

-

-

-

-

-

-

-

-

CASD8274

-

CPSD8274

-

-

-

-

-

-

-

-

-

CASD3792

-

CPSD3792

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

REGULATORY CAPITAL AND RATIOS
89 Common equity tier 1 (item 43)
90 Tier 1 capital per revised regulatory capital rule
91 Total capital per revised regulatory capital rule
(Advanced approaches holding companies that exit parallel run only): Total capital
per revised regulatory capital rule (item 63)
93 Total risk-weighted assets using standardized approach
(Advanced approaches holding companies that exit parallel run only): total risk94
weighted assets using advanced approaches rules
92

95 Total assets for the leverage ratio per revised regulatory capital rule (item 88)
96 Supplementary leverage ratio exposure

CASE3792

CPSE3792

CASDA223

CPSDA223

CASEA223

CPSEA223

CASKA224
CASKHK22

-

CPSKA224
CPSKHK22

Sums in $Millions
PQ 6 PQ 9
9-Quarter

FR Y-14A Schedule A.1.d. - 1. Capital - CCAR and 2. Capital - DFAST
Projected in $Millions
Item

As of Date

97 Common equity tier 1 ratio (%)
(Advanced approaches holding companies that exit parallel run only): Common
98
equity tier 1 ratio (%)
99 Tier 1 capital ratio (%)
100

(Advanced approaches holding companies that exit parallel run only): Tier 1 capital
ratio (%)

101 Total capital ratio (%)
102

(Advanced approaches holding companies that exit parallel run only): Total capital
ratio (%)

103 Tier 1 leverage ratio (%)

CASDP793

#DIV/0!

CASEP793
CASD7206

#DIV/0!

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

CPSD7206

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

#DIV/0!

CPSE7206
#DIV/0!

CASE7205
CASD7204

PQ 2

CPSEP793

CASE7206
CASD7205

CPSDP793

PQ 1

CPSD7205
CPSE7205

#DIV/0!

CPSD7204

104 Supplementary leverage ratio (%)

CASKHK23

CPSKHK23

Schedule HC-F—Other Assets
105 Net deferred tax assets

CASK2148

CPSK2148

Schedule HC-G—Other Liabilities
106 Net deferred tax liabilities

CASK3049

CPSK3049

Issuances associated with the U.S. Department of Treasury Capital Purchase
Program:
107 Senior perpetual preferred stock or similar items
108 Warrants to purchase common stock or similar items

CASKG234
CASKG235

CPSKG234
CPSKG235

CASDQ275

CPSDQ275

Deferred Tax Asset Information
109 Potential Net operating loss carrybacks**
110

Deferred tax assets that arise from net operating loss and tax credit carryforwards,
net of DTLs, but gross of related valuation allowances

CASDR648

CPSDR648

Valuation allowances related to deferred tax assets that arise from net operating
111
loss and tax credit carryforwards

CASDR649

CPSDR649

112 Deferred tax assets arising from temporary differences, net of DTLs

CASDR650

CPSDR650

113 Valuation allowances related to DTAs arising from temporary differences

CASDR651

CPSDR651

Supplemental Capital Action Information (report in $Millions unless otherwise
noted)***
114 Cash dividends declared on common stock

CASD4460

CPSD4460

115 Common shares outstanding (Millions)
116 Common dividends per share ($)

CASDQ946
CASDQ282

CPSDQ946
CPSDQ282

-

-

-

-

-

-

-

-

-

-

PQ 2 PQ 5

Sums in $Millions
PQ 6 PQ 9
9-Quarter

FR Y-14A Schedule A.1.d. - 1. Capital - CCAR and 2. Capital - DFAST
Projected in $Millions
Item

As of Date

117 Issuance of common stock for employee compensation
118 Other issuance of common stock
119 Total issuance of common stock

CASDQ283
CASDQ284
CASDQ285

120 Share repurchases to offset issuance for employee compensation
121 Other share repurchase
122 Total share repurchases

CASDQ286
CASDQ287
CASDQ288

Supplemental Information on Trust Preferred Securities Subject to Phase-Out from
Tier 1 Capital
123 Outstanding trust preferred securities
CASKC699
124 Trust preferred securities included in Item 49
CASDQ289
Memoranda
*Please break out and explain below other adjustments to equity capital:

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

-

CPSDQ283
CPSDQ284
CPSDQ285

-

-

-

-

-

-

-

-

-

-

CPSDQ286
CPSDQ287
CPSDQ288

-

-

-

-

-

-

-

-

-

CPSKC699
CPSDQ289

CASDQ290

125

**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 109 as follows:
126 Taxes paid during the fiscal year ended two years ago
CASDQ292
127 Taxes paid during the fiscal year ended one year ago
CASDQ293
128 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):
129

CASDQ295

PQ 2 PQ 5

Sums in $Millions
PQ 6 PQ 9
9-Quarter

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

CASRP381

CPSRP381

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

Cumulative interim loan losses - Non PCI

CASRP387

Cumulative interim loan losses - PCI

CASRP388

8

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

Cumulative interim loan losses - PCI

CASRP396

16

Closed-End Junior Liens (in Domestic Offices)
17

Balances

CASRP397

CPSRP397

18

New originations

CASRP398

CPSRP398

19

Paydowns

CASRP399

CPSRP399

20

Asset Purchases

CASRP400

CPSRP400

21

Asset Sales

CASRP401

CPSRP401

22

Loan Losses

CASRP402

CPSRP402

23

Cumulative interim loan losses - Non PCI

CASRP403

24

Cumulative interim loan losses - PCI

CASRP404

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
27
28

Balances
Balance from vintages < PQ 1

CASRP405
CASRP406

Balance from vintage PQ 1 - PQ 5

-

CPSRP405
CPSRP406
CPSRP407

Balance from vintage PQ 6 - PQ 9

CPSRP408

29

Paydowns

CASRP409

CPSRP409

30

Asset Purchases

CASRP410

CPSRP410

31

Asset Sales

CASRP411

CPSRP411

32

Loan Losses

CASRP412

CPSRP412

33

Cumulative interim loan losses - Non PCI

CASRP413

34

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

CASRP423

CPSRP423

44

New originations

CASRP424

CPSRP424

45

Paydowns

CASRP425

CPSRP425

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

Balances

CASRP431

CPSRP431

52

Paydowns

CASRP432

CPSRP432

53

Asset Purchases

CASRP433

CPSRP433

54

Asset Sales

CASRP434

CPSRP434

55

Loan Losses

CASRP435

CPSRP435

Business Card (Domestic)
56

Balances

CASRP436

CPSRP436

57

Paydowns

CASRP437

CPSRP437

58

Asset Purchases

CASRP438

CPSRP438

59

Asset Sales

CASRP439

CPSRP439

Loan Losses

CASRP440

CPSRP440

60

Charge Card (Domestic)
61
62
63
64

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

65

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
Bank Card (Domestic)
69
70
71
72

Balances
Balance from vintages < PQ 1

PQ 2

PQ 3

-

-

-

Projected in $Millions
PQ 4
PQ 5
PQ 6

PQ 7

PQ 8

PQ 9

-

-

-

#N/A
CASRP449
CASRP450

Balance from vintage PQ 1 - PQ 5

-

CPSRP449
CPSRP450
CPSRP451

Balance from vintage PQ 6 - PQ 9

CPSRP452

73

Paydowns

CASRP453

CPSRP453

74

Asset Purchases

CASRP454

CPSRP454

75

Asset Sales

CASRP455

CPSRP455

76

Loan Losses

CASRP456

CPSRP456

Business and Corporate Card (International)
77

Balances

CASRP457

CPSRP457

78

Paydowns

CASRP458

CPSRP458

79

Asset Purchases

CASRP459

CPSRP459

80

Asset Sales

CASRP460

CPSRP460

81

Loan Losses

CASRP461

CPSRP461

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

PQ 1

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

Loan Losses

CASRP484

CPSRP484

104

Auto Leases (International)
105

Balances

CASRP485

CPSRP485

106

New originations

CASRP486

CPSRP486

107

Paydowns

CASRP487

CPSRP487

108

Asset Purchases

CASRP488

CPSRP488

109

Asset Sales

CASRP489

CPSRP489

Loan Losses

CASRP490

CPSRP490

110

Student Loan
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

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

Loan Losses

CASRP502

CPSRP502

122

Small Business Loan - Scored (International)
123

Balances

CASRP503

CPSRP503

124

New originations

CASRP504

CPSRP504

125

Paydowns

CASRP505

CPSRP505

126

Asset Purchases

CASRP506

CPSRP506

127

Asset Sales

CASRP507

CPSRP507

Loan Losses

CASRP508

CPSRP508

128

Other Consumer Loans and Leases (Domestic)
129

Balances

CASRP509

CPSRP509

130

New originations

CASRP510

CPSRP510

131

Paydowns

CASRP511

CPSRP511

132

Asset Purchases

CASRP512

CPSRP512

133

Asset Sales

CASRP513

CPSRP513

Loan Losses

CASRP514

CPSRP514

134

Other Consumer Loans and Leases (International)
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

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 Projections
Table A.1 LOANS SOLD TO FANNIE MAE, BHC/IHC ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE A.1
$Millions
Estimated Lifetime Net Credit Losses
(Excluding Exempt Population)
Projected Future Losses to BHC/IHC Charged
to Repurchase Reserve (Excluding Exempt
Population)

2004

2005

2006

2007

2008

2009

Vintage
2010
2011

Scenarios for which
row should be reported
2012

2013

2014

2015

2016

Unallocated

CPSVP107

Total
-

CPSVP108
-

Table A.2 LOANS SOLD TO FANNIE MAE, BHC/IHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE A.1
$Millions
Projected Future Losses to BHC/IHC Charged
to Repurchase Reserve (Excluding Exempt
Population)

2004

2005

2006

2007

2008

2009

2010

Vintage
2011

2012

2013

2014

2015

2016

Unallocated

Total

CPSVP112
-

Table A.3 Loss Projections for LOANS SOLD TO FANNIE MAE
$Millions
Projected Future Losses to BHC/IHC Charged
to Repurchase Reserve

P1

P2

P3

Projected in $Millions
P4
P5

P6

P7

P8

P9

P10 or Later

Total

CPSRP113

-

All Scenarios

Table B.1 LOANS SOLD TO FREDDIE MAC, BHC/IHC ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE B.1
$Millions
Estimated Lifetime Net Credit Losses
(Excluding Exempt Population)
Projected Future Losses to BHC/IHC Charged
to Repurchase Reserve (Excluding Exempt
Population)

2004

2005

2006

2007

2008

2009

2010

Vintage
2011

2012

2013

2014

2015

2016

Unallocated

CPSVP123

Total
-

CPSVP124
-

Table B.2 LOANS SOLD TO FREDDIE MAC, BHC/IHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE B.1
$Millions
Projected Future Losses to BHC/IHC Charged
to Repurchase Reserve (Excluding Exempt
Population)

2004

2005

2006

2007

2008

2009

2010

Vintage
2011

2012

2013

2014

2015

2016

Unallocated

Total

CPSVP128
-

Table B.3 Loss Projections for LOANS SOLD TO FREDDIE MAC
$Millions
Projected Future Losses to BHC/IHC 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 Projections
Table C.1 LOANS INSURED BY THE US GOVERNMENT (e.g. FHA, VA), BHC/IHC ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE C.1
Vintage
$Millions
2004
2005
2006
2007
2008
2009
2010
2011
2012
Estimated Lifetime Net Credit Losses
CPSVP140
(Excluding Exempt Population)
Projected Future Losses to BHC/IHC Charged
CPSVP141
to Repurchase Reserve (Excluding Exempt
Population)
Table C.2 LOANS INSURED BY THE US GOVERNMENT (e.g. FHA, VA), BHC/IHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE C.1
Vintage
$Millions
2004
2005
2006
2007
2008
2009
2010
2011
2012
Projected Future Losses to BHC/IHC Charged
CPSVP145
to Repurchase Reserve (Excluding Exempt
Population)

2013

2014

2015

2016

Unallocated

Total
-

-

2013

2014

2015

2016

Unallocated

Total

-

Table C.3 Loss Projections for LOANS INSURED BY THE US GOVERNMENT (e.g. FHA, VA)
$Millions
Projected Future Losses to BHC/IHC Charged
to Repurchase Reserve

P1

P2

P3

Projected in $Millions
P4
P5

P6

P7

P8

P9

P10 or Later

Total

CPSRP146

-

Table D.1 LOANS SECURITIZED WITH MONOLINE INSURANCE, BHC/IHC ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE D.1
Vintage
$Millions
2004
2005
2006
2007
2008
2009
2010
2011
Estimated Lifetime Net Credit Losses
CPSVP156
(Excluding Exempt Population)
Projected Future Losses to BHC/IHC Charged
CPSVP157
to Repurchase Reserve (Excluding Exempt
Population)
Table D.2 LOANS SECURITIZED WITH MONOLINE INSURANCE, BHC/IHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE D.1
Vintage
$Millions
2004
2005
2006
2007
2008
2009
2010
2011
Projected Future Losses to BHC/IHC Charged
CPSVP161
to Repurchase Reserve (Excluding Exempt
Population)

2012

2013

2014

2015

2016

Unallocated

All Scenarios

Total
-

-

2012

2013

2014

2015

2016

Unallocated

Total

-

Table D.3 Loss Projections for LOANS SECURITIZED WITH MONOLINE INSURANCE
$Millions
Projected Future Losses to BHC/IHC 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 Projections
Table E.1 LOANS SECURITIZED WITHOUT MONOLINE INSURANCE, BHC/IHC ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE E.1
Vintage
$Millions
2004
2005
2006
2007
2008
2009
2010
2011
Estimated Lifetime Net Credit Losses
CPSVP172
(Excluding Exempt Population)
Projected Future Losses to BHC/IHC Charged
CPSVP173
to Repurchase Reserve (Excluding Exempt
Population)

2012

2013

2014

2015

2016

Unallocated

Total
-

-

Table E.2 LOANS SECURITIZED WITHOUT MONOLINE INSURANCE, BHC/IHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE E.1
Vintage
$Millions
2004
2005
2006
2007
2008
2009
2010
2011
2012
Projected Future Losses to BHC/IHC Charged
CPSVP177
to Repurchase Reserve (Excluding Exempt
Population)

2013

2014

2015

2016

Unallocated

Total

-

Table E.3 Loss Projections for LOANS SECURITIZED WITHOUT MONOLINE INSURANCE
$Millions
Projected Future Losses to BHC/IHC Charged
to Repurchase Reserve

P1

P2

Projected in $Millions
P4
P5

P3

P6

P7

P8

P9

P10 or Later

Total

CPSRP178

-

All Scenarios

Table F.1 WHOLE LOANS SOLD, BHC/IHC ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE F.1
$Millions
Estimated Lifetime Net Credit Losses
(Excluding Exempt Population)
Projected Future Losses to BHC/IHC Charged
to Repurchase Reserve (Excluding Exempt
Population)

2004

2005

2006

2007

2008

2009

2010

Vintage
2011

2012

2013

2014

2015

2016

Unallocated

CPSVP188

Total
-

CPSVP189
-

Table F.2 WHOLE LOANS SOLD, BHC/IHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE F.1
$Millions
Projected Future Losses to BHC/IHC Charged
to Repurchase Reserve (Excluding Exempt
Population)

2004

2005

2006

2007

2008

2009

2010

Vintage
2011

2012

2013

2014

2015

2016

Unallocated

Total

CPSVP193
-

Table F.3 Loss Projections for WHOLE LOANS SOLD
$Millions
Projected Future Losses to BHC/IHC Charged
to Repurchase Reserve

P1

P2

Projected in $Millions
P4
P5

P3

P6

P7

P8

P9

P10 or Later

Total

CPSRP194

-

All Scenarios

-

All Scenarios

Table G.3 TOTAL Loss Projections
$Millions
Projected Future Losses to BHC/IHC Charged
to Repurchase Reserve

REPURCHASE RESERVE/LIABILITY FOR
MORTGAGE REPS AND WARRANTIES
Reserve, prior quarter
Provisions during the quarter
Net charges during the quarter
Reserve, current quarter

P1

P2

Projected in $Millions
P4
P5

P3

P6

P7

P8

P9

P10 or Later

Total

CPSRP195
-

Actual in
$Millions
P0
-

-

-

-

-

-

-

-

-

-

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 in the Credit Loss Portion should reconcile to the total sum of projected credit 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

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Aggregate Cumulative
Lifetime Loss on
Underlying Collateral
(% Original Balance)

Discount Rate
Methodology

Please provide the name(s)
of any vendor(s) and any
vendor model(s) that are
used

Were all securities
reviewed for potential
OTTI (yes/no) for stress
testing?

Macroeconomic/financial
variables used in loss
estimation

AFS and HTM Securities
CASMN243
CCARP084
CPSMN244
CASMN245
CASMN246
CASMN247
CASMN248
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestic Non-Agency RMBS
(incl HEL ABS)
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
*For 'Other' AFS and HTM securities, please provide name of security type in row 20 above (currently labeled "Other"). Please add additional rows if 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

AFS and HTM Securities
CCARP084
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21

Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestic Non-Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*
GRAND TOTAL

PQ 1

PQ 2

Actual
Amortized
Accounting
Cost
Intent (AFS, (MM/DD/YYY Credit Loss
HTM)
Y)
Portion

Non- Credit
Loss Portion

CCARP092

CPSPN235

0

CPSPN234

CASPP087

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.

0

Total OTTI

CPSPP091
0
-

PQ 3

Credit Loss
Portion

Non- Credit
Loss Portion

CPSPN234

CPSPN235

0

Total OTTI

CPSPP091
0
-

Credit Loss
Portion

Non- Credit
Loss Portion

CPSPN234

CPSPN235

0

Total OTTI

CPSPP091
0
-

FR Y-14A Schedule A.3.c -Projected OTTI for AFS and HTM Securities by Portfolio

AFS and HTM Securities
CCARP084
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21

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 4

PQ 5

Actual
Amortized
Accounting
Cost
Intent (AFS, (MM/DD/YYY Credit Loss
HTM)
Y)
Portion

Non- Credit
Loss Portion

CCARP092

CPSPN235

0

CPSPN234

CASPP087

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.

0

Total OTTI

CPSPP091
0
-

PQ 6

Credit Loss
Portion

Non- Credit
Loss Portion

CPSPN234

CPSPN235

0

Total OTTI

CPSPP091
0
-

Credit Loss
Portion

Non- Credit
Loss Portion

CPSPN234

CPSPN235

0

Total OTTI

CPSPP091
0
-

FR Y-14A Schedule A.3.c -Projected OTTI for AFS and HTM Securities by Portfolio

AFS and HTM Securities
CCARP084
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21

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 7

PQ 8

Actual
Amortized
Accounting
Cost
Intent (AFS, (MM/DD/YYY Credit Loss
HTM)
Y)
Portion

Non- Credit
Loss Portion

CCARP092

CPSPN235

0

CPSPN234

CASPP087

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.

0

Total OTTI

CPSPP091
0
-

PQ 9

Credit Loss
Portion

Non- Credit
Loss Portion

CPSPN234

CPSPN235

0

Total OTTI

CPSPP091
0
-

Credit Loss
Portion

Non- Credit
Loss Portion

CPSPN234

CPSPN235

0

Total OTTI

CPSPP091
0
-

FR Y-14A Schedule A.3.d - Projected OCI and Fair Value for AFS Securities

Total Actual
Fair Market
Value
MM/DD/YY
CASPP088

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21

Beginning Fair Value Projected
Rate of
OCI Fair Market
Value PQ 1 Change PQ1
PQ 1
CPSPS677 CPSPS678 CPSPB530

Beginning Fair Value Projected
Rate of
OCI Fair Market
Value PQ 2 Change PQ2
PQ 2
CPSPS677 CPSPS678 CPSPB530

Beginning Fair Value Projected
Fair Market
Rate of
OCI PQ 3
Value PQ 3 Change PQ3
CPSPS677 CPSPS678 CPSPB530

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
* 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

Beginning Fair Value Projected
Rate of
OCI Fair Market
Value PQ 4 Change PQ4
PQ 4
CPSPS677 CPSPS678 CPSPB530

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21

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
* For 'Other' AFS securities, please pro
rows, please ensure that grand totals

-

-

-

Beginning Fair Value Projected
Rate of
OCI Fair Market
Value PQ 5 Change PQ5
PQ 5
CPSPS677 CPSPS678 CPSPB530

-

-

-

Beginning Fair Value Projected
Rate of
OCI Fair Market
Value PQ 6 Change PQ6
PQ 6
CPSPS677 CPSPS678 CPSPB530

-

-

-

Beginning Fair Value Projected
Fair Market
Rate of
OCI Value PQ 7 Change PQ7
PQ 7
CPSPS677 CPSPS678 CPSPB530

-

-

-

FR Y-14A Schedule A.3.d - Projected OCI and Fair Value for AFS Securities

Beginning Fair Value Projected
Rate of
OCI Fair Market
Value PQ 8 Change PQ8
PQ 8
CPSPS677 CPSPS678 CPSPB530

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21

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
* For 'Other' AFS securities, please pro
rows, please ensure that grand totals

-

-

-

Beginning Fair Value Projected
Rate of
OCI Fair Market
Value PQ 9 Change PQ9
PQ 9
CPSPS677 CPSPS678 CPSPB530

-

-

-

Total
Projected
OCI in all
Quarters

-

Estimated Total Fair
Market Value after OCI
Shock applied to all
Quarters
CPSPP088

-

FR Y-14A Schedule A.3.e - AFS and HTM Fair Market Value Sources by Portfiolio

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

AFS and HTM Securities
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 (incl HEL ABS)
Foreign RMBS
Municipal Bond
Mutual Fund
Preferred Stock (Equity)
Sovereign Bond
US Treasuries & Agencies
Other*

Principal Market Value Source
Please state whether a vendor or proprietary model is
used. If using a 3rd party vendor, please provide the
name(s) of the 3rd party vendor(s).

CASMN240

In general, how often are securities normally marked
(e.g., daily, weekly, quarterly, etc.)?
CASMN241

*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 HigherOrder 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

4 Other Counterparty Losses

CPSSN997

5 Funding Valuation Adjustment (FVA)

FR Y-14A Schedule A.6 - Operational Risk Scenario Inputs and Projections

Risk Segment
CPSSN962

Contribution
($millions)
PQ 1

Total ($millions) $
Note: Please add more rows if needed.

PY 1
PQ 2

-

$

PQ 3

-

$

PQ 4

-

$

Total
($millions)

PY 2
PQ 5
CPSNQ945

-

$

PQ 6

-

$

PQ 7

-

$

PQ 8

-

$

PQ 9

-

$

-

$
$
$
$
$

-

FR Y-14A Schedule A.7.a - PPNR Projections
Please indicate if deposits are 25% or more of total liabilities
Net Interest Income Designation Field - Populated Automatically
Projected in $Millions

FR Y9C 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 Y9C 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 Y9C 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 Y9C Codes

36
37

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

38

Total Non-Interest Expense (3)

28
28A
28B
28C
28D
28E
29
30
31
32
33
34
34A
34B
35

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)

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

CPSNP630

-

-

-

-

-

-

-

-

-

BHCK4074BHCK4079BHCK4093+B
HCKC216Line Item 40

CPSNP631

-

-

-

-

-

-

-

-

-

BHCKC216

CPSNQ255
CPSNC216
CPSNQ256

-

-

-

-

-

-

-

-

-

CPSNQ240
CPSNQ241
CPSNQ242
CPSNQ243
CPSNQ244
CPSNQ245
CPSNQ246
CPSNQ247
BHCK4217
BHCKC232

CPSNQ248
CPSN4217
CPSNC232
CPSNQ249
CPSNQ250
CPSNQ251
CPSNQ252
CPSNQ253
CPSNQ254

FR Y-14A Schedule A.7.a - PPNR Projections
Projected in $Millions

FR Y9C 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
CPSNQ949
CPSNQ951
CPSNQ953
CPSNQ955
CPSNQ957
CPSNQ959
CPSNQ961
CPSNQ963
CPSNQ965
CPSNQ967

(5)
(6)
(7)

CPSNQ948
CPSNQ950
CPSNQ952
CPSNQ954
CPSNQ956
CPSNQ958
CPSNQ960
CPSNQ962
CPSNQ964
CPSNQ966
CPSNQ968

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

(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:
CPSNQ970

(10)
(11)
(12)

Include domestic BHC/IHC 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)
(15)

Do not report stock based and cash variable pay compensation here.
Include both direct and allocated expenses. Report any expenses that are made to expand the company’s card member and/or merchant base,
facilitate greater segment penetration, enhance the perception of the company’s credit card brand, and/or increase the utilization of the existing card
member base across the spectrum of marketing and advertising mediums.

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

FR Y-14A Schedule A.7.a - PPNR Projections
Projected in $Millions

FR Y9C Codes
PQ 1

PQ 2

PQ 3

(16)
(17)
(18)

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.

(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

Projected in $Millions
PQ 4
PQ 5
PQ 6

PQ 1

PQ 2

PQ 3

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

PQ 7

PQ 8

PQ 9

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

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

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

CPSNP999
CPSNQ002
CPSNQ003
CPSNQ004
CPSNQ005
CPSNQ006
CPSNQ008
CPSNQ009
CPSNQ010
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

-

-

-

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)
Other Liabilities (11)

CPSNQ038
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

0.0%
CPSNQ042
CPSNQ043
CPSNQ044

0.0%

0.0%

0.0%

0.0%

0.0%

0.0%

0.0%

0.0%

0.0%

CPSNQ045
CPSNQ046
0.0%
CPSNQ048
CPSNQ049
0.0%
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)
(2)
CPSNQ973
CPSNQ975
CPSNQ977
CPSNQ979
CPSNQ981

(3)

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.
CPSNQ974
CPSNQ976
CPSNQ978
CPSNQ980
CPSNQ982

(4)

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.
CPSNQ984
CPSNQ986
CPSNQ988
CPSNQ990
CPSNQ992
Amount should equal item 13 of the PPNR Projections Worksheet.

(5)
(6)
(7)
(8)
(9)
(10)
(11)

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

CPSNQ983
CPSNQ985
CPSNQ987
CPSNQ989
CPSNQ991

PQ 9

FR Y-14A Schedule A.7.c - PPNR Metrics
FR Y9C 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
28
29
30
31
32
33
34

A. Metrics by Business Segment/Lin e (9)
Retail and Small Business Segment
Domestic (22)
Credit and Charge Cards
Total Open Accounts – End of Period
Credit and Charge Card Purchase Volume
Credit and Charge Card Rewards/Partner Sharing Expense (21) (32)
Mortgages and Home Equity
Average Third-Party Residential Mortgages Serviced (3)
Residential Mortgage Originations Industry Market Size – Volume (23)
Mortgages and Home Equity Sold during the quarter (24)
Servicing Expenses (8)
Retail and Small Business Deposits
Total Open Checking and Money Market Accounts – End of Period (29)
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 (28)
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)
Transaction Volume

PQ 1

Units

#
$Millions
$Millions

CPSNQ058
CPSNQ059
CPSNQ060

$Millions
$Millions

CPSNQ061
CPSNQ062

$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
$Millions

CPSNQ085
CPSNQ087
CPSNQ088

$Millions

CPSNQ089

$Millions

CPSNQ090

$Millions

CPSNQ091

$Millions
$Millions

CPSNQ092
CPSNQ093

BHCKF070+BHCKF
071+BHDMF674+
BHDMF675
$Millions

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 Y9C Codes

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 (20)
Auto
Other
OREO Balance
Commercial
Residential
Farmland
Non-Recurring PPNR Items (30)

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)

BHCK4150

BHCK2150

BHCKA220
BHCK8561

Units

PQ 1

PQ 2

PQ 3

PQ 4

Projected
PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

$Millions
$Millions
$Millions
$Millions
$Millions

CPSNQ094
CPSNQ095
CPSNQ096
CPSNQ097
CPSNQ098

-

-

-

-

-

-

-

-

-

$Millions
$Millions
$Millions
$Millions
$Millions
#

CPSNQ099
CPSNQ100
CPSNQ101
CPSNQ102
CPSNQ103
CPSNQ104

-

-

-

-

-

-

-

-

-

$Millions

CPSNQ105

#
$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

FR Y-14A Schedule A.7.c - PPNR Metrics
FR Y9C Codes

PQ 1

Units

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
CPSNC780
Net Accretion of discount on PCI Loans included in interest Revenues
$Millions
CPSNQ121
Loans Held for Sale - First Lien Residential Liens in Domestic Offices (Average Balances)
$Millions
CPSNQ122
Average Rate on Loans Held for Sale-First Lien Residential Liens in Domestic Offices
%
CPSNQ123

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) (31)
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

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

CPSNQ124
CPSNQ125
CPSNQ126
CPSNQ127
CPSNQ128
CPSNQ129
CPSNQ130
CPSNQ131
CPSNQ132
CPSNQ133
CPSNQ134
CPSNQ135
CPSNQ136
CPSNQ137
CPSNQ138
CPSNQ139
CPSNQ140

months
months
months
months
months
months

CPSNQ141
CPSNQ142
CPSNQ143
CPSNQ144
CPSNQ145
CPSNQ146

months
months

CPSNQ147
CPSNQ148

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 Y9C Codes

Units

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

79

80

81

82

83

84
85
85A
85B
85C

Money Market Accounts

Savings

PQ 1

PQ 2

PQ 3

For upward
rate
movements

For
downward
rate
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

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 (25)
Curve (if multiple terms assumed) (26)
Index rate (if single term assumed) (27)
Spread relative to the Index Rate (27)

basis points

basis points

basis points

basis points
CPSNQ156
basis points

CPSNQ157
CPSNQ158

PQ 4

Projected
PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

FR Y-14A Schedule A.7.c - PPNR Metrics
FR Y9C Codes

Units

PQ 1

PQ 2

PQ 3

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/IHC 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.

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

(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/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:

(10)
(11)
(12)
(13)
(14)
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)

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.

(21)

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

(22)
(23)
(24)
(25)

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.

PQ 4

Projected
PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

FR Y-14A Schedule A.7.c - PPNR Metrics
FR Y9C Codes
(26)

PQ 1

Units

PQ 2

PQ 3

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.

(27)
(28)

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.

(29)

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.)
CPSNQ998

(30)

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

(31)

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

(32)

Note if this item includes any contra-revenues other than Rewards/Partner Sharing (e.g. Marketing Expense Amortization)
CPSNR028

PQ 4

Projected
PQ 5

PQ 6

PQ 7

PQ 8

PQ 9
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