Fr Y-14q

Capital Assessments and Stress Testing Reports

FRY14Q_20200731_f_draft

FR Y-14Q

OMB: 7100-0341

⚠️ Notice: This form may be outdated. More recent filings and information on OMB 7100-0341 can be found here:

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FR Y-14Q Schedule M - Balances

Institution Name:
RSSD ID:
Date of Data Submission:

DRAFT

FR Y-14Q Schedule M.1 - Balances
In Domestic Offices
Column A
HFI at AC

1. Loans secured by real estate
a. Residential real estate (1-4 family)
(1) Closed-end first liens
(a) First mortgages.........................................
(b) First lien HELOANs....................................
(2) Revolving and junior liens
(a) Junior lien HELOANs..................................
(b) HELOCs......................................................
b. Commercial real estate
(1) Construction and land development............
(2) Multifamily real estate.................................
(3) Nonfarm nonresidential
(a) Owner-occupied........................................
(b) Non-owner-occupied................................
c. Secured by farmland.........................................
2. C&I Loans
a. Graded..............................................................
b. Small business..................................................
(1) Paycheck Protection Program (PPP) loans……..
c. SME cards and corporate cards.........................
3. Credit Cards
a. Bank cards.........................................................
b. Charge cards.....................................................
4. Other loans and leases
a. Auto loans.........................................................
b. Student loans....................................................
c. Non-purpose lending........................................
d. Auto leases.......................................................
e. Other consumer loans......................................
f. Other consumer leases......................................
5. Other commercial loans and leases
a. Loans to foreign governments..........................
b. Agricultural loans..............................................
c. Securities lending..............................................
d. Loans to financial institutions...........................
e. Other commercial loans....................................
f. Other commercial leases...................................

In International Offices
Column B
HFS/FVO

Column C
HFI at AC

Column D
HFS/FVO

CALBP328
CALBP332

CALBP329
CALBP333

CALBP330
CALBP334

CALBP331
CALBP335

CALBP336
CALBP340

CALBP337
CALBP341

CALBP338
CALBP342

CALBP339
CALBP343

CALBP344
CALBP348

CALBP345
CALBP349

CALBP346
CALBP350

CALBP347
CALBP351

CALBP352
CALBP356
CALBP360

CALBP353
CALBP357
CALBP361

CALBP354
CALBP358
CALBP362

CALBP355
CALBP359
CALBP363

CALBP364
CALBP368
CALBLL62
CALBP880

CALBP365
CALBP376
CALBLL63
CALBP881

CALBP366
CALBP837
CALBLL64
CALBP883

CALBP367
CALBP876
CALBLL65
CALBP901

CALBP912
CALBR659

CALBP919
CALBR660

CALBR657
CALBR661

CALBR658
CALBR662

CALBR663
CALBR667
CALBR671
CALBR675
CALBR679
CALBR683

CALBR664
CALBR668
CALBR672
CALBR676
CALBR680
CALBR684

CALBR665
CALBR669
CALBR673
CALBR677
CALBR681
CALBR685

CALBR666
CALBR670
CALBR674
CALBR678
CALBR682
CALBR686

CALBR687
CALBR691
CALBR695
CALBR699
CALBR703
CALBR707

CALBR688
CALBR692
CALBR696
CALBR700
CALBR704
CALBR708

CALBR689
CALBR693
CALBR697
CALBR701
CALBR705
CALBR709

CALBR690
CALBR694
CALBR698
CALBR702
CALBR706
CALBR710

FR Y-14Q Schedule M.2 - FR Y-9C Reconciliation
In Consolidated Offices
Column A
HFI at AC

1. Small business loans
a. Reported in Y-9C, HC-C line 2.a and 2.b..........................
b. Reported in Y-9C, HC-C line 3.........................................
c. Reported in Y-9C, HC-C line 4.a and 4.b..........................
d. Reported in Y-9C, HC-C line 7.........................................
e. Reported in Y-9C, HC-C line 9.a.......................................
f. Reported in Y-9C, HC-C line 9.b.(2)..................................
g. Reported in Y-9C, HC-C line 10.b....................................
2. SME cards and corporate cards
a. Reported in Y-9C, HC-C line 4.a and 4.b..........................
b. Reported in Y-9C, HC-C line 6.a......................................
c. Reported in Y-9C, HC-C line 6.b.......................................
d. Reported in Y-9C, HC-C line 6.d......................................
e. Reported in Y-9C, HC-C line 9.b.(2).................................
3. Charge cards
a. Reported in Y-9C, HC-C line 6.a.......................................
b. Reported in Y-9C, HC-C line 6.d......................................
4. Student loans
a. Reported in Y-9C, HC-C line 6.b......................................
b. Reported in Y-9C, HC-C line 6.d......................................
5. Non-purpose lending
a. Reported in Y-9C, HC-C line 6.b......................................
b. Reported in Y-9C, HC-C line 6.d......................................

Column B
HFS/FVO

CALBR711
CALBR713
CALBR715
CALBR717
CALBR719
CALBR723
CALBR725

CALBR712
CALBR714
CALBR716
CALBR718
CALBR720
CALBR724
CALBR726

CALBR727
CALBR729
CALBR731
CALBR733
CALBR735

CALBR728
CALBR730
CALBR732
CALBR734
CALBR736

CALBR737
CALBR739

CALBR738
CALBR740

CALBR741
CALBR743

CALBR742
CALBR744

CALBR745
CALBR747

CALBR746
CALBR748

FR Y-14 Schedule M.3 - Unpaid Principal Balance of Retail Loans in Domestic Offices Held for Investment at Amortized Cost by Purchase Credit
Impairment
HFI at AC, non-PCI (1)

Part I - Book Value and UPB
1. Loans secured by real estate
a. Residential real estate (1-4 family)
(1) Closed-end first liens
(a) First mortgages........................................................
(b) First lien HELOANs...................................................
(2) Revolving and junior liens
(a) Junior lien HELOANs.................................................
(b) HELOCs....................................................................
2. Credit Cards
a. Bank cards..........................................................................
b. Charge cards......................................................................
3. Other consumer loans and leases
a. Auto loans..........................................................................
b. All other consumer loans and leases...................................
Part II -- Cumulative Interim Loan Losses (2)
1. First Lien Mortgages (in Domestic Offices)..............................
a. Cumulative Interim Loan Losses -- Non-PCI .......................
b. Cumulative Interim Loan Losses -- PCI...............................
c. Cumulative Interim Loan Losses.........................................
2. First Lien HELOANs (in Domestic Offices)................................
a. Cumulative Interim Loan Losses -- Non-PCI........................
b. Cumulative Interim Loan Losses -- PCI...............................
c. Cumulative Interim Loan Losses.........................................
3. Closed-End Junior Liens (in Domestic Offices).........................
a. Cumulative Interim Loan Losses -- Non-PCI........................
b. Cumulative Interim Loan Losses -- PCI...............................

HFI at AC, PCI (1)

Column A

Column B

Column C

Column D

Book Value

UPB

Book Value

UPB

CALBR751
CALBR755

CALBR752
CALBR756

CALBR753
CALBR757

CALBR754
CALBR758

CALBR759
CALBR763

CALBR760
CALBR764

CALBR761
CALBR765

CALBR762
CALBR766

CALBR767
CALBR771

CALBR768
CALBR772

CALBR769
CALBR773

CALBR770
CALBR774

CALBR775
CALBR779

CALBR776
CALBR780

CALBR777
CALBR781

CALBR778
CALBR782

CASRP387
CASRP388
CASRKY25
CASRP395
CASRP396
CASRKY26

CASRP403
CASRP404
c. Cumulative Interim Loan Losses......................................... CASRKY27

4. HELOCs (in Domestic Offices)..................................................

a. Cumulative Interim Loan Losses -- Non-PCI........................ CASRP413
b. Cumulative Interim Loan Losses -- PCI............................... CASRP414
c. Cumulative Interim Loan Losses......................................... CASRKY28

5. First Lien Mortgages and HELOANs (International)..................

a. Cumulative Interim Loan Losses -- Non-PCI........................ CASRP421
b. Cumulative Interim Loan Losses -- PCI............................... CASRP422
c. Cumulative Interim Loan Losses......................................... CASRKY29

6. Closed-End Junior Liens and HELOCs (International)...............

a. Cumulative Interim Loan Losses -- Non-PCI........................ CASRP429
b. Cumulative Interim Loan Losses -- PCI............................... CASRP430
c. Cumulative Interim Loan Losses......................................... CASRKY30

(1) Institutions that have adopted ASU 2016-13 should report the UPB and book value of loans that are non-PCD in Columns A and B, and that are PCD
in columns C and D.
(2) Institutions that have not adopted ASU 2016-13 should only report values in items a. and b. for each mortgage type. Institutions that have adopted ASU 2016-13 should only report values in item c. for each mortgage type.

FR Y-14Q Schedule J - Retail Fair Value Option/Held for Sale (FVO/HFS)

Institution Name:
RSSD ID:
Date of Data Submission:

Instructions
1. Complete the FR Y-14Q FVO/HFS schedule with actual data as of the most recent quarter end subsequent to the close of each quarter.
2. Complete non-shaded cells only, using data as of the balance sheet date.

FR Y-14Q Schedule J – Retail Fair Value Option/Held for Sale (FVO/HFS): Table 1

FVO/HFS Retail Loans

Residential Loans with
Forward Contracts to
Federal Agencies

Residential Loans
Repurchased from Agencies
with FHA/VA Insurance

All Other Residential Loans
Not Included Above

Total Residential Loans

5
6
7
8
9

Non-Residential Loans with
Forward Contracts to
Federal Agencies
Student Loans (Not in
Forward Contract)
Credit Card Loans (Not in
Forward Contract)
Auto Loans (Not in Forward
Contract)
All Other Non-Residential
Loans Not Included Above

Total Non-Residential
Loans

Other Retail Loans with
Zero Principal or Interest
Recourse to the Bank

Total Retail FVO/HFS Loans

(A)
Unpaid Principal
Balance ($MM)

(B)
Carrying Value
($MM)

FR Y-14Q Schedule J – Retail Fair Value Option/Held for Sale (FVO/HFS): Table 2

Loan Vintage

(A)

(B)

Residential Loans in
Forward Contract

Residential Loans
(Repurchased with
FHA/VA Insurance)

Carrying Value ($MM)
(E)
Student Loans
Residential Loans Non-Residential Loans
(Not in
Forward
(Not in (A) or (B)) in Forward Contract
Contract)
(C)

(D)

Pre 2006
2007
…
Current Year
Total Fair Value
Loans
Notes:
1) FVO/HFS is defined as Fair Value Option/Held for Sale
2) The amount in Column I Row 8 in Table 2 should equal the totals summed in Column B Row 4 and Row 10 in Table 1

(F)
Credit Card
Loans (Not in
Forward
Contract)

(G)
Auto Loans
(Not in
Forward
Contract)

(H)
All Other NonResidential Loans
Not Included in (D),
(E), (F) or (G)

(I)

(J)

Total

Loss
Mitigation

FR Y-14Q: AFS and HTM Securities Schedule
Institution Name:
RSSD ID:
Date of Data Submission:

FR Y-14Q Schedule B.1 Securites 1: Main Schedule

Security Description

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

15
16
17
18
19
20

Example
Example
Example
Example
Example
Example
Example
Example
Example
Example
Example
Example
Example
Example

Identifier Type
(CUSIP/ISIN/Other)
CQSCP082

Identifier Value
(CUSIP/ISIN)
CQSCP083

Private
Placement
(Y/N)
CQSCS370

Security
Description 1
CQSCP084

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
Domestic Non-Agency RMBS (incl HEL ABS)
Foreign RMBS
Municipal Bond

Security
Description 2
CQSCP085

Security
Description 3
CQSCP086

Exposure to Debt/Equity Security (USD Equivalent)
Current Face
Original Face
Value
Value
(USD
(USD
Equivalent)
Equivalent)
CQSCP089
CQSCP090

Amortized Cost Market Value
(USD
(USD
Equivalent)
Equivalent)
CQSCP087
CQSCP088

Amount of
Allowance for
Credit
OTTI Taken***
Losses****
CQSCP091
CQSCJH85

Writeoffs****
CQSCJH87

Accounting
Pricing
Date (e.g.,
Intent
(AFS, HTM)
Price
MM/DD/YYYY)
CQSCP092 CQSCHK21
CQSCP093

Book Yield*
CQSCP094

Purchase
Date**
CQSCP095

Currency
CQSCS371

Issuer Name

Sector

Country
Sector
Money Market
Mutual Fund or NonMoney Market
Mutual Fund
Name of Fund
Issuer Name
Country ISO Code

Example
Mutual Fund
Example
Preferred Stock (Equity)
Example
Sovereign Bond
Example
US Treasuries & Agencies
Example
Covered Bond
Example
Other
* Book yield is the effective interest rate that would be used to determine credit losses on debt instruments for other-than-temporary impairment (OTTI) purposes. Please refer to ASC 320 (FAS 115) for any additional information.
** Purchase Date is the date on which the security was purchased or acquired.
*** OTTI Taken should only be reported by institutions that have not adopted ASU 2016-13.
**** Amount of Allowance for Credit Losses, Total Amortized Cost, Net of Allowance, and Writeoffs, should only be reported by institutions that have adopted ASU 2016-13.

Securities 1

COVID-19
Facility
CQSCLG30

FR Y-14Q Schedule B.2 Securites 2: Investment Securities with Designated Accounting Hedges
Security Holding

Hedging Instrument Information

Exposure to Debt/Equity
Security (USD Equivalent)

1
2
3
4
5
6
7
8
9
10
…

Example
Example
Example
Example
Example
Example
Example
Example
Example
Example
Example

Identifier
Amortized
Identifier
Type
Cost
Value
(CUSIP/ISIN/
(USD
Other)
(CUSIP/ISIN) Equivalent)
CQSHP082
CQSHP083
CQSHP087

Market
Value
(USD
Equivalent)
CQSHP088

Accounting
Intent
(AFS, HTM,
EQ)
CQSHP092

Type of
Hedge(s)
CQSHS372

Hedge
Hedge
Hedged Risk Interest Rate Percentage
CQSHS373
CQSHS374
CQSHS375

Hedge
Horizon
CQSHS376

Hedged Cash
Flow
CQSHS377

Sidedness
CQSHS378

Effective
Portion of
Hedging
Cumulative ASU 2017-12
Instrument
Hedge
Gains and
at Fair Value
Losses
Designations
CQSHS379
CQSHS380
CQSHKX87

Securities 2

FR Y-14Q Schedule K - Supplemental

1. Student Loans
2. Other Consumer
2a. Domestic
2b. International
3. First Lien
3a. Domestic
3b. International
4. Junior Lien
4a. Domestic
4b. International
5. Bank and Charge Cards
5a. Domestic
5b. International
6. Auto
6a. Domestic
6b. International
7. Commercial Real Estate
7a. Construction
7a.(1) Domestic
7a.(2) International
7b. Multifamily
7b.(1) Domestic
7b.(2) International
7c. NFNR - Non-owner occupied
7c.(1) Domestic
7c.(2) International
7.d NFNR - Owner occupied
7d.(1) Domestic
7d.(2) International
8. Loans Secured by Farmland
8a. Domestic
8b. International
9. Commercial and Industrial
9a. Graded
9b. Small Business
9b.(1) Domestic
9b.(2) International
10. Other Loans
10a. Graded Loans to Foreign Governments
10b. Graded Agricultural Loans
10c. Graded Loans to Depositories and Other Financial
10d. Other Graded Comercial Leases
10e. All Other Graded Loans
Not loan category specific

A. Outstanding
B. Cumulative
balance of whole Lifetime Gross
loans in immaterial Charge-offs*
portfolios***

C. Cumulative
Lifetime Purchase
Impairments and
Fair Value
Adjustments**

D. Outstanding
balance of loans
under $1M in
committed balance

D.1. Main Street
Loan Program New
Loan Facility loans
under $1M in
committed balance

D.2. Main Street
Loan Program
Expanded Loan
Facility loans under
$1M in committed
balance

D.3. Main Street
Loan Program
Priority Loan
Facility loans under
$1M in committed
balance

E. Outstanding
F. Scored loans
balance of
reported in
unplanned
BHCKF160
overdrafts
excluded per the
Corporate Loan FR
Y-14Q schedule
instructions