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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, and Supervisory Severely Adverse ‐ and additional scenarios that are
named accordingly.
BHCs, SLHCs, and IHCs should complete all relevant cells in the corresponding worksheets, including this cover page. BHCs, SLHCs, 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, SLHC, or IHC
Please indicate the scenario associated with this submission using the following drop‐down menu:
Briefly describe the scenario below:
DRAFT
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
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DRAFT
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
‐
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PQ 6 ‐ PQ 9
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9‐Quarter
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‐
FR Y‐14A Schedule A.1.a ‐ Income Statement
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
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
DRAFT
FR Y‐14A Schedule A.1.a ‐ Income Statement
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
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
DRAFT
DRAFT
FR Y‐14A Schedule A.1.a ‐ Income Statement
Actual in
$Millions
Item
Projected in $Millions
as of date
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
44
45
46
47
48
49
50
51
52
53
54
55
56
57
LOSSES ASSOCIATED WITH HELD FOR SALE LOANS AND LOANS ACCOUNTED FOR UNDER THE FAIR VALUE OPTION
‐
Real Estate Loans (in Domestic Offices)
CASIP557
First Lien Mortgages
CASIP558
Second / Junior Lien Mortgages
CASIP559
CRE Loans
CASIP560
Loans Secured by Farmland
CASIP561
‐
Real Estate Loans (Not in Domestic Offices)
CASIP562
Residential Mortgages
CASIP563
CASIP564
CRE Loans
CASIP565
Loans Secured by Farmland
CASIP566
C&I Loans
CASIP567
Credit Cards
Other Consumer
CASIP568
All Other Loans and Leases
CASIP569
‐
Total Loans Held for Sale and Loans Accounted for under the Fair Value Option
CASIP570
CPSIP557
CPSIP558
CPSIP559
CPSIP560
CPSIP561
CPSIP562
CPSIP563
CPSIP564
CPSIP565
CPSIP566
CPSIP567
CPSIP568
CPSIP569
CPSIP570
‐
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‐
‐
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‐
‐
‐
‐
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
CPSIP571
CPSIP572
CPSIP573
CPSIP574
CPSIP576
‐
‐
‐
‐
‐
‐
‐
‐
‐
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
CPSIC216
CPSIP577
CPSIP578
CPSIP579
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CASIC216
CASIP577
CASIP578
CASIP579
67
Total Losses
CASIP580
CPSIP580
‐
68
68a
68b
68c
ALLOWANCE FOR LOAN and LEASE LOSSES (1)
Total allowance for loan and lease losses, prior quarter
ALLL, prior quarter
Allowance for credit losses on held‐to‐maturity debt securities, prior quarter (2)
Allowance for credit losses on available‐for‐sale debt securities, prior quarter (2)
CASIKU69
CASIP581
CASIKU70
CASIKU71
CPSIKU69
CPSIP581
CPSIKU70
CPSIKU71
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‐
‐
‐
CASIKU72
CASIP582
CASIP583
CASIP584
CASIP585
CASIP586
CASIP587
CASIP588
CASIP589
CASIP590
CPSIKU72
CPSIP582
CPSIP583
CPSIP584
CPSIP585
CPSIP586
CPSIP587
CPSIP588
CPSIP589
CPSIP590
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‐
68d Allowance for credit losses on all other financial assets, prior quarter (2)
69
70
71
72
73
74
75
76
77
Real Estate Loans (in Domestic Offices)
Residential Mortgages
First Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
DRAFT
FR Y‐14A Schedule A.1.a ‐ Income Statement
Sums in $Millions
PQ 2 ‐ PQ 5
Item
PQ 6 ‐ PQ 9
9‐Quarter
44
45
46
47
48
49
50
51
52
53
54
55
56
57
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
Total Loans Held for Sale and Loans Accounted for under the Fair Value Option
‐
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‐
‐
‐
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‐
‐
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‐
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
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
67
Total Losses
‐
‐
‐
68
68a
68b
68c
ALLOWANCE FOR LOAN and LEASE LOSSES (1)
Total allowance for loan and lease losses, prior quarter
ALLL, prior quarter
Allowance for credit losses on held‐to‐maturity debt securities, prior quarter (2)
Allowance for credit losses on available‐for‐sale debt securities, prior quarter (2)
68d Allowance for credit losses on all other financial assets, prior quarter (2)
69
70
71
72
73
74
75
76
77
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
Item
44
45
46
47
48
49
50
51
52
53
54
55
56
57
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
Total Loans Held for Sale and Loans Accounted for under the Fair Value Option
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
67
Total Losses
68
68a
68b
68c
ALLOWANCE FOR LOAN and LEASE LOSSES (1)
Total allowance for loan and lease losses, prior quarter
ALLL, prior quarter
Allowance for credit losses on held‐to‐maturity debt securities, prior quarter (2)
Allowance for credit losses on available‐for‐sale debt securities, prior quarter (2)
68d Allowance for credit losses on all other financial assets, prior quarter (2)
69
70
71
72
73
74
75
76
77
Real Estate Loans (in Domestic Offices)
Residential Mortgages
First Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
DRAFT
FR Y‐14A Schedule A.1.a ‐ Income Statement
Item
44
45
46
47
48
49
50
51
52
53
54
55
56
57
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
Total Loans Held for Sale and Loans Accounted for under the Fair Value Option
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
67
Total Losses
68
68a
68b
68c
ALLOWANCE FOR LOAN and LEASE LOSSES (1)
Total allowance for loan and lease losses, prior quarter
ALLL, prior quarter
Allowance for credit losses on held‐to‐maturity debt securities, prior quarter (2)
Allowance for credit losses on available‐for‐sale debt securities, prior quarter (2)
68d Allowance for credit losses on all other financial assets, prior quarter (2)
69
70
71
72
73
74
75
76
77
Real Estate Loans (in Domestic Offices)
Residential Mortgages
First Lien Mortgages
Closed‐End Junior Liens
HELOCs
CRE Loans
Construction
Multifamily
Nonfarm, Non‐residential
DRAFT
DRAFT
FR Y‐14A Schedule A.1.a ‐ Income Statement
Actual in
$Millions
Item
78
79
80
81
82
83
84
85
86
87
88
89
90
Projected in $Millions
as of date
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
91 Total Provisions during the quarter
91a Provisions for loan and lease losses during the quarter (3)
Provisions for credit losses on held‐to‐maturity debt securities during the quarter
91b
(4)
Provisions for credit losses on available‐for‐sale debt securities during the quarter
91c
(4)
91d Provisions for credit losses on all other financial assets during the quarter (4)
92 Real Estate Loans (in Domestic Offices)
93 Residential Mortgages
94 First Lien Mortgages
95 Closed‐End Junior Liens
96 HELOCs
97 CRE Loans
98 Construction
99 Multifamily
100 Nonfarm, Non‐residential
101 Loans Secured by Farmland
102 Real Estate Loans (Not in Domestic Offices)
103 Residential Mortgages
104 CRE Loans
105 Farmland
106 C&I Loans
107 C&I Graded
108 Small Business (Scored/Delinquency Managed)
109 Corporate and Business Cards
110 Credit Cards
111 Other Consumer
112 All Other Loans and Leases
113 Unallocated
114 Total Net charge‐offs during the quarter
114a Net charge‐offs during the quarter on loans and leases (5)
114b Net charge‐offs during the quarter on held‐to‐maturity debt securities (6)
114c Net charge‐offs during the quarter on available‐for‐sale debt securities (6)
114d Net charge‐offs during the quarter on all other financial assets (6)
115 Total Other ALLL Changes
115a Other ALLL Changes (7)
115b Other allowances for credit losses changes on held‐to‐maturity debt securities (8)
115c Other allowances for credit losses changes on available‐for‐sale debt securities (8)
115d Other allowances for credit losses changes on all other financial assets(8)
116 Total Allowances, current quarter
116a ALLL, current quarter (9)
Allowances for credit losses on held‐to‐maturity debt securities, current quarter
116b
(10)
Allowances for credit losses on available‐for‐sale debt securities, current quarter
116c
(10)
116d Allowances for credit losses on all other financial assets, current quarter (10)
CASIP591
CASIP592
CASIP593
CASIP594
CASIP595
CASIP596
CASIP597
CASIP598
CASIP599
CASIP600
CASIP601
CASIP602
CASIP603
CPSIP591
CPSIP592
CPSIP593
CPSIP594
CPSIP595
CPSIP596
CPSIP597
CPSIP598
CPSIP599
CPSIP600
CPSIP601
CPSIP602
CPSIP603
CASIKU79
CASI4230
CPSIKU79
CPSI4230
CASIKU80
CPSIKU80
CASIKU81
CASIKU82
CASIP604
CASIP605
CASIP606
CASIP607
CASIP608
CASIP609
CASIP610
CASIP611
CASIP612
CASIP613
CASIP614
CASIP615
CASIP616
CASIP617
CASIP618
CASIP619
CASIP620
CASIP621
CASIP622
CASIP623
CASIP624
CASIP625
CASIKU83
CASIP626
CASIKU84
CASIKU85
CASIKU86
CASIKU87
CASIP627
CASIKU88
CASIKU89
CASIKU90
CASIKU91
CASI3123
CPSIKU81
CPSIKU82
CPSIP604
CPSIP605
CPSIP606
CPSIP607
CPSIP608
CPSIP609
CPSIP610
CPSIP611
CPSIP612
CPSIP613
CPSIP614
CPSIP615
CPSIP616
CPSIP617
CPSIP618
CPSIP619
CPSIP620
CPSIP621
CPSIP622
CPSIP623
CPSIP624
CPSIP625
CPSIKU83
CPSIP626
CPSIKU84
CPSIKU85
CPSIKU86
CPSIKU87
CPSIP627
CPSIKU88
CPSIKU89
CPSIKU90
CPSIKU91
CPSI3123
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
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‐
‐
‐
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‐
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‐
CASIKU92
CPSIKU92
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASIKU93
CASIKU94
CPSIKU93
CPSIKU94
‐
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‐
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‐
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DRAFT
FR Y‐14A Schedule A.1.a ‐ Income Statement
Sums in $Millions
PQ 2 ‐ PQ 5
Item
78
79
80
81
82
83
84
85
86
87
88
89
90
PQ 6 ‐ PQ 9
9‐Quarter
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
91 Total Provisions during the quarter
91a Provisions for loan and lease losses during the quarter (3)
Provisions for credit losses on held‐to‐maturity debt securities during the quarter
91b
(4)
Provisions for credit losses on available‐for‐sale debt securities during the quarter
91c
(4)
91d Provisions for credit losses on all other financial assets during the quarter (4)
92 Real Estate Loans (in Domestic Offices)
93 Residential Mortgages
94 First Lien Mortgages
95 Closed‐End Junior Liens
96 HELOCs
97 CRE Loans
98 Construction
99 Multifamily
100 Nonfarm, Non‐residential
101 Loans Secured by Farmland
102 Real Estate Loans (Not in Domestic Offices)
103 Residential Mortgages
104 CRE Loans
105 Farmland
106 C&I Loans
107 C&I Graded
108 Small Business (Scored/Delinquency Managed)
109 Corporate and Business Cards
110 Credit Cards
111 Other Consumer
112 All Other Loans and Leases
113 Unallocated
114 Total Net charge‐offs during the quarter
114a Net charge‐offs during the quarter on loans and leases (5)
114b Net charge‐offs during the quarter on held‐to‐maturity debt securities (6)
114c Net charge‐offs during the quarter on available‐for‐sale debt securities (6)
114d Net charge‐offs during the quarter on all other financial assets (6)
115 Total Other ALLL Changes
115a Other ALLL Changes (7)
115b Other allowances for credit losses changes on held‐to‐maturity debt securities (8)
115c Other allowances for credit losses changes on available‐for‐sale debt securities (8)
115d Other allowances for credit losses changes on all other financial assets(8)
116 Total Allowances, current quarter
116a ALLL, current quarter (9)
Allowances for credit losses on held‐to‐maturity debt securities, current quarter
116b
(10)
Allowances for credit losses on available‐for‐sale debt securities, current quarter
116c
(10)
116d Allowances for credit losses on all other financial assets, current quarter (10)
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
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‐
‐
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‐
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‐
‐
‐
‐
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‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
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‐
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‐
‐
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‐
‐
FR Y‐14A Schedule A.1.a ‐ Income Statement
Item
78
79
80
81
82
83
84
85
86
87
88
89
90
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
91 Total Provisions during the quarter
91a Provisions for loan and lease losses during the quarter (3)
Provisions for credit losses on held‐to‐maturity debt securities during the quarter
91b
(4)
Provisions for credit losses on available‐for‐sale debt securities during the quarter
91c
(4)
91d Provisions for credit losses on all other financial assets during the quarter (4)
92 Real Estate Loans (in Domestic Offices)
93 Residential Mortgages
94 First Lien Mortgages
95 Closed‐End Junior Liens
96 HELOCs
97 CRE Loans
98 Construction
99 Multifamily
100 Nonfarm, Non‐residential
101 Loans Secured by Farmland
102 Real Estate Loans (Not in Domestic Offices)
103 Residential Mortgages
104 CRE Loans
105 Farmland
106 C&I Loans
107 C&I Graded
108 Small Business (Scored/Delinquency Managed)
109 Corporate and Business Cards
110 Credit Cards
111 Other Consumer
112 All Other Loans and Leases
113 Unallocated
114 Total Net charge‐offs during the quarter
114a Net charge‐offs during the quarter on loans and leases (5)
114b Net charge‐offs during the quarter on held‐to‐maturity debt securities (6)
114c Net charge‐offs during the quarter on available‐for‐sale debt securities (6)
114d Net charge‐offs during the quarter on all other financial assets (6)
115 Total Other ALLL Changes
115a Other ALLL Changes (7)
115b Other allowances for credit losses changes on held‐to‐maturity debt securities (8)
115c Other allowances for credit losses changes on available‐for‐sale debt securities (8)
115d Other allowances for credit losses changes on all other financial assets(8)
116 Total Allowances, current quarter
116a ALLL, current quarter (9)
Allowances for credit losses on held‐to‐maturity debt securities, current quarter
116b
(10)
Allowances for credit losses on available‐for‐sale debt securities, current quarter
116c
(10)
116d Allowances for credit losses on all other financial assets, current quarter (10)
DRAFT
FR Y‐14A Schedule A.1.a ‐ Income Statement
Item
78
79
80
81
82
83
84
85
86
87
88
89
90
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
91 Total Provisions during the quarter
91a Provisions for loan and lease losses during the quarter (3)
Provisions for credit losses on held‐to‐maturity debt securities during the quarter
91b
(4)
Provisions for credit losses on available‐for‐sale debt securities during the quarter
91c
(4)
91d Provisions for credit losses on all other financial assets during the quarter (4)
92 Real Estate Loans (in Domestic Offices)
93 Residential Mortgages
94 First Lien Mortgages
95 Closed‐End Junior Liens
96 HELOCs
97 CRE Loans
98 Construction
99 Multifamily
100 Nonfarm, Non‐residential
101 Loans Secured by Farmland
102 Real Estate Loans (Not in Domestic Offices)
103 Residential Mortgages
104 CRE Loans
105 Farmland
106 C&I Loans
107 C&I Graded
108 Small Business (Scored/Delinquency Managed)
109 Corporate and Business Cards
110 Credit Cards
111 Other Consumer
112 All Other Loans and Leases
113 Unallocated
114 Total Net charge‐offs during the quarter
114a Net charge‐offs during the quarter on loans and leases (5)
114b Net charge‐offs during the quarter on held‐to‐maturity debt securities (6)
114c Net charge‐offs during the quarter on available‐for‐sale debt securities (6)
114d Net charge‐offs during the quarter on all other financial assets (6)
115 Total Other ALLL Changes
115a Other ALLL Changes (7)
115b Other allowances for credit losses changes on held‐to‐maturity debt securities (8)
115c Other allowances for credit losses changes on available‐for‐sale debt securities (8)
115d Other allowances for credit losses changes on all other financial assets(8)
116 Total Allowances, current quarter
116a ALLL, current quarter (9)
Allowances for credit losses on held‐to‐maturity debt securities, current quarter
116b
(10)
Allowances for credit losses on available‐for‐sale debt securities, current quarter
116c
(10)
116d Allowances for credit losses on all other financial assets, current quarter (10)
DRAFT
DRAFT
FR Y‐14A Schedule A.1.a ‐ Income Statement
Actual in
$Millions
Item
Projected in $Millions
as of date
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
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
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
121
122
123
124
125
126
127
128
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 (11)
Realized Gains (Losses) on held‐to‐maturity securities, including OTTI (11)
Income (loss) before applicable income taxes and discontinued operations
CASIP632
CASIKU79
CASIP633
CASIP634
CASIP635
CASI3196
CASI3521
CASI4310
CPSIP632
CPSIKU79
CPSIP633
CPSIP634
CPSIP635
CPSI3196
CPSI3521
CPSI4310
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
129 Applicable income taxes (foreign and domestic)
130 Income (loss) before discontinued operations and other adjustments
CASI4302
CASI4300
CPSI4302
CPSI4300
‐
‐
‐
‐
‐
‐
‐
‐
‐
131 Discontinued operations, net of applicable 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
(1)
(2)
(3)
(4)
(5)
(6)
(7)
REPURCHASE RESERVE/LIABILITY FOR MORTGAGE REPS AND WARRANTIES
Reserve, prior quarter
Provisions during the quarter
Net charges during the quarter
Reserve, current quarter
Footnotes to the Income Statement Worksheet
Institutions that have adopted ASU 2016‐13 should report the allowance and
provision for credit losses in items 68 through 116.
Items 68b and 68c are only reported by institutions that have adopted ASU 2016‐
13.
Institutions that have adopted ASU 2016‐13 should report the provision for credit
losses on loans and leases.
Items 91b and 91c are only reported by institutions that have adopted ASU 2016‐
13.
Institutions that have adopted ASU 2016‐13 should report net charge‐offs during
the quarter on loans and leases in item 114a.
Items 114b and 114c are only reported by institutions that have adopted ASU
2016‐13.
Institutions that have adopted ASU 2016‐13 should report other changes to the
allowances for credit losses on loans and leases in item 115a.
Items 115b and 115c are only reported by institutions that have adopted ASU
2016‐13.
Institutions that have adopted ASU 2016‐13 should report the allowance for credit
(9)
losses on loans and leases in item 116a.
Items 116b and 116c are only reported by institutions that have adopted ASU
(10)
2016‐13.
Institutions that have adopted ASU 2016‐13 should not include OTTI in items 126
(11)
and 127a.
(8)
‐na‐
‐
‐
‐
‐
‐na‐
‐
‐
‐
‐
‐na‐
‐
‐
‐
‐
‐na‐
‐
‐
‐
‐
‐na‐
‐
‐
‐
‐
‐na‐
‐
‐
‐
‐
‐na‐
‐
‐
‐
‐
‐na‐
‐
‐
‐
‐
‐na‐
‐
‐
‐
‐
DRAFT
FR Y‐14A Schedule A.1.a ‐ Income Statement
Sums in $Millions
Item
PQ 2 ‐ PQ 5
117
118
119
120
PRE‐PROVISION NET REVENUE
Net interest income
Noninterest income
Noninterest expense
Pre‐Provision Net Revenue
121
122
123
124
125
126
127
128
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 (11)
Realized Gains (Losses) on held‐to‐maturity securities, including OTTI (11)
Income (loss) before applicable income taxes and discontinued operations
PQ 6 ‐ PQ 9
9‐Quarter
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
129 Applicable income taxes (foreign and domestic)
130 Income (loss) before discontinued operations and other adjustments
‐
‐
‐
‐
‐
‐
131 Discontinued operations, net of applicable 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
(1)
(2)
(3)
(4)
(5)
(6)
(7)
REPURCHASE RESERVE/LIABILITY FOR MORTGAGE REPS AND WARRANTIES
Reserve, prior quarter
Provisions during the quarter
Net charges during the quarter
Reserve, current quarter
Footnotes to the Income Statement Worksheet
Institutions that have adopted ASU 2016‐13 should report the allowance and
provision for credit losses in items 68 through 116.
Items 68b and 68c are only reported by institutions that have adopted ASU 2016‐
13.
Institutions that have adopted ASU 2016‐13 should report the provision for credit
losses on loans and leases.
Items 91b and 91c are only reported by institutions that have adopted ASU 2016‐
13.
Institutions that have adopted ASU 2016‐13 should report net charge‐offs during
the quarter on loans and leases in item 114a.
Items 114b and 114c are only reported by institutions that have adopted ASU
2016‐13.
Institutions that have adopted ASU 2016‐13 should report other changes to the
allowances for credit losses on loans and leases in item 115a.
Items 115b and 115c are only reported by institutions that have adopted ASU
2016‐13.
Institutions that have adopted ASU 2016‐13 should report the allowance for credit
(9)
losses on loans and leases in item 116a.
Items 116b and 116c are only reported by institutions that have adopted ASU
(10)
2016‐13.
Institutions that have adopted ASU 2016‐13 should not include OTTI in items 126
(11)
and 127a.
(8)
‐na‐
‐
‐
‐na‐
‐
‐
‐na‐
‐
‐
FR Y‐14A Schedule A.1.a ‐ Income Statement
Item
117
118
119
120
PRE‐PROVISION NET REVENUE
Net interest income
Noninterest income
Noninterest expense
Pre‐Provision Net Revenue
121
122
123
124
125
126
127
128
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 (11)
Realized Gains (Losses) on held‐to‐maturity securities, including OTTI (11)
Income (loss) before applicable income taxes and discontinued operations
129 Applicable income taxes (foreign and domestic)
130 Income (loss) before discontinued operations and other adjustments
131 Discontinued operations, net of applicable 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
(1)
(2)
(3)
(4)
(5)
(6)
(7)
REPURCHASE RESERVE/LIABILITY FOR MORTGAGE REPS AND WARRANTIES
Reserve, prior quarter
Provisions during the quarter
Net charges during the quarter
Reserve, current quarter
Footnotes to the Income Statement Worksheet
Institutions that have adopted ASU 2016‐13 should report the allowance and
provision for credit losses in items 68 through 116.
Items 68b and 68c are only reported by institutions that have adopted ASU 2016‐
13.
Institutions that have adopted ASU 2016‐13 should report the provision for credit
losses on loans and leases.
Items 91b and 91c are only reported by institutions that have adopted ASU 2016‐
13.
Institutions that have adopted ASU 2016‐13 should report net charge‐offs during
the quarter on loans and leases in item 114a.
Items 114b and 114c are only reported by institutions that have adopted ASU
2016‐13.
Institutions that have adopted ASU 2016‐13 should report other changes to the
allowances for credit losses on loans and leases in item 115a.
Items 115b and 115c are only reported by institutions that have adopted ASU
2016‐13.
Institutions that have adopted ASU 2016‐13 should report the allowance for credit
(9)
losses on loans and leases in item 116a.
Items 116b and 116c are only reported by institutions that have adopted ASU
(10)
2016‐13.
Institutions that have adopted ASU 2016‐13 should not include OTTI in items 126
(11)
and 127a.
(8)
DRAFT
FR Y‐14A Schedule A.1.a ‐ Income Statement
Item
117
118
119
120
PRE‐PROVISION NET REVENUE
Net interest income
Noninterest income
Noninterest expense
Pre‐Provision Net Revenue
121
122
123
124
125
126
127
128
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 (11)
Realized Gains (Losses) on held‐to‐maturity securities, including OTTI (11)
Income (loss) before applicable income taxes and discontinued operations
129 Applicable income taxes (foreign and domestic)
130 Income (loss) before discontinued operations and other adjustments
131 Discontinued operations, net of applicable 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
(1)
(2)
(3)
(4)
(5)
(6)
(7)
REPURCHASE RESERVE/LIABILITY FOR MORTGAGE REPS AND WARRANTIES
Reserve, prior quarter
Provisions during the quarter
Net charges during the quarter
Reserve, current quarter
Footnotes to the Income Statement Worksheet
Institutions that have adopted ASU 2016‐13 should report the allowance and
provision for credit losses in items 68 through 116.
Items 68b and 68c are only reported by institutions that have adopted ASU 2016‐
13.
Institutions that have adopted ASU 2016‐13 should report the provision for credit
losses on loans and leases.
Items 91b and 91c are only reported by institutions that have adopted ASU 2016‐
13.
Institutions that have adopted ASU 2016‐13 should report net charge‐offs during
the quarter on loans and leases in item 114a.
Items 114b and 114c are only reported by institutions that have adopted ASU
2016‐13.
Institutions that have adopted ASU 2016‐13 should report other changes to the
allowances for credit losses on loans and leases in item 115a.
Items 115b and 115c are only reported by institutions that have adopted ASU
2016‐13.
Institutions that have adopted ASU 2016‐13 should report the allowance for credit
(9)
losses on loans and leases in item 116a.
Items 116b and 116c are only reported by institutions that have adopted ASU
(10)
2016‐13.
Institutions that have adopted ASU 2016‐13 should not include OTTI in items 126
(11)
and 127a.
(8)
DRAFT
DRAFT
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) (1)
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
DRAFT
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
Item
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
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
Other loans backed by securities (non‐purpose lending)
Other
Other Loans and Leases
Loans to Foreign Governments
Agricultural Loans
Loans for purchasing or carrying securities (secured or unsecured)
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
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
DRAFT
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
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
DRAFT
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
Item
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
PQ 1
Other Consumer
Auto Loans
Student Loans
Other loans backed by securities (non‐purpose lending)
Other
Other Loans and Leases
Loans to Foreign Governments
Agricultural Loans
Loans for purchasing or carrying securities (secured or unsecured)
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
CPSBP699
CPSBP700
CPSBP491
CPSBP701
CPSBP702
CPSBP703
CPSBP704
CPSBP705
CPSBP706
CPSBP707
CPSBP708
CPSBP709
CPSBP710
CPSBP711
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 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSBP712
CPSBP713
CPSBP714
CPSBP715
CPSBP716
CPSBP717
CPSBP718
CPSBP719
CPSBP720
CPSBP721
CPSBP722
CPSBP723
CPSBP724
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSBP725
‐
‐
‐
‐
‐
‐
‐
‐
‐
DRAFT
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
PQ 1
Item
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
109 Unearned Income on Loans
110 Allowance for Loan and Lease Losses (2)
Loans and Leases (Held for Investment and Held for Sale), Net of
111
Unearned Income and Allowance for Loan and Lease Losses (3)
CPSB2123
CPSB3123
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSBP726
‐
‐
‐
‐
‐
‐
‐
‐
‐
TRADING
112 Trading Assets
CPSB3545
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
113
114
115
116
117
INTANGIBLES
Goodwill
Mortgage Servicing Rights
Not applicable
All Other Identifiable Intangible Assets
Total Intangible Assets
OTHER
118 Cash and cash equivalent
119 Federal funds sold
120 Securities purchased under agreements to resell (4)
121
122
123
124
125
126
127
128
129
130
Premises and Fixed Assets
OREO
Commercial
Residential
Farmland
Collateral Underlying Operating Leases for Which the Bank is the
Lessor (5)
Autos
Other
Other Assets (6)
Total Other
131 TOTAL ASSETS
CPSB3163
CPSB3164
CPSB5507
CPSBP727
CPSBP728
CPSBB987
CPSBB989
CPSB2145
CPSB2150
CPSBP729
CPSBP730
CPSBP731
CPSBP732
CPSBP733
CPSBP734
CPSBP735
CPSBP736
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSB2170
‐
‐
‐
‐
‐
‐
‐
‐
‐
DRAFT
FR Y‐14A Schedule A.1.b ‐ Balance Sheet
PQ 1
Item
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Liabilities
132 Deposits in domestic offices
Deposits in foreign offices, Edge and Agreement subsidiaries, and
133
IBFs
134 Deposits
Federal funds purchased and securities sold under agreements to
135
repurchase
136 Trading Liabilities
137 Other Borrowed Money
138 Subordinated Notes and Debentures
Subordinated Notes Payable to Unconsolidated Trusts Issuing
139
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
144
145
146
147
148
149
Perpetual Preferred Stock and Related Surplus
Common Stock (Par Value)
Surplus (Exclude All Surplus Related to Preferred Stock)
Retained Earnings
Accumulated Other Comprehensive Income (AOCI)
Other Equity Capital Components
Total BHC Equity Capital
150 Noncontrolling (Minority) Interests in Consolidated Subsidiaries
151 Total Equity Capital
CPSB3283
CPSB3230
CPSB3240
CPSB3247
CPSBB530
CPSBA130
CPSB3210
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSB3000
CPSBG105
‐
‐
‐
‐
‐
‐
‐
‐
‐
Other
152 Unused Commercial Lending Commitments and Letters of Credit
(1)
(2)
(3)
(4)
CPSBP741
Footnotes to the Balance Sheet Worksheet
Institutions that have adopted ASU 2016‐13 should report item 1 net of any applicable allowance for credit losses.
For institutions that adopted ASU 2016‐13, this item will represent the allowance for credit losses on loans and leases.
For institutions that adopted ASU 2016‐13, this item will be net of unearned income and allowance for credit losses on loans and leases.
Institutions that adopted ASU 2016‐13 should report item 120 net of any applicable allowance for credit losses.
Refers to the balance sheet carrying amount of any equipment or other asset rented to others under operating leases, net of accumulated
(5) depreciation. The total 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.
(6) Institutions that adopted ASU 2016‐13, should report item 129 net of any applicable allowance for credit losses.
DRAFT
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 (exclduing 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
13 Commercial and similar letters of credit with an original maturity of one year or less
14 Retained recourse on small business obligations sold with recourse
15 Repo‐style transactions
16 All other off‐balance sheet liabilities
17a Unused commitments: Original maturity of one year or less, excluding ABCP conduits
17b Unused commitments: Original maturity of one year or less to ABCP conduits
17c Unused commitments: Original maturity exceeding one year
18 Unconditionally cancelable commitments
19 Over‐the‐counter derivatives
20 Centrally cleared derivatives
21 Unsettled transactions (failed trades)
CASSS625
CASSB546
CASS6570
CASS3411
CASSA250
CASSS515
CASSB681
CASSS525
CASSG591
CASS6572
CASSS540
CASSS626
CASSS627
CASSH191
‐
CPSSS625
CPSSB546
CPSS6570
CPSS3411
CPSSA250
CPSSS515
CPSSB681
CPSSS525
CPSSG591
CPSS6572
CPSSS540
CPSSS626
CPSSS627
CPSSH191
‐
‐
‐
DRAFT
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
CASSS307
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
CPSSS316
CASSS316
Standardized specific risk add‐ons for net long correlation trading positions
CPSSS325
CASSS325
Standardized specific risk add‐on for net short correlation trading positions
CASSS333
CPSSS333
CASSS335
‐
CPSSS335 ‐
Standardized measure of specific risk add‐ons (greater of item 32 or 33)
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Market Risk
24 Value‐at‐risk (VaR) with Multiplier
25 Stressed VaR with Multiplier
Specific risk add‐on
Debt positions
Equity positions
Capital requirements for securitization positions using the Simplified Supervisory
Formula Approach (SSFA) or applying a specific risk‐weighting factor of 1250% percent
28
26
27
29
Standardized measure of specific risk add‐ons (sum of items 26, 27, and 28)
incremental risk.
30 Incremental risk capital requirement
31
32
33
34
CASSS311
‐
‐
CPSSS628
CPSSS311
CPSSN813
CASSN813
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
DRAFT
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
CASSS630
CASSS631
CASSS632
CASSS633
CASSS634
CASSS635
CASSS636
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
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
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
DRAFT
Please note that for purposes of CCAR 2019, BHCs/IHCs are not required to complete the following worksheet.
Actual in
$Millions
f t
FFIEC 101 f
A
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
C
App
h C
t R k (I l
g CCR
t
g
t k), th 1 06 l g f t
Op t
l R k
t RWA
Wh l l E p
C p t
B l
Sh t A
t
RWA
B k
B l
Sh t A
t
RWA
S
g
B l
Sh t A
t
RWA
IPRE
B l
Sh t A
t
RWA
HVCRE
B l
Sh t A
t
RWA
C
t p t C
t R k
RWA f l g bl
g l
, p t l t
t
OTC
t
th
p
t tt g EAD j t
t th
RWA f l g bl
g l
, p t l t
t
OTC
t
th
p
t tt g
ll t l fl t LGD
RWA f l g bl
g l
, p t l t
t
p
t tt g EAD j t
t th
RWA f l g bl
g l
, p t l t
t
p
t tt g
ll t l fl t LGD
RWA f OTC
t
p
t tt g EAD j t
t th
RWA f OTC
t
p
t tt g
ll t l fl t LGD
R t l E p
R
t l
tg g l
f t l p
B l
Sh t A
t
RWA
R
t l
tg g l
j
l p
B l
Sh t A
t
RWA
R
t l
tg g
l g p
B l
Sh t A
t
RWA
Q l f g
l g p
B l
Sh t A
t
RWA
Oth t l p
B l
Sh t A
t
RWA
Securitization Expo ures (72 Federal Register 69288, December 7, 2007)
31
32
33
34
35
36
37
38
39
40
41
42
43
44
B l
Sh t A
t
RWA
t t E p
R
g l t p t l l , l 2013)
Subject to supervisory formula approach (SFA)
B l
Sh t A
t
RWA
Subject to simplified supervisory formula approach (SSFA)
B l
Sh t A
t
RWA
S bj t t 1,250% k
ght
B l
Sh t A
t
RWA
Cl
T
t
R
g l t p t l l , l 2013)
D
t t t
tt g t t
t
B l
Sh t A
t
RWA
Repo style transactions
B l
Sh t A
t
RWA
D f lt f
t b t
S
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
P j t $M ll
PQ 4
PQ 5
PQ 1
PQ 2
PQ 3
PQ 6
PQ 7
PQ 8
PQ 9
DRAFT
FR Y‐14A Schedule A.1.c.2 ‐ Advanced RWA
45
46
47
48
49
50
51
52
53
54
55
56
57
Balance Sheet Amount
RWA
Sum of AABGJ144
AABGJ145 AABGJ146
Equity Expo ures RWA
Other Assets
Balance Sheet Amount
RWA
CVA Capital Charge (risk weighted asset equivalent)(Revised regulatory capital rule, July 2013)
Advanced CVA Approach
Un tressed VaR with Multipliers
Stres ed VaR with Multipliers
Simple CVA Approach
Assets subject to the general risk based capital requirement
Operational RWA
Operational RWA
Total risk based capital requirement for operational ri k without dependence assumptions
Market Risk
58 VaR‐based capital requirement
59 Stressed VaR‐based capital requirement
60 Incremental risk capital requirement
61 Comprehensive risk capital requirement (excluding non‐modeled correlation)
62 Non‐modeled Securitization
Net Long
63
Net Short
64
65 Specific risk add‐on (excluding securitization and correlation)
Sovereign debt positions
66
Government sponsored entity debt positions
67
Depository institution, foreign bank, and credit union debt positions
68
Public sector entity debt positions
69
Corporate debt po itions
70
Equity
71
72 Capital requirement for de minimis exposures
73 Market risk equivalent assets
74
75
Oth RWA
E
l g bl
76
T t l RWA
t
t
l
t
2 p t l
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
CASA 152
CASAA223
CPSAN883
CPSAN884
CPSAN885
CPSAN886
CPSAN887
CPSAN888
CPSAJ198
CPSAN826
CPSA 152
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
DRAFT
CCARP005
Sums in $Millions
Projected in $Millions
Adjusted
Starting
1
Value
Item
As of Date
1
2
3
4
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
PQ 2 ‐
PQ 5
PQ 6 ‐
PQ 9
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
9‐Quarter
CASK3217
CPSK3217
‐
CASKB507
CPSKB507
CASKB508
CPSKB508
CASK4340
CPSK4340
‐
‐
‐
CASK3577
CASK3578
CPSK3577
CPSK3578
‐
‐
‐
‐
‐
‐
CASK3579
CASK3580
CASK4782
CASK4783
CASK4356
CASK4598
CPSK3579
CPSK3580
CPSK4782
CPSK4783
CPSK4356
CPSK4598
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
Sale of perpetual preferred stock (excluding treasury stock transactions):
5
6
7
8
9
10
11
12
13
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
14 Other comprehensive income
15
Change in the offsetting debit to the liability for Employee Stock Ownership Plan
(ESOP) debt guaranteed by the bank holding company
16 Other adjustments to equity capital (not included above)*
17
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)
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
20
21
22
23
Common equity tier 1
Common stock and related surplus, net of treasury stock and unearned
employee stock ownership plan (ESOP) shares
Retained earnings
Accumulated other comprehensive income (AOCI)
Common equity tier 1 minority interest includable in common equity tier 1
Common equity tier 1 before adjustments and deductions (sum of items 19
through 22)
CASK4460
CPSK4460
‐
‐
‐
CASKB511
CPSKB511
‐
‐
‐
CASK4591
CPSK4591
‐
‐
‐
CASK3581
CPSK3581
‐
‐
‐
‐
‐
‐
CASK3210
‐
CPSK3210
CASDP838
CPSDP838
CASDP742
CASK3247
CASDB530
CASDP839
CPSDP742
CPSK3247
CPSDB530
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)),
25
net 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.
CASDP841
CPSDP841
CASDP842
CPSDP842
CASDP843
CPSDP843
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
FR Y‐14A Schedule A.1.d. ‐ 1. Capital ‐ CCAR and 2. Capital ‐ DFAST
Adjusted
Starting
Value1
Item
As of Date
27
28
29
30
31
32
33
34
35
36
37a
37b
38
39
40
41
42
43
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
AOCI related adjustments: Net unrealized loss on available‐for‐sale preferred
stock classified as an equity security under GAAP and available‐for‐sale equity
exposures (report loss as a positive value)
AOCI related adjustments: Accumulated net gains (losses) on cash flow hedges (if
a gain, report as a positive value; if a loss, report as a negative value)
AOCI related adjustments: Amounts recorded in AOCI attributed to defined
benefit postretirement plans resulting from the initial and subsequent
application of the relevant GAAP standards that pertain to such plans (if a gain,
report as a positive value; if a loss, report as a negative value)
AOCI related adjustments: Net unrealized gains (losses) on held‐to‐maturity
securities that are included in AOCI (if a gain, report as a positive value; if a loss,
report as a negative value)
If Item 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
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
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
in the form of common stock that exceed the 10 percent threshold for non‐
significant investments
Subtotal (item 23 minus items 24 through 35)
Significant investments in the capital of unconsolidated financial institutions in
the form of common stock, net of associated DTLs, that exceed the 10 percent
common equity tier 1 capital deduction threshold (item 71)
Investments in the capital of unconsolidated financial institutions, net of
associated DTLs, that exceed 25 percent common equity tier 1 capital deduction
threshold
MSAs, net of associated DTLs, that exceed the 10 percent common equity tier 1
capital deduction threshold
DTAs arising from temporary differences that could not be realized through net
operating loss carrybacks, net of related valuation allowances and net of DTLs,
that exceed the 10 percent common equity tier 1 capital deduction threshold
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
37a through 41)
Common equity tier 1 capital (item 36 minus 42)
DRAFT
CASDP844
CPSDP844
CASDP845
CPSDP845
CASDP846
CPSDP846
CASDP847
CPSDP847
CASDP848
CPSDP848
CASDP849
CPSDP849
CASDQ258
CPSDQ258
CASDP850
CPSDP850
CASDP851
CPSDP851
CASDP852 ‐ CPSDP852
CASKP853
CPSKP853
CASKLF29
CPSKLF29
CASKP854
CPSKP854
CASKP855
CPSKP855
CASKP856
CPSKP856
CASDP857
CPSDP857
CASDP858 ‐ CPSDP858
CASDP859 ‐ CPSDP859
PQ 1
PQ 2
Projected in $Millions
PQ 3
PQ 4
PQ 5
PQ 6
Sums in $Millions
PQ 7
PQ 8
PQ 9
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
PQ 2 ‐
PQ 5
PQ 6 ‐
PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.d. ‐ 1. Capital ‐ CCAR and 2. Capital ‐ DFAST
Adjusted
Starting
Value1
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
51
52
53
54
55
56
57
58
59
60
61
Tier 2 capital
Tier 2 capital instruments plus related surplus
Non‐qualifying capital instruments subject to phase out from tier 2 capital
Total capital minority interest that is not included in tier 1 capital
Allowance for loan and lease losses includable in tier 2 capital (2)
(Advanced approaches holding companies that exit parallel run only): eligible
credit reserves includable in tier 2 capital
Unrealized gains on available‐for‐sale preferred stock classified as an equity
security under GAAP and available‐for‐sale equity exposures includable in tier 2
capital
Tier 2 capital before deductions (sum of items 51, 52, 53, 54 and 56)
(Advanced approaches holding companies that exit parallel run only): Tier 2
capital before deductions
Tier 2 capital deductions
Tier 2 capital (item 57 minus 59)
(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
63
capital (sum of items 50 and 61)
‐
DRAFT
CPSD8274
Projected in $Millions
Sums in $Millions
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASDP866
CASDP867
CASDP868
CASD5310
CPSDP866
CPSDP867
CPSDP868
CPSD5310
CASE5310
CPSE5310
CASDQ257
CASDP870 ‐
CPSDQ257
CPSDP870
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASEP870
CASDP872
CASD5311 ‐
CPSEP870
CPSDP872
CPSD5311
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASE5311
CPSE5311
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASD3792
CASE3792
‐
CPSD3792
CPSE3792
PQ 2 ‐
PQ 5
PQ 6 ‐
PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.d. ‐ 1. Capital ‐ CCAR and 2. Capital ‐ DFAST
Adjusted
Starting
Value1
Item
As of Date
Threshold Deductions Calculations
Items 64‐71 should only be filed by firms subject to Category I and II standards
Non‐significant investments in the capital of unconsolidated financial institutions
in the form of common stock, net of associated DTLs
Aggregate non‐significant investments in the capital of unconsolidated financial
64 institutions, including in the form of common stock, additional tier 1, and tier 2
CASDR643
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
CASDR646 ‐
common stock
Amount of non‐significant investments that exceed the 10 percent deduction
66
CASDR647 ‐
threshold for non‐significant investments
67
68
69
70
71
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 in the form of common stock
Permitted offsetting short positions in relation to the specific gross holdings
included above
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)
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
threshold (greater of item 69 minus item 70 or zero), prior to transition
provisions
Investments in the capital of unconsolidated financial institutions (firms subject
to Category III and IV standards only)
Aggregate amount of investments in the capital of unconsolidated financial
72
institutions, net of associated DTLs
73 25 percent common equity tier 1 deduction threshold (25 percent of item 36)
Amount to be deducted from common equity tier 1 due to 25 percent deduction
74
threshold (greater of item 72 minus item 73 or zero)
75
76
77
78
79
Items 75‐82 should be filed by all firms
MSAs, net of associated DTLs
Total mortgage servicing assets classified as intangible
Associated deferred tax liabilities which would be extinguished if the intangible
becomes impaired or derecognized under the relevant accounting standards
Mortgage servicing assets net of related deferred tax liabilities (item 75 minus
item 76)
10 percent Common equity tier 1 deduction threshold
Amount to be deducted from common equity tier 1 due to the 10 percent
deduction threshold, prior to transiton provisions
DTAs arising from temporary differences that could not be realized through net
operating loss carrybacks, net of related valuation allowances and net of DTLs
DTAs arising from temporary differences that could not be realized through net
80
operating loss carrybacks, net of related valuation allowances and net of DTLs
81 10 percent Common equity tier 1 deduction threshold
Amount to be deducted from common equity tier 1 due to the 10 percent
82
deduction threshold, prior to transition provisions
Items 83‐86 should only be filed by firms subject to Category I and II standards
DRAFT
PQ 1
PQ 2
Projected in $Millions
PQ 3
PQ 4
PQ 5
PQ 6
Sums in $Millions
PQ 7
PQ 8
PQ 9
CPSDR643
CPSDR646
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
CPSDR647
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
CASDQ259
CPSDQ259
CASDQ260
CPSDQ260
CASDQ261
CASDQ262
‐
‐
CPSDQ261
CPSDQ262
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASDP853
‐
CPSDP853
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASDLF18
CASDLF19
‐
CPSDLF18
CPSDLF19
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASDLF20
‐
CPSDLF20
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASDQ263
CPSDQ263
CASDQ264
CPSDQ264
CASDQ265
CASDQ262
‐
‐
CPSDQ265
CPSDQ262
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASDP854
‐
CPSDP854
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASDQ296 ‐ CPSDQ296
CASDQ262 ‐
CPSDQ262
CASDP855
‐
CPSDP855
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
PQ 2 ‐
PQ 5
PQ 6 ‐
PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.d. ‐ 1. Capital ‐ CCAR and 2. Capital ‐ DFAST
Adjusted
Starting
Value1
Item
As of Date
83
84
85
86
87
88
89
90
91
DRAFT
Projected in $Millions
Sums in $Millions
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
Aggregate of items subject to the 15% limit (significant investments, mortgage
servicing assets and deferred tax assets arising from temporary differences)
Sum of items 69, 77, and 80
15 percent common equity tier 1 deduction threshold
Sum of items 71, 79, and 82
Item 83 minus item 85
Amount to be deducted from common equity tier 1 due to 15 percent deduction
threshold, prior to transition provisions
CASDQ266
CASDQ267
CASDQ268
CASDQ269
‐
‐
‐
‐
CPSDQ266
CPSDQ267
CPSDQ268
CPSDQ269
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CASDQ270
‐
CPSDQ270
‐
‐
‐
‐
‐
‐
‐
‐
‐
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 88 minus items 89 and 90)
CASK3368
CASDP875
CASDB596
CASDA224 ‐
REGULATORY CAPITAL AND RATIOS
92 Common equity tier 1 (item 43)
93 Tier 1 capital per revised regulatory capital rule
94 Total capital per revised regulatory capital rule
(Advanced approaches holding companies that exit parallel run only): Total
95
capital per revised regulatory capital rule (item 63)
96 Total risk‐weighted assets using standardized approach
(Advanced approaches holding companies that exit parallel run only): total risk‐
97
weighted assets using advanced approaches rules
98 Total assets for the leverage ratio per revised regulatory capital rule (item 91)
99 Supplementary leverage ratio exposure
CPSK3368
CPSDP875
CPSDB596
CPSDA224
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
CASDP859 ‐ CPSDP859
CASD8274 ‐ CPSD8274
CASD3792 ‐ CPSD3792
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
CASE3792
CPSE3792
CASDA223
CPSDA223
CASEA223
CPSEA223
CASKA224 ‐ CPSKA224
CASKHK22
CPSKHK22
‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐ ‐
PQ 2 ‐
PQ 5
PQ 6 ‐
PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.d. ‐ 1. Capital ‐ CCAR and 2. Capital ‐ DFAST
DRAFT
Adjusted
Starting
Value1
Item
As of Date
Projected in $Millions
Sums in $Millions
PQ 1
PQ 2
PQ 3
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
CASDP793
#DIV/0!
CPSDP793
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
CASEP793
CASD7206
#DIV/0!
CPSEP793
CPSD7206
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
CASE7206
CASD7205
#DIV/0!
CPSE7206
CPSD7205
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
CASE7205
CASD7204
#DIV/0!
CPSE7205
CPSD7204
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
100 Common equity tier 1 ratio (%)
(Advanced approaches holding companies that exit parallel run only): Common
101
equity tier 1 ratio (%)
102 Tier 1 capital ratio (%)
(Advanced approaches holding companies that exit parallel run only): Tier 1
103
capital ratio (%)
104 Total capital ratio (%)
(Advanced approaches holding companies that exit parallel run only): Total
105
capital ratio (%)
106 Tier 1 leverage ratio (%)
107 Supplementary leverage ratio (%)
CASKHK23
CPSKHK23
Schedule HC‐F—Other Assets
108 Net deferred tax assets
CASK2148
CPSK2148
Schedule HC‐G—Other Liabilities
109 Net deferred tax liabilities
CASK3049
CPSK3049
Issuances associated with the U.S. Department of Treasury Capital Purchase
Program:
110 Senior perpetual preferred stock or similar items
111 Warrants to purchase common stock or similar items
CASKG234
CASKG235
CPSKG234
CPSKG235
CASDQ275
CASDLC30
CASDLC31
CASDLC32
CPSDQ275
CPSDLC30
CPSDLC31
CPSDLC32
Deferred Tax Asset Information
Taxes previously paid that the bank holding company could recover through
allowed carrybacks if the bank holding company's DTAs on net operating loss,
tax credits and temporary differences (both deductible and taxable) fully reverse
at the report date
112a U.S. Federal Government
112b U.S. State Governments
112c All non‐U.S. tax jurisdictions
112
113
Deferred tax assets that arise from net operating loss and tax credit
carryforwards, net of DTLs, but gross of related valuation allowances
CASDR648
CPSDR648
114
Valuation allowances related to deferred tax assets that arise from net operating
loss and tax credit carryforwards
CASDR649
CPSDR649
114a U.S. Federal Government
114b U.S. State Governments
114c All non‐U.S. tax jurisdictions
CASDLC33
CPSDLC33
CASDLC34
CPSDLC34
CASDLC35
CPSDLC35
115 Deferred tax assets arising from temporary differences, net of DTLs
CASDR650
CPSDR650
CPSDLC36
115a U.S. Federal Government
CASDLC36
115b U.S. State Governments
CASDLC37
CPSDLC37
115c All non‐U.S. tax jurisdictions
CASDLC38
CPSDLC38
116 Valuation allowances related to DTAs arising from temporary differences
CASDR651
CPSDR651
116a U.S. Federal Government
CASDLC39
CPSDLC39
116b U.S. State Governments
CASDLC40
CASDLC41
CPSDLC40
CPSDLC41
116c All non‐U.S. tax jurisdictions
Supplemental Capital Action Information (report in $Millions unless otherwise
noted)***
117 Cash dividends declared on common stock
118 Common shares outstanding (Millions)
119 Common dividends per share ($)
CASD4460
CPSD4460
CASDQ946
CASDQ282 ‐
CPSDQ946
CPSDQ282
‐
‐
‐
‐
‐
‐
‐
‐
‐
PQ 2 ‐
PQ 5
PQ 6 ‐
PQ 9
9‐Quarter
FR Y‐14A Schedule A.1.d. ‐ 1. Capital ‐ CCAR and 2. Capital ‐ DFAST
Adjusted
Starting
Value1
Item
As of Date
120 Issuance of common stock for employee compensation
121 Other issuance of common stock
122 Total issuance of common stock
CASDQ283
CASDQ284
CASDQ285
123 Share repurchases to offset issuance for employee compensation
124 Other share repurchase
125 Total share repurchases
CASDQ286
CASDQ287
CASDQ288
Supplemental Information on Trust Preferred Securities Subject to Phase‐Out
from Tier 1 Capital
126 Outstanding trust preferred securities
127 Trust preferred securities included in Item 49
CASKC699
CASDQ289
Memoranda
*Please break out and explain below other adjustments to equity capital:
CASDQ290
DRAFT
Projected in $Millions
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
128
**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 112 as follows:
129 Taxes paid during the fiscal year ended two years ago
CASDQ292
130 Taxes paid during the fiscal year ended one year ago
CASDQ293
131 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):
Sums in $Millions
CASDQ295
132
Footnotes to the Capital Worksheet
(1) Firms should only use this column to report an adjusted starting value for an item subject to adjustment or deduction in capital impacted by the global market shock.
(2) Institutions that have adopted ASU 2016‐13 should report in item 54 the adjusted allowances for credit losses, as defined in the regulatory capital rule.
PQ 2 ‐
PQ 5
PQ 6 ‐
PQ 9
9‐Quarter
DRAFT
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
1a
Balances ‐‐ PCD (1)
CASRKU95
CPSRKU95
2
New originations
CASRP382
CPSRP382
3
Paydowns
CASRP383
CPSRP383
4
Asset Purchases
CASRP384
CPSRP384
5
Asset Sales
CASRP385
CPSRP385
6
Loan Losses
CASRP386
CPSRP386
6a
Loan Losses ‐‐ PCD (1)
CASRKU97
CPSRKU97
9
Balances
CASRP389
CPSRP389
9a
Balances ‐‐ PCD (1)
CASRKV00
CPSRKV00
7
Not applicable
8
Not applicable
First Lien HELOANs (in Domestic Offices)
10
New originations
CASRP390
CPSRP390
11
Paydowns
CASRP391
CPSRP391
12
Asset Purchases
CASRP392
CPSRP392
13
Asset Sales
CASRP393
CPSRP393
14
Loan Losses
CASRP394
CPSRP394
14a
Loan Losses ‐‐ PCD (1)
CASRKV02
CPSRKV02
15
Not applicable
16
Not applicable
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
DRAFT
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
‐
‐
‐
Closed‐End Junior Liens (in Domestic Offices)
17
Balances
CASRP397
CPSRP397
17a
Balances ‐‐ PCD (1)
CASRKV05
CPSRKV05
18
New originations
CASRP398
CPSRP398
19
Paydowns
CASRP399
CPSRP399
20
Asset Purchases
CASRP400
CPSRP400
21
Asset Sales
CASRP401
CPSRP401
22
Loan Losses
CASRP402
CPSRP402
22a
Loan Losses ‐‐ PCD (1)
CASRKV07
CPSRKV07
23
Not applicable
24
Not applicable
HELOCs (in Domestic Offices)
25
26
26a
27
27a
28
Balances
Balance from vintages < PQ 1
Balances ‐‐ PCD (1)
CASRP405
CASRKV10
CPSRKV10
Balance from vintage PQ 1 ‐ PQ 5
CPSRP407
CPSRLC42
Balance from vintage PQ 6 ‐ PQ 9
28a
29
Paydowns
CPSRP405
CPSRP406
Balances ‐‐ PCD (1)
Balances ‐‐ PCD (1)
‐
CASRP406
CPSRP408
CPSRLC43
CASRP409
CPSRP409
30
Asset Purchases
CASRP410
CPSRP410
31
Asset Sales
CASRP411
CPSRP411
32
Loan Losses
CASRP412
CPSRP412
32a
Loan Losses ‐‐ PCD (1)
CASRKV12
CPSRKV12
33
Not applicable
34
Not applicable
‐
‐
‐
DRAFT
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
PQ 1
First Lien Mortgages and HELOANs (International)
35
Balances
CASRP415
CPSRP415
35a
Balances ‐‐ PCD (1)
CASRKV15
CPSRKV15
36
New originations
CASRP416
CPSRP416
37
Paydowns
CASRP417
CPSRP417
38
Asset Purchases
CASRP418
CPSRP418
39
Asset Sales
CASRP419
CPSRP419
40
Loan Losses
CASRP420
CPSRP420
40a
Loan Losses ‐‐ PCD (1)
CASRKV17
CPSRKV17
41
Not applicable
42
Not applicable
Closed‐End Junior Liens and HELOCs (International)
43
Balances
CASRP423
CPSRP423
43a
Balances ‐‐ PCD (1)
CASRKV20
CPSRKV20
44
New originations
CASRP424
CPSRP424
45
Paydowns
CASRP425
CPSRP425
46
Asset Purchases
CASRP426
CPSRP426
47
Asset Sales
CASRP427
CPSRP427
48
Loan Losses
CASRP428
CPSRP428
48a
Loan Losses ‐‐ PCD (1)
CASRKV22
CPSRKV22
49
Not applicable
50
Not applicable
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
DRAFT
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
Paydowns
CASRP437
CPSRP437
58
Asset Purchases
CASRP438
CPSRP438
59
Asset Sales
CASRP439
CPSRP439
60
Loan Losses
CASRP440
CPSRP440
61
Balances
57
Charge Card (Domestic)
62
Balance from vintages < PQ 1
CASRP441
CASRP442
‐
CPSRP441
CPSRP442
63
Balance from vintage PQ 1 ‐ PQ 5
CPSRP443
64
Balance from vintage PQ 6 ‐ PQ 9
CPSRP444
65
Paydowns
66
Asset Purchases
CASRP446
CPSRP446
67
Asset Sales
CASRP447
CPSRP447
68
Loan Losses
CASRP448
CPSRP448
CASRP445
CPSRP445
‐
‐
‐
DRAFT
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
PQ 1
PQ 2
PQ 3
‐
‐
‐
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
‐
‐
‐
Bank Card (Domestic)
69
70
71
72
Balances
Balance from vintages < PQ 1
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
Balances
CASRP462
CPSRP462
83
Paydowns
CASRP463
CPSRP463
84
Asset Purchases
CASRP464
CPSRP464
85
Asset Sales
CASRP465
CPSRP465
86
Loan Losses
CASRP466
CPSRP466
CASRP467
CPSRP467
Bank and Charge Card (International)
82
Auto Loans (Domestic)
87
Balances
88
New originations
CASRP468
CPSRP468
89
Paydowns
CASRP469
CPSRP469
90
Asset Purchases
CASRP470
CPSRP470
91
Asset Sales
CASRP471
CPSRP471
92
Loan Losses
CASRP472
CPSRP472
‐
‐
‐
DRAFT
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
98
Loan Losses
CASRP478
CPSRP478
99
Balances
CASRP479
CPSRP479
100
New originations
CASRP480
CPSRP480
101
Paydowns
CASRP481
CPSRP481
102
Asset Purchases
CASRP482
CPSRP482
103
Asset Sales
CASRP483
CPSRP483
104
Loan Losses
CASRP484
CPSRP484
Auto Leases (Domestic)
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
110
Loan Losses
CASRP490
CPSRP490
CASRP491
CPSRP491
Student Loan
111
Balances
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
DRAFT
FR Y‐14A Schedule A.2.a ‐ Retail Balance and Loss Projections
As‐of
Item
PQ 1
Small Business Loan ‐ Scored (Domestic)
117
Balances
CASRP497
CPSRP497
118
New originations
CASRP498
CPSRP498
119
Paydowns
CASRP499
CPSRP499
120
Asset Purchases
CASRP500
CPSRP500
121
Asset Sales
CASRP501
CPSRP501
122
Loan Losses
CASRP502
CPSRP502
Balances
CASRP503
CPSRP503
124
New originations
CASRP504
CPSRP504
125
Paydowns
CASRP505
CPSRP505
126
Asset Purchases
CASRP506
CPSRP506
127
Asset Sales
CASRP507
CPSRP507
128
Loan Losses
CASRP508
CPSRP508
Small Business Loan ‐ Scored (International)
123
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
134
Loan Losses
CASRP514
CPSRP514
CASRP515
CPSRP515
Other Consumer Loans and Leases (International)
135
Balances
136
New originations
CASRP516
CPSRP516
137
Paydowns
CASRP517
CPSRP517
138
Asset Purchases
CASRP518
CPSRP518
139
Asset Sales
CASRP519
CPSRP519
140
Loan Losses
CASRP520
CPSRP520
(1)
Footnotes to the Retail Balance and Loss Projections Worksheet
This item is only reported by institutions that have adopted ASU 2016‐13.
PQ 2
PQ 3
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
DRAFT
FR Y‐14A Schedule A.3.b ‐ OTTI Methodology and Assumptions for AFS and HTM Securities by Portfolio
Institutions that have not adopted ASU 2016‐13
should continue to report sub‐schedules A.3.b and
A.3.c. Institutions that have adopted ASU 2016‐13
should report sub‐schedules A.3.f and A.3.g.
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)
Were all securities
of any vendor(s) and any
reviewed for potential
vendor model(s) that are OTTI (yes/no) for stress
used
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
Not Applicable
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
Not Applicable
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.
DRAFT
FR Y‐14A Schedule A.3.c ‐Projected OTTI for AFS and HTM Securities by Portfolio
Institutions that have not adopted ASU 2016‐13
should continue to report sub‐schedules A.3.b
and A.3.c. Institutions that have adopted ASU
2016‐13 should report sub‐schedules A.3.f and
A.3.g.
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
PQ 1
Actual
Amortized
Cost
Accounting
Intent (AFS, (MM/DD/YYY Credit Loss Non‐ Credit
Y)
Portion
Loss Portion
HTM)
Total OTTI
CCARP092
CPSPP091 CPSPN234
CASPP087
CPSPN234
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
0
0
0
CPSPN235
PQ 2
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
0 ‐
PQ 3
Credit Loss Non‐ Credit
Portion
Loss Portion
0
CPSPN235
Total OTTI
Credit Loss Non‐ Credit
Portion
Loss Portion
CPSPP091 CPSPN234
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
0 ‐
0
CPSPN235
Total OTTI
CPSPP091
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
0 ‐
*For 'Other' AFS securities, please provide name of security type in row 20 above (currently labeled "Other"). Please add additional rows if necessary. If adding additional rows, please ensure that grand totals sum
appropriately.
DRAFT
FR Y‐14A Schedule A.3.c ‐Projected OTTI for AFS and HTM Securities by Portfolio
Institutions that have not adopted ASU 2016‐13
should continue to report sub‐schedules A.3.b
and A.3.c. Institutions that have adopted ASU
2016‐13 should report sub‐schedules A.3.f and
A.3.g.
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
PQ 4
Actual
Amortized
Cost
Accounting
Intent (AFS, (MM/DD/YYY Credit Loss Non‐ Credit
Y)
HTM)
Portion
Loss Portion
Total OTTI
CCARP092
CPSPP091 CPSPN234
CASPP087
CPSPN234
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
0
0
*For 'Other' AFS securities, please provide name of security type in row 20
appropriately.
0
CPSPN235
PQ 5
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
0 ‐
PQ 6
Credit Loss Non‐ Credit
Portion
Loss Portion
0
CPSPN235
Total OTTI
Credit Loss Non‐ Credit
Portion
Loss Portion
CPSPP091 CPSPN234
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
0 ‐
0
CPSPN235
Total OTTI
CPSPP091
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
0 ‐
DRAFT
FR Y‐14A Schedule A.3.c ‐Projected OTTI for AFS and HTM Securities by Portfolio
Institutions that have not adopted ASU 2016‐13
should continue to report sub‐schedules A.3.b
and A.3.c. Institutions that have adopted ASU
2016‐13 should report sub‐schedules A.3.f and
A.3.g.
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
PQ 7
Actual
Amortized
Cost
Accounting
Intent (AFS, (MM/DD/YYY Credit Loss Non‐ Credit
Y)
HTM)
Portion
Loss Portion
Total OTTI
CCARP092
CPSPP091 CPSPN234
CASPP087
CPSPN234
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
0
0
*For 'Other' AFS securities, please provide name of security type in row 20
appropriately.
0
CPSPN235
PQ 8
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
0 ‐
PQ 9
Credit Loss Non‐ Credit
Portion
Loss Portion
0
CPSPN235
Total OTTI
Credit Loss Non‐ Credit
Portion
Loss Portion
CPSPP091 CPSPN234
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
0 ‐
0
CPSPN235
Total OTTI
CPSPP091
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
0 ‐
FR Y‐14A Schedule A.3.d ‐ Projected OCI and Fair Value for AFS Securities
DRAFT
Total Actual Fair Beginning Fair Value Projected Beginning Fair Value Projected Beginning Fair Value Projected
OCI ‐
Fair Market Rate of
OCI ‐
Fair Market Rate of
OCI ‐
Market Value Fair Market Rate of
PQ 3
Value PQ 3 Change PQ3
PQ 2
Value PQ 2 Change PQ2
PQ 1
Value PQ 1 Change PQ1
MM/DD/YYYY
CASPP088
CPSPS677 CPSPS678 CPSPB530 CPSPS677 CPSPS678 CPSPB530 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 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
DRAFT
Projected OCI Based on Macro‐Economic Scenario
Beginning Fair Value Projected Beginning Fair Value Projected Beginning Fair Value Projected Beginning Fair Value Projected
OCI ‐
Fair Market Rate of
OCI ‐
Fair Market Rate of
OCI ‐
Fair Market Rate of
OCI ‐
Fair Market Rate of
PQ 7
Value PQ 7 Change PQ7
PQ 6
Value PQ 6 Change PQ6
PQ 5
Value PQ 5 Change PQ5
PQ 4
Value PQ 4 Change PQ4
CPSPS677 CPSPS678 CPSPB530 CPSPS677 CPSPS678 CPSPB530 CPSPS677 CPSPS678 CPSPB530 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
please ensure that grand totals sum a
FR Y‐14A Schedule A.3.d ‐ Projected OCI and Fair Value for AFS Securities
DRAFT
Beginning Fair Value Projected Beginning Fair Value Projected
OCI ‐
Fair Market Rate of
OCI ‐
Fair Market Rate of
PQ 9
Value PQ 9 Change PQ9
PQ 8
Value PQ 8 Change PQ8
CPSPS677 CPSPS678 CPSPB530 CPSPS677 CPSPS678 CPSPB530
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
Total
Projected
OCI in all
Quarters
Estimated Total Fair
Market Value after OCI
Shock applied to all
Quarters
CPSPP088
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
please ensure that grand totals sum a
DRAFT
FR Y‐14A Schedule A.3.e ‐ AFS and HTM Fair Market Value Sources by Portfiolio
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
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
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.
DRAFT
FR Y‐14A Schedule A.3.f ‐ Expected Credit Loss and Provision for Credit Loss ‐‐ HTM securities
HTM Securities
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestric Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Sovereign Bond
US Treasuries & Agencies
Other1
Grand Total
Actual Amortized Total Allowance for
Credit Loss
Cost
(MM/DD/YYYY)
(MM/DD/YYYY)
CASSLC44
CASSLC14
PQ1
PQ2
PQ3
Projected Provision for
Projected Provision for
Projected Provision for
Credit Loss
Credit Loss
Amortized Cost Credit Loss
Amortized Cost
Amortized Cost
CPSSLC45
CPSSLC45
CPSSLC45
CPSSLC44
CPSSLC44
CPSSLC44
Note
1. Please provide name of security type in row 18 above (currently labeled 'other'). Please add additional rows if necessary. If adding additional rows, please ensure that
DRAFT
FR Y‐14A Schedule A.3.f ‐ Expected Credit Loss and Provision for Credit Loss ‐‐ HTM securities
PQ4
HTM Securities
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestric Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Sovereign Bond
US Treasuries & Agencies
Other1
Grand Total
PQ5
PQ6
PQ7
Projected Provision for
Projected Provision for
Projected Provision for
Projected Provision for
Credit Loss
Credit Loss
Credit Loss
Amortized Cost Credit Loss
Amortized Cost
Amortized Cost
Amortized Cost
CPSSLC45
CPSSLC45
CPSSLC45
CPSSLC45
CPSSLC44
CPSSLC44
CPSSLC44
CPSSLC44
Note
1. Please provide name of security t grand totals sum appropriately.
DRAFT
FR Y‐14A Schedule A.3.f ‐ Expected Credit Loss and Provision for Credit Loss ‐‐ HTM securities
PQ8
HTM Securities
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestric Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Sovereign Bond
US Treasuries & Agencies
Other1
Grand Total
Note
1. Please provide name of security
PQ9
Projected Provision for
Projected Provision for
Credit Loss
Amortized Cost Credit Loss
Amortized Cost
CPSSLC45
CPSSLC45
CPSSLC44
CPSSLC44
FR Y‐14A Schedule A.3.g ‐ Expected Credit Loss and Provision for Credit Loss ‐‐ AFS securities
DRAFT
PQ1
AFS Securities
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestric Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Sovereign Bond
US Treasuries & Agencies
Other2
Grand Total
Actual Amortized
Cost
(MM/DD/YYYY)
Total Allowance
for Credit Loss
(MM/DD/YYYY)
CASSLC44
CASSLC14
PQ2
Expected
Projected
Projected credit loss
Amortized Cost Expected credit
Amortized Cost before
applying the
loss before
fair value
applying the fair Provision for
Provision for
floor1
value floor1
Credit Loss
Credit Loss
CPSSLC46
CPSSLC45
CPSSLC46
CPSSLC45
CPSSLC44
CPSSLC44
Note
1. Please do not include Expected lifetime loss for securites intended to sell or will be required to sell before the recovery of Amortized Cost.
2. Please provide name of security type in row 18 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.g ‐ Expected Credit Loss and Provision for Credit Loss ‐‐ AFS securities
PQ3
AFS Securities
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestric Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Sovereign Bond
US Treasuries & Agencies
Other2
Grand Total
DRAFT
PQ4
PQ5
PQ6
Expected
Expected
Expected
Expected
credit loss
credit loss
credit loss
Projected
Projected
Projected credit loss
Projected
Amortized Cost before
Amortized Cost before
Amortized Cost before
Amortized Cost before
applying the
applying the
applying the
applying the
fair value
fair value
fair value
fair value
Provision for
Provision for
Provision for
Provision for
floor1
floor1
floor1
floor1
Credit Loss
Credit Loss
Credit Loss
Credit Loss
CPSSLC46
CPSSLC45
CPSSLC46
CPSSLC45
CPSSLC46
CPSSLC45
CPSSLC46
CPSSLC45
CPSSLC44
CPSSLC44
CPSSLC44
CPSSLC44
Note
1. Please do not include Expected
2. Please provide name of security
that grand totals sum appropriate
FR Y‐14A Schedule A.3.g ‐ Expected Credit Loss and Provision for Credit Loss ‐‐ AFS securities
PQ7
AFS Securities
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
CCARP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Covered Bond
Domestric Non‐Agency RMBS
Foreign RMBS
Municipal Bond
Mutual Fund
Sovereign Bond
US Treasuries & Agencies
Other2
Grand Total
DRAFT
PQ8
PQ9
Expected
Expected
Expected
credit loss
credit loss
Projected
Projected credit loss
Projected
Amortized Cost before
Amortized Cost before
Amortized Cost before
applying the
applying the
applying the
fair value
fair value
fair value
Provision for
Provision for
Provision for
floor1
floor1
floor1
Credit Loss
Credit Loss
Credit Loss
CPSSLC46
CPSSLC45
CPSSLC46
CPSSLC45
CPSSLC46
CPSSLC45
CPSSLC44
CPSSLC44
CPSSLC44
Note
1. Please do not include Expected
2. Please provide name of security
that grand totals sum appropriate
DRAFT
FR Y‐14A Schedule A.4 ‐ Trading
P/L Results in $Millions
(report profits as positive values and losses as negative values)
(A)
(B)
(C)
(A)
(B)
(C)
Trading
CVA Hedges
Total
Trading
CVA Hedges
Total
1 Equity
1A
Delta/Gamma
1B
Vega
1C
Dividends
1D
Correlation
Vanna (dVega / dSpot )
1E
Volgamma (dVega / dVol )
1F
1G
Skew (moneyness)
1H
Higher order
1I
Other (Please describe in documentation)
CPSSLD42
CPSSLD43
CPSSLD44
CPSSLD45
CPSSLD46
CPSSLD47
CPSSLD48
CPSSLD49
CPSSLD50
CPSSLD51
6
Other Credit
CPSSLD91
7
7A
7B
7C
7D
7E
7F
7G
7H
7I
Corporate Credit (Advanced)
Bonds
Loans
Single‐Name CDS
Loan CDS
Covered Bonds
Indices
Index Tranches
Index Options
Other/Unspecified
CPSSLD92
CPSSLD93
CPSSLD94
CPSSLD95
CPSSLD96
CPSSLD97
CPSSLD98
CPSSLD99
CPSSLE00
CPSSLE01
2 FX
2A
Delta/Gamma
2B
Vega
2C
Higher order
2D
Other (Please describe in documentation)
CPSSLD52
CPSSLD53
CPSSLD54
CPSSLD55
CPSSLD56
3 Rates
3A
Delta/Gamma
3B
Vega
3C
Swap Spreads
3D
Basis Spreads
3E
Cross Currency Basis
3F
Inflation
3G
Higher order
3H
Other (Please describe in documentation)
CPSSLD57
CPSSLD58
CPSSLD59
CPSSLD60
CPSSLD61
CPSSLD62
CPSSLD63
CPSSLD64
CPSSLD65
8
8A
8B
8C
8D
8E
8F
8G
8H
8I
Corporate Credit (Emerging Markets)
Bonds
Loans
Single‐Name CDS
Loan CDS
Covered Bonds
Indices
Index Tranches
Index Options
Other/Unspecified
CPSSLE02
CPSSLE03
CPSSLE04
CPSSLE05
CPSSLE06
CPSSLE07
CPSSLE08
CPSSLE09
CPSSLE10
CPSSLE11
9
9A
9B
9C
9D
9E
9F
9G
Sovereign Credit
Advanced Economies
Emerging Europe
LatAm & Caribbean
Asia ex Japan
Middle East/North Africa
Sub‐Saharan Africa
Supranationals
CPSSLE12
CPSSLE13
CPSSLE14
CPSSLE15
CPSSLE16
CPSSLE17
CPSSLE18
CPSSLE19
4 Commodities
4A
Oil Products
4B
Natural Gas
4C
Power
4D
Emissions
4E
Coal
4F
Dry Freight
4G
Structured Products
4H
Precious Metals
4I
Base Metals
4J
Ags & Softs
4K
Indices
4L
Higher order
4M
Other (Please describe in documentation)
CPSSLD66
CPSSLD67
CPSSLD68
CPSSLD69
CPSSLD70
CPSSLD71
CPSSLD72
CPSSLD73
CPSSLD74
CPSSLD75
CPSSLD76
CPSSLD77
CPSSLD78
CPSSLD79
10
11
12
13
14
Munis
ARS
Base Correlation
Higher order
Other (Please describe in documentation)
CPSSLE20
CPSSLE21
CPSSLE22
CPSSLE23
CPSSLE24
15 Private Equity
15A
Funded
15B
Unfunded
15C
Other (Please describe in documentation)
CPSSLE25
CPSSLE26
CPSSLE27
CPSSLE28
DRAFT
FR Y‐14A Schedule A.4 ‐ Trading
5 Securitized Products
Non‐Agency RMBS (exclude Whole Loans)
5A
5B
Residential Whole Loans
5C
ABS
5D
CMBS (exclude Whole Loans)
5E
CRE Whole Loans
5F
Corporate CDO/CLO
5G
Warehouse
5H
Agencies
5I
Higher order
5J
Other (Please describe in documentation)
Severely Adverse
BHC Scenario
CPSSLD80
CPSSLD81
CPSSLD82
CPSSLD83
CPSSLD84
CPSSLD85
CPSSLD86
CPSSLD87
CPSSLD88
CPSSLD89
CPSSLD90
(A)
Trading
(B)
CVA Hedges
(C)
Total
16 Other Fair Value Assets
16A
Debt
16B
Equity
16C
Other (Please describe in documentation)
CPSSLE29
CPSSLE30
CPSSLE31
CPSSLE32
17
Cross Asset Terms
CPSSLE33
18
TOTAL
CPSSLE34
(A)
Trading
(B)
CVA Hedges
(C)
Total
FR Y‐14A Schedule A.5 ‐ Counterparty Credit Risk
DRAFT
$Millions
Losses should be reported as a positive value.
1 Trading Issuer Default Losses
1a
Trading Issuer Default losses from securitized products
1b
Trading Issuer Default losses from other credit sensitive instruments
CPSSN989
CPSSN990
CPSSN991
‐
2 Counterparty Credit MTM Losses (CVA losses)
2a
Counterparty CVA losses
2b
Offline reserve CVA losses
CPSSN992
CPSSN993
CPSSN994
‐
3 Counterparty Default Losses
3a
Impact of Counterparty Default hedges
CPSSN995
CPSSN996
4 Other Counterparty Losses
CPSSN997
5 Funding Valuation Adjustment (FVA) Losses
CPSSJA24
FR Y‐14A Schedule A.6 ‐ Operational Risk Scenario Inputs and Projections
Risk Segment
CPSSN962
Contribution
($millions)
PQ 1
Total ($millions) $ ‐
Note: Please add more rows if needed.
DRAFT
PY 1
PQ 2
$ ‐
PQ 3
$ ‐
Total
($millions)
PY 2
PQ 4
$ ‐
PQ 5
CPSNQ945
$ ‐
PQ 6
$ ‐
PQ 7
$ ‐
PQ 8
$ ‐
PQ 9
$ ‐
$ ‐
$ ‐
$ ‐
$ ‐
$ ‐
FR Y‐14A Schedule A.7.a ‐ PPNR Projections
DRAFT
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
DRAFT
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
DRAFT
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
DRAFT
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
‐
‐
‐
‐
‐
‐
‐
‐
‐
BHCK4074‐
BHCK4079‐
BHCK4093+B CPSNP631
HCKC216‐
Line Item 40
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSNQ240
CPSNQ241
CPSNQ242
CPSNQ243
CPSNQ244
CPSNQ245
CPSNQ246
CPSNQ247
BHCK4217
BHCKC232
CPSNQ248
CPSN4217
CPSNC232
CPSNQ249
CPSNQ250
CPSNQ251
CPSNQ252
CPSNQ253
CPSNQ254
BHCKC216
CPSNQ255
CPSNC216
CPSNQ256
DRAFT
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.
Provide a further break out of significant items included in Other Non‐Interest Expense such that no more than 5% of Non
(4)
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 items40‐41.
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/SLHC 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
DRAFT
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)
Respondents 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
DRAFT
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
DRAFT
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 $Millions
PQ 4
PQ 5
PQ 6
‐
‐
‐
PQ 7
PQ 8
PQ 9
‐
‐
‐
FR Y‐14A Schedule A.7.b ‐ PPNR Net Interest Income
34
34A
34B
34C
34D
34E
35
35A
35B
36
36A
36B
36C
37
38
39
40
41
Average Liability Balances ($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
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)
Total Average Liability Balances
DRAFT
CPSNQ023
CPSNQ024
CPSNQ025
CPSNQ026
CPSNQ027
CPSNQ028
CPSNQ029
CPSNQ030
CPSNQ031
CPSNQ032
CPSNQ033
CPSNQ034
CPSNQ035
CPSNQ036
CPSNQ037
Projected in $Millions
PQ 4
PQ 5
PQ 6
PQ 1
PQ 2
PQ 3
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
PQ 7
PQ 8
PQ 9
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
‐
CPSNQ038
CPSNQ039
CPSNQ040
FR Y‐14A Schedule A.7.b ‐ PPNR Net Interest Income
DRAFT
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)
CPSNQ056
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
FR Y‐14A Schedule A.7.b ‐ PPNR Net Interest Income
DRAFT
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
DRAFT
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/Line (9)
Reta l a d S all Bus ess Seg e t
Domest c (22)
Credit and Charge Cards
Total Open Accounts – End of Per od
Cred t and Charge Card Purchase Volume
Cred t and Charge Card Rewards/Partner Shar ng Expense (21) (32)
Mortgages and Home Eq ity
Ave age Th d Pa ty Res de t al Mo tgages Se v ced (3)
Res dent al Mortgage Or g nat ons Industry Market S ze – Volume (23)
Mortgages and Home Equ ty Sold dur ng the quarter (24)
Serv c ng Expenses (8)
Retail and Small Business Deposits
Total Open Check ng and Money Market Accounts – End of Per od (29)
Deb t Card Purchase Transact ons
Internat onal Reta l and Small Bus ness (12)
Cred t Card Revenues (1)
Investment Bank ng Segment
Number of Employees (15)
Compensat on Total (8)
Stock Based Compensat on and Cash Var able Pay (8)
Advisory
Deal Volume
Industry Market S ze Fees
I dust y Ma ket S ze Co pleted Deal Volu e
Backlog (28)
Equity Capital Markets
Deal Volu e
Industry Market S ze Fees
Industry Market S ze Volume
Debt Capital Markets
Deal Volume
Industry Market S ze Fees
Industry Market S ze Volume
Syndicated Lending
Deal Volu e
Industry Market S ze Fees
Industry Market S ze Volume
Sales a d T ad g Seg e t
Number of Employees (15)
Compensat on Total (8)
Stock Based Compensat on and Cash Var able Pay (8)
Equities
Average Asset Balance
Fixed Income
Average Asset Balance
Commodities
Average Asset Balance
Prime Brokerage
Average Cl ent Balances (13)
Transact on Volume
PQ 1
Units
#
$M ll ons
$M ll ons
CPSNQ058
CPSNQ059
CPSNQ060
$M ll ons
$M ll o s
CPSNQ061
CPSNQ062
BHCKF070+BHCKF
071+BHDMF674+
BHDMF675
$M ll o s
$M ll ons
CPSNQ063
CPSNQ064
#
#
CPSNQ065
CPSNQ066
$M ll ons
CPSNQ067
#
$M ll ons
$M ll ons
CPSNQ068
CPSNQ069
CPSNQ070
$M ll ons
$M ll ons
$M ll o s
$M ll ons
CPSNQ071
CPSNQ072
CPSNQ073
$M ll o s
$M ll ons
$M ll ons
CPSNQ075
CPSNQ076
CPSNQ077
$M ll ons
$M ll ons
$M ll ons
CPSNQ078
CPSNQ079
CPSNQ080
$M ll o s
$M ll ons
$M ll ons
CPSNQ081
CPSNQ082
CPSNQ083
#
$M ll ons
$M ll ons
CPSNQ085
CPSNQ087
CPSNQ088
$M ll ons
CPSNQ089
$M ll ons
CPSNQ090
$M ll ons
CPSNQ091
$M ll o s
$M ll ons
CPSNQ092
CPSNQ093
PQ 2
PQ 3
PQ 4
Projected
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
DRAFT
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
FR Y9C Codes
40
Investment Management Segment
Asset Management
AUM Total (10)
AUM Equ t es
AUM F xed Income
AUM Other
Net Inflows/Outflows
Wealth Management/Private Banking
Fee Earn ng Cl ent Assets Total (10)
Fee Earn ng Cl ent Assets Equ t es
Fee Ea
g Cl e t Assets F xed I co e
Fee Earn ng Cl ent Assets Other
Net Inflows/Outflows
Number of F nanc al Adv sors (11)
Investment Serv ces Segment
Asset Servicing
Assets under Custody and Adm n strat on
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 Internat onal
Revenues APAC (2) (16)
Revenues EMEA (2) (17)
Reve ues LatA (2) (18)
Revenues Canada (2)
Revenues Domest c
Seve a ce Costs (14)
Collateral Underly ng Operat ng Leases for Wh ch the Bank s the Lessor (20)
Auto
Other
OREO Balance
Commerc al
Res dent al
Farmland
No Recu g PPNR Ite s (30)
35
35A
35B
35C
36
37
37A
37B
37C
38
39
48
49
Trad ng Revenue
Net Ga s/(Losses) o Sales of Othe Real Estate Ow ed (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
$M ll o s
$M ll ons
$M ll ons
$M ll ons
$M ll ons
CPSNQ094
CPSNQ095
CPSNQ096
CPSNQ097
CPSNQ098
$M ll ons
$M ll ons
$M ll o s
$M ll ons
$M ll ons
#
CPSNQ099
CPSNQ100
CPSNQ101
CPSNQ102
CPSNQ103
CPSNQ104
$M ll ons
CPSNQ105
#
$M ll ons
$M ll ons
$M ll ons
$M ll ons
$M ll o s
$M ll ons
$M ll ons
$M ll o s
$M ll ons
$M ll ons
$M ll ons
$M ll ons
$M ll ons
$M ll ons
$M ll ons
CPSN4150
CPSNQ107
CPSNQ108
CPSNQ109
CPSNQ110
CPSNQ111
CPSNQ112
CPSNQ113
CPSNQ114
CPSNQ115
CPSNQ116
CPSN2150
CPSNQ117
CPSNQ118
CPSNQ119
CPSNQ120
$M ll ons
$M ll ons
CPSNA220
CPSN8561
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
DRAFT
FR Y9C Codes
PQ 1
Units
50
51
52
53
C Firm Wide Metrics: Net Interest Income Worksheet (Required only for respondents that were required to complete the Net Interest Income Worksheet)
Ca y g Value of Pu chased C ed t I pa ed (PCI) Loa s (33)
BHCKC780
$M ll ons
CPSNC780
Net Accret on of d scount on PCI Loans ncluded n nterest Revenues (34)
$M ll o s
CPSNQ121
Loans Held for Sale F rst L en Res dent al L ens n Domest c Off ces (Average Balances)
$M ll ons
CPSNQ122
Average Rate on Loans Held for Sale F rst L en Res dent al L ens n Domest c Off ces
%
CPSNQ123
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
Quarter End We ghted Average L fe of Assets (4) (6)
F rst L en Res dent al Mortgages ( n Domest c Off ces) (31)
Closed End Jun or Res dent al L ens ( n Domest c Off ces)
Home Equ ty L nes Of Cred t (HELOCs)
C&I Loa s
CRE Loans ( n Domest c Off ces)
Cred t Cards
Auto Loa s
Student Loans
Other, ncl loans backed by secur t es (non purpose lend ng) (7)
Res dent al Mortgages (F rst and Second L en, Not n Domest c Off ces)
Other Real Estate Loans (Not n Domest c Off ces)
Other Loans & Leases
Secur t es (AFS and HTM) Treasur es and Agency Debentures
Secur t es (AFS and HTM) Agency RMBS (both CMOs and pass throughs)
Secur t es (AFS and HTM) Other
Trad ng Assets
All Other Earn ng Assets
71
72
73
74
75
76
77
78
Quarter End We ghted Average L fe of L ab l t es (4) (6)
Domest c Depos ts T me
Fo e g Depos ts T e
Fed Funds
Repos
Other Short Term Borrow ng
Trad ng L ab l t es
Subord nated Notes Payable to Unconsol dated Trusts Issu ng TruPS and TruPS Issued by
Consol dated Spec al Purpose Ent t es
All Other Interest Bear ng L ab t l es
months
months
months
o ths
months
months
o ths
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
o ths
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
DRAFT
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
FR Y9C Codes
Ave age Do est c Depos t Rep c g Beta a 'No
al E v o
PQ 1
Units
PQ 2
For
For upward downward
rate
rate
movements movements
e t' (5)
PQ 3
Assumed
Floor
CPSNQ149 CPSNQ933 CPSNQ939
79
Money Market Accounts
bas s po nts
80
Sav gs
bas s po ts
81
NOW, ATS, and other Transact on Accounts
bas s po nts
CPSNQ150 CPSNQ934 CPSNQ940
CPSNQ151 CPSNQ935 CPSNQ941
CPSNQ152 CPSNQ936 CPSNQ942
82
83
T me Depos ts
Average Fore gn Depos t Repr c ng Beta n a 'Normal Env ronment' (5)
Fore gn Depos ts
bas s po nts
CPSNQ153 CPSNQ937 CPSNQ943
bas s po nts
CPSNQ154 CPSNQ938 CPSNQ944
84
85
85A
85B
85C
Fore gn Depos ts T me
New Domest c Bus ness Pr c ng for T me Depos ts (25)
Cu ve ( f ult ple te s assu ed) (26)
Index rate ( f s ngle term assumed) (27)
Sp ead elat ve to the I dex Rate (27)
bas s po nts
CPSNQ156
bas s po nts
CPSNQ157
CPSNQ158
PQ 4
Projected
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
DRAFT
FR Y9C Codes
Units
PQ 1
PQ 2
PQ 3
Footnotes to the PPNR Metrics Worksheet
P ov de et cs data fo all qua te s, but o ly f I te at o al Reta l a d S all Bus ess Seg e t eve ues exceeded 5% of Total Reta l a d S all Bus ess Seg e t a d Total Reta l a d S all
Bus ness revenue exceeded 5% of total revenues n any of the last four actual quarters requested n the PPNR schedule
(1)
(2)
(3)
(4)
Prov de reg onal breakouts for all quarters but only f nternat onal revenue exceeded 5% of the total revenue n any of the last four actual quarters requested n the PPNR schedule
Average oustand ng pr nc pal balance fo res dent al mortgage loans the BHC/IHC/SLHC serv ces for others
The We ghted Average L fe should reflect the current pos t on, the mpact of new bus ness act v ty, as well as the mpact of behav oral assumpt ons such as prepayments or defaults, based
on the expected rema n ng l ves, nclus ve of behav oral assumpt ons. It should reflect the we ghted average of t me to pr nc pal actual repayment (as modeled) for all pos t ons n that
portfol o, rounded to the nearest monthly term. For revolv ng products, the WAL should reflect the underly ng repayment behav or assumpt ons assumed by the nst tut on, wh ch would
nclude contractual repayments, any assumed excess payments or prepayments, and defaults The WAL for the FR Y 14Q d sclosures should reflect the spot balance sheet pos t on for each
t me per od. For the FR Y 14A, g ven that t covers forecasted t me per ods, the WAL should be forward look ng wh ch ncorporates the changes to the projected WAL, nclud ng new bus ness
act v ty.
(5)
A rate movement n an env ronment where the repr c ng assumpt on assumed by each of the major depos t products s not restr cted by a cap, floor, or zero. Beta should be reported as a
balance we ghted average of the betas of the l ne tems that contr bute to the roll up po nt requested, w th an as of date equal to the report ng date.
(6)
(7)
(8)
(9)
Reference PPNR Net Interest Income worksheet for product def n t ons
Corresponds to l ne tem 7C on the Net Interest Income worksheet
Include both d rect and allocated expenses.
"Metr cs by Bus ness Segment/L ne" correspond to Bus ness Segments/L nes on PPNR Subm ss on worksheet, unless expl c tly stated otherw se. See Instruct ons for def nt ons of
sta da d zed Bus ess Seg e ts/L es. U less spec f ed othe w se, all u be s a e global. O ly l e te s w th "I dust y Ma ket S ze" the a e a e dust y/ a ket w de te s; all
other tems are BHC/IHC spec f c
Assets under Management
Prov de a relevant headcount number (e.g. f nanc al adv sors, portfol o managers) to fac l tate the assessment of revenue product v ty n the Wealth Management/Pr vate Bank ng bus ness
l e.
(10)
(11)
Reg ons outs de the US and Puerto R co.
Report the grossed up " nterest balances" that result from pr me brokerage act v t es
L st tems on PPNR Project ons worksheet that nclude th s tem f any
(12)
(13)
(14)
CPSNQ993
Full t e equ vale t e ployees at e d of cu e t pe od (BHCK4150) fo a g ve seg e t o ly
As a and Pac f c reg on ( ncl South As a, Austral a, and New Zealand)
Europe, M ddle East, and Afr ca
Lat A e ca, clud g Mex co
L st Bus ness Segments reported on PPNR Project ons Worksheet that nclude th s tem f any
(15)
(16)
(17)
(18)
(19)
CPSNQ994
(20)
Refers to the balance sheet carry ng amount of any equ pment or other asset rented to others under operat ng leases, net of accumulated deprec at on. The total n
l ne tem 49 should correspond to the amount prov ded n Y 9C Schedule HC F L ne 6, tem 13 n the nstruct ons The amount ncluded should only reflect collateral
rented under operat ng leases and not nclude collateral subject to cap tal/ f nanc ng type leases.
(21)
Cred t cards ( nclud ng charge cards) L st wh ch l ne tem(s) on PPNR Subm ss on worksheet conta n(s) the Cards Rewards/Partner Shar ng contra revenues and/or
expenses.
CPSNQ997
(22)
(23)
(24)
(25)
Appl es to l ne tems 1 9; US and Puerto R co only
Total domest c mortgages or g nated dur ng the quarter.
FR Y 9C name s "Res dent al Mortgages Sold Dur ng the Quarter"; th s metr c need not be l m ted to Mortgages and Home Equ ty bus ness l ne.
New bus ness pr c ng for t me depos ts refers to the ant c pated average rate on newly ssued domest c t me depos ts, nclud ng renewals. G ven that t me depos ts have a stated matur ty, all
t me depos ts ssued for that t me per od are cons dered new bus ness
PQ 4
Projected
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
FR Y‐14A Schedule A.7.c ‐ PPNR Metrics
DRAFT
FR Y9C Codes
PQ 1
Units
PQ 2
PQ 3
(26)
The term “curve” refers to the reference rate used to pr ce t me depos ts. G ven that the pr c ng of t me depos ts s dependent on the term, the nst tut on should prov de the overall curve
used to p ce t e depos ts. If the st tut o o ly assu es a s gle atu ty te fo ew ssua ces, co plete l e 88B a d 88C o ly, othe w se co plete l e 88A o ly.
(27)
If the nst tut on only assumes a s ngle matur ty term for new ssuance, then the nst tut on should prov de the relat ve ndex and spread used to est mate new bus ness pr c ng n l eu of the
curve.
(28)
A backlog should be based on probab l ty we ghted fees. The data should be cons stent w th h stor cal nternal report ng, not by market measurement. The last
quarter should be the BHC’s/IHC's/SLHC's latest backlog est mate
(29)
Prov de descr pt on of the accounts ncluded n th s l ne tem (e.g. Negot able Order of W thdrawal, Interest Bear ng Check ng, Non Interest Bear ng Demand Depos t
Accou t, Mo ey Ma ket Sav gs, etc.)
CPSNQ998
(30)
Please break out and expla n nature of non recurr ng tems ncluded n PPNR. Also nd cate
wh ch tems on PPRN Project ons worksheet nclude the tems broken out n footnote 32:
Revenues (Net Interest Income + Non Interest Income)
(a)
CPSNQ999
CPSNR002
CPSNR004
CPSNR006
CPSNR008
CPSNR010
CPSNR012
(b)
$ M lll on
$ M lll on
$ M lll on
$ M lll on
$ M lll on
$ M lll on
$ M lll on
CPSNR001
CPSNR003
CPSNR005
CPSNR007
CPSNR009
CPSNR011
CPSNR013
$ M lll on
$ M lll on
$ M lll on
$ M lll on
$ M lll on
$ M lll on
$ M lll on
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 f th s tem ncludes any contra revenues other than Rewards/Partner Shar ng (e g. Market ng Expense Amort zat on)
CPSNR028
(33)
(34)
Inst tut ons that have adopted ASU 2016 13 should report the carry ng value of PCD loans n
tem 50
I st tut o s that have adopted ASU 2016 13 should epo t the et acc et o of d scou t o
loans ncluded n nterest revenues n l ne tem 51
PQ 4
Projected
PQ 5
PQ 6
PQ 7
PQ 8
PQ 9
| File Type | application/pdf |
| File Modified | 2020-09-29 |
| File Created | 2020-09-29 |