| DFAST-14A OCC Supplemental Schedule |
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| All covered institutions are expected to complete a version of the OCC supplemental schedule for each required scenario |
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| Covered institutions should complete all relevant cells in the corresponding worksheets, including this cover page. Covered institutions should not complete any shaded cells. |
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| Please do not change the structure of this workbook. |
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| Please note that unlike Call Report reporting, all actual and projected income statement figures should be reported on a quarterly basis, and not on a cumulative basis. |
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| Any questions should be directed to [email protected] . |
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Institution Name: |
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XYZ |
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RSSD ID: |
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OCC Charter ID: |
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##### |
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Source: |
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Bank |
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Current Year: |
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(Enter appropriate year) |
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Planning Horizon Year 1: |
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Planning Horizon Year 2: |
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Submission Date (MM/DD/YYYY): |
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(Enter date) |
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When Received: |
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Please indicate the scenario associated with this submission using the following drop-down menu: |
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Baseline |
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| Baseline |
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| Adverse |
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| Severely Adverse |
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| Bank Baseline |
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| Bank Stress |
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| Additional Scenario 1 |
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| Additional Scenario 2 |
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| OCC Supplemental Schedule |
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Actual in $Millions |
Projected in $Millions |
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as of date |
PQ 1 |
PQ 2 |
PQ 3 |
PQ 4 |
PQ 5 |
PQ 6 |
PQ 7 |
PQ 8 |
PQ 9 |
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Income Statement Items |
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Losses associated with loans HFI |
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Corporate Loans |
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| 1 |
Loans to Investment Firms and Financial Vehicles |
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| 2 |
Loans to Securities Firms and Investment Banking |
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Losses associated with loans HFS and loans accounted for under the Fair Value Option |
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Corporate Loans |
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| 3 |
Loans to Investment Firms and Financial Vehicles |
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| 4 |
Loans to Securities Firms and Investment Banking |
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Balance Sheet Items |
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Corporate Loans |
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| 5 |
Loans to Investment Firms and Financial Vehicles |
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| 6 |
Loans to Securities Firms and Investment Banking |
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Capital Worksheet Items |
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Leverage Exposure for Supplementary Leverage Ratio (Applicable to Advanced Approaches Banks Only) |
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| 7 |
Total on-balance sheet exposures (excluding on-balance sheet assets for repo-style transactions and derivative exposures, but including cash collateral received in derivative transactions) |
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| 8 |
Total derivative exposures |
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| 9 |
Total exposures for repo-style transactions |
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| 10 |
Off-balance sheet exposures |
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| 11 |
Total leverage exposure (sum of items 7, 8, 9 and 10) |
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