Stress Testing Tem Self Run Stress Testing Results Reporting Template

Capital Planning and Stress Testing, 12 CFR 702-E

Standard Form SelfRun_Stress_Testing_Results_Reporting_Template_V2.xlsx

Capital Planning and Stress Testing

OMB: 3133-0199

Document [xlsx]
Download: xlsx | pdf

Overview

Overview
Data Validation
Balance Sheet
Income Statement
NII Details
Loan Details
Investments and Derivatives
Pricing Assumptions
Variables Used in Models
Additional Scenario Variables
Model Adjustments
Worksheet Metadata
Data Dictionary

Sheet 1: Overview
Self Run Stress Testing Results Submission Template Instructions

Data contained in these worksheets is disclosed to NCUA only.
1 When providing information, please refer to information included in the following worksheets:

Worksheet Metadata


Data Dictionary

2 Reported numbers should reflect the start date of your internal capital plan scenario (either a start date of 12/31 of the prior year or the date used as your internal capital plan scenario start date). Data from the "Most Recent Period" column should generally match data in the corresponding Call Report (See Data Dictionary worksheet for more information). Scenario results start thereafter.
3 Read the "Formatting Self-Run SST Results" section of the annual self-run stress test instructions (formatting rules are the same for these templates). Follow all the reporting template instructions and formatting guidelines.
4 Use this workbook to populate your internal capital plan results for a given scenario. If your credit union's capital policy requires any additional measures of capital not included in the template, you can report them in the section at the bottom of the Balance Sheet worksheet.
5 Make sure your data passes all of the in-workbook data validations in the Data Validation worksheet. Reach out prior to submission if you think there is an exception where not passing the validations is warranted. The line below will indicate whether your data has passed all the validations once you enter data (it will change from "Awaiting Data Entry" to "Yes" or "No"). To see the results of the individual data validation checks, please see the Data Validation worksheet.

All validations passed? Awaiting Data Entry
6 Verify you have populated the information below prior to submitting.





Credit Union Name:


Scenario Start (if not 12/31 of prior year):


Scenario Name:





Sheet 2: Data Validation
Worksheet Variable Validation Description All Validations Passed Most Recent Quarter Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8 Q9
Balance Sheet Total Assets Should equal sum of cash and cash equivalents (BS1), investments (BS2) net of allowance for credit losses (BS8), Loans and leases (BS9) net of allowance for credit losses (BS10), loans held for sale (BS11), foreclosed and repossessed assets (BS12) and all other assets (BS13).










Balance Sheet Loans and Leases Should equal balance of total loans reported in Loan Details Item LD100.










Balance Sheet Cash and Cash Equivalents Should equal balance of cash and cash equivalents reported in Investments and Derivatives Item ID1.










Balance Sheet Investments Should equal balance of investments reported in Investments and Derivatives Item ID2.










Balance Sheet Investments Should be equal to the sum of all individual investment components , except for their allowance for credit losses (Items BS3, BS4, BS5, BS6, BS7).










Balance Sheet Total Liabilities Should equal the sum of borrower money (BS15), shares and deposits (BS16) and all other liabilities (BS23).










Balance Sheet Shares and Deposits Should equal sum of individual share and deposit components (BS17, BS18, BS19, BS20, BS21, BS22).










Balance Sheet Total Equity Should be equal to the sum of individual equity line items (BS26, BS27, BS31, BS32).










Balance Sheet Total Equity Should be equal to assets minus liabilities (BS14 - BS25).










Balance Sheet Accumulated Unrealized Gains and Other Comprehensive Income Should equal sum of all accumulated unrealized gains and other comprehensive income components (BS28, BS29, BS30).










Balance Sheet Accumulated Unrealized Gains and Other Comprehensive Income Change from prior quarter should equal accumulated unrealized gains and other comprehensive income reported in Income Statement Item IS30.
N/A








Balance Sheet Earnings and Reserves Earnings and reserves reported in equity and stress test capital sections should match (BS26 = BS35).










Balance Sheet Regulatory Net Worth Equals sum of Balance Sheet Items BS35, BS36, BS37, BS38.










Balance Sheet Stress Test Capital Equals regulatory net worth net of NCUSIF deposit, subordinated debt included in net worth and section 208 assistance (BS39 minus the sum of BS40 and BS41).










Balance Sheet Stress Test Capital including Accumulated Unrealized Gains and OCI Equals stress test capital with accumulated unrealized gains and other comprehensive income added (BS42 plus BS27).










Balance Sheet Total Assets Less NCUSIF Deposit and including CECL Transition Provision Equals total assets (BS14) minus NCUSIF deposit (BS40) + CECL Transition Provision (BS38).










Balance Sheet Stress Test Capital Ratio (%) Equals 100 multiplied by stress test capital (BS42) divided by total assets less NCUSIF deposit (BS44).










Balance Sheet Stress Test Capital Ratio (%) including Accumulated Unrealized Gains and OCI Equals 100 multiplied by stress test capital including accumulated unrealized gains and OCI (BS43) divided by total assets less NCUSIF deposit (BS44).










Income Statement Interest from Cash, Cash Equivalents and Investments Should equal interest from cash and cash equivalents (IS2) plus interest from investments (IS3).










Income Statement Interest from Cash and Cash Equivalents Should equal interest from cash and cash equivalents reported in NII Details Item NI1.










Income Statement Interest from Investments Should equal sum of investment interest reported on NII Details (Items NI2-9).










Income Statement Interest on Loans and Leases Should equal sum of loan interest income reported on NII Details (NI10, NI11, NI12, NI13, NI14, NI17, NI20).










Income Statement Other Interest Income Should equal other interest income reported on NII Details (NI21).










Income Statement Interest on Borrowed Money Should equal interest on borrowed money reported on NII Details (NI23).










Income Statement Dividends on Share and Deposits Should equal sum of share and deposit interest reported on NII Details (NI24-NI29).










Income Statement Total Interest Income Should be equal to sum of components (IS1, IS4, IS5).










Income Statement Total Interest Expense Should be equal to sum of components (IS7 and IS8).










Income Statement Net Interest Income Should equal interest income (IS6) minus interest expense (IS9).










Income Statement Total Interest Income Should equal interest income (NI22) reported in NII Details.










Income Statement Total Interest Expense Should equal interest expense (NI30) reported in NII Details.










Income Statement Net Interest Income Should equal net interest income (NI31) reported in NII Details.










Income Statement Total Non-Interest Income Should equal sum of components (IS11, IS12, IS13, IS14, IS16, IS17).










Income Statement Total Non-Interest Expense Should equal sum of employee compensation and benefits (IS19) and all other operating expenses (IS20).










Income Statement Net Non-Interest Income Should equal non-interest income (IS18) minus non-interest expense (IS21).










Income Statement Pre-Provision Net Revenue Should equal sum of net interest income (IS10) and net non-interest income (IS22).










Income Statement Net Income (loss) Should equal pre-provision net revenue (IS23) minus total credit loss expense (IS24).










Income Statement Comprehensive income (loss) Should equal net income (IS29) plus accumulated unrealized gains and other comprehensive income (IS30).










Income Statement Credit Loss Expense Should equal sum of credit loss expense subcomponents (IS25, IS26, IS27, IS28).










Income Statement Credit Loss Expense (All Loans and Leases) Should equal Loan Details Item LD108.










Loan Details Loan balance (All Loans and Leases) Should equal sum of balance of 1st mortgage, auto, credit card, HE and HELOC, other consumer (total) and commercial loans (total) (LD1, LD10, LD19, LD28, LD55, LD82, LD91).










Loan Details Prepayment (All Loans and Leases) Should equal sum of prepayments of 1st mortgage, auto, credit card, HE and HELOC, other consumer (total) and commercial loans (total) (LD2, LD11, LD20, LD29, LD56, LD83, LD92).










Loan Details Originations (All Loans and Leases) Should equal sum of originations of 1st mortgage, auto, credit card, HE and HELOC, other consumer (total) and commercial loans (total) (LD3, LD12, LD21, LD30, LD57, LD84, LD93).










Loan Details Gross charge-offs (All Loans and Leases) Should equal sum of gross charge-offs of 1st mortgage, auto, credit card, HE and HELOC, other consumer (total) and commercial loans (total) (LD5, LD14, LD23, LD32, LD59, LD86, LD95).










Loan Details Net charge-offs (All Loans and Leases) Should equal sum of net charge-offs of 1st mortgage, auto, credit card, HE and HELOC, other consumer (total) and commercial loans (total) (LD6, LD15, LD24, LD33, LD60, LD87, LD96).










Loan Details Allowance for Credit Losses (All Loans and Leases) Should equal sum of allowance for credit losses of 1st mortgage, auto, credit card, HE and HELOC, other consumer (total) and commercial loans (total) (LD8, LD17, LD26, LD35, LD62, LD89, LD98).










Loan Details Allowance for Credit Losses (All Loans and Leases) Should match Allowance for loan and lease credit losses on Balance Sheet (BS10).










Loan Details Credit Loss Expense (All Loans and Leases) Should equal sum of credit loss expense of 1st mortgage, auto, credit card, HE and HELOC, other consumer (total) and commercial loans (total) (LD9, LD18, LD27, LD36, LD63, LD90, LD99).










Loan Details Credit Loss Expense (All Loans and Leases) Current quarter credit loss expense should equal to the quarterly change in the allowance for credit losses (LD107) plus the quarter's net charge-offs (LD105).
N/A








Loan Details Loan balance (Commercial Loans Total) Should equal sum of commercial real and nonreal estate values (LD64 and LD73).










Loan Details Prepayment (Commercial Loans Total) Should equal sum of commercial real and nonreal estate values (LD65 and LD74).










Loan Details Originations (Commercial Loans Total) Should equal sum of commercial real and nonreal estate values (LD66 and LD75).










Loan Details Gross charge-offs (Commercial Loans Total) Should equal sum of commercial real and nonreal estate values (LD68 and LD77).










Loan Details Net charge-offs (Commercial Loans Total) Should equal sum of commercial real and nonreal estate values (LD69 and LD78).










Loan Details Allowance for Credit Losses (Commercial Loans Total) Should equal sum of commercial real and nonreal estate values (LD71 and LD80).










Loan Details Credit Loss Expense (Commercial Loans Total) Should equal sum of commercial real and nonreal estate values (LD72 and LD81).










Loan Details Loan balance (Other Consumer Total) Should equal sum of other secured and unsecured values (LD37 and LD46).










Loan Details Prepayment (Other Consumer Total) Should equal sum of other secured and unsecured values (LD38 and LD47).










Loan Details Originations (Other Consumer Total) Should equal sum of other secured and unsecured values (LD39 and LD48).










Loan Details Gross charge-offs (Other Consumer Total) Should equal sum of other secured and unsecured values (LD41 and LD50).










Loan Details Net charge-offs (Other Consumer Total) Should equal sum of other secured and unsecured values (LD42 and LD51).










Loan Details Allowance for Credit Losses (Other Consumer Total) Should equal sum of other secured and unsecured values (LD44 and LD53).










Loan Details Credit Loss Expense (Other Consumer Total) Should equal sum of other secured and unsecured values (LD45 and LD54).










Balance Sheet Earnings and Reserves Current quarter change in Earnings and Reserves (BS35) should be equal to current quarter Net Income (IS29).
N/A








Sheet 3: Balance Sheet
Balance Sheet Most Recent Quarter Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8 Q9













Assets











BS1 Cash and Cash Equivalents










BS2 Investments










BS3
Equity Securities









BS4
Trading Securities









BS5
Available for Sale Securities









BS6
Held-to-Maturity Securities









BS7
Other Investments









BS8
Less: Allowance for Credit Losses on Investment Securities









BS9 Loans and Leases










BS10
Less: Allowance for Credit Losses on Loans and Leases









BS11 Loans Held for Sale










BS12 Foreclosed and Repossessed Assets










BS13 All Other Assets










BS14 Total Assets























Liabilities











BS15 Borrowed Money










BS16 Shares and Deposits










BS17
Share Drafts









BS18
Regular Shares









BS19
Money Market Shares









BS20
Share Certificates









BS21
IRA/KEOGH Accounts









BS22
Other Shares and Deposits









BS23 All Other Liabilities










BS24
Allowance for Off-Balance Sheet Credit Losses (included in 19 above)









BS25 Total Liabilities























Member's Equity











BS26 Earnings and Reserves










BS27 Accumulated Unrealized Gains and Other Comprehensive Income










BS28
Accumulated Unrealized Net Gains (Losses) on Cash Flow Hedges









BS29
Accumulated Unrealized Gains (Losses) on Available for Sale Debt Securities









BS30
Other Comprehensive Income









BS31 Equity Acquired in Merger










BS32 Noncontrolling Interest in Consolidated Subsidiaries










BS33 Total Members' Equity























BS34 Total Liabilities, Shares, and Members' Equity























Stress Test Capital











BS35 Earnings and Reserves










BS36 Subordinated Debt or Grandfathered Secondary Capital Included in Net Worth










BS37 Total Adjusted Retained Earnings acquired through Business Combinations










BS38 CECL Transition Provision










BS39 Regulatory Net Worth










BS40 NCUSIF Deposit










BS41 Section 208 Assistance Included in Net Worth










BS42 Stress Test Capital










BS43 Stress Test Capital including Accumulated Unrealized Gains and OCI























BS44 Total Assets Less NCUSIF Deposit and including CECL Transition Provision























BS45 Stress Test Capital Ratio (%)










BS46 Stress Test Capital Ratio (%) including Accumulated Unrealized Gains and OCI























Additional Capital Measures Required by Credit Union Capital Policy (Input as Many Measures as Applicable per Your Policy)









BS47











BS48











BS49











BS50











Sheet 4: Income Statement
Income Statement Most Recent Quarter Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8 Q9 9 Quarter Cumulative Total
IS1 Interest from Cash, Cash Equivalents and Investments











IS2
Interest from Cash and Cash Equivalents










IS3
Interest from Investments










IS4 Interest on Loans and Leases











IS5 Other Interest Income











IS6 Total Interest Income

























IS7 Interest on Borrowed Money











IS8 Dividends on Share and Deposits











IS9 Total Interest Expense

























IS10 Net Interest Income

























IS11 Fee Income











IS12 Gain (Loss) from Loan Sales











IS13 Gain (Loss) from Equity and Trading Debt Securities











IS14 Gain (Loss) from All Other Investments











IS15 OTTI Losses Recognized in Earnings (included in 11 above)











IS16 Gain (Loss) from Derivatives











IS17 All Other Non-interest Income











IS18 Total Non-Interest Income

























IS19 Employee Compensation and Benefits











IS20 All Other Operating Expense











IS21 Total Non-Interest Expense

























IS22 Net Non-Interest Income











IS23 Pre-Provision Net Revenue

























IS24 Credit Loss Expense











IS25
Credit Loss Expense for Loans and Leases










IS26
Credit Loss Expense for Available For Sale Debt Securities










IS27
Credit Loss Expense for Held to Maturity Debt Securities










IS28
Credit Loss Expense for Off-Balance Sheet Exposures
























IS29 Net Income (loss)

























IS30 Accumulated Unrealized Gains and Other Comprehensive Income

























IS31 Comprehensive income (loss)

























IS32 Net Interest Margin (%)











IS33 Return On Assets (%)











Sheet 5: NII Details
Net Interest Income Most Recent Quarter Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8 Q9 9 Quarter Cumulative Total














Cash and Investments












NI1 Cash and Cash Equivalents











NI2 US Government Securities











NI3 Agency Securities











NI4 Agency Mortgage Related Securities











NI5 Non-agency Mortgage Related Securities











NI6 Corporate Bonds











NI7 Asset-backed Securities











NI8 Other Securities











NI9 Other Investments

























Loans and Leases












NI10 1st Mortgage Loans











NI11 Auto Loans











NI12 Credit Card Loans











NI13 HE and HELOC











NI14 Other Consumer Loans











NI15
Other Unsecured Consumer Loans










NI16
Other Secured Consumer Loans










NI17 Commercial Loans











NI18
Commercial Real Estate Loans










NI19
Commercial Non-Real Estate Loans










NI20 Student Loans

























NI21 Other Interest income

























NI22 Interest Income

























Interest-bearing Liabilities












NI23 Borrowed Money











NI24 Share Drafts











NI25 Regular Shares











NI26 Money Market Shares











NI27 Share Certificates











NI28 IRA/KEOGH Accounts











NI29 Other Shares and Deposits

























NI30 Interest Expense

























NI31 Net Interest Income











Sheet 6: Loan Details
Loans' Balance and Credit Performance Most Recent Quarter Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8 Q9 Q10 Q11 Q12 Q13

















1st Mortgage Loans















LD1 Loan Balance














LD2 Prepayment (UPB)














LD3 Origination/Draw (UPB)














LD4 Default Balance














LD5 Gross Charge-offs














LD6 Net Charge-offs














LD7 Average Loss Severity (%)














LD8 Allowance for Credit Losses














LD9 Credit Loss Expense































Auto Loans















LD10 Loan Balance














LD11 Prepayment (UPB)














LD12 Origination/Draw (UPB)














LD13 Default Balance














LD14 Gross charge-offs














LD15 Net charge-offs














LD16 Average Loss Severity (%)














LD17 Allowance for Credit Losses














LD18 Credit Loss Expense































Credit Card Loans















LD19 Loan Balance














LD20 Prepayment (UPB)














LD21 Origination/Draw (UPB)














LD22 Default Balance














LD23 Gross charge-offs














LD24 Net charge-offs














LD25 Average Loss Severity (%)














LD26 Allowance for Credit Losses














LD27 Credit Loss Expense































HE and HELOC















LD28 Loan Balance














LD29 Prepayment (UPB)














LD30 Origination/Draw (UPB)














LD31 Default Balance














LD32 Gross charge-offs














LD33 Net charge-offs














LD34 Average Loss Severity (%)














LD35 Allowance for Credit Losses














LD36 Credit Loss Expense































Other Unsecured Consumer Loans















LD37 Loan Balance














LD38 Prepayment (UPB)














LD39 Origination/Draw (UPB)














LD40 Default Balance














LD41 Gross charge-offs














LD42 Net charge-offs














LD43 Average Loss Severity (%)














LD44 Allowance for Credit Losses














LD45 Credit Loss Expense































Other Secured Consumer Loans















LD46 Loan Balance














LD47 Prepayment (UPB)














LD48 Origination/Draw (UPB)














LD49 Default Balance














LD50 Gross charge-offs














LD51 Net charge-offs














LD52 Average Loss Severity (%)














LD53 Allowance for Credit Losses














LD54 Credit Loss Expense































Student Loans















LD55 Loan Balance














LD56 Prepayment (UPB)














LD57 Origination/Draw (UPB)














LD58 Default Balance














LD59 Gross charge-offs














LD60 Net charge-offs














LD61 Average Loss Severity (%)














LD62 Allowance for Credit Losses














LD63 Credit Loss Expense































Commercial Real Estate Loans















LD64 Loan Balance














LD65 Prepayment (UPB)














LD66 Origination/Draw (UPB)














LD67 Default Balance














LD68 Gross charge-offs














LD69 Net charge-offs














LD70 Average Loss Severity (%)














LD71 Allowance for Credit Losses














LD72 Credit Loss Expense































Commercial Non-Real Estate Loans















LD73 Loan Balance














LD74 Prepayment (UPB)














LD75 Origination/Draw (UPB)














LD76 Default Balance














LD77 Gross charge-offs














LD78 Net charge-offs














LD79 Average Loss Severity (%)














LD80 Allowance for Credit Losses














LD81 Credit Loss Expense































Other Consumer Loans (Total)















LD82 Loan Balance














LD83 Prepayment (UPB)














LD84 Origination/Draw (UPB)














LD85 Default Balance














LD86 Gross charge-offs














LD87 Net charge-offs














LD88 Average Loss Severity (%)














LD89 Allowance for Credit Losses














LD90 Credit Loss Expense































Commercial Loans (Total)















LD91 Loan Balance














LD92 Prepayment (UPB)














LD93 Origination/Draw (UPB)














LD94 Default Balance














LD95 Gross charge-offs














LD96 Net charge-offs














LD97 Average Loss Severity (%)














LD98 Allowance for Credit Losses














LD99 Credit Loss Expense































All Loans and Leases















LD100 Loan Balance














LD101 Prepayment (UPB)














LD102 Origination/Draw (UPB)














LD103 Default Balance














LD104 Gross charge-offs














LD105 Net charge-offs














LD106 Average Loss Severity (%)














LD107 Allowance for Credit Losses














LD108 Credit Loss Expense














Sheet 7: Investments and Derivatives
Balances Most Recent Quarter Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8 Q9













ID1 Cash and Cash Equivalents























ID2 Investments










ID3
US Government Securities









ID4
Agency Securities









ID5
Agency Mortgage Related Securities









ID6
Non-agency Mortgage Related Securities









ID7
Corporate Bonds









ID8
Asset-backed Securities









ID9
All Other Investments






















Derivatives Notional Balance











ID10 Interest Rate Derivatives










ID11
Options









ID12
Swaps









ID13
Futures









ID14
Other









ID15 Loan Pipeline Management Derivatives










ID16 European Equity Call Options










ID17 All Other Derivatives























Derivatives Fair Value











ID18 Interest Rate Derivatives










ID19
Options









ID20
Swaps









ID21
Futures









ID22
Other









ID23 Loan Pipeline Management Derivatives










ID24 European Equity Call Options










ID25 All Other Derivatives






































In which financial statements line item(s) do you report Fair Value Change on Fair Value Hedge Derivatives, Cash Flow Hedge Derivatives, or Derivatives under other hedge designation types if any?






In which financial statements line item(s) do you report Net Interest Cash Flows on Fair Value Hedge Derivatives, Cash Flow Hedge Derivatives, or Derivatives under other hedge designation types if any?






In which financial statements line item(s) do you report Fair Value Change on the Hedged Items?

















Sheet 8: Pricing Assumptions
Pricing Assumptions Pricing Benchmark Pricing Spread Repricing Beta Most Recent Quarter Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8 Q9
Pricing on New Origination, Investments, and Funding (%)














PA1 Cash and Cash Equivalents













PA2 US Government Securities













PA3 Agency Securities













PA4 Agency Mortgage Related Securities













PA5 Non-agency Mortgage Related Securities













PA6 Corporate Bonds













PA7 Asset-backed Securities













PA8 Other Securities













PA9 1st Mortgage Loans













PA10 Fixed Rate 1st Mortgage Loans













PA11 Variable Rate 1st Mortgage Loans













PA12 Auto Loans













PA13 Credit Card Loans













PA14 HE and HELOC













PA15 Other Consumer Loans













PA16 Other Secured Consumer Loans













PA17 Other Unsecured Consumer Loans













PA18 Commercial Loans













PA19 Commercial Real Estate Loans













PA20 Commercial Non-Real Estate Loans













PA21 Student Loans













PA22 Borrowed Money













PA23 Share Drafts













PA24 Regular Shares













PA25 Money Market Shares













PA26 Share Certificates













PA27 IRA/KEOGH Accounts













PA28 Other Shares and Deposits













Sheet 9: Variables Used in Models
# Model Name Portfolio Output Development Team Description Development Dataset Description Real GDP Growth Nominal GDP Growth Real Disposable Income Growth Nominal Disposable Income Growth Unemployment Rate CPI Inflation Rate US Treasury 3M US Treasury 5Y US Treasury 10Y Mortgage Rate BBB Corporate Rate PRIME Rate Dow Jones Total Stock Market Index (Level) House Price Index (Level) Commercial Real Estate Price Index (Level) Market Volatility Index (Level)
1




















2




















3




















4




















5




















6




















7




















8




















9




















10




















11




















12




















13




















14




















15




















16




















17




















18




















19




















20




















Sheet 10: Additional Scenario Variables
ID Variable Units Source Most Recent Quarter Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8 Q9 Q10 Q11 Q12 Q13
1
















2
















3
















4
















5
















6
















7
















8
















9
















10
















11
















12
















13
















14
















15
















16
















17
















18
















19
















20
















Sheet 11: Model Adjustments
# Model Name Portfolio Scenario Adjustment Type Impacted Area $ Financial Impact Description and Rationale
1






2






3






4






5






6






7






8






9






10






11






12






13






14






15






16






17






18






19






20






Sheet 12: Worksheet Metadata
Worksheet Description Can Add New Rows? Can Add New Columns? Input Required (If Applicable)
Overview Overview of template. N N Y
Data Validation Validates data provided in other worksheets. N N N
Balance Sheet Balance sheet data. N N Y
Income Statement Income statement data. N N Y
NII Details Interest income and expense details. N N Y
Loan Details Loan balances and outcomes by portfolio. N N Y
Investments and Derivatives Cash, investment, and derivative balances. N N Y
Pricing Assumptions Pricing assumptions used stress test. Y N Y
Variables Used in Models Mapping of variables used in stress testing models. Y Y Y
Additional Scenario Variables Values of credit union projected variables used in stress test. Y N Y
Model Adjustments Summary of model output adjustments. Y N Y
Worksheet Metadata Information about template worksheets. N N N
Data Dictionary Row definitions for stress test results worksheets. N N N

Sheet 13: Data Dictionary
Worksheet Item Item Category Item Name Call Report Account Units Definition
Balance Sheet BS1 Assets Cash and Cash Equivalents AS0009 Thousands of Dollars Cash or cash equivalent assets on hand or deposit. Include time deposits in commercial banks, S&Ls, savings banks and other deposits. Should equal Investments and Derivatives Item ID1.
Balance Sheet BS2 Assets Investments AS0013 + AS0017 Thousands of Dollars Total of investment security assets and any other investments not included in the cash and cash equivalents category. Should be equal to the sum of all individual investment components , except for their allowance for credit losses (Items BS3, BS4, BS5, BS6, BS7). Should also equal total investments reported in Investments and Derivatives Item ID2.
Balance Sheet BS3 Assets Equity Securities AS0055 Thousands of Dollars Fair value of equity securities, including mutual funds.
Balance Sheet BS4 Assets Trading Securities AS0061 Thousands of Dollars Investment in trading debt securities held principally for near-term sale.
Balance Sheet BS5 Assets Available for Sale Securities AS0067 Thousands of Dollars Investment in debt securities classified as held-for-sale.
Balance Sheet BS6 Assets Held-to-Maturity Securities AS0073 Thousands of Dollars Investment in debt securities classified as held-to-maturity.
Balance Sheet BS7 Assets Other Investments AS0017 Thousands of Dollars Include loans to and investments in natural person credit unions, membership and paid-in capital and all other investments in corporate credit unions, etc.
Balance Sheet BS8 Assets Less: Allowance for Credit Losses on Investment Securities AS0041 Thousands of Dollars Allowance for Credit Losses on investment securities calculated according to CECL standard.
Balance Sheet BS9 Assets Loans and Leases 025B Thousands of Dollars Outstanding amount of loans and leases. Should equal sum of Loan Details Items LD1, LD10, LD19, LD28, LD55, LD82, LD91. Also should equal Loan Details Item LD100.
Balance Sheet BS10 Assets Less: Allowance for Credit Losses on Loans and Leases AS0048 Thousands of Dollars Allowance for Credit Losses on loans and leases calculated according to CECL standard. Should equal sum of Loan Details Items LD8, LD17, LD26, LD35, LD62, LD89, LD98. Also should equal Loan Details Item LD107.
Balance Sheet BS11 Assets Loans Held for Sale 003 Thousands of Dollars Outstanding amount of loans identified as held for sale (either at origination or subsequently classified as being held for sale).
Balance Sheet BS12 Assets Foreclosed and Repossessed Assets 798A Thousands of Dollars Long-lived assets where the credit union acquired the asset through or in lieu of, foreclosure or repossession and intends to sell the asset.
Balance Sheet BS13 Assets All Other Assets 007 + 008 + AS0036 Thousands of Dollars Include fixed assets, intangible assets, NCUSIF Deposit, accrued interest, account receivables, prepaid expenses and any other assets not previously included
Balance Sheet BS14 Assets Total Assets 010 Thousands of Dollars Total assets. Should equal sum of cash and cash equivalents (BS1), investments (BS2) net of allowance for credit losses (BS8), Loans and leases (BS9) net of allowance for credit losses (BS10), loans held for sale (BS11), foreclosed and repossessed assets (BS12) and all other assets (BS13).
Balance Sheet BS15 Liabilities Borrowed Money 860C Thousands of Dollars Include draws against lines of credit, notes and interest payable, borrowing repurchase transactions, subordinated debt, FHLB Advance, etc.
Balance Sheet BS16 Liabilities Shares and Deposits 018 Thousands of Dollars All member shares and deposits and nonmember deposits. Should equal sum of individual share and deposit components (BS17, BS18, BS19, BS20, BS21, BS22).
Balance Sheet BS17 Liabilities Share Drafts 902 Thousands of Dollars Member share draft accounts volume.
Balance Sheet BS18 Liabilities Regular Shares 657 Thousands of Dollars Share account volume.
Balance Sheet BS19 Liabilities Money Market Shares 911 Thousands of Dollars Money market share account volume.
Balance Sheet BS20 Liabilities Share Certificates 908C Thousands of Dollars Share Certificate volume.
Balance Sheet BS21 Liabilities IRA/KEOGH Accounts 906C Thousands of Dollars IRA/KEOGH account volume.
Balance Sheet BS22 Liabilities Other Shares and Deposits 630 + SH0880 Thousands of Dollars Volume of any other share accounts not previously included and nonmember deposits.
Balance Sheet BS23 Liabilities All Other Liabilities 825 + 820A + LI0003 Thousands of Dollars Include all non-interest-bearing liabilities and any other interest-bearing liabilities not previously included.
Balance Sheet BS24 Liabilities Allowance for Off-Balance Sheet Credit Losses (included in 19 above) LI0003 Thousands of Dollars Allowance for credit losses for off-balance sheet credit exposures.
Balance Sheet BS25 Liabilities Total Liabilities LI0069 Thousands of Dollars Credit Union's total liabilities. Should be equal to the sum of aggregate liability categories (BS15, BS16, BS23).
Balance Sheet BS26 Equity Earnings and Reserves 940 + 602 + 658 + 668 Thousands of Dollars Realized earnings and reserves. Include undivided earnings, other reserves, net income (unless already included in undivided earnings), and appropriation for non-conforming investments (State Credit Union only). Equals Balance Sheet Item BS35.
Balance Sheet BS27 Equity Accumulated Unrealized Gains and Other Comprehensive Income 945A + EQ0009 + 945B Thousands of Dollars Accumulated unrealized gains (losses) and other comprehensive income that is not included in net income. Equals sum of Balance Sheet Items BS28, BS29, BS30. Change from prior quarter should equal Income Statement Item IS30.
Balance Sheet BS28 Equity Accumulated Unrealized Net Gains (Losses) on Cash Flow Hedges 945A Thousands of Dollars Amount of the effective portion of the accumulated change in the fair value on derivatives designated and qualifying as cash flow hedges (per ASC 815).
Balance Sheet BS29 Equity Accumulated Unrealized Gains (Losses) on Available for Sale Debt Securities EQ0009 Thousands of Dollars Amount of cumulative unrealized gains (losses) on available for sale debt securities.
Balance Sheet BS30 Equity Other Comprehensive Income 945B Thousands of Dollars Amount of any other comprehensive income not already reported in Balance Sheet Items BS28 or BS29. For example, income impacts related to a single-employer defined benefit retirement plan may be reported in this category.
Balance Sheet BS31 Equity Equity Acquired in Merger 658A Thousands of Dollars Amount of fair value equity acquired at the data of an acquisition measured consistent with GAAP.
Balance Sheet BS32 Equity Noncontrolling Interest in Consolidated Subsidiaries 996 Thousands of Dollars Amount of equity of all consolidated subsidiaries held by other parties (i.e., the equity in a credit union subsidiary not attributable to the credit union).
Balance Sheet BS33 Equity Total Members' Equity 940 + 602 + 658 + 668 + 658A + 996 + 945A + 945B + 945C + EQ0009 Thousands of Dollars Credit Union's total equity. Should be equal to the sum of individual equity line items (BS26, BS27, BS31, BS32) and also equal to assets minus liabilities (Item BS14 - BS25).
Balance Sheet BS34 Equity Total Liabilities, Shares, and Members' Equity 014 Thousands of Dollars Total liabilities and equity. Should equal sum of liabilities and equity (BS25 + BS33) and also equal to total assets (BS14).
Balance Sheet BS35 Stress Test Capital Earnings and Reserves 940 + 602 + 658 + 668 Thousands of Dollars Realized earnings and reserves. Include undivided earnings, other reserves, net income (unless already included in undivided earnings), and appropriation for non-conforming investments (State Credit Union only). Equals Balance Sheet Item BS26.
Balance Sheet BS36 Stress Test Capital Subordinated Debt or Grandfathered Secondary Capital Included in Net Worth 925A Thousands of Dollars Amount of subordinated debt that is included in net worth.
Balance Sheet BS37 Stress Test Capital Total Adjusted Retained Earnings acquired through Business Combinations 1004 Thousands of Dollars Total amount of adjusted retained earnings from business combinations. Includes prior quarter-end adjusted retained earnings acquired through business combinations with another credit union, any adjustments made to retained earnings acquired through business combinations in the current quarter or adjusted gains from bargain purchases during the current quarter.
Balance Sheet BS38 Stress Test Capital CECL Transition Provision NW0004 Thousands of Dollars Phase in of one time adjustment to undivided earnings stemming from the adoption of ASC Topic 326 - Financial Instruments - Credit Losses (CECL). Reported value should be calculated in accordance with 702.703(c).
Balance Sheet BS39 Stress Test Capital Regulatory Net Worth 997 Thousands of Dollars Total regulatory net worth as reported on Call Report Schedule G. Also equal to Call Report accounts 940 + 602 + 658 + 668 + 925A + 1004 + NW0004. Equals sum of Balance Sheet Items BS35, BS36, BS37, BS38.
Balance Sheet BS40 Stress Test Capital NCUSIF Deposit 794 Thousands of Dollars Amount of assistance pursuant to section 208 of the Federal Credit Union Act
Balance Sheet BS41 Stress Test Capital Section 208 Assistance Included in Net Worth RB0004 Thousands of Dollars NCUA Share Insurance Fund (NCUSIF) capitalization deposit.
Balance Sheet BS42 Stress Test Capital Stress Test Capital Not Applicable Thousands of Dollars Stress test capital means net worth (less assistance provided under Section 208 of the Federal Credit Union Act, subordinated debt included in net worth, and NCUSIF deposit) under stress test scenarios. Equals Balance Sheet Item BS39 minus the sum of Balance Sheet Items BS40 and BS41.
Balance Sheet BS43 Stress Test Capital Stress Test Capital including Accumulated Unrealized Gains and OCI Not Applicable Thousands of Dollars Fair value of equity securities, including mutual funds.
Balance Sheet BS44 Stress Test Capital Total Assets Less NCUSIF Deposit 010 - 794 Thousands of Dollars Total assets excluding the NCUSIF capitalization deposit. Equals total assets (BS14) minus NCUSIF deposit (BS40).
Balance Sheet BS45 Stress Test Capital Stress Test Capital Ratio (%) Not Applicable Percent Stress test capital divided by total consolidated assets less NCUSIF deposit. Equals Balance Sheet Item BS42 divided by Balance Sheet Item BS44.
Balance Sheet BS46 Stress Test Capital Stress Test Capital Ratio (%) including Accumulated Unrealized Gains and OCI Not Applicable Percent Stress test capital ratio that includes accumulated other comprehensive income in the numerator. Equals Balance Sheet item BS43 divided by Balance Sheet Item BS44.
Income Statement IS1 Interest Income Interest from Cash, Cash Equivalents and Investments 120 Thousands of Dollars Interest and dividend income earned on cash, cash equivalents and investments. Should equal sum of NII Details Items NI1-NI9.
Income Statement IS2 Interest Income Interest from Cash and Cash Equivalents Not Applicable Thousands of Dollars Interest income earned on cash and cash equivalents. Include interest income and dividends on time deposit assets in commercial banks, S&Ls, savings banks and other deposit assets. Should equal NII Details Item NI1.
Income Statement IS3 Interest Income Interest from Investments Not Applicable Thousands of Dollars Interest and dividend income earned on investments. Should equal sum of NII Details Items NI2-NI9.
Income Statement IS4 Interest Income Interest on Loans and Leases 110 - 119 Thousands of Dollars Interest income earned on loans and leases. Should equal sum of loan and lease interest income by portfolio type as reported in NII Details (NI10, NI11, NI12, NI13, NI14, NI17, NI20).
Income Statement IS5 Interest Income Other Interest Income IS0005 Thousands of Dollars Interest income earned on all other sources except loans, cash, cash equivalents and investments. Should equal NII Details Item NI21.
Income Statement IS6 Interest Income Total Interest Income 115 Thousands of Dollars Total interest and dividend income. Should equal sum of Income Statement Items IS1, IS4, IS5. Should also equal NII Details Item NI22.
Income Statement IS7 Interest Expense Interest on Borrowed Money 340 Thousands of Dollars Interest costs on borrowed money. Should equal NII Details Item NI23.
Income Statement IS8 Interest Expense Dividends on Share and Deposits 380 + 381 Thousands of Dollars Dividend and interest expenses incurred on shares and deposits. Should equal sum of NII Details Items NI24-NI29.
Income Statement IS9 Interest Expense Total Interest Expense 350 Thousands of Dollars Total interest and dividend expenses. Should equal sum of Income Statement Items IS7 and IS8. Should also equal NII Details Item NI30.
Income Statement IS10 Aggregate Net Interest Income IS0010 Thousands of Dollars Total interest income net of total interest expenses. Should equal interest income (IS6) minus interest expense (IS9). Should also equal NII Details Item NI31.
Income Statement IS11 Non-interest Income Fee Income 131 Thousands of Dollars All fee income. Include interchange income, overdraft fees, ATM fees, credit card fees and other fees charged for services
Income Statement IS12 Non-interest Income Gain (Loss) from Loan Sales IS0029 Thousands of Dollars Amount of gain (loss) on loan sales. A primary example is gain from selling real estate loans on the secondary market, but the gain (loss) on other loan sales is also included.
Income Statement IS13 Non-interest Income Gain (Loss) from Equity and Trading Debt Securities IS0046 Thousands of Dollars Amount of gain or loss from the sale or other disposition of all equity and trading debt securities.
Income Statement IS14 Non-interest Income Gain (Loss) from All Other Investments IS0047 Thousands of Dollars Amount of gain (loss) on all investments. Include OTTI losses recognized in net earnings (e.g., credit losses), which are also reported separately in Income Statement Item IS15. OTTI losses not recognized in net earnings should be included in other comprehensive income (Income Statement Item IS30).
Income Statement IS15 Non-interest Income OTTI Losses Recognized in Earnings (included in 11 above) Not Applicable Thousands of Dollars OTTI losses recognized in net earnings (e.g., credit losses) and reported as part of Gain (Loss) from All Other Investments.
Income Statement IS16 Non-interest Income Gain (Loss) from Derivatives 421 Thousands of Dollars Amount of gain or loss from derivative activities exclusive of interest and premium amortization. For fair value hedges, the change in fair value for the period along with any other derivative gain or loss should be reflected here.
Income Statement IS17 Non-interest Income All Other Non-interest Income 430 + 431 + 440 + IS0020 + IS0030 Thousands of Dollars Any other non-interest income (excluding fee income and gain/loss on loan sales and investments) recognized in net income.
Income Statement IS18 Aggregate Total Non-interest Income 117 Thousands of Dollars All non-interest income. Equals sum of non interest income component items (IS11, IS12, IS13, IS14, IS16, IS17).
Income Statement IS19 Non-interest Expense Employee Compensation and Benefits 210 Thousands of Dollars Total employee compensation costs, including salaries, benefits, pension plan costs, employer taxes, etc.
Income Statement IS20 Non-interest Expense All Other Operating Expense 230 + 250 + 260 + 270 + 280 + 290 + 310 + 320 + 360 Thousands of Dollars All other operating expenses besides employee compensation. This includes travel and conference expenses, office occupancy and operation expenses, loan servicing expenses, and any other operating fees and expenses.
Income Statement IS21 Aggregate Total Non-interest Expense 671 Thousands of Dollars Total non-interest (i.e., operating) expenses. Equals sum of employee compensation and benefits (IS19) and all other operating expenses (IS20).
Income Statement IS22 Aggregate Net Non-interest Income Not Applicable Thousands of Dollars Total non-interest income net of total non-interest expenses. Equals non-interest income (IS18) minus non-interest expense (IS21).
Income Statement IS23 Aggregate Pre-provision Net Revenue Not Applicable Thousands of Dollars Net income before credit loss expenses. Equals sum of net interest income (IS10) and net non-interest income (IS22).
Income Statement IS24 Credit Loss Expense Credit Loss Expense IS0017 Thousands of Dollars Total credit loss expenses. Should equal sum of credit loss expense subcomponents (IS25, IS26, IS27, IS28).
Income Statement IS25 Credit Loss Expense Credit Loss Expense for Loans and Leases IS0011 Thousands of Dollars Credit loss expenses for loans and leases. Should equal sum of Loan Details Items LD9, LD18, LD27, LD36, LD63, LD90, LD99. Also should equal Loan Details Item LD108.
Income Statement IS26 Credit Loss Expense Credit Loss Expense for Available For Sale Debt Securities IS0012 Thousands of Dollars Credit loss expenses for available for sale debt securities.
Income Statement IS27 Credit Loss Expense Credit Loss Expense for Held to Maturity Debt Securities IS0013 Thousands of Dollars Credit loss expenses for held to maturity debt securities.
Income Statement IS28 Credit Loss Expense Credit Loss Expense for Off-Balance Sheet Exposures IS0016 Thousands of Dollars Credit loss expenses for off-balance sheet exposures.
Income Statement IS29 Aggregate Net Income (loss) 661A Thousands of Dollars Total income net of expenses. Should equal pre-provision net revenue (IS23) minus total credit loss expense (IS24).
Income Statement IS30 Comprehensive Income Accumulated Unrealized Gains and Other Comprehensive Income Not Applicable Thousands of Dollars Income (or loss) not included in net income. Include OTTI losses not recognized in net income and other unrealized gains and other comprehensive income. Should equal change in Balance Sheet Item BS27 from prior quarter.
Income Statement IS31 Aggregate Comprehensive income (loss) Not Applicable Thousands of Dollars Net income plus the quarter's accumulated unrealized gains and other comprehensive income. Should equal net income (IS29) plus accumulated unrealized gains and other comprehensive income (IS30).
Income Statement IS32 Financial Ratio Net Interest Margin (%) Not Applicable Percent Annualized ratio of net interest income to average interest earning assets. Should equal net interest income (IS10) divided by the average of current quarter's and prior quarter's interest earning assets (Balance Sheet Items BS1, BS2, BS9, and BS11).
Income Statement IS33 Financial Ratio Return On Assets (%) Not Applicable Percent Annualized ratio of net income to average assets. Should equal 4 times net income (IS29) divided by current and prior quarter average of total assets (Balance Sheet Item BS14).
NII Details NI1 Cash and Investments Cash and Cash Equivalents 120 Thousands of Dollars Interest income earned on cash and cash equivalents. Include interest income and dividends on time deposit assets in commercial banks, S&Ls, savings banks and other deposit assets. Should equal Income Statement Item IS2.
NII Details NI2 Cash and Investments US Government Securities Not Applicable Thousands of Dollars Interest and dividend income earned on US government securities.
NII Details NI3 Cash and Investments Agency Securities Not Applicable Thousands of Dollars Interest and dividend and dividend income earned on agency securities.
NII Details NI4 Cash and Investments Agency Mortgage Related Securities Not Applicable Thousands of Dollars Interest and dividend income earned on agency mortgage related securities.
NII Details NI5 Cash and Investments Non-agency Mortgage Related Securities Not Applicable Thousands of Dollars Interest and dividend income earned on non-agency mortgage related securities.
NII Details NI6 Cash and Investments Corporate Bonds Not Applicable Thousands of Dollars Interest and dividend income earned on corporate bonds.
NII Details NI7 Cash and Investments Asset-backed Securities Not Applicable Thousands of Dollars Interest and dividend income earned on asset-backed securities.
NII Details NI8 Cash and Investments Other Securities Not Applicable Thousands of Dollars Interest and dividend income earned on other securities.
NII Details NI9 Cash and Investments Other Investments Not Applicable Thousands of Dollars Interest and dividend income earned on all other investments not accounted for in NII Details Items NI2-NI8.
NII Details NI10 Loans and Leases 1st Mortgage Loans Not Applicable Thousands of Dollars Interest income earned on 1st mortgage loans.
NII Details NI11 Loans and Leases Auto Loans Not Applicable Thousands of Dollars Interest income earned on new and used car loans.
NII Details NI12 Loans and Leases Credit Card Loans Not Applicable Thousands of Dollars Interest income earned on credit car loans.
NII Details NI13 Loans and Leases HE and HELOC Not Applicable Thousands of Dollars Interest income earned on home equity loans and home equity lines of credit.
NII Details NI14 Loans and Leases Other Consumer Loans Not Applicable Thousands of Dollars Interest income earned on all other consumer loans. Should equal sum of other unsecured consumer loans (NI15) and other secured consumer loans (NI16).
NII Details NI15 Loans and Leases Other Unsecured Consumer Loans Not Applicable Thousands of Dollars Interest income earned on all other unsecured consumer loans.
NII Details NI16 Loans and Leases Other Secured Consumer Loans Not Applicable Thousands of Dollars Interest income earned on all other secured consumer loans.
NII Details NI17 Loans and Leases Commercial Loans Not Applicable Thousands of Dollars Interest income earned on all commercial loans. Should equal sum of commercial real estate loans (NI18) and commercial non-real estate loans (NI19).
NII Details NI18 Loans and Leases Commercial Real Estate Loans Not Applicable Thousands of Dollars Interest income earned on commercial real estate loans.
NII Details NI19 Loans and Leases Commercial Non-Real Estate Loans Not Applicable Thousands of Dollars Interest income earned on commercial non-real estate loans.
NII Details NI20 Loans and Leases Student Loans Not Applicable Thousands of Dollars Interest income earned on student loans.
NII Details NI21 Other Other Interest Income IS0005 Thousands of Dollars Interest income earned on all other sources except loans, cash, cash equivalents and investments Should equal Income Statement Item IS5.
NII Details NI22 Aggregate Interest Income 115 Thousands of Dollars Total interest and dividend income. Should equal Income Statement Item IS6.
NII Details NI23 Interest-bearing liabilities Borrowed Money 340 Thousands of Dollars Interest costs on borrowed money. Should equal Income Statement Item IS7.
NII Details NI24 Interest-bearing liabilities Share Drafts Not Applicable Thousands of Dollars Interest and dividend expenses for share draft accounts.
NII Details NI25 Interest-bearing liabilities Regular Shares Not Applicable Thousands of Dollars Interest and dividend expenses for regular share accounts.
NII Details NI26 Interest-bearing liabilities Money Market Shares Not Applicable Thousands of Dollars Interest and dividend expenses for money market share accounts.
NII Details NI27 Interest-bearing liabilities Share Certificates Not Applicable Thousands of Dollars Interest and dividend expenses for share certificate accounts.
NII Details NI28 Interest-bearing liabilities IRA/KEOGH Accounts Not Applicable Thousands of Dollars Interest and dividend expenses for IRA/KEOGH accounts.
NII Details NI29 Interest-bearing liabilities Other Shares and Deposits Not Applicable Thousands of Dollars Interest and dividend expenses for all other share accounts and non-member deposits.
NII Details NI30 Aggregate Interest Expense 350 Thousands of Dollars Total interest and dividend expenses. Should equal Income Statement Item IS9.
NII Details NI31 Aggregate Net Interest Income IS0010 Thousands of Dollars Interest income (NI22) less interest expense (NI30). Should also equal Income Statement Item IS10.
Loan Details LD1 1st Mortgage Loans Loan Balance 703A Thousands of Dollars Outstanding loan balance attributable to 1st Mortgage Loans portfolio.
Loan Details LD2 1st Mortgage Loans Prepayment (UPB) Not applicable Thousands of Dollars Prepayment of loan balance attributable to 1st Mortgage Loans portfolio.
Loan Details LD3 1st Mortgage Loans Origination/Draw (UPB) Not applicable Thousands of Dollars New origination or draw attributable to 1st Mortgage Loans portfolio.
Loan Details LD4 1st Mortgage Loans Default Balance Not applicable Thousands of Dollars Outstanding balance of loans at default attributable to 1st Mortgage Loans portfolio.
Loan Details LD5 1st Mortgage Loans Gross Charge-offs Quarterly Change in CH0017 Thousands of Dollars Gross loan charge-offs attributable to 1st Mortgage Loans portfolio.
Loan Details LD6 1st Mortgage Loans Net Charge-offs Quarterly Change in CH0017 minus CH0018 Thousands of Dollars Net loan charge-offs attributable to 1st Mortgage Loans portfolio.
Loan Details LD7 1st Mortgage Loans Average Loss Severity (%) Not applicable Percent Average loss severity for 1st Mortgage Loans portfolio. Should be calculated as losses divided by default balance. Components of loss severity include difference between default UPB and collateral value at liquidation and liquidation expenses (in the case of a mortgage loan, the liquidation expense includes appraisal and title search fees, legal fees, taxes, sales commissions, insurance, property taxes, maintenance expenses and marketing cost, etc.), minus any recoveries.
Loan Details LD8 1st Mortgage Loans Allowance for Credit Losses Not applicable Thousands of Dollars Allowance for loan losses attributable to 1st Mortgage Loans portfolio.
Loan Details LD9 1st Mortgage Loans Credit Loss Expense Not applicable Thousands of Dollars Credit loss expense attributable to 1st Mortgage Loans portfolio.
Loan Details LD10 Auto Loans Loan Balance 385 + 370 + 002 Thousands of Dollars Outstanding loan balance attributable to Auto Loans portfolio.
Loan Details LD11 Auto Loans Prepayment (UPB) Not applicable Thousands of Dollars Prepayment of loan balance attributable to Auto Loans portfolio.
Loan Details LD12 Auto Loans Origination/Draw (UPB) Not applicable Thousands of Dollars New origination or draw attributable to Auto Loans portfolio.
Loan Details LD13 Auto Loans Default Balance Not applicable Thousands of Dollars Outstanding balance of loans at default attributable to Auto Loans portfolio.
Loan Details LD14 Auto Loans Gross charge-offs Quarterly Change in sum of 550C1, 550C2, 550D Thousands of Dollars Gross loan charge-offs attributable to Auto Loans portfolio.
Loan Details LD15 Auto Loans Net charge-offs Quarterly Change in sum of 550C1, 550C2, 550D minus 551C1, 551C2, 551D Thousands of Dollars Net loan charge-offs attributable to Auto Loans portfolio.
Loan Details LD16 Auto Loans Average Loss Severity (%) Not applicable Percent Average loss severity for Auto Loans portfolio. Should be calculated as losses divided by default balance. Components of loss severity include difference between default UPB and collateral value at liquidation and liquidation expenses (in the case of a mortgage loan, the liquidation expense includes appraisal and title search fees, legal fees, taxes, sales commissions, insurance, property taxes, maintenance expenses and marketing cost, etc.), minus any recoveries.
Loan Details LD17 Auto Loans Allowance for Credit Losses Not applicable Thousands of Dollars Allowance for loan losses attributable to Auto Loans portfolio.
Loan Details LD18 Auto Loans Credit Loss Expense Not applicable Thousands of Dollars Credit loss expense attributable to Auto Loans portfolio.
Loan Details LD19 Credit Card Loans Loan Balance 396 Thousands of Dollars Outstanding loan balance attributable to Credit Card Loans portfolio.
Loan Details LD20 Credit Card Loans Prepayment (UPB) Not applicable Thousands of Dollars Prepayment of loan balance attributable to Credit Card Loans portfolio.
Loan Details LD21 Credit Card Loans Origination/Draw (UPB) Not applicable Thousands of Dollars New origination or draw attributable to Credit Card Loans portfolio.
Loan Details LD22 Credit Card Loans Default Balance Not applicable Thousands of Dollars Outstanding balance of loans at default attributable to Credit Card Loans portfolio.
Loan Details LD23 Credit Card Loans Gross charge-offs Quarterly Change in 680 Thousands of Dollars Gross loan charge-offs attributable to Credit Card Loans portfolio.
Loan Details LD24 Credit Card Loans Net charge-offs Quarterly Change in 680 minus 681 Thousands of Dollars Net loan charge-offs attributable to Credit Card Loans portfolio.
Loan Details LD25 Credit Card Loans Average Loss Severity (%) Not applicable Percent Average loss severity for Credit Card Loans portfolio. Should be calculated as losses divided by default balance. Components of loss severity include difference between default UPB and collateral value at liquidation and liquidation expenses (in the case of a mortgage loan, the liquidation expense includes appraisal and title search fees, legal fees, taxes, sales commissions, insurance, property taxes, maintenance expenses and marketing cost, etc.), minus any recoveries.
Loan Details LD26 Credit Card Loans Allowance for Credit Losses Not applicable Thousands of Dollars Allowance for loan losses attributable to Credit Card Loans portfolio.
Loan Details LD27 Credit Card Loans Credit Loss Expense Not applicable Thousands of Dollars Credit loss expense attributable to Credit Card Loans portfolio.
Loan Details LD28 HE and HELOC Loan Balance 386A Thousands of Dollars Outstanding loan balance attributable to HE and HELOC portfolio.
Loan Details LD29 HE and HELOC Prepayment (UPB) Not applicable Thousands of Dollars Prepayment of loan balance attributable to HE and HELOC portfolio.
Loan Details LD30 HE and HELOC Origination/Draw (UPB) Not applicable Thousands of Dollars New origination or draw attributable to HE and HELOC portfolio.
Loan Details LD31 HE and HELOC Default Balance Not applicable Thousands of Dollars Outstanding balance of loans at default attributable to HE and HELOC portfolio.
Loan Details LD32 HE and HELOC Gross charge-offs Quarterly Change in CH0019 Thousands of Dollars Gross loan charge-offs attributable to HE and HELOC portfolio.
Loan Details LD33 HE and HELOC Net charge-offs Quarterly Change in CH0019 minus CH0020 Thousands of Dollars Net loan charge-offs attributable to HE and HELOC portfolio.
Loan Details LD34 HE and HELOC Average Loss Severity (%) Not applicable Percent Average loss severity for HE and HELOC portfolio. Should be calculated as losses divided by default balance. Components of loss severity include difference between default UPB and collateral value at liquidation and liquidation expenses (in the case of a mortgage loan, the liquidation expense includes appraisal and title search fees, legal fees, taxes, sales commissions, insurance, property taxes, maintenance expenses and marketing cost, etc.), minus any recoveries.
Loan Details LD35 HE and HELOC Allowance for Credit Losses Not applicable Thousands of Dollars Allowance for loan losses attributable to HE and HELOC portfolio.
Loan Details LD36 HE and HELOC Credit Loss Expense Not applicable Thousands of Dollars Credit loss expense attributable to HE and HELOC portfolio.
Loan Details LD37 Other Unsecured Consumer Loans Loan Balance 397A + 397 Thousands of Dollars Outstanding loan balance attributable to Other Unsecured Consumer Loans portfolio.
Loan Details LD38 Other Unsecured Consumer Loans Prepayment (UPB) Not applicable Thousands of Dollars Prepayment of loan balance attributable to Other Unsecured Consumer Loans portfolio.
Loan Details LD39 Other Unsecured Consumer Loans Origination/Draw (UPB) Not applicable Thousands of Dollars New origination or draw attributable to Other Unsecured Consumer Loans portfolio.
Loan Details LD40 Other Unsecured Consumer Loans Default Balance Not applicable Thousands of Dollars Outstanding balance of loans at default attributable to Other Unsecured Consumer Loans portfolio.
Loan Details LD41 Other Unsecured Consumer Loans Gross charge-offs Quarterly Change in sum of 136, CH0007 Thousands of Dollars Gross loan charge-offs attributable to Other Unsecured Consumer Loans portfolio.
Loan Details LD42 Other Unsecured Consumer Loans Net charge-offs Quarterly Change in sum of 136, CH0007 minus 137, CH0008 Thousands of Dollars Net loan charge-offs attributable to Other Unsecured Consumer Loans portfolio.
Loan Details LD43 Other Unsecured Consumer Loans Average Loss Severity (%) Not applicable Percent Average loss severity for Other Unsecured Consumer Loans portfolio. Should be calculated as losses divided by default balance. Components of loss severity include difference between default UPB and collateral value at liquidation and liquidation expenses (in the case of a mortgage loan, the liquidation expense includes appraisal and title search fees, legal fees, taxes, sales commissions, insurance, property taxes, maintenance expenses and marketing cost, etc.), minus any recoveries.
Loan Details LD44 Other Unsecured Consumer Loans Allowance for Credit Losses Not applicable Thousands of Dollars Allowance for loan losses attributable to Other Unsecured Consumer Loans portfolio.
Loan Details LD45 Other Unsecured Consumer Loans Credit Loss Expense Not applicable Thousands of Dollars Credit loss expense attributable to Other Unsecured Consumer Loans portfolio.
Loan Details LD46 Other Secured Consumer Loans Loan Balance 698C + 386B Thousands of Dollars Outstanding loan balance attributable to Other Secured Consumer Loans portfolio.
Loan Details LD47 Other Secured Consumer Loans Prepayment (UPB) Not applicable Thousands of Dollars Prepayment of loan balance attributable to Other Secured Consumer Loans portfolio.
Loan Details LD48 Other Secured Consumer Loans Origination/Draw (UPB) Not applicable Thousands of Dollars New origination or draw attributable to Other Secured Consumer Loans portfolio.
Loan Details LD49 Other Secured Consumer Loans Default Balance Not applicable Thousands of Dollars Outstanding balance of loans at default attributable to Other Secured Consumer Loans portfolio.
Loan Details LD50 Other Secured Consumer Loans Gross charge-offs Quarterly Change in sum of CH0015, CH0021 Thousands of Dollars Gross loan charge-offs attributable to Other Secured Consumer Loans portfolio.
Loan Details LD51 Other Secured Consumer Loans Net charge-offs Quarterly Change in sum of CH0015, CH0021 minus CH0016, CH0022 Thousands of Dollars Net loan charge-offs attributable to Other Secured Consumer Loans portfolio.
Loan Details LD52 Other Secured Consumer Loans Average Loss Severity (%) Not applicable Percent Average loss severity for Other Secured Consumer Loans portfolio. Should be calculated as losses divided by default balance. Components of loss severity include difference between default UPB and collateral value at liquidation and liquidation expenses (in the case of a mortgage loan, the liquidation expense includes appraisal and title search fees, legal fees, taxes, sales commissions, insurance, property taxes, maintenance expenses and marketing cost, etc.), minus any recoveries.
Loan Details LD53 Other Secured Consumer Loans Allowance for Credit Losses Not applicable Thousands of Dollars Allowance for loan losses attributable to Other Secured Consumer Loans portfolio.
Loan Details LD54 Other Secured Consumer Loans Credit Loss Expense Not applicable Thousands of Dollars Credit loss expense attributable to Other Secured Consumer Loans portfolio.
Loan Details LD55 Student Loans Loan Balance 698A Thousands of Dollars Outstanding loan balance attributable to Student Loans portfolio.
Loan Details LD56 Student Loans Prepayment (UPB) Not applicable Thousands of Dollars Prepayment of loan balance attributable to Student Loans portfolio.
Loan Details LD57 Student Loans Origination/Draw (UPB) Not applicable Thousands of Dollars New origination or draw attributable to Student Loans portfolio.
Loan Details LD58 Student Loans Default Balance Not applicable Thousands of Dollars Outstanding balance of loans at default attributable to Student Loans portfolio.
Loan Details LD59 Student Loans Gross charge-offs Quarterly Change in 550T Thousands of Dollars Gross loan charge-offs attributable to Student Loans portfolio.
Loan Details LD60 Student Loans Net charge-offs Quarterly Change in 550T minus 551T Thousands of Dollars Net loan charge-offs attributable to Student Loans portfolio.
Loan Details LD61 Student Loans Average Loss Severity (%) Not applicable Percent Average loss severity for Student Loans portfolio. Should be calculated as losses divided by default balance. Components of loss severity include difference between default UPB and collateral value at liquidation and liquidation expenses (in the case of a mortgage loan, the liquidation expense includes appraisal and title search fees, legal fees, taxes, sales commissions, insurance, property taxes, maintenance expenses and marketing cost, etc.), minus any recoveries.
Loan Details LD62 Student Loans Allowance for Credit Losses Not applicable Thousands of Dollars Allowance for loan losses attributable to Student Loans portfolio.
Loan Details LD63 Student Loans Credit Loss Expense Not applicable Thousands of Dollars Credit loss expense attributable to Student Loans portfolio.
Loan Details LD64 Commercial Real Estate Loans Loan Balance 718A5 Thousands of Dollars Outstanding loan balance attributable to Commercial Real Estate Loans portfolio.
Loan Details LD65 Commercial Real Estate Loans Prepayment (UPB) Not applicable Thousands of Dollars Prepayment of loan balance attributable to Commercial Real Estate Loans portfolio.
Loan Details LD66 Commercial Real Estate Loans Origination/Draw (UPB) Not applicable Thousands of Dollars New origination or draw attributable to Commercial Real Estate Loans portfolio.
Loan Details LD67 Commercial Real Estate Loans Default Balance Not applicable Thousands of Dollars Outstanding balance of loans at default attributable to Commercial Real Estate Loans portfolio.
Loan Details LD68 Commercial Real Estate Loans Gross charge-offs Quarterly Change in sum of CH0023, CH0025, CH0027, CH0029, CH0031 Thousands of Dollars Gross loan charge-offs attributable to Commercial Real Estate Loans portfolio.
Loan Details LD69 Commercial Real Estate Loans Net charge-offs Quarterly Change in sum of CH0023, CH0025, CH0027, CH0029, CH0031 minus CH0024, CH0026, CH0028, CH0030, CH0032 Thousands of Dollars Net loan charge-offs attributable to Commercial Real Estate Loans portfolio.
Loan Details LD70 Commercial Real Estate Loans Average Loss Severity (%) Not applicable Percent Average loss severity for Commercial Real Estate Loans portfolio. Should be calculated as losses divided by default balance. Components of loss severity include difference between default UPB and collateral value at liquidation and liquidation expenses (in the case of a mortgage loan, the liquidation expense includes appraisal and title search fees, legal fees, taxes, sales commissions, insurance, property taxes, maintenance expenses and marketing cost, etc.), minus any recoveries.
Loan Details LD71 Commercial Real Estate Loans Allowance for Credit Losses Not applicable Thousands of Dollars Allowance for loan losses attributable to Commercial Real Estate Loans portfolio.
Loan Details LD72 Commercial Real Estate Loans Credit Loss Expense Not applicable Thousands of Dollars Credit loss expense attributable to Commercial Real Estate Loans portfolio.
Loan Details LD73 Commercial Non-Real Estate Loans Loan Balance 400P Thousands of Dollars Outstanding loan balance attributable to Commercial Non-Real Estate Loans portfolio.
Loan Details LD74 Commercial Non-Real Estate Loans Prepayment (UPB) Not applicable Thousands of Dollars Prepayment of loan balance attributable to Commercial Non-Real Estate Loans portfolio.
Loan Details LD75 Commercial Non-Real Estate Loans Origination/Draw (UPB) Not applicable Thousands of Dollars New origination or draw attributable to Commercial Non-Real Estate Loans portfolio.
Loan Details LD76 Commercial Non-Real Estate Loans Default Balance Not applicable Thousands of Dollars Outstanding balance of loans at default attributable to Commercial Non-Real Estate Loans portfolio.
Loan Details LD77 Commercial Non-Real Estate Loans Gross charge-offs Quarterly Change in sum of CH0033, CH0035, CH0037, CH0039 Thousands of Dollars Gross loan charge-offs attributable to Commercial Non-Real Estate Loans portfolio.
Loan Details LD78 Commercial Non-Real Estate Loans Net charge-offs Quarterly Change in sum of CH0033, CH0035, CH0037, CH0039 minus CH0034, CH0036, CH0038, CH0040 Thousands of Dollars Net loan charge-offs attributable to Commercial Non-Real Estate Loans portfolio.
Loan Details LD79 Commercial Non-Real Estate Loans Average Loss Severity (%) Not applicable Percent Average loss severity for Commercial Non-Real Estate Loans portfolio. Should be calculated as losses divided by default balance. Components of loss severity include difference between default UPB and collateral value at liquidation and liquidation expenses (in the case of a mortgage loan, the liquidation expense includes appraisal and title search fees, legal fees, taxes, sales commissions, insurance, property taxes, maintenance expenses and marketing cost, etc.), minus any recoveries.
Loan Details LD80 Commercial Non-Real Estate Loans Allowance for Credit Losses Not applicable Thousands of Dollars Allowance for loan losses attributable to Commercial Non-Real Estate Loans portfolio.
Loan Details LD81 Commercial Non-Real Estate Loans Credit Loss Expense Not applicable Thousands of Dollars Credit loss expense attributable to Commercial Non-Real Estate Loans portfolio.
Loan Details LD82 Other Consumer Loans (Total) Loan Balance 397A + 397 + 698C + 386B Thousands of Dollars Outstanding loan balance attributable to Other Consumer Loans (Total) portfolio. Should equal sum of Loan Details Items LD37 and LD46.
Loan Details LD83 Other Consumer Loans (Total) Prepayment (UPB) Not applicable Thousands of Dollars Prepayment of loan balance attributable to Other Consumer Loans (Total) portfolio. Should equal sum of Loan Details Items LD38 and LD47.
Loan Details LD84 Other Consumer Loans (Total) Origination/Draw (UPB) Not applicable Thousands of Dollars New origination or draw attributable to Other Consumer Loans (Total) portfolio. Should equal sum of Loan Details Items LD39 and LD48.
Loan Details LD85 Other Consumer Loans (Total) Default Balance Not applicable Thousands of Dollars Outstanding balance of loans at default attributable to Other Consumer Loans (Total) portfolio. Should equal sum of Loan Details Items LD40 and LD49.
Loan Details LD86 Other Consumer Loans (Total) Gross charge-offs Quarterly Change in sum of 136, CH0007, CH0015, CH0021 Thousands of Dollars Gross loan charge-offs attributable to Other Consumer Loans (Total) portfolio. Should equal sum of Loan Details Items LD41 and LD50.
Loan Details LD87 Other Consumer Loans (Total) Net charge-offs Quarterly Change in sum of 136, CH0007, CH0015, CH0021 minus 137, CH0008, CH0016, CH0022 Thousands of Dollars Net loan charge-offs attributable to Other Consumer Loans (Total) portfolio. Should equal sum of Loan Details Items LD42 and LD51.
Loan Details LD88 Other Consumer Loans (Total) Average Loss Severity (%) Not applicable Percent Average loss severity for Other Consumer Loans (Total) portfolio. Should be calculated as losses divided by default balance. Components of loss severity include difference between default UPB and collateral value at liquidation and liquidation expenses (in the case of a mortgage loan, the liquidation expense includes appraisal and title search fees, legal fees, taxes, sales commissions, insurance, property taxes, maintenance expenses and marketing cost, etc.), minus any recoveries. Should equal aggregate of Other Unsecured Consumer Loans portfolios (LD43) and Other Secured Consumer Loans (LD52).
Loan Details LD89 Other Consumer Loans (Total) Allowance for Credit Losses Not applicable Thousands of Dollars Allowance for loan losses attributable to Other Consumer Loans (Total) portfolio. Should equal sum of Loan Details Items LD44 and LD53.
Loan Details LD90 Other Consumer Loans (Total) Credit Loss Expense Not applicable Thousands of Dollars Credit loss expense attributable to Other Consumer Loans (Total) portfolio. Should equal sum of Loan Details Items LD45 and LD54.
Loan Details LD91 Commercial Loans (Total) Loan Balance 718A5 + 400P Thousands of Dollars Outstanding loan balance attributable to Commercial Loans (Total) portfolio. Should equal sum of Loan Details Items LD64 and LD73.
Loan Details LD92 Commercial Loans (Total) Prepayment (UPB) Not applicable Thousands of Dollars Prepayment of loan balance attributable to Commercial Loans (Total) portfolio. Should equal sum of Loan Details Items LD65 and LD74.
Loan Details LD93 Commercial Loans (Total) Origination/Draw (UPB) Not applicable Thousands of Dollars New origination or draw attributable to Commercial Loans (Total) portfolio. Should equal sum of Loan Details Items LD66 and LD75.
Loan Details LD94 Commercial Loans (Total) Default Balance Not applicable Thousands of Dollars Outstanding balance of loans at default attributable to Commercial Loans (Total) portfolio. Should equal sum of Loan Details Items LD67 and LD76.
Loan Details LD95 Commercial Loans (Total) Gross charge-offs Quarterly Change in sum of CH0023, CH0025, CH0027, CH0029, CH0031, CH0033, CH0035, CH0037, CH0039 Thousands of Dollars Gross loan charge-offs attributable to Commercial Loans (Total) portfolio. Should equal sum of Loan Details Items LD68 and LD77.
Loan Details LD96 Commercial Loans (Total) Net charge-offs Quarterly Change in sum of CH0023, CH0025, CH0027, CH0029, CH0031, CH0033, CH0035, CH0037, CH0039 minus CH0024, CH0026, CH0028, CH0030, CH0032, CH0034, CH0036, CH0038, CH0040 Thousands of Dollars Net loan charge-offs attributable to Commercial Loans (Total) portfolio. Should equal sum of Loan Details Items LD69 and LD78.
Loan Details LD97 Commercial Loans (Total) Average Loss Severity (%) Not applicable Percent Average loss severity for Commercial Loans (Total) portfolio. Should be calculated as losses divided by default balance. Components of loss severity include difference between default UPB and collateral value at liquidation and liquidation expenses (in the case of a mortgage loan, the liquidation expense includes appraisal and title search fees, legal fees, taxes, sales commissions, insurance, property taxes, maintenance expenses and marketing cost, etc.), minus any recoveries. Should equal aggregate of Commercial Real Estate Loans (LD70) and Commercial Non-Real Estate Loans portfolios (LD79).
Loan Details LD98 Commercial Loans (Total) Allowance for Credit Losses Not applicable Thousands of Dollars Allowance for loan losses attributable to Commercial Loans (Total) portfolio. Should equal sum of Loan Details Items LD71 and LD80.
Loan Details LD99 Commercial Loans (Total) Credit Loss Expense Not applicable Thousands of Dollars Credit loss expense attributable to Commercial Loans (Total) portfolio. Should equal sum of Loan Details Items LD72 and LD81.
Loan Details LD100 All Loans Loan Balance 025B1 Thousands of Dollars Outstanding loan balance attributable to all loan portfolios. Should equal the sum of Loan Details Items LD1, LD10, LD19, LD28, LD55, LD82, LD91. Also should equal Balance Sheet Item BS9.
Loan Details LD101 All Loans Prepayment (UPB) Not applicable Thousands of Dollars Prepayment of loan balance attributable to all loan portfolios. Should equal sum of Loan Detail Items LD2, LD11, LD20, LD29, LD56, LD83, LD92.
Loan Details LD102 All Loans Origination/Draw (UPB) Not applicable Thousands of Dollars New origination or draw attributable to all loan portfolios. Should equal sum of Loan Detail Items LD3, LD12, LD21, LD30, LD57, LD84, LD93.
Loan Details LD103 All Loans Default Balance Not applicable Thousands of Dollars Outstanding balance of loans at default attributable to all loan portfolios. Should equal sum of Loan Detail Items LD4, LD13, LD22, LD31, LD58, LD85, LD94.
Loan Details LD104 All Loans Gross charge-offs Quarterly Change in 550 Thousands of Dollars Gross loan charge-offs attributable to all loan portfolios. Should equal sum of Loan Detail Items LD5, LD14, LD23, LD32, LD59, LD86, LD95.
Loan Details LD105 All Loans Net charge-offs Quarterly Change in 550 minus 551 Thousands of Dollars Net loan charge-offs attributable to all loan portfolios. Should equal sum of Loan Detail Items LD6, LD15, LD24, LD33, LD60, LD87, LD96.
Loan Details LD106 All Loans Average Loss Severity (%) Not applicable Percent Average loss severity for all loan portfolios. Should be calculated as losses divided by default balance. Components of loss severity include difference between default UPB and collateral value at liquidation and liquidation expenses (in the case of a mortgage loan, the liquidation expense includes appraisal and title search fees, legal fees, taxes, sales commissions, insurance, property taxes, maintenance expenses and marketing cost, etc.), minus any recoveries. Should reflect aggregate value calculated across all portfolios.
Loan Details LD107 All Loans Allowance for Credit Losses Not applicable Thousands of Dollars Allowance for loan losses attributable to all loan portfolios. Should equal sum of Loan Detail Items LD8, LD17, LD26, LD35, LD62, LD89, LD98. Equals Balance Sheet Item BS10, but reported with a positive sign in the Loan Details worksheet.
Loan Details LD108 All Loans Credit Loss Expense Not applicable Thousands of Dollars Credit loss expense attributable to all loan portfolios. Should equal sum of Loan Detail Items LD9, LD18, LD27, LD36, LD63, LD90, LD99. Also should equal Income Statement Item IS25.
Investments and Derivatives ID1 Cash Cash and Cash Equivalents AS0009 Thousands of Dollars Outstanding balance of cash and cash equivalents. Include time deposits in commercial banks, S&Ls, savings banks and other deposits. Should equal Balance Sheet Item BS1.
Investments and Derivatives ID2 Investments Investments AS0013 + AS0017 Thousands of Dollars Total of investment security assets and any other investments not included in the cash and cash equivalents category. Should be equal to the sum of all individual investment components reported in Investments and Derivatives Items ID3-ID9. Should also equal investments reported in Balance Sheet Item BS2.
Investments and Derivatives ID3 Investments US Government Securities Not Applicable Thousands of Dollars Outstanding balance of US government securities.
Investments and Derivatives ID4 Investments Agency Securities Not Applicable Thousands of Dollars Outstanding balance of agency securities.
Investments and Derivatives ID5 Investments Agency Mortgage Related Securities Not Applicable Thousands of Dollars Outstanding balance of agency related securities.
Investments and Derivatives ID6 Investments Non-agency Mortgage Related Securities Not Applicable Thousands of Dollars Outstanding balance of non-agency related securities.
Investments and Derivatives ID7 Investments Corporate Bonds Not Applicable Thousands of Dollars Outstanding balance of corporate bonds.
Investments and Derivatives ID8 Investments Asset-backed Securities Not Applicable Thousands of Dollars Outstanding balance of asset-backed securities.
Investments and Derivatives ID9 Investments All other investments Not Applicable Thousands of Dollars Outstanding balance of all other investments not reported in one of the other line items.
Investments and Derivatives ID10 Derivative Notional Balance Interest Rate Derivatives DT0001 + DT0003 + DT0005 + DT0007 + DT0009 Thousands of Dollars Notional balance of all interest rate derivatives.
Investments and Derivatives ID11 Derivative Notional Balance Interest Rate Derivative, Options DT0001 + DT0003 Thousands of Dollars Notional balance of all interest rate options.
Investments and Derivatives ID12 Derivative Notional Balance Interest Rate Derivative, Swaps DT0005 Thousands of Dollars Notional balance of all interest rate swaps.
Investments and Derivatives ID13 Derivative Notional Balance Interest Rate Derivative, Futures DT0007 Thousands of Dollars Notional balance of all interest rate futures.
Investments and Derivatives ID14 Derivative Notional Balance Interest Rate Derivative, Other DT0009 Thousands of Dollars Notional balance of all other interest rate derivatives.
Investments and Derivatives ID15 Derivative Notional Balance Loan Pipeline Management Derivatives DT0011 Thousands of Dollars Notional balance of all loan pipeline management derivatives.
Investments and Derivatives ID16 Derivative Notional Balance European Equity Call Options DT0013 Thousands of Dollars Notional balance of all European equity call options.
Investments and Derivatives ID17 Derivative Notional Balance All Other Derivatives DT0015 Thousands of Dollars Notional balance of all other derivatives.
Investments and Derivatives ID18 Derivative Fair value Interest Rate Derivatives Not Applicable Thousands of Dollars Fair value of all interest rate derivatives.
Investments and Derivatives ID19 Derivative Fair value Interest Rate Derivative, Options Not Applicable Thousands of Dollars Fair value of all interest rate options.
Investments and Derivatives ID20 Derivative Fair value Interest Rate Derivative, Swaps Not Applicable Thousands of Dollars Fair value of all interest rate swaps.
Investments and Derivatives ID21 Derivative Fair value Interest Rate Derivative, Futures Not Applicable Thousands of Dollars Fair value of all interest rate futures.
Investments and Derivatives ID22 Derivative Fair value Interest Rate Derivative, Other Not Applicable Thousands of Dollars Fair value of all other interest rate derivatives.
Investments and Derivatives ID23 Derivative Fair value Loan Pipeline Management Derivatives Not Applicable Thousands of Dollars Fair value of all loan pipeline management derivatives.
Investments and Derivatives ID24 Derivative Fair value European Equity Call Options Not Applicable Thousands of Dollars Fair value of all European equity call options.
Investments and Derivatives ID25 Derivative Fair value All Other Derivatives Not Applicable Thousands of Dollars Fair value of all other derivative instruments outstanding.
Pricing Assumptions PA1 Cash and Investments Cash and Cash Equivalents Not Applicable Percent Provide the level value of the assumed pricing for Cash and Cash Equivalents
Pricing Assumptions PA2 Cash and Investments US Government Securities Not Applicable Percent Provide the level value of the assumed pricing for US Government Securities
Pricing Assumptions PA3 Cash and Investments Agency Securities Not Applicable Percent Provide the level value of the assumed pricing for Agency Securities
Pricing Assumptions PA4 Cash and Investments Agency Mortgage Related Securities Not Applicable Percent Provide the level value of the assumed pricing for Agency Mortgage Related Securities
Pricing Assumptions PA5 Cash and Investments Non-agency Mortgage Related Securities Not Applicable Percent Provide the level value of the assumed pricing for Non-agency Mortgage Related Securities
Pricing Assumptions PA6 Cash and Investments Corporate Bonds Not Applicable Percent Provide the level value of the assumed pricing for Corporate Bonds
Pricing Assumptions PA7 Cash and Investments Asset-backed Securities Not Applicable Percent Provide the level value of the assumed pricing for Asset-backed Securities
Pricing Assumptions PA8 Cash and Investments Other Securities Not Applicable Percent Provide the level value of the assumed pricing for Other Securities.
Pricing Assumptions PA9 Loans and Leases 1st Mortgage Loans Not Applicable Percent Provide the level value of the assumed pricing for 1st Mortgage Loans.
Pricing Assumptions PA10 Loans and Leases Fixed Rate 1st Mortgage Loans Not Applicable Percent Provide the level value of the assumed pricing for Fixed Rate 1st Mortgage Loans.
Pricing Assumptions PA11 Loans and Leases Variable Rate 1st Mortgage Loans Not Applicable Percent Provide the level value of the assumed pricing for Variable Rate 1st Mortgage Loans.
Pricing Assumptions PA12 Loans and Leases Auto Loans Not Applicable Percent Provide the level value of the assumed pricing for Auto Loans (New & Used Car Only).
Pricing Assumptions PA13 Loans and Leases Credit Card Loans Not Applicable Percent Provide the level value of the assumed pricing for Credit Card Loans.
Pricing Assumptions PA14 Loans and Leases HE and HELOC Not Applicable Percent Provide the level value of the assumed pricing for HE and HELOC.
Pricing Assumptions PA15 Loans and Leases Other Consumer Loans Not Applicable Percent Provide the level value of the assumed pricing for Other Consumer Loans.
Pricing Assumptions PA16 Loans and Leases Other Secured Consumer Loans Not Applicable Percent Provide the level value of the assumed pricing for Other Secured Consumer Loans.
Pricing Assumptions PA17 Loans and Leases Other Unsecured Consumer Loans Not Applicable Percent Provide the level value of the assumed pricing for Other Unsecured Consumer Loans.
Pricing Assumptions PA18 Loans and Leases Commercial Loans Not Applicable Percent Provide the level value of the assumed pricing for Commercial Loans.
Pricing Assumptions PA19 Loans and Leases Commercial Real Estate Loans Not Applicable Percent Provide the level value of the assumed pricing for Commercial Real Estate Loans.
Pricing Assumptions PA20 Loans and Leases Commercial Non-Real Estate Loans Not Applicable Percent Provide the level value of the assumed pricing for Commercial Non-Real Estate Loans.
Pricing Assumptions PA21 Loans and Leases Student Loans Not Applicable Percent Provide the level value of the assumed pricing for Student Loans.
Pricing Assumptions PA22 Borrowings Borrowed Money Not Applicable Percent Provide the level value of the assumed pricing for Borrowed Money.
Pricing Assumptions PA23 Shares and Deposits Share Drafts Not Applicable Percent Provide the level value of the assumed pricing for Share Drafts.
Pricing Assumptions PA24 Shares and Deposits Regular Shares Not Applicable Percent Provide the level value of the assumed pricing for Regular Shares.
Pricing Assumptions PA25 Shares and Deposits Money Market Shares Not Applicable Percent Provide the level value of the assumed pricing for Money Market Shares.
Pricing Assumptions PA26 Shares and Deposits Share Certificates Not Applicable Percent Provide the level value of the assumed pricing for Share Certificates.
Pricing Assumptions PA27 Shares and Deposits IRA/KEOGH Accounts Not Applicable Percent Provide the level value of the assumed pricing for IRA/KEOGH Accounts.
Pricing Assumptions PA28 Shares and Deposits Other Shares and Deposits Not Applicable Percent Provide the level value of the assumed pricing for Other Shares and Deposits.
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