Form FDIC Template 1 FDIC Template 1 Basel III Capital Summary Submission Cover Sheet: Dodd-F

---

Overview

Basel III Cover Sheet
Capital Composition
Exceptions Bucket Calculation
Risk Weighted Assets(A)
Risk Weighted Assets(B)
Leverage Exposure
Planned Actions
Balance Sheet

---

Sheet 1: Basel III Cover Sheet

Basel III Capital Summary Submission Cover Sheet
Dodd-Frank Act Annual Stress Test Reporting Template for Covered Banks with Total Consolidated Assets of $50 Billion or More
All Covered Banks are expected to complete a version of the Summary template for each required scenario - Baseline, Adverse, and Severely Adverse.
Covered Banks should complete all relevant cells in the corresponding worksheets, including this cover page. Covered Banks should not complete any shaded cells.
Please ensure that the data submitted in this Summary Template match what was submitted in other data templates.
Please do not change the structure of this workbook.
Please note that unlike Call Report reporting, all actual and projected income statement figures should be reported on a quarterly basis, and not on a cumulative basis.
Any questions should be directed to XXXXX@fdic.gov.
	Bank Name:		XYZ
	Certificate Number:		#####
	Source:		Bank
	Current Year:		2012	(Enter appropriate year)
	Planning Horizon Year 1:		2013	(Enter appropriate year)
	Planning Horizon Year 2:		2014	(Enter appropriate year)
	Submission Date (MM/DD/YYYY):
	When Received:		8/1/2012	(Enter date)
	Please indicate the scenario associated with this submission using the following drop-down menu:
	Baseline
	Briefly describe the scenario below:
Baseline
Adverse
Severely Adverse
Bank Additional Scenario 1
Bank Additional Scenario 2
Bank Additional Scenario 3
Bank Additional Scenario 4
Bank Additional Scenario 5
Bank Additional Scenario 6
Bank Additional Scenario 7
Bank Additional Scenario 8
Bank Additional Scenario 9
Bank Additional Scenario 10

---

Sheet 2: Capital Composition

FDIC DFAST Y14A - Basel III & Dodd-Frank Schedule: XYZ (Baseline Scenario)
	Basel III Capital Composition
	B	C	D	E	F	G	H	I	J	K	L
		$ Millions	$ Millions
		Actual	Projected
		Q3 2012	Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014
	Basel III Tier 1 Common
1	Common Stock and Related Surplus (Net of Treasury Stock)
2	Retained Earnings (dividends only and not share repurchases)
3	Accumulated Other Comprehensive Income
4	Unrealized Gains and Losses on Available-for-Sale Items
5	Gains and Losses on Derivatives Held as Cash Flow Hedges
6	Gains and Losses Resulting from Converting Foreign Currency Subsidiaries to the Parent Currency (If Applicable)
7	Actuarial Reserve (If Applicable)
8	Unrealized Gains and Losses from a Foreign Currency Hedge of a Net Investment in a Foreign Operation (If Applicable)
9	All Other Reserves (If Applicable)
10	Other Equity Capital Components (Including Unearned Employee Stock Ownership Program Shares)
11	Total Tier 1 Common attributable to Parent Company Common Shareholders
12	Minority Interest Included in Tier 1 Common
13	Total Group Tier 1 Common Prior to Regulatory Adjustments
14	Deductions
15	Goodwill, Net of Related Deferred Tax Liability
16	Intangibles Other than Mortgage Servicing Rights, Net of Related Deferred Tax Liability
17	Deferred Tax Assets (Excluding Temporary Differences Only), Net of Related Deferred Tax Liabilities
18	Investments in Own Shares (Excluding Treasury Stock)
19	Reciprocal Cross Holdings in Common Equity
20	Shortfall of Provisions to Expected Losses
21	Cash Flow Hedge Reserve (If Gain, Report as Positive; If Loss, Report as Negative)
22	Cumulative G/L Due to Changes in Own Credit Risk on Fair Valued Liabilities (If Gain, Report as Positive; If Loss, Report as Negative)
23	Defined Benefit Pension Fund Assets
24	Securitization Gain on Sale
25	Total Tier 1 Common After Deductions Above
26	Insignificant Investments in the Common Share of Unconsolidated Financial Entities That Exceed 10% of Tier 1 Common (line 25)1
27	Total Tier 1 Common After the Regulatory Adjustments Above
28	Significant Investments in the Common Stock of Financial Entities (Amount Above 10% Threshold)
29	Mortgage Servicing Rights (Amount Above 10% Threshold)
30	Deferred Tax Assets Arising from Temporary Differences (Amount Above 10% Threshold)
31	Total Common Equity Tier 1 Capital After the Regulatory Adjustments Above
32	Regulatory Adjustments to be Applied to Common Equity Tier 1 Due to Insufficient Additional Tier 1 to Cover Deductions
33	Total Common Equity Tier 1 Capital After the Regulatory Adjustments Above
34	Amount Exceeding the 15% Threshold
35	Tier 1 Common
	Basel III Tier 1 Capital
36	Non-common Tier 1 Capital Instruments
37	Minority Interest Included in Tier 1 Capital
38	Deductions
39	Regulatory Adjustments to be Deducted from Additional Tier 1 Capital
40	Tier 2 Regulatory Adjustments Which have to be Deducted from Additional Tier 1 Capital
41	Tier 1 Capital
	Periodic Changes in Common Stock
42	Common Stock and Related Surplus (Net of Treasury Stock)
43	Issuance of common stock (including conversion to common stock)
44	Repurchases of common stock
	Periodic Changes in Retained Earnings
45	Net income (loss) attributable to bank holding company
46	Cash dividends declared on preferred stock
47	Cash dividends declared on common stock
	Data Validation Check (The following cells provide checks for consistency of the projected schedules)
	Validation Check Within the Worksheet -- Up to 2019 (Auto-populated/No Input Required)
48	Does Line 42= Line 1 for Common Stock and Related Surplus?	No	No	No	No	No	No	No	No	No	No
	Differences in Reporting from the Y-14A Summary Schedule -- Up to 2014 (Please ensure that the logic applies. If not, please explain why in the Explanations Memorandum Box before submitting the completed schedule)
		Explanations Memorandum Box
49	Line 1, "Common Stock and Related Surplus" = "Common Stock (Par Value)" (MDRM No. bhck3230) + "Surplus (Exclude All Surplus Related to Preferred Stock)" (MDRM No. bhck3240) of Balance Sheet Worksheet (FR Y-14A Summary Schedule)
50	Line 2, "Retained Earnings" = "Retained Earnings" (MDRM No. bhck3247) of Balance Sheet Worksheet (FR Y-14A Summary Schedule)
51	Line 3, "AOCI" = "Accumulated Other Comprehensive Income (AOCI)" (MDRM No. bhckb530) of Balance Sheet Worksheet (FR Y-14A Summary Schedule)
52	Line 10, "Other Equity Capital Components" = "Other Equity Capital Components" (MDRM No. bhcka130) of Balance Sheet Worksheet (FR Y-14A Summary Schedule)
53	The sums of Line 1 and Line 10 must be equal under both the BHC and Supervisory Baseline Scenarios
54	Line 43, "Issuance of common stock" = "Total issuance of common stock" of Capital Worksheet (FR Y-14A Summary Schedule)
55	Line 44, "Repurchases of common stock" = "Total share repurchases" of Capital Worksheet (FR Y-14A Summary Schedule)
56	Line 45, "Net income (loss) attributable to bank holding company" = "Net income (loss) attributable to bank holding company" (MDRM No. bhct4340) of Capital Worksheet (FR Y-14A Summary Schedule)
57	Line 46, "Cash dividends declared on preferred stock" = "Cash dividends declared on preferred stock" (MDRM No. bhck4598) of Capital Worksheet (FR Y-14A Summary Schedule)
58	Line 47, "Cash dividends declared on common stock" = "Cash dividends declared on common stock" (MDRM No. bhck4460) of Capital Worksheet (FR Y-14A Summary Schedule)
	Data Completeness Check
59	If "No", please complete all non shaded cells until all cells to the right say "Yes." Do not leave cells blank; enter "0" if not applicable.	No	No	No	No	No	No	No	No	No	No
Footnotes:
1 Investments in the capital of financial entities where the bank does not own more than 10% of the issued common share capital.
2 For Covered Banks participating in the Basel Committee on Bank Supervision's Basel III Implementation Monitoring exercise, this column provides the corresponding tab name and cells. References are made according to the September 2011 version of "Instructions for Basel III Implementation Monitoring."
		41	41	41	41	31	31	31	31	31	31
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
	Data validation
		1	1	1	1
		1	1	1	1
		1	1	1	1
		1	1	1	1
		1	1	1	1
		1	1	1	1
		1	1	1	1
		1	1	1	1
		1	1	1	1
		1	1	1	1

---

Sheet 3: Exceptions Bucket Calculation

FDIC 'Risk Weighted Assets(A)'!B6DFAST Y14A - Basel III & Dodd-Frank Schedule: XYZ (Baseline Scenario)	FDIC DFAST Y14A - Basel III & Dodd-Frank Schedule: XYZ (Baseline Scenario)
	Basel III "Exception Bucket" Calculator
	B	C	D	E	F	G	H	I	J	K	L
		$ Millions	$ Millions
		Actual	Projected
		Q3 2012	Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014
	Significant investments in the capital of unconsolidated financial entities1
1	Gross holdings of common stock
2	Permitted offsetting short positions in relation to the specific gross holdings included above
3	Holdings of common stock net of short positions
4	Common Equity Tier 1 capital after all regulatory adjustments except significant investments in financials, MSRs and DTA temporary difference
5	Amount to be deducted from Common Equity Tier 1 capital as a result of application of 10% cap
	Mortgage servicing rights
6	Total mortgage servicing rights classified as intangible
7	Associated deferred tax liability which would be extinguished if the intangible becomes impaired or derecognized under the relevant accounting standards
8	Mortgage servicing rights net of related tax liability
9	Common Equity Tier 1 after all regulatory adjustments except significant investments in financials, MSRs and DTA temporary difference
10	Amount to be deducted from Common Equity Tier 1 capital as a result of application of 10% cap
	Deferred tax assets due to temporary differences
11	Net deferred tax assets due to temporary differences
12	Common Equity Tier 1 capital after all regulatory adjustments except significant investments in financials, MSRs and DTA temporary differences
13	Amount to be deducted from Common Equity Tier 1 capital as a result of application of 10% cap
	Aggregate of items subject to the 15% limit (significant investments in financial institutions, mortgage servicing rights and DTAs that arise from temporary differences)
14	Significant investments in the common equity of financial entities not deducted as part of the 10% cap
15	Mortgage servicing rights not deducted as part of the 10% cap
16	Deferred tax assets due to temporary differences not deducted as part of the 10% cap
17	Sum of significant investments in financials, mortgage servicing rights and DTA temporary differences not deducted as a result of the 10% cap
18	Deduction from Common Equity Tier 1 capital in respect of amounts above the 15% cap
	Data Completeness Check
19	If "No", please complete all non shaded cells until all cells to the right say "Yes." Do not leave cells blank; enter "0" if not applicable.	No	No	No	No	No	No	No	No	No	No
Footnotes:
1 Significant investments in the capital of unconsolidated banking, financial and insurance entities (i.e. where the bank owns more than 10% of the issued common share capital or where the entity is an affiliate), excluding amounts held for underwriting purposes only if held for 5 working days or less.
2 For BHCs participating in the Basel Committee on Bank Supervision's Basel III Implementation Monitoring exercise, this column provides the corresponding tab name and cells. References are made according to the September 2011 version of "Instructions for Basel III Implementation Monitoring."
		5	5	5	5	5	5	5	5	5	5
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1

---

Sheet 4: Risk Weighted Assets(A)

FDIC DFAST Y14A - Basel III & Dodd-Frank Schedule: XYZ (Baseline Scenario)
	Basel III Risk-weighted Assets1, 2
	B	C	D	E	F	G	H	I	J	K	L
		$ Millions	$ Millions
		Actual	Projected
		Q3 2012	Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014
	Credit risk (Including CCR and non-trading credit risk), with 1.06 scaling factor
1	Corporate
2	Counterparty Credit Risk Exposures (not including CVA charges or charges to CCPs)
3	Other Exposures
4	Sovereign
5	Counterparty Credit Risk Exposures (not including CVA charges or charges to CCPs)
6	Other Exposures
7	Bank
8	Counterparty Credit Risk Exposures (not including CVA charges or charges to CCPs)
9	Other Exposures
10	Retail
11	Counterparty Credit Risk Exposures (not including CVA charges or charges to CCPs)
12	Other Exposures
13	Equity
14	Securitization
15	Trading Book Counterparty Credit Risk Exposures (if not included in above)
16	CVA Capital Charge (Risk-Weighted Asset Equivalent)
17	Advanced CVA
18	Unstressed VaR with multipliers
19	Stressed VaR with multipliers
20	Standardized CVA
21	Other Credit Risk
22	Total Credit RWA
	Market risk
23	Standardized Specific Risk (excluding securitization and correlation)
24	VaR with multiplier
25	Stressed VaR with multiplier
26	Incremental Risk Charge (IRC)
27	Correlation Trading3
28	Comprehensive Risk Measurement (CRM), Before Application of Floor
29	Standardized Measurement Method (100%) for Exposures Subject to the CRM
30	CRM Floor Based on 100% of Standardized - Net Long
31	CRM Floor Based on 100% of Standardized - Net Short
32	Standardized Measurement Method for Exposures Not Subject to CRM
33	Net Long
34	Net Short
35	Securitization Non-correlation3, 4
36	Net Long
37	Net Short
38	Other Market Risk
39	Total Market RWA
	Other
40	Other Pillar 1 Capital Requirements
41	Operational Risk
42	Change in Risk-Weighted Assets Due to Impact of Basel III Definition of Capital
43	Total Risk-weighted Assets
	Data Completeness Check
44	If "No", please complete all non shaded cells until all cells to the right say "Yes." Do not leave cells blank; enter "0" if not applicable.	No	No	No	No	No	No	No	No	No	No
Footnotes:
1 Amounts calculated as capital requirements should be converted to risk-weighted assets by multiplying by 12.5.
2 Any assets deducted from capital should not be included in risk-weighted assets.
3 For credit derivatives, the exposure basis to be risk weighted should be the mark-to-market of the underlying, consistent with the last round of QIS instructions.
4 In accordance with Revisions to the Basel II market risk framework issued by the Basel Committee (updated as of 31 December 2010), during a transitional period until December 31, 2013, the charge for securitization non-correlation is the larger of the net long and net short positions. Afterward, the charge is the sum of net long and net short positions.
		31	31	31	31	31	31	31	31	31	31
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1

---

Sheet 5: Risk Weighted Assets(B)

FDIC DFAST Y14A - Basel III & Dodd-Frank Schedule: XYZ (Baseline Scenario)		Only firms that are NOT mandatory Basel II or opt-in Basel II have the option to use this simplified RWA schedule
	Basel III Risk-weighted Assets1, 2
	B	C	D	E	F	G	H	I	J	K	L
		$ Millions	$ Millions
		Actual	Projected
		Q3 2012	Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014
	Credit risk (Including CCR and non-trading credit risk), with 1.06 scaling factor if applicable
1	Counterparty Credit RWA
2	Credit RWAs excluding Counterparty Credit RWAs
3	Total Credit RWA
	Market risk
4	Standardized Specific Risk (excluding securitization and correlation)
5	VaR with multiplier
6	Stressed VaR with multiplier
7	Incremental Risk Charge (IRC)
8	Correlation Trading3
9	Comprehensive Risk Measurement (CRM), Before Application of Floor
10	Standardized Measurement Method (100%) for Exposures Subject to the CRM
11	CRM Floor Based on 100% of Standardized - Net Long
12	CRM Floor Based on 100% of Standardized - Net Short
13	Standardized Measurement Method for Exposures Not Subject to CRM
14	Net Long
15	Net Short
16	Securitization Non-correlation3, 4
17	Net Long
18	Net Short
19	Other Market Risk
20	Total Market RWA
	Other
21	Other Pillar 1 Capital Requirements
22	Change in Risk-Weighted Assets Due to Impact of Basel III Definition of Capital
23	Total Risk-weighted Assets
	Data Completeness Check
24	If "No", please complete all non shaded cells until all cells to the right say "Yes." Do not leave cells blank; enter "0" if not applicable.	No	No	No	No	No	No	No	No	No	No
Footnotes:
1 Amounts calculated as capital requirements should be converted to risk-weighted assets by multiplying by 12.5.
2 Any assets deducted from capital should not be included in risk-weighted assets.
3 For credit derivatives, the exposure basis to be risk weighted should be the mark-to-market of the underlying, consistent with the last round of QIS instructions.
4 In accordance with Revisions to the Basel II market risk framework issued by the Basel Committee (updated as of 31 December 2010), during a transitional period until December 31, 2013, the charge for securitization non-correlation is the larger of the net long and net short positions. Afterward, the charge is the sum of net long and net short positions.
		16	16	16	16	16	16	16	16	16	16
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1

---

Sheet 6: Leverage Exposure

FDIC DFAST Y14A - Basel III & Dodd-Frank Schedule: XYZ (Baseline Scenario)
	Basel III Leverage Exposures (quarterly averages)
	B	C	D	E	F	G	H	I	J	K	L
		$ Millions	$ Millions
		Actual	Projected
		Q3 2012	Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014
1	On-Balance Sheet Derivatives, Basel II Netting
2	Derivatives, Potential Future Exposure Applying Basel II Netting
3	On-Balance Sheet Securities Financing Transactions, Basel II Netting
4	Other On-Balance Sheet Items, Gross Value (Excluding Derivatives and Securities Financing Transactions)
5	Off-Balance Sheet Items (excluding derivatives)
6	Of Which: Unconditionally Cancellable Commitments eligible for 10% CCF
7	Of Which: All Other
8	Amounts Deducted from Tier 1 Capital (Report as Negative)
9	Total Exposures for Basel III Leverage Exposure
	Data Completeness Check
10	If "No", please complete all non shaded cells until all cells to the right say "Yes." Do not leave cells blank; enter "0" if not applicable.	No	No	No	No	No	No	No	No	No	No
		7	7	7	7	7	7	7	7	7	7
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1

---

Sheet 7: Planned Actions

FDIC DFAST Y14A - Basel III & Dodd-Frank Schedule: XYZ (Baseline Scenario)
Basel III Planned Actions
					$ Millions
A	B	C	D	E	F	G	H	I	J	K	L	M	N	O	P	Q	R	S	T	U	V	W	X	Y	Z	AA	AB	AC	AD	AE	AF	AG	AH	AI	AJ	AK	AL	AM	AN	AO	AP	AQ	AR	AS	AT	AU	AV	AW	AX	AY	AZ	BA	BB	BC	BD	BE	BF	BG	BH	BI
Action #	Description	Action Type	Exposure Type	RWA Type	Q3 2012					Q4 2012					Q1 2013					Q2 2013					Q3 2013					Q4 2013					Q1 2014					Q2 2014					Q3 2014					Q4 2014					Total					Confirm detailed description of action provided in separate attachment
					Tier 1 Common	Tier 1	RWA	Leverage Exposure	Balance Sheet Impact	Tier 1 Common	Tier 1	RWA	Leverage Exposure	Balance Sheet Impact	Tier 1 Common	Tier 1	RWA	Leverage Exposure	Balance Sheet Impact	Tier 1 Common	Tier 1	RWA	Leverage Exposure	Balance Sheet Impact	Tier 1 Common	Tier 1	RWA	Leverage Exposure	Balance Sheet Impact	Tier 1 Common	Tier 1	RWA	Leverage Exposure	Balance Sheet Impact	Tier 1 Common	Tier 1	RWA	Leverage Exposure	Balance Sheet Impact	Tier 1 Common	Tier 1	RWA	Leverage Exposure	Balance Sheet Impact	Tier 1 Common	Tier 1	RWA	Leverage Exposure	Balance Sheet Impact	Tier 1 Common	Tier 1	RWA	Leverage Exposure	Balance Sheet Impact	Tier 1 Common	Tier 1	RWA	Leverage Exposure	Balance Sheet Impact
1																																																							0	0	0	0	0
2																																																							0	0	0	0	0
3																																																							0	0	0	0	0
4																																																							0	0	0	0	0
5																																																							0	0	0	0	0
6																																																							0	0	0	0	0
7																																																							0	0	0	0	0
8																																																							0	0	0	0	0
9																																																							0	0	0	0	0
10																																																							0	0	0	0	0
11																																																							0	0	0	0	0
12																																																							0	0	0	0	0
13																																																							0	0	0	0	0
14																																																							0	0	0	0	0
15																																																							0	0	0	0	0
16																																																							0	0	0	0	0
17																																																							0	0	0	0	0
18																																																							0	0	0	0	0
19																																																							0	0	0	0	0
20																																																							0	0	0	0	0
21																																																							0	0	0	0	0
22																																																							0	0	0	0	0
23																																																							0	0	0	0	0
24																																																							0	0	0	0	0
25																																																							0	0	0	0	0
26																																																							0	0	0	0	0
27																																																							0	0	0	0	0
28																																																							0	0	0	0	0
29																																																							0	0	0	0	0
30																																																							0	0	0	0	0
31																																																							0	0	0	0	0
32																																																							0	0	0	0	0
33																																																							0	0	0	0	0
34																																																							0	0	0	0	0
35																																																							0	0	0	0	0
36																																																							0	0	0	0	0
37																																																							0	0	0	0	0
38																																																							0	0	0	0	0
39																																																							0	0	0	0	0
40																																																							0	0	0	0	0
41																																																							0	0	0	0	0
42																																																							0	0	0	0	0
43																																																							0	0	0	0	0
44																																																							0	0	0	0	0
45																																																							0	0	0	0	0
46																																																							0	0	0	0	0
47																																																							0	0	0	0	0
48																																																							0	0	0	0	0
49																																																							0	0	0	0	0
50																																																							0	0	0	0	0
51																																																							0	0	0	0	0
52																																																							0	0	0	0	0
53																																																							0	0	0	0	0
54																																																							0	0	0	0	0
55																																																							0	0	0	0	0
56																																																							0	0	0	0	0
57																																																							0	0	0	0	0
58																																																							0	0	0	0	0
59																																																							0	0	0	0	0
60																																																							0	0	0	0	0
				Total impact of planned actions	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0	0
				Reported changes from prior period

---

Sheet 8: Balance Sheet

FDIC DFAST Y14A - Basel III & Dodd-Frank Schedule: XYZ (Baseline Scenario)
	Basel III Balance Sheet
	B	C	D	E	F	G	H	I	J	K	L
		$ Millions	$ Millions
		Actual	Projected
		Q3 2012	Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014
	Assets
1	Held to Maturity (HTM) Securities
2	Available for Sale (AFS) Securities
3	Loans and Leases (Held for Investment and Held for Sale), Net of Unearned Income and Allowance for Loan and Lease Losses
4	Trading Assets
5	Total Intangible Assets
6	Other Assets
7	Total Assets
8	Total Risk-weighted Assets/Total Assets
	Liabilities
9	Deposits
10	Trading Liabilities
11	Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS Issued by Consolidated Special Purpose Entities
12	Other Liabilities
13	Total Liabilities
	Equity
14	Total Equity Capital
	Data Validation Check (The following cells provide checks for consistency of the projected schedules)
	Validation Check Within the Worksheet -- Up to 2019 (Auto-populated/No Input Required)
15	If "Check", please correct Lines 1 to 7 where applicable until "Ok" appears.	0%	0%	0%	0%	0%	0%	0%	0%	0%	0%
16	If "Check", please correct Lines 9 to 13 where applicable until "Ok" appears.	0%	0%	0%	0%	0%	0%	0%	0%	0%	0%
17	If "Check", please correct Lines 1 to 14 where applicable until "Ok" appears.	0%	0%	0%	0%	0%	0%	0%	0%	0%	0%
	Differences in Reporting from the Y-14A Summary Schedule -- Up to 2014 (Please ensure that the logic applies. If not, please explain why in the Explanations Memorandum Box before submitting the completed schedule)
		Explanations Memorandum Box
18	Line 7 = "Total Assets” (MDRM No. bhck2170) of Balance Sheet Worksheet (FR Y-14A Summary Schedule)
19	Line 13 = "Total Liabilities” (MDRM No. bhck2948) of Balance Sheet Worksheet (FR Y-14A Summary Schedule)
20	Line 14 = "Total Equity Capital” (MDRM No. bhckg105) of Balance Sheet Worksheet (FR Y-14A Summary Schedule)
	Data Completeness Check
21	If "No", please complete all non shaded cells until all cells to the right say "Yes." Do not leave cells blank; enter "0" if not applicable.	No	No	No	No	No	No	No	No	No	No
		16	16	16	16	13	13	13	13	13	13
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1	1	1	1	1	1	1
		1	1	1	1
		1	1	1	1
		1	1	1	1