FDIC Template 3 Summary Submission Cover Sheet. Dodd-Frank Act Annual St

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Overview

Summary Submission Cover Sheet
Income Statement Worksheet
Balance Sheet Worksheet
Capital Worksheet
Retail Balance Projections
Retail Loss Projections
Retail Repurchase Worksheet
Retail ASC 310-30 Worksheet
Retail Fair Value Worksheet
Securities CUSIPs Worksheet
Securities Worksheet 1
Securities Worksheet 2
Securities Worksheet 3
Securities Worksheet 4
Trading Worksheet
Counterparty Risk Worksheet
Op Risk Scenario Inputs
Projected Op Risk Losses
PPNR Projections Worksheet
PPNR NII Worksheet
PPNR Metrics Worksheet

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Sheet 1: Summary Submission Cover Sheet

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:
	Certificate Number:
	Source:		Bank
	Submission Date (MM/DD/YYYY):
	When Received:		1/30/21 7:59 AM
	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

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Sheet 2: Income Statement Worksheet

Bank Income Statement Worksheet: in Baseline
				Actual in $Millions	Projected in $Millions										Sums in $Millions
Item		Notes		Q3 2012	Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014		2013	2014	9-Quarter
	LOAN LOSSES
1	First Lien Mortgages				-	-	-	-	-	-	-	-	-		-	-	-
2	Second / Junior Lien Mortgages	Sum of items 3 and 4			-	-	-	-	-	-	-	-	-		-	-	-
3	Closed-End Junior Liens														-	-	-
4	HELOCs														-	-	-
5	C&I Loans	Sum of items 6 to 8			-	-	-	-	-	-	-	-	-		-	-	-
6	Large Commercial Credits														-	-	-
7	Small Business (Graded)														-	-	-
8	Small Business (Scored/Delinquency Managed)				-	-	-	-	-	-	-	-	-		-	-	-
9	CRE Loans	Sum of items 10 to 12			-	-	-	-	-	-	-	-	-		-	-	-
10	Construction														-	-	-
11	Multifamily														-	-	-
12	Nonfarm, Non-residential														-	-	-
13	Credit Cards				-	-	-	-	-	-	-	-	-		-	-	-
14	Other Consumer	Sum of items 15 to 17			-	-	-	-	-	-	-	-	-		-	-	-
15	Auto Loans				-	-	-	-	-	-	-	-	-		-	-	-
16	Student Loans				-	-	-	-	-	-	-	-	-		-	-	-
17	Other				-	-	-	-	-	-	-	-	-		-	-	-
18	Other Loans	Sum of items 19 to 23			-	-	-	-	-	-	-	-	-		-	-	-
19	Loans to foreign governments														-	-	-
20	Agricultural loans														-	-	-
21	Securities Lending														-	-	-
22	Loans to depositories and other financial institutions														-	-	-
23	All other loans														-	-	-
24	Total Loan Losses	Sum of items 1, 2, 5, 9, 13, 14, and 18 B47 - riad4605			-	-	-	-	-	-	-	-	-		-	-	-
	COMMITMENTS AND CONTINGENT OBLIGATIONS
25	Total Commitment and Contingent Losses														-	-	-
	SECURITIES
26	Other-than temporary impairment — Held to Maturity (HTM) Securities				-	-	-	-	-	-	-	-	-		-	-	-
27	Other-than temporary impairment — Available for Sale (AFS) Securities				-	-	-	-	-	-	-	-	-		-	-	-
28	Total Securities	Sum of items 26 and 27			-	-	-	-	-	-	-	-	-		-	-	-
	TRADING ACCOUNT
29	Trading MTM Losses	Match 9-Quarter Sum with Trading Worksheet Item 9													-	-	-
30	Trading Incremental Default Losses	Match 9-Quarter Sum with Counterparty Risk Worksheet Item 4													-	-	-
31	Counterparty Credit MTM Losses	Match 9-Quarter Sum with Counterparty Risk Worksheet Item 1													-	-	-
32	Counterparty Incremental Default Losses	Match 9-Quarter Sum with Counterparty Risk Worksheet Item 2													-	-	-
33	Total Trading and Counterparty	Sum of items 29, 30, 31, and 32		-	-	-	-	-	-	-	-	-	-		-	-	-
	OTHER LOSSES
34	Other losses (describe in supporting documentation)														-	-	-
35	Total Losses	Sum of items 24, 25, 28, 33, and 34		-	-	-	-	-	-	-	-	-	-		-	-	-
	ALLOWANCE FOR LOAN and LEASE LOSSES
36	ALLL, prior quarter				-	-	-	-	-	-	-	-	-
37	Provisions during the quarter	riad4230													-	-	-
38	Net charge-offs during the quarter	Item 24		-	-	-	-	-	-	-	-	-	-		-	-	-
39	Other ALLL Changes	riadc233 less riad5523		-											-	-	-
40	ALLL, current quarter	Items 36 and 37 less item 38 = riad3123			-	-	-	-	-	-	-	-	-
	PRE-PROVISION NET REVENUE
41	Net interest income	PPNR Projections Worksheet Item11			-	-	-	-	-	-	-	-	-		-	-	-
42	Noninterest income	PPNR Projections Worksheet Item 22			-	-	-	-	-	-	-	-	-		-	-	-
43	Noninterest expense	PPNR Projections Worksheet Item 31			-	-	-	-	-	-	-	-	-		-	-	-
44	Pre-Provision Net Revenue	Items 41 and 42 less item 43		-	-	-	-	-	-	-	-	-	-		-	-	-
	CONDENSED INCOME STATEMENT
45	Pre-Provision Net Revenue	Item 44		-	-	-	-	-	-	-	-	-	-		-	-	-
46	Provisions during the quarter	Item 37 = riad4230		-	-	-	-	-	-	-	-	-	-		-	-	-
47	Total Trading and Counterparty	Item 33		-	-	-	-	-	-	-	-	-	-		-	-	-
48	Other Losses, including goodwill impairment and fair value adjustment for firm's own debt. (Describe in supporting documentation)	Item 34		-	-	-	-	-	-	-	-	-	-		-	-	-
49	One time income and (expense) items not included in PPNR	PPNR Projections Worksheet, Item 36 minus Item 37			-	-	-	-	-	-	-	-	-		-	-	-
50	Realized Gains (Losses) on held-to-maturity securities	riad3521													-	-	-
51	Realized Gains (Losses) on available-for-sale securities	riad3196													-	-	-
52	Memo: Provision for unfunded off-balance sheet credit exposures	To build/decrease Item 47 (rconb557) in Balance Sheet.
53	Income (loss) before taxes and extraordinary items	Sum of items 45, 49, 50, and 51, less items 46, 47, and 48 =riad4301			-	-	-	-	-	-	-	-	-		-	-	-
54	Applicable income taxes (foreign and domestic)	riad4302													-	-	-
55	Income (loss) before extraordinary items and other adjustments	Item 53 less item 54 =riad4300			-	-	-	-	-	-	-	-	-		-	-	-
56	Extraordinary items and other adjustments, net of income taxes	riad4320													-	-	-
57	Net income (loss) attributable to bank and minority interests	Sum of items 55 and 56 = riadg104			-	-	-	-	-	-	-	-	-		-	-	-
58	Net income (loss) attributable to minority interests	riadg103													-	-	-
59	Net income (loss) attributable to bank	Item 57 less item 58 = riad4340 (must match item 4 on the Capital Worksheet)			-	-	-	-	-	-	-	-	-		-	-	-
60	Effective Tax Rate (%)	Item 54 divided by item 55, multiplied by 100		-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-		-na-	-na-	-na-
	REPURCHASE RESERVE/LIABILITY FOR REPS AND WARRANTIES
61	Reserve, prior quarter														-	-	-
62	Provisions during the quarter (included in PPNR or other revenue)														-	-	-
63	Net charges during the quarter														-	-	-
64	Reserve, current quarter	Items 61 and 62 less item 63		-	-	-	-	-	-	-	-	-	-		-	-	-
65	Line item of PPNR Submission Worksheet where repurchase provision is recorded
	The following cells provide checks of the internal consistency of the projected capital schedules. Please ensure that these cells are all "TRUE" before the worksheet is submitted.
	Second / Junior Lien Mortgages				1	1	1	1	1	1	1	1
	Trading MTM Losses																1
	Trading Incremental Default Losses																1
	Counterparty Credit MTM Losses																1
	Counterparty Incremental Default Losses																1
	Net income attributable to bank			1	1	1	1	1	1	1	1	1	1	1	1	1	1
	Other Non-Interest Expense
	Non-Interest Income - Retail and Small Business
	Non-Interest Income - Commercial Lending
	Non-Interest Income - Investment Banking
	Non-Interest Income - Sales and Trading
	Non-Interest Income - Investment Management
	Non-Interest Income - Investment Services
	Non-Interest Income - Treasury Services
	Non-Interest Income - Insurance Services
	Non-Interest Income - Retirement / Corporate Benefits Products
	Non-Interest Income - Corporate / Other
	Operational Risk Expense
	Litigation and Penalties Expense
	Professional and Outside Service Expense
	Other: Provide Explanation in the Memo
	N/A

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Sheet 3: Balance Sheet Worksheet

Bank Balance Sheet Worksheet: in Baseline
				Actual in $Millions	Projected in $Millions
Item		Notes		Q3 2012	Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014
Assets
	SECURITIES
1	Held to Maturity (HTM)	riad1754
2	Available for Sale (AFS)	riad1773
3	Total Securities	Sum of items 1 and 2			-	-	-	-	-	-	-	-	-
	LOANS
4	Real Estate Loans	Sum of items 5, 6, 9, 14, and 15 = rcfd1410			-	-	-	-	-	-	-	-	-
5	First Lien Mortgages (In Domestic Offices)	rcon5367			-	-	-	-	-	-	-	-	-
6	Second / Junior Lien Mortgages (In Domestic Offices)	Sum of items 7 and 8			-	-	-	-	-	-	-	-	-
7	Closed-End Junior Liens	rcon5368			-	-	-	-	-	-	-	-	-
8	HELOCs	rcon1797			-	-	-	-	-	-	-	-	-
9	CRE Loans (In Domestic Offices)	Sum of items 10 to 12			-	-	-	-	-	-	-	-	-
10	Construction	rconf158 + rconf159
11	Multifamily	rcon1460
12	Nonfarm, Non-residential	rconf160 + rconf161
13	Owner-Occupied	rconf160
14	Loans Secured by Farmland (In Domestic Offices)	rcon1420
15	Real Estate Loans Not in Domestic Offices	rcfd1410 less items 5, 6, 9, and 14
16	C&I Loans	Sum of items 17 to 19		-	-	-	-	-	-	-	-	-	-
17	Large Commercial Credits
18	Small Business (Graded)
19	Small Business (Scored/Delinquency Managed)				-	-	-	-	-	-	-	-	-
20	Credit Cards	rcfdb538			-	-	-	-	-	-	-	-	-
21	Other Consumer	Sum of items 22 to 24			-	-	-	-	-	-	-	-	-
22	Auto Loans	rcfdk137			-	-	-	-	-	-	-	-	-
23	Student Loans				-	-	-	-	-	-	-	-	-
24	Other	Include rcfdf162			-	-	-	-	-	-	-	-	-
25	Other Loans	Sum of items 26 to 31			-	-	-	-	-	-	-	-	-
26	Loans to Foreign Governments	rcfd2081
27	Agricultural Loans	rcfd590
28	Obligations of states and political subdivisions	rcfd2107
29	Securities Lending	rcon1545
30	Loans to nondepository financial institutions	rconj454
31	All Other Loans and Leases	rconj451 + rcon2165 + rconf163
32	Total Loans and Leases	Sum of items 4, 16, 20, 21, and 25			-	-	-	-	-	-	-	-	-
33	Unearned Income on Loans	rcfd2123
34	Allowance for Loan and Lease Losses	rcfd3123
35	Loans and Leases (Held for Investment and Held for Sale), Net of Unearned Income and Allowance for Loan and Lease Losses	Item 32 less items 33 and 34 = rcfd5369 + rcfdb529			-	-	-	-	-	-	-	-	-
	TRADING
36	Trading Assets	rcfd3545
	INTANGIBLES
37	Goodwill	rcfd3163
38	Mortgage Servicing Rights	rcfd3164
39	Purchased Credit Card Relationships and Nonmortgage Servicing Rights	rcfdb026
40	All Other Identifiable Intangible Assets	rcfd5507
41	Total Intangible Assets	Sum of items 37 to 40			-	-	-	-	-	-	-	-	-
	OTHER
42	Other Assets	rcfd0081 + rcfd0395 + rcfd0397 + rconb987 + rcfdb989 + rcfd2145 + rcfd2150 + rcfd2130 + rcfd3656 + rcfd2160
43	Total Assets	Sum of items 3, 35, 36, 41, and 42 = rcfd2170			-	-	-	-	-	-	-	-	-
Liabilities
44	Deposits	rcon6631 + rcon6636 + rcfn6631 + rcfn6636
45	Trading Liabilities	rcfd548
46	Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS Issued by Consolidated Special Purpose Entities	bhckc699
47	Other Liabilities	rconb993 + rcfdb995 + rcfd3190
48	Memo: Allowance for off-balance sheet credit exposures	rconb557
49	Total Liabilities	Sum of items 44 to 47 = rcfd2948			-	-	-	-	-	-	-	-	-
Equity Capital
50	Perpetual Preferred Stock and Related Surplus	rcfd3838
51	Common Stock (Par Value)	rcfd3230
52	Surplus (Exclude All Surplus Related to Preferred Stock)	rcfd3839
53	Retained Earnings	rcfd3632
54	Accumulated Other Comprehensive Income (AOCI)	rcfdb530
55	Other Equity Capital Components	rcfda130
56	Total Bank Equity Capital	Sum of items 50 to 55 = rcfd3210 (must equal item 12 of the RI-A section on the Capital Worksheet)			-	-	-	-	-	-	-	-	-
57	Noncontrolling (Minority) Interests in Consolidated Subsidiaries	rcfd3000
58	Total Equity Capital	Sum of items 56 and 57 = rcfdg105			-	-	-	-	-	-	-	-	-
Other
59	Unused Commercial Lending Commitments and Letters of Credit	rcfd164 + rcfdf165 + rcfd457 + rcfdj458 + rcfdj459 + rcfd3819 + rcfd3821 + rcfd3411
	The following cells provide checks of the internal consistency of the projected schedules. Please ensure that these cells are all "TRUE" before the worksheet is submitted.
	Bank Equity Capital			1	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!
	Balance Sheet	Check Formula:		1	1	1	1	1	1	1	1	1	1

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Sheet 4: Capital Worksheet

Bank Capital Worksheet: in Baseline
				Actual in $Millions	Projected in $Millions										Sums in $Millions
Item		Notes		Q3 2012	Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014		2013	2014	9-Quarter
	Schedule HI-A—Changes in Bank Holding Company Equity Capital
1	Total bank equity capital most recently reported for the end of previous QUARTER	riad3217			-	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!		#REF!	#REF!	-
2	Effect of changes in accounting principles and corrections of material accounting errors	riadb507													-	-	-
3	Balance end of previous QUARTER as restated (sum of items 1 and 2)	riadb508			-	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!		#REF!	#REF!	-
4	Net income (loss) attributable to bank	Must match item 59 on the Income Statement Worksheet = riad4340													-	-	-
5	Sale, conversion, acquisition, or retirement of capital stock, net (excluding treasury stock transactions)	riad509													-	-	-
6	Treasury stock transactions, net	riadb510													-	-	-
7	Changes incident to business combinations, net	riad4356													-	-	-
8	Cash dividends declared on preferred stock	riad4470													-	-	-
9	Cash dividends declared on common stock	riad44760													-	-	-
10	Other comprehensive income	riadb511													-	-	-
11	Change in the offsetting debit to the liability for Employee Stock Ownership Plan (ESOP) debt guaranteed by the bank holding company	bhck4591													-	-	-
12	Other transactions with parent holding company (not included above)	riad4415													-	-	-
13	Total bank equity capital end of current period (sum of items 3, 4, 5, 7, 10, 11, 12, less items 6, 8, 9)	Must match item 55 on the Balance Sheet Worksheet = riad3210			#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!		#REF!	#REF!	#REF!
	Schedule HC-R—Regulatory Capital
	Tier 1 capital
14	Total bank equity capital	Item 13 =rcfd3210			#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!
15	Net unrealized gains (losses) on available-for-sale securities (if a gain, report as a positive value; if a loss, report as a negative value)	rcfd8434
16	Net unrealized loss on available-for-sale equity securities (report loss as a positive value)	rcfda221
17	Accumulated net gains (losses) on cash flow hedges (if a gain, report as a positive value; if a loss, report as a negative value)	rcfd4336
18	Nonqualifying perpetual preferred stock	rcfdb588
19	Qualifying noncontrolling (minority) interests in consolidated subsidiaries	rcfdb589
20	Qualifying restricted core capital elements (other than cumulative perpetual preferred stock)	bhckg215
21	Qualifying mandatory convertible preferred securities of internationally active bank holding companies	bhckg216
22	Disallowed goodwill and other disallowed intangible assets	riadb590
23	Cumulative change in fair value of all financial liabilities accounted for under a fair value option that is included in retained earnings and is attributable to changes in the bank holding company's own creditworthiness (if a net gain, report as a positive value; if a net loss, report as a negative value)	riadf264
24	Subtotal (sum of items 14, 19, less items 15, 16, 17, 18, 22, 23)	riadc227			#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!
25	Disallowed servicing assets and purchased credit card relationships	rcfdb591
26	Disallowed deferred tax assets	rcfd5610
27	Other additions to (deductions from) Tier 1 capital**	rcfdb592
28	Tier 1 capital (sum of items 24 and 27, less items 25 and 26)	rcfd8274			#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!
29	Total risk-weighted assets	rcfda223
	REGULATORY CAPITAL AND RATIOS
30	Tier 1 Common Capital***
31	Tier 1 Capital	rcfd8274
32	Total Risk-Based Capital	rcfd3792
33	Risk-Weighted Assets	Item 29 = rcfda223			-	-	-	-	-	-	-	-	-
34	Average Total Assets for Leverage Capital Purposes	rcfda224
35	Tier 1 Common Ratio (%)	Tier 1 Common/RWA*100		-	-	-	-	-	-	-	-	-	-
36	Tier 1 Ratio (%)	Tier 1 Capital/RWA*100		-	-	-	-	-	-	-	-	-	-
37	Total Risk-Based Capital Ratio (%)	Total Risk-Based Capital/RWA*100		-	-	-	-	-	-	-	-	-	-
38	Tier 1 Leverage Ratio (%)	Tier 1 Capital/Average Total Assets*100		-	-	-	-	-	-	-	-	-	-
	Schedule HC-R — Memoranda
	Preferred stock (including related surplus) eligible for inclusion in Tier 1 capital:
39	Noncumulative perpetual preferred stock	bhck5479
40	Other noncumulative preferred stock eligible for inclusion in Tier 1 capital (e.g., REIT preferred securities)	bhckc498
41	Other cumulative preferred stock eligible for inclusion in Tier 1 capital (excluding TruPS)	bhcka507
	Treasury stock (including offsetting debit to the liability for ESOP debt):
42	In the form of perpetual preferred stock	bhck5483
43	In the form of common stock	bhck5484
	Restricted core capital elements included in Tier 1 capital:
44	Qualifying Class B noncontrolling (minority) interest	bhckg219
45	Qualifying Class C noncontrolling (minority) interest)	bhckg220
46	Qualifying cumulative perpetual preferred stock	bhck5990
47	Qualifying TruPS	bhckc502
48	Goodwill net of any associated deferred tax liability	bhckg221
	Schedule HC-F—Other Assets
49	Net deferred tax assets	rcfd2148
	Schedule HC-G—Other Liabilities
50	Net deferred tax liabilities	rcfd3049
	Schedule HC-M—Memoranda
51	Total number of bank holding company common shares outstanding	bhck3459
	Issuances associated with the U.S. Department of Treasury Capital Purchase Program:
52	Senior perpetual preferred stock or similar items	bhckg234
53	Warrants to purchase common stock or similar items	bhckg235
	Disallowed Deferred Tax Assets Calculation (Schedule HC-R Instructions)
54	(a) Enter the tier 1 subtotal	Item 24			#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!
55	(b) Enter 10% of the tier 1 subtotal	10% of Item 54			#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!
56	(c) Enter the amount of of deferred tax assets to be used when calculating the regulatory capital limit
57	Enter any optional adjustment made to item 49 in item 56 as allowed in the FR Y-9C instructions	Item 49 less item 56			-	-	-	-	-	-	-	-	-
58	(d) Enter the amount of taxes previously paid that the bank holding company could recover through loss carrybacks if the bank holding company’s temporary differences (both deductible and taxable) fully reverse at the report date****
59	(e) Amount of deferred tax assets that is dependent upon future taxable income	max(item 56 less item 58, 0)		-	-	-	-	-	-	-	-	-	-
60	(f) Enter the portion of (e) that the bank holding company could realize within the next 12 months based on its projected future taxable income. Future taxable income should not include net operating loss carryforwards to be used during the next 12 months or existing temporary differences that are expected to reverse over the next 12 months
61	(g) Enter minimum of (f) and (b)	min(item 60, item 55)		-	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!
62	(h) Subtract (g) from (e), cannot be less than 0 (must equal item 26)	max(item 59 less item 61, 0)		-	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!
63	Future taxes paid used to determine item 60
64	Future taxable income consistent with item 60*****
	Supplemental Capital Action Information (report in $Millions unless otherwise noted)******
65	Cash dividends declared on common stock
66	Common shares outstanding (Millions)
67	Common dividends per share ($)	Item 65 divided by item 66		-	-	-	-	-	-	-	-	-	-
68	Issuance of common stock for employee compensation
69	Other issuance of common stock
70	Total issuance of common stock	Sum of items 68 and 69		-	-	-	-	-	-	-	-	-	-
71	Share repurchases to offset issuance for employee compensation
72	Other share repurchase
73	Total share repurchases	Sum of items 71 and 72		-	-	-	-	-	-	-	-	-	-
(*)	Please break out and explain below other adjustments to equity capital:
(**)	Please break out and explain below other additions to (deductions from) Tier 1 capital:
(***)	Tier 1 common is calculated as Tier 1 capital less non-common elements, including perpetual preferred stock and related surplus and minority interest in subsidiaries.
(****)	The carryback period is the prior two calendar tax years plus any current taxes paid in the year-to-date period. Please provide disaggregated data for item 58 as follows:
	Taxes paid during fiscal year ended 2009
	Taxes paid during fiscal year ended 2010
	Taxes paid during the 9 months ended 9/30/11
(*****)	Please provide historical data related to item 64 as follows:
	Income (loss) reported to IRS on Schedule M3 (line 30) for fiscal year ended 2009
	Income (loss) reported to IRS on Schedule M3 (line 30) for fiscal year ended 2010
(******)	Please reconcile the Supplemental Capital Action and HI-A projections (i.e., allocate the capital actions among the HI-A buckets):
	The following cells provide checks of the internal consistency of the projected schedules. Please ensure that these cells are all "TRUE" before the worksheet is submitted.
	RI-A bank equity capital vs bank equity capital			1	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!
	Disallowed DTA			1	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!	#REF!
y
n

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Sheet 5: Retail Balance Projections

	Bank Retail Balance Projections Submission Worksheet: in Baseline
		Projected in $Millions
Item		Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014
	1st Mortgage (Domestic)
1	Balances
1.a	New originations
1.b	Paydowns
1.c	Asset Purchases
1.d	Asset Sales
	1st Lien HELOAN (Domestic)
2	Balances
2.a	New originations
2.b	Paydowns
2.c	Asset Purchases
2.d	Asset Sales
	Closed-End Junior Liens (Domestic)
3	Balances
3.a	New originations
3.b	Paydowns
3.c	Asset Purchases
3.d	Asset Sales
	HELOC (Domestic)
4	Balances
4.a	New originations
4.b	Paydowns
4.c	Asset Purchases
4.d	Asset Sales
	1st Lien Mortgages (International)
5	Balances
5.a	New originations
5.b	Paydowns
5.c	Asset Purchases
5.d	Asset Sales
	2nd Lien Mortgages (International)
6	Balances
6.a	New originations
6.b	Paydowns
6.c	Asset Purchases
6.d	Asset Sales
	Card (Domestic)
7	Balances
7.a	New originations
7.b	Paydowns
7.c	Asset Purchases
7.d	Asset Sales
	Card (International)
8	Balances
8.a	New originations
8.b	Paydowns
8.c	Asset Purchases
8.d	Asset Sales
	Auto Loan/Lease (Domestic)
9	Balances
9.a	New originations
9.b	Paydowns
9.c	Asset Purchases
9.d	Asset Sales
	Auto Loan/Lease (International)
10	Balances
10.a	New originations
10.b	Paydowns
10.c	Asset Purchases
10.d	Asset Sales
	Student Loan
11	Balances
11.a	New originations
11.b	Paydowns
11.c	Asset Purchases
11.d	Asset Sales
	Small Business Loan - Scored (Domestic)
12	Balances
12.a	New originations
12.b	Paydowns
12.c	Asset Purchases
12.d	Asset Sales
	Small Business Loan - Scored (International)
13	Balances
13.a	New originations
13.b	Paydowns
13.c	Asset Purchases
13.d	Asset Sales
	Other Consumer Loan (Domestic)
14	Balances
14.a	New originations
14.b	Paydowns
14.c	Asset Purchases
14.d	Asset Sales
	Other Consumer Loan (International)
15	Balances
15.a	New originations
15.b	Paydowns
15.c	Asset Purchases
15.d	Asset Sales

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Sheet 6: Retail Loss Projections

	Bank Retail Loss Projections Submission Worksheet: in Baseline
	Loan Losses in $Millions	Projected in $Millions
Item		Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014
1	First Lien Mortgages (In Domestic Offices)	-	-	-	-	-	-	-	-	-
2	1st Mortgage (Domestic)
3	1st Lien HELOAN (Domestic)
4	Second / Junior Lien Mortgages (In Domestic Offices)	-	-	-	-	-	-	-	-	-
5	Closed-End Junior Liens (Domestic)
6	HELOC (Domestic)
7	Mortgages (International)	-	-	-	-	-	-	-	-	-
8	1st Lien Mortgages (International)
9	2nd Lien Mortgages and HELOCs (International)
10	Credit Cards	-	-	-	-	-	-	-	-	-
11	Card (Domestic)
12	Card (International)
13	Other Consumer	-	-	-	-	-	-	-	-	-
14	Auto Loan/Lease (Domestic)
15	Auto Loan/Lease (International)
16	Student Loan
17	Small Business Loan - Scored (Domestic)
18	Small Business Loan - Scored (International)
19	Other Consumer Loan (Domestic)
20	Other Consumer Loan (International)

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Sheet 7: Retail Repurchase Worksheet

Bank Mortgage Repurchase Submission Worksheet: in Baseline
Table A.1 LOANS SOLD TO GSEs
$Millions	Vintage (Bank Baseline Scenario only)
	2004	2005	2006	2007	2008	2009	2010	2011&12	Unallocated	Total
Original UPB
Outstanding UPB (Excluding UPB Exempted or Settled)
Delinquency Status as of 3Q
Current
Current, Previously Delinquent
Current and Modified
Past due 30 to 90 days
Past due 90+ days
Net Credit Loss Realized to-date
Estimated Lifetime Net Credit Losses
Repurchased UPB
Repurchase Loss to-date
Settlements/Make-Whole Payments to-date
Repurchase Requests Outstanding
Repurchase Reserve
Litigation Reserve for Rep and Warrant Issues
Projected Future Repurchase Losses
Table A.2 Loss Projections for LOANS SOLD TO GSEs
$Millions	Projected in $Millions
	Q4-2012	Q1-2013	Q2-2013	Q3-2013	Q4-2013	Q1-2014	Q2-2014	Q3-2014	Q4-2014	2015 or Later
Projected Future Repurchase Losses
Table B.1 LOANS SECURITIZED
$Millions	Vintage (BHC Baseline Scenario only)
	2004	2005	2006	2007	2008	2009	2010	2011&12	Unallocated	Total
Original UPB
Outstanding UPB (Excluding UPB Exempted or Settled)
Delinquency Status as of 3Q
Current
Current, Previously Delinquent
Current and Modified
Past due 30 to 90 days
Past due 90+ days
Net Credit Loss Realized to-date
Estimated Lifetime Net Credit Losses
Repurchased UPB
Repurchase Loss to-date
Settlements/Make-Whole Payments to-date
Repurchase Requests Outstanding
Repurchase Reserve
Litigation Reserve for Rep and Warrant Issues
Projected Future Repurchase Losses
Table B.2 Loss Projections for SECURITIZED LOANS
$Millions	Projected in $Millions
	Q4-2012	Q1-2013	Q2-2013	Q3-2013	Q4-2013	Q1-2014	Q2-2014	Q3-2014	Q4-2014	2015 or Later
Projected Future Repurchase Losses
Table C.1 WHOLE LOANS SOLD
$Millions	Vintage (BHC Baseline Scenario only)
	2004	2005	2006	2007	2008	2009	2010	2011&12	Unallocated	Total
Original UPB
Outstanding UPB (Excluding UPB Exempted or Settled)
Delinquency Status as of 3Q
Current
Current, Previously Delinquent
Current and Modified
Past due 30 to 90 days
Past due 90+ days
Net Credit Loss Realized to-date
Estimated Lifetime Net Credit Losses
Repurchased UPB
Repurchase Loss to-date
Settlements/Make-Whole Payments to-date
Repurchase Requests Outstanding
Repurchase Reserve
Litigation Reserve for Rep and Warrant Issues
Projected Future Repurchase Losses
Table C.2 Loss Projections for WHOLE LOANS SOLD
$Millions	Projected in $Millions
	Q4-2012	Q1-2013	Q2-2013	Q3-2013	Q4-2013	Q1-2014	Q2-2014	Q3-2014	Q4-2014	2015 or Later
Projected Future Repurchase Losses
Table D.1 TOTAL LOANS SOLD
$Millions	Vintage (BHC Baseline Scenario only)
	2004	2005	2006	2007	2008	2009	2010	2011&12	Unallocated	Total
Original UPB
Outstanding UPB (Excluding UPB Exempted or Settled)
Delinquency Status as of 3Q
Current
Current, Previously Delinquent
Current and Modified
Past due 30 to 90 days
Past due 90+ days
Net Credit Loss Realized to-date
Estimated Lifetime Net Credit Losses
Repurchased UPB
Repurchase Loss to-date
Settlements/Make-Whole Payments to-date
Repurchase Requests Outstanding
Repurchase Reserve
Litigation Reserve for Rep and Warrant Issues
Projected Future Repurchase Losses
Table D.2 Loss Projections for TOTAL LOANS SOLD
$Millions	Projected in $Millions
	Q4-2012	Q1-2013	Q2-2013	Q3-2013	Q4-2013	Q1-2014	Q2-2014	Q3-2014	Q4-2014	2015 or Later
Projected Future Repurchase Losses

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Sheet 8: Retail ASC 310-30 Worksheet

Bank ASC 310-30 Credit Mark Submission Worksheet: in Baseline
	Bank to complete the table below for ASC 310-30 (SOP03-3) Purchased Impaired loans in each Retail portfolio under each stress scenario.
	Provide actual information for Q3 2012 (in the BHC Baseline Scenario only) and projected information for the period of Q4 2012 to Q4 2014.
			Projected in $Millions
	<PORTFOLIO>	3Q 2012	4Q 2012	1Q 2013	2Q 2013	3Q 2013	4Q 2013	1Q 2014	2Q 2012	3Q 2014	4Q 2014
1	$ Unpaid Principal Balance
2	$ Credit Mark Usage
3	$ ASC 310-30 (SOP-03-3) Reserve Usage
4	$ Ending Credit Marks
5	$ Ending ASC 310-30 (SOP-03-3) Reserves

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Sheet 9: Retail Fair Value Worksheet

	Bank Retail Loan Fair Value and Held for Sale Worksheet: in Baseline
	Covered Bank to complete the tables below for retail Held for Investment loans measured at fair value and Held for Sale loans as of 3Q 2012.
		Held for Investment Loans Measured at Fair Value			Loans Held for Sale
	$Millions	Fair Value	Unpaid Principal Balance		Carrying Value	Unpaid Principal Balance
1	1st Lien Mortgage
2	HELOC
3	Credit Card
4	Auto Loan / Lease
5	Student Loan
6	Small Business Loan - Scored
7	Other Consumer Loan

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Sheet 10: Securities CUSIPs Worksheet

Bank AFS and HTM Securities CUSIP Worksheet: in Baseline
Projected Other-Than-Temporary Impairment (OTTI) for Available-for-Sale (AFS) Securities and Held-to-Maturity (HTM) Securities by CUSIP
For each CUSIP that incurred losses, please state the CUSIP and the amount of loss projected (over the entire forecast horizon). Create a separate line item for each CUSIP. Total projected losses should reconcile to the total sum of projected losses provided in Securties Worksheet 1.
Please provide responses in USD millions.
CUSIP	Actual 9/30/2012 Amortized Cost	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI
GRAND TOTAL	-	-	-	-

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Sheet 11: Securities Worksheet 1

	Bank AFS and HTM Securities Worksheet 1: in Baseline
	Securities Worksheet 1: Projected Other-Than-Temporary Impairment (OTTI) for Available-for-Sale (AFS) and Held-to-Maturity (HTM) Securities by Portfolio
	For each stress scenario used, please provide the credit loss portion and non-credit loss portion of projected OTTI (for relevant portfolios) for the quarters detailed in the table below. Please provide responses in USD millions. Values should be quarterly, not cumulative.
		Projected Q4 2012			Projected Q1 2013			Projected Q2 2013			Projected Q3 2013			Projected Q4 2013			Projected Q1 2014			Projected Q2 2014			Projected Q3 2014			Projected Q4 2014
	AFS Securities	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI
1	Agency RMBS			-			-			-			-			-			-			-			-			-
2	Auction Rate Securities			-			-			-			-			-			-			-			-			-
3	CDO			-			-			-			-			-			-			-			-			-
4	CLO			-			-			-			-			-			-			-			-			-
5	CMBS			-			-			-			-			-			-			-			-			-
6	Common Stock (Equity)			-			-			-			-			-			-			-			-			-
7	Total Consumer ABS (excl HEL ABS)*	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
8	Auto ABS			-			-			-			-			-			-			-			-			-
9	Credit Card ABS			-			-			-			-			-			-			-			-			-
10	Student Loan ABS			-			-			-			-			-			-			-			-			-
11	Other ABS			-			-			-			-			-			-			-			-			-
12	Corporate Bonds (Domestic)			-			-			-			-			-			-			-			-			-
13	Corporate Bonds (Foreign)			-			-			-			-			-			-			-			-			-
14	Total Domestic Non-Agency RMBS (incl HEL ABS)	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
15	Alt-A (Option ARM)			-			-			-			-			-			-			-			-			-
16	Alt-A FRM			-			-			-			-			-			-			-			-			-
17	Alt-A ARM			-			-			-			-			-			-			-			-			-
18	Closed-End Second			-			-			-			-			-			-			-			-			-
19	HELOC			-			-			-			-			-			-			-			-			-
20	Scratch & Dent			-			-			-			-			-			-			-			-			-
21	Subprime			-			-			-			-			-			-			-			-			-
22	Prime Fixed			-			-			-			-			-			-			-			-			-
23	Prime ARM			-			-			-			-			-			-			-			-			-
24	Foreign RMBS			-			-			-			-			-			-			-			-			-
25	Municipal Bonds			-			-			-			-			-			-			-			-			-
26	Mutual Funds			-			-			-			-			-			-			-			-			-
27	Preferred Stock (Equity)			-			-			-			-			-			-			-			-			-
28	Sovereign Bonds			-			-			-			-			-			-			-			-			-
29	US Treasuries & Agencies			-			-			-			-			-			-			-			-			-
30	Other**			-			-			-			-			-			-			-			-			-
31	GRAND TOTAL	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
	*Please include auto ABS, credit card ABS and student loan ABS and other ABS that is not home equity, CDO or CLO ABS.
	** For 'Other' AFS securities, please provide name of security type in row 30 above (currently labeled "Other"). Please add additional rows if necessary. If adding additional rows, please ensure that grand totals sum appropriately.
		Projected Q4 2012			Projected Q1 2013			Projected Q2 2013			Projected Q3 2013			Projected Q4 2013			Projected Q1 2014			Projected Q2 2014			Projected Q3 2014			Projected Q4 2014
	HTM Securities	Credit Loss Portion of OTTI	Non- Credit Loss Portion of OTTI	Total OTTI	Credit Loss Portion of OTTI	Non- Credit Loss Portion of OTTI	Total OTTI	Credit Loss Portion of OTTI	Non- Credit Loss Portion of OTTI	Total OTTI	Credit Loss Portion of OTTI	Non- Credit Loss Portion of OTTI	Total OTTI	Credit Loss Portion of OTTI	Non- Credit Loss Portion of OTTI	Total OTTI	Credit Loss Portion of OTTI	Non- Credit Loss Portion of OTTI	Total OTTI	Credit Loss Portion of OTTI	Non- Credit Loss Portion of OTTI	Total OTTI	Credit Loss Portion of OTTI	Non- Credit Loss Portion of OTTI	Total OTTI	Credit Loss Portion of OTTI	Non- Credit Loss Portion of OTTI	Total OTTI
32	Agency RMBS			-			-			-			-			-			-			-			-			-
33	Auction Rate Securities			-			-			-			-			-			-			-			-			-
34	CDO			-			-			-			-			-			-			-			-			-
35	CLO			-			-			-			-			-			-			-			-			-
36	CMBS			-			-			-			-			-			-			-			-			-
37	Common Stock (Equity)			-			-			-			-			-			-			-			-			-
38	Total Consumer ABS (excl HEL ABS)*	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
39	Auto ABS			-			-			-			-			-			-			-			-			-
40	Credit Card ABS			-			-			-			-			-			-			-			-			-
41	Student Loan ABS			-			-			-			-			-			-			-			-			-
42	Other ABS			-			-			-			-			-			-			-			-			-
43	Corporate Bonds (Domestic)			-			-			-			-			-			-			-			-			-
44	Corporate Bonds (Foreign)			-			-			-			-			-			-			-			-			-
45	Total Domestic Non-Agency RMBS (incl HEL ABS)	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
46	Alt-A (Option ARM)			-			-			-			-			-			-			-			-			-
47	Alt-A FRM			-			-			-			-			-			-			-			-			-
48	Alt-A ARM			-			-			-			-			-			-			-			-			-
49	Closed-End Second			-			-			-			-			-			-			-			-			-
50	HELOC			-			-			-			-			-			-			-			-			-
51	Scratch & Dent			-			-			-			-			-			-			-			-			-
52	Subprime			-			-			-			-			-			-			-			-			-
53	Prime Fixed			-			-			-			-			-			-			-			-			-
54	Prime ARM			-			-			-			-			-			-			-			-			-
55	Foreign RMBS			-			-			-			-			-			-			-			-			-
56	Municipal Bonds			-			-			-			-			-			-			-			-			-
57	Mutual Funds			-			-			-			-			-			-			-			-			-
58	Preferred Stock (Equity)			-			-			-			-			-			-			-			-			-
59	Sovereign Bonds			-			-			-			-			-			-			-			-			-
60	US Treasuries & Agencies			-			-			-			-			-			-			-			-			-
61	Other**			-			-			-			-			-			-			-			-			-
62	GRAND TOTAL	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
	*Please include auto ABS, credit card ABS and student loan ABS and other ABS that is not home equity, CDO or CLO ABS.
	** For 'Other' HTM securities, please provide name of security type in row 61 above (currently labeled "Other"). Please add additional rows if necessary. If adding additional rows, please ensure that grand totals sum appropriately.

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Sheet 12: Securities Worksheet 2

	Bank AFS and HTM Securities Worksheet 2: in Baseline
	Securities Worksheet 2: Methodology for Determining Projected Other-Than-Temporary Impairment (OTTI) for Available-for-Sale (AFS) and Held-to-Maturity (HTM) Securities by Portfolio
	When stating the criteria for determining OTTI, please provide detail on the criteria used. For example, if a price-based threshold is used, please state the threshold value.
			Collateral Assumptions Please state high-level simple average assumptions (where relevant) used for determining OTTI impairment. Please provide a numerical response.					Security Assumptions Please state what type of security assumptions (where relevant) are used for determining OTTI impairment. Please provide a qualitative response.
	AFS and HTM Securities	Criteria for determining OTTI including quantitative threshold value (e.g., price-based threshold, ratings-based threshold, cash flow model-based expected losses)	Probability of Default	Loss Severity	Roll Rate Assumptions	Cumulative/ Projected Lifetime Loss Rate (% Original Balance)	Prepayment Rate	Discount Rate (e.g., book price/purchase price; other (please specify))	If employing a third-party model (e.g., third party cash flow, credit and/or prepayment model), please specify the vendor model(s) used and purpose	How often are securities normally tested for impairment?
1	Agency RMBS
2	Auction Rate Securities
3	CDO
4	CLO
5	CMBS
6	Common Stock (Equity)
7	Total Consumer ABS (excl HEL ABS)*
8	Auto ABS
9	Credit Card ABS
10	Student Loan ABS
11	Other ABS
12	Corporate Bonds (Domestic)
13	Corporate Bonds (Foreign)
14	Total Domestic Non-Agency RMBS (incl HEL ABS)
15	Alt-A (Option ARM)
16	Alt-A FRM
17	Alt-A ARM
18	Closed-End Second
19	HELOC
20	Scratch & Dent
21	Subprime
22	Prime Fixed
23	Prime ARM
24	Foreign RMBS
25	Municipal Bonds
26	Mutual Funds
27	Preferred Stock (Equity)
28	Sovereign Bonds
29	US Treasuries & Agencies
30	Other**
	*Please include auto ABS, credit card ABS and student loan ABS and other ABS that is not home equity, CDO or CLO ABS.
	** For 'Other' AFS and HTM securities, please provide name of security type in row 30 above (currently labeled "Other"). Please add additional rows if necessary.

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Sheet 13: Securities Worksheet 3

	Bank AFS and HTM Securities Worksheet 3: in Baseline
	Securities Worksheet 3: Methodology and Assumptions for Determining Estimated Fair Market Values
	Covered Banks should estimate and provide fair market values of AFS securities based on a re-pricing of 09/30/2012 positions. Firms should also provide the primary market variables used for determination of estimated fair market values, high-level description of methodology, and assumptions by portfolio. If the format is insufficient, please include an attachment.
	AFS Securities	Estimated Post-Shock Fair Market Value	Primary Market Variable(s) Used for Determination of Estimated Post-Shock Fair Value	High-Level Description of Methodology (Please describe the process for determining post-shock fair market values. Please describe how changes (absolute or relative) in the primary market pricing variables were applied to MM/DD/YYYY positions to determine estimated post-shock fair market values.)	Major Assumption(s)
1	Agency RMBS
2	Auction Rate Securities
3	CDO
4	CLO
5	CMBS
6	Common Stock (Equity)
7	Total Consumer ABS (excl HEL ABS)*	-
8	Auto ABS
9	Credit Card ABS
10	Student Loan ABS
11	Other ABS
12	Corporate Bonds (Domestic)
13	Corporate Bonds (Foreign)
14	Total Domestic Non-Agency RMBS (incl HEL ABS)	-
15	Alt-A (Option ARM)
16	Alt-A FRM
17	Alt-A ARM
18	Closed-End Second
19	HELOC
20	Scratch & Dent
21	Subprime
22	Prime Fixed
23	Prime ARM
24	Foreign RMBS
25	Municipal Bonds
26	Mutual Funds
27	Preferred Stock (Equity)
28	Sovereign Bonds
29	US Treasuries & Agencies
30	Other**
31	GRAND TOTAL	-
	*Please include auto ABS, credit card ABS and student loan ABS and other ABS that is not home equity, CDO or CLO ABS.
	** For 'Other' AFS securities, please provide name of security type in row 30 above (currently labeled "Other"). Please add additional rows if necessary.

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Sheet 14: Securities Worksheet 4

	Bank AFS and HTM Securities Worksheet 4: in Baseline
	Securities Worksheet 4: Actual 09/30/2012 AFS and HTM Fair Market Value Sources by Portfolio
	Provide information on actual 09/30/2012 fair market values.
				If using a proprietary model, please state the principal model input and assumption (e.g., discount rate, PD, loss severity, etc.)
				Collateral Assumptions Please state high-level simple average assumptions (where relevant). Please provide a numerical response.					Security Assumptions Please state what type of security assumptions (where relevant). Please provide a numerical response.
	AFS and HTM Securities	Principal Market Value Source (e.g., 3rd party vendor(s), proprietary model, other)	If relevant, please provide 3rd party vendor(s)	Probability of Default	Loss Severity	Roll Rate Assumptions	Cumulative/ Projected Lifetime Loss Rate (% Original Balance)	Prepayment Rate	Simple Average Discount Rate	How often are securities normally marked (e.g., daily, etc.)?
1	Agency RMBS
2	Auction Rate Securities
3	CDO
4	CLO
5	CMBS
6	Common Stock (Equity)
7	Total Consumer ABS (excl HEL ABS)*
8	Auto ABS
9	Credit Card ABS
10	Student Loan ABS
11	Other ABS
12	Corporate Bonds (Domestic)
13	Corporate Bonds (Foreign)
14	Total Domestic Non-Agency RMBS (incl HEL ABS)
15	Alt-A (Option ARM)
16	Alt-A FRM
17	Alt-A ARM
18	Closed-End Second
19	HELOC
20	Scratch & Dent
21	Subprime
22	Prime Fixed
23	Prime ARM
24	Foreign RMBS
25	Municipal Bonds
26	Mutual Funds
27	Preferred Stock (Equity)
28	Sovereign Bonds
29	US Treasuries & Agencies
30	Other**
	*Please include auto ABS, credit card ABS and student loan ABS and other ABS that is not home equity, CDO or CLO ABS.
	** For 'Other' AFS and HTM securities, please provide name of security type in row 30 above (currently labeled "Other"). Please add additional rows if necessary.

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Sheet 15: Trading Worksheet

Bank Trading, PE & Other Fair Value Exposures: in Baseline
	Effective date: XXXX, 2012
	P/L Results in $Millions
		Firmwide Total
1	Equity
2	FX
3	Rates
4	Commodities
5	Securitized Products
6	Other Credit
7	Private Equity
8	Other Fair Value Assets
9	Total	-
	Subcomponents
10	Cross-Gamma
11	Correlation
12	CVA Hedges
	The categories above (Equities, FX, Rates, etc.) are NOT meant to denote lines of business
	or desks, but rather firmwide totals by risk stripe.
	"Other Credit" is defined as the contribution from all credit products other than those
	specified on the "Securitized Products" worksheet.

---

Sheet 16: Counterparty Risk Worksheet

	Bank CCR Losses Submission Worksheet: in Baseline
	$Millions Losses should be reported as a positive value.
1	Counterparty Credit MTM Losses (CVA losses)
2	Counterparty Incremental Default Losses (CCR IDR)
3	Impact of CCR IDR hedges (as defined in the Instructions)
4	Trading Incremental Default Losses (Trading IDR)
5	Trading Incremental Default losses from securitized products
6	Trading Incremental Default losses from other credit sensitive instruments
	Consistency check	1

---

Sheet 17: Op Risk Scenario Inputs

Bank Summary of Scenario Inputs Contributing to Bank Operational Loss Projection: in Baseline

For the inputs into each scenario, provide the type of data, a brief description of the loss events (including events from an operational risk scenario analysis process), the impacted business line(s), the event type, any associated frequency and severity data, and the contribution of those events to the operational loss projection. Provide total figures from Q4 2012 through Q4 2014.

Type of Data

Brief Description

Business Line

Event Type

Frequency

Severity ($Mil)

TOTAL

$-

TOTAL SHOULD AGREE TO THE PROJECTED "OPERATIONAL RISK EXPENSE" AMOUNT INCLUDED IN LINE 26 IN THE PPNR PROJECTIONS WORKSHEET

---

Sheet 18: Projected Op Risk Losses

Bank Projected Quarterly Operational Risk Losses Worksheet: in Baseline
Provide any supporting information including statistical results, data, summary tables, and additional descriptions in a separate document and cross reference the document to the respective question/item.
The sum of the quarterly data provided must equal the total for each scenario in the Op Risk Scenario Inputs Worksheet
Projected Operational Risk Losses
$Million	2013 Projections				2014 Projections
Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014

---

Sheet 19: PPNR Projections Worksheet

	Bank PPNR Submission Worksheet: in Baseline
	Instructions: Banks are to complete non shaded cells only; all shaded cells with embedded formulas will self populate. For items designated as supplementary, Bank are to complete the items as designated in the instructions. Flow quarterly items should be reported by quarter, and not on a cumulative basis.
	WARNING: MACROS MUST BE ENABLED TO USE THIS SCHEDULE
	Specify reporting designation for net interest income HERE
	Please indicate if deposits are one-third or more of total liabilities
	Amounts in $ Mil		Call Report Codes		Projected	2013 Projections				2014 Projections
	Net Interest Income by Business Segment:				Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014		2013	2014
1	Retail and Small Business				-	-	-	-	-	-	-	-	-		-	-
	Domestic (7)				-	-	-	-	-	-	-	-	-		-	-
1A	Credit Cards (7)														-	-
1B	Mortgages (7)														-	-
1C	Home Equity (7)														-	-				Specify reporting designation for net interest income HERE
1D	Retail and Small Business Banking (7)														-	-				Primary Net Interest Income
1E	Other Retail and Small Business (7)														-	-				Supplementary Net Interest Income
1F	International Retail and Small Business (7)														-	-
2	Commercial Lending														-	-
3	Investment Banking														-	-
4	Sales and Trading														-	-				Please indicate if deposits are one-third or more of total liabilities
5	Investment Management														-	-				Yes, deposits are one-third or more of total liabilities
6	Investment Services														-	-				No, deposits are less than one-third of total liabilities
7	Treasury Services														-	-
8	Insurance Services														-	-
9	Retirement / Corporate Benefits Products														-	-
10	Corporate / Other														-	-
11	Total Net Interest Income (1)				-	-	-	-	-	-	-	-	-		-	-
	Non Interest Income by Business Segment:
12	Retail and Small Business				-	-	-	-	-	-	-	-	-		-	-
	Domestic				-	-	-	-	-	-	-	-	-		-	-
12A	Credit Cards														-	-
12B	Mortgages and Home Equity														-	-
12C	Retail and Small Business Banking														-	-
12D	Other Retail and Small Business														-	-
12E	International Retail and Small Business														-	-
13	Commercial Lending														-	-
14	Investment Banking				-	-	-	-	-	-	-	-	-		-	-
14A	Advisory														-	-
14B	Equity Underwriting														-	-
14C	Debt Underwriting														-	-
14D	Corporate Lending														-	-
14E	Merchant Banking / Private Equity														-	-
15	Sales and Trading (10)				-	-	-	-	-	-	-	-	-		-	-
15A	Equities														-	-
15B	Fixed Revenues														-	-
15C	Commodities														-	-
15D	Prime Brokerage														-	-
16	Investment Management				-	-	-	-	-	-	-	-	-		-	-
16A	Asset Management														-	-
16B	Wealth Management / Private Banking														-	-
17	Investment Services				-	-	-	-	-	-	-	-	-		-	-
17A	Asset Servicing														-	-
17B	Issuer Services														-	-
17C	Other Investment Services														-	-
18	Treasury Services														-	-
19	Insurance Services														-	-
20	Retirement / Corporate Benefits Products														-	-
21	Corporate / Other														-	-
22	Total Non-Interest Income (2) (3)				-	-	-	-	-	-	-	-	-		-	-
23	Optional Immaterial Segment Revenues (9)														-	-
24	Total Revenues				-	-	-	-	-	-	-	-	-		-	-
	Non Interest Expense by Business Segment:
25	Compensation Expense (8)				-	-	-	-	-	-	-	-	-		-	-
	Base Pay				-	-	-	-	-	-	-	-	-		-	-
25A	Salary Expense (cash incl. deferred)														-	-
25B	Benefits Expense														-	-
25C	Stock Based Compensation														-	-
25D	Variable Pay (cash and stock, current and deferred)														-	-
26	Operational Risk Expense				-	-	-	-	-	-	-	-	-		-	-
27	Litigation Expense & Penalties (list only if not included in item 26)														-	-
28	Occupancy Expense														-	-
29	Professional and Outside Service Expense														-	-
30	Other Non-Interest Expense (4)(5)														-	-
31	Total Non-Interest Expense (2) (4)				-	-	-	-	-	-	-	-	-		-	-
32	Projected PPNR [item 24 - item 31] (6)				-	-	-	-	-	-	-	-	-		-	-
33	Valuation Adjustment for firm's own debt under fair value option (FVO)														-	-
34	Loss resulting from trading shock exercise (if applicable) (11)				-	-	-	-	-	-	-	-	-		-	-
35	Goodwill Impairment		RIADC216												-	-
36	One Time Items - Revenues (2)				-	-	-	-	-	-	-	-	-		-	-
37	One Time Items - Expenses (2)				-	-	-	-	-	-	-	-	-		-	-
Footnotes to the PPNR Submission Worksheet
(1)	Amount should equal item 37 of the Net Interest Income Worksheet, if completed.
(2)	One-time items are material non-recurring and infrequent items. Exclude such items from items 22-23 and 31 and report in items 36 and 37. Examples of one time items include gains or losses on sales of business lines, gains or losses on extinguishment of debt, gains or losses on mergers / joint ventures, etc. Break out these excluded items here:
	One Time Items - Revenues
															-	-
															-	-
															-	-
	One Time Items - Expense
															-	-
															-	-
															-	-
(3)	Excludes Valuation Adjustment for firm's own debt under fair value option (FVO) and trading shock loss in items 33 and 34.
(4)	Excludes Goodwill Impairment included in item 35
(5)	Provide a further break out of significant items included in Other Non-Interest Expense:
															-	-
															-	-
															-	-
															-	-
(6)	By definition, PPNR will calculate as Net Interest Income plus Non-Interest Income less Non-Interest Expense for both material and immaterial segments, excluding items broken out in items 33-37. Other items, such as one time items (included in note 2 above), will be separately considered.
(7)	Complete on a best efforts basis if the worksheet has been designated as "Supplementary Net Interest Income"
(8)	Report commissions in category which is most consistent with internal reporting practice and provide supporting documentation and data in the accompanying memo for FR Y-14A.
(9)	See instructions for guidance on related thresholds.
(10)	Exclude result of trading shock exercise (where applicable), as it is reported in item 34
(11)	BHCs should not report changes in value of the MSR asset or hedges within the trading book
	The following cells provide checks of the internal consistency of the PPNR Template schedules. Please ensure that these cells are all "TRUE," or "N/A" before the worksheet is submitted.
	Net Interest Income agrees between worksheets				N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A
	Immaterial revenues are less than or equal to 10% of total revenue				N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A

---

Sheet 20: PPNR NII Worksheet

	Bank Net Interest Income Worksheet: in Baseline
	Instructions: All Banks for which deposits comprise one-third or more of total liabilities for any reported period must complete this worksheet. Banks are to complete non shaded cells only; all shaded cells with embedded formulas will self populate. For items designated as supplementary, Banks are to complete the items as designated in the instructions. Flow quarterly items should be reported by quarter, and not on a cumulative basis.
	WARNING: MACROS MUST BE ENABLED TO USE THIS SCHEDULE
	Specify reporting designation for net interest income on PPNR Submission Worksheet
	Please indicate on the PPNR Submission worksheet if deposits are one-third or more of total liabilities
			Projected	2012 Projections				2013 Projections
	Average Interest-Bearing Asset Balances ($ Mil) (1)		Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014
1	First Lien Mortgages
2	Second / Junior Lien Mortgages
2A	Closed-End Junior Liens (5)
2B	Home Equity Lines Of Credit (HELOCs) (5)
3	C&I Loans
4	CRE Loans
5	Credit Cards
6	Other Consumer
6A	Auto Loans (5)
6B	Student Loans (5)
6C	Other (5)
6D	Small Business (Scored/Delinquency Managed) (5)
7	Other Loans & Leases
8	Interest-Bearing Securities (AFS, HTM, and/or Trading Assets)
9	Deposits with Banks & Other
	Average Rates Earned (%)
10	First Lien Mortgages
11	Second / Junior Lien Mortgages
11A	Closed-End Junior Liens (5)
11B	HELOCs (5)
12	C&I Loans
13	CRE Loans
14	Credit Cards
15	Other Consumer
15A	Auto Loans (5)
15B	Student Loans (5)
15C	Other (5)
15D	Small Business (Scored/Delinquency Managed) (5)
16	Other Loans & Leases
17	Interest-Bearing Securities (AFS, HTM, and/or Trading)
18	Deposits with Banks & Other
19	Interest Income from above		-	-	-	-	-	-	-	-	-
20	Other Interest Income (2)
21	Total Interest Income		-	-	-	-	-	-	-	-	-
	Average Interest-Bearing Liability Balance ($ Mil)
22	Customer Deposits-Domestic
22A	Non-Interest-Bearing Demand (5)
22B	Money Market Accounts (5)
22C	Savings (5)
22D	NOW, ATS, and other Transaction Accounts (5)
22E	Time Deposits (5)
23	Customer Deposits-Foreign
23A	Foreign Deposits (5)
23B	Foreign Deposits-Time (5)
24	Fed Funds, Repos, & Other Short Term Borrowing
24A	Fed Funds (5)
24B	Repos (5)
24C	Other Short Term Borrowing (5)
25	Trading Liabilities
26	Subordinated Notes Payable to Unconsolidated Trusts Issuing Trust Preferred Securities (TruPS) and TruPS Issued by Consolidated Special Purpose Entities
27	All Other Long Term Debt
	Average Liability Rates (%)
28	Customer Deposits-Domestic
28A	Non-Interest-Bearing Demand (5)
28B	Money Market Accounts (5)
28C	Savings (5)
28D	Negotiable Order of Withdrawal (NOW), Automatic Transfer Service (ATS), and other Transaction Accounts (5)
28E	Time Deposits (5)
29	Customer Deposits-Foreign
29A	Foreign Deposits (5)
29B	Foreign Deposits-Time (5)
30	Fed Funds, Repos, & Other Short Term Borrowing
30A	Fed Funds (5)
30B	Repos (5)
30C	Other Short Term Borrowing (5)
31	Trading Liabilities
32	Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS Issued by Consolidated Special Purpose Entities
33	All Other Long Term Debt
34	Interest Expense from above		-	-	-	-	-	-	-	-	-
35	Other Interest Expense (3)
36	Total Interest Expense		-	-	-	-	-	-	-	-	-
37	Total Net Interest Income (4)		-	-	-	-	-	-	-	-	-
Footnotes to the Net Interest Income Worksheet
(1)	Exclude nonaccrual loans, reporting these balances in item 56 of the PPNR Metrics Worksheet. Include purchased credit impaired loans.
(2)	Break out and explain nature of significant items included in Other Interest Income.
(3)	Break out and explain nature of significant items included in Other Interest Expense.
(4)	Amount should equal item 11 of the PPNR Submission Worksheet.
(5)	Complete on a best efforts basis if the worksheet has been designated as "Supplementary Net Interest Income"

---

Sheet 21: PPNR Metrics Worksheet

	Bank PPNR Metrics Worksheet: in Baseline
	Instructions: Banks are to complete non shaded cells only. Flow quarterly items should be reported by quarter, and not on a cumulative basis.
	WARNING: MACROS MUST BE ENABLED TO USE THIS SCHEDULE
						Projected	2012 Projections				2013 Projections					Amounts
		Call Report Codes		Units		Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014		2013	2014
	Metrics by Business Segment (6)
	Retail and Small Business Segment
	Domestic
	Credit Cards
1	Credit Card Interchange Revenues - Gross (exclude charge cards) (12)			$ Mil												-	-
2	Credit Card Purchase Volume (exclude charge cards) (12)			$ Mil												-	-
	Mortgages
3	Average Third-Party Residential Mortgages Serviced (7) (8)			$ Mil
4	Production Revenues - Gross (1)			$ Mil												-	-
5	Servicing Revenue - Net (2)			$ Mil												-	-
	Retail and Small Business Banking
6	Debit Card Interchange - Gross			$ Mil												-	-
7	Debit Card Purchase Volume			$ Mil												-	-
	International Retail and Small Business (3)
8	Credit Card Revenues (3)			$ Mil												-	-
	Investment Banking Segment
9	Compensation - Total			$ Mil												-	-
10	Compensation - Variable Pay (cash and stock, current and deferred)			$ Mil												-	-
	Advisory
11	Average Fee Rate (7)			%
12	Deal Volume			$ Mil												-	-
13	Number of Deals			#												-	-
14	Market Share (5) (7)			%
	Equity Underwriting
15	Average Fee Rate (7)			%
16	Deal Volume			$ Mil												-	-
17	Market Share (5) (7)			%
	Debt Underwriting
18	Average Fee Rate (7)			%
19	Deal Volume			$ Mil												-	-
20	Market Share (5) (7)			%
	Corporate Lending
21	Average Fee Rate (7)			%
22	Deal Volume			$ Mil												-	-
23	Market Share (5) (7)			%
	Merchant Banking / Private Equity
24	AUM			$ Mil												-	-
	Sales and Trading Segment
25	Total Proprietary Trading Revenues			$ Mil												-	-
26	Compensation - Total			$ Mil												-	-
27	Compensation - Variable Pay (cash and stock, current and deferred)			$ Mil												-	-
	Equities
28	Commission and Fees			$ Mil												-	-
29	Average Asset Balance (7)			$ Mil
	Fixed Revenues
30	Commission and Fees			$ Mil												-	-
31	Average Asset Balance (7)			$ Mil
	Commodities
32	Commission and Fees			$ Mil												-	-
33	Average Asset Balance (7)			$ Mil
	Prime Brokerage
34	Average Client Balances (7)			$ Mil
35	Transaction Volume			$ Mil												-	-
	Investment Management Segment
	Asset Management
36	AUM - Total			$ Mil		-	-	-	-	-	-	-	-	-		-	-
37	AUM - Equities			$ Mil												-	-
38	AUM - Other			$ Mil												-	-
39	Net Inflows/Outflows			$ Mil												-	-
	Wealth Management/Private Banking
40	AUM			$ Mil												-	-
41	Net Inflows/Outflows			$ Mil												-	-
42	Number of Financial Advisors			#												-	-
	Investment Services Segment
	Asset Servicing
43	Assets under Custody and Administration			$ Mil												-	-
44	Securities Lending Revenue			$ Mil												-	-
	Issuer Services
45	Number of Deals Administered			#												-	-
	Treasury Services Segment
46	Average Interest Rate Spread between Loan and Deposit Yields (10)			%
	Firm Wide Metrics
47	Number of Employees	BHCK4150		#												-	-
	Revenues - International			$ Mil												-	-
48	Revenues - APAC (4)			$ Mil												-	-
49	Revenues - EMEA (4)			$ Mil												-	-
50	Revenues - LatAm (4)			$ Mil												-	-
51	Revenues - Canada (4)			$ Mil												-	-
52	Revenues - Domestic			$ Mil		-	-	-	-	-	-	-	-	-		-	-
53	OREO Balances	BHCK2150		$ Mil												-	-
	Metrics for Net Interest Income Worksheet (Required only for BHCs that were required to complete the Net Interest Income Worksheet)
54	Nonaccrual Loan Balance	BHCK5526-BHCK3507		$ Mil												-	-
55	Carrying Value of Purchased Credit Impaired (PCI) Loans	BHCKC780		$ Mil												-	-
56	Net Accretion of discount on PCI Loans included in interest Revenues			$ Mil												-	-
	Metrics for Primary Net Interest Income
	Quarter End Weighted Average Life of Assets (9)
57	First Lien Mortgages			months
58	Closed-End Junior Liens			months
59	HELOCs			months
60	C&I Loans			months
61	CRE Loans			months
62	Credit Cards			months
63	Auto Loans			months
64	Student Loans			months
65	Other (13)			months
66	Small Business (Scored/Delinquency Managed)			months
67	Other Loans & Leases			months
68	Interest-Bearing Securities (AFS, HTM, and/or Trading)			months
	Quarter End Weighted Average Life of Liabilities (9)
69	Domestic Time Deposits			months
70	Foreign Deposits-Time			months
71	Fed Funds			months
72	Repos			months
73	Other Short Term Borrowing			months
74	Trading Liabilities			months
75	Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS Issued by Consolidated Special Purpose Entities			months
76	All Other Long Term Debt			months
	Retail Deposit Repricing Beta in a "Normal Environment" (11)					For upward rate movements	For downward rate movements	Assumed Floor
77	Money Market Accounts
78	Savings
79	NOW, ATS, and other Transaction Accounts
80	Time Deposits
	Metrics for Supplementary Net Interest Income
	Quarter End Weighted Average Life of Assets (9) (14)
81	First Lien Mortgages			months
82	Second / Junior Lien Mortgages			months
82A	Closed-End Junior Liens			months
82B	Home Equity Lines Of Credit (HELOCs)			months
83	C&I Loans			months
84	CRE Loans			months
85	Credit Cards			months
86	Other Consumer			months
86A	Auto Loans			months
86B	Student Loans			months
86C	Other			months
86D	Small Business (Scored/Delinquency Managed)			months
87	Other Loans & Leases			months
88	Interest-Bearing Securities (AFS, HTM, and/or Trading Assets)			months
				months
	Quarter End Weighted Average Life of Liabilities (9) (14)
89	Domestic Time Deposits			months
90	Foreign Deposits-Time
91	Fed Funds, Repos, & Other Short Term Borrowing			months
91A	Fed Funds			months
91B	Repos			months
91C	Other Short Term Borrowing			months
92	Trading Liabilities			months
93	Subordinated Notes Payable to Unconsolidated Trusts Issuing Trust Preferred Securities (TruPS) and TruPS Issued by Consolidated Special Purpose Entities			months
94	All Other Long Term Debt			months
	Retail Deposit Repricing Beta in a "Normal Environment" (11)					For upward rate movements	For downward rate movements	Assumed Floor
95	Money Market Accounts
96	Savings
97	NOW, ATS, and other Transaction Accounts
98	Time Deposits
	Footnotes to the PPNR Metrics Worksheet
	(1) Revenues associated with residential mortgage production, including originations, sales of mortgage loans, and related hedging activities. Do not include impact from repurchase provisions related to representations and warranties.
	(2) Revenues associated with servicing residential mortgage loans held by others, MSRs, and related hedging activities.
	(3) Provide metrics data for all quarters, but only if International Retail and Small Business Segment revenues exceeded 5% of Total Retail and Small Business Segment and Total Retail and Small Business revenue exceeded 5% of total revenues in any of the last four actual quarters requested in the PPNR schedule.
	(4) Provide regional breakouts for all quarters but only if international revenue exceeded 5% of the total revenue in any of the last four actual quarters requested in the PPNR schedule.
	(5) The market share is a percent of a global market defined as the total dollar volume of deals.
	(6) See instructions for guidance on related thresholds.
	(7) Annual numbers for all average balances, average rates, and all market shares should be reported only if the annual averages are not equal to a simple average of the four quarters for a given year.
	(8) Average oustanding principal balance fo residential mortgage loans the BHC services for others.
	(9) The Weighted Average Life should be calculated based on the expected remaining lives, inclusive of behavioral assumptions. It should reflect the weighted average of time to principal actual repayment (as modeled) for all positions in that portfolio, rounded to the nearest monthly term.
	(10) A spread between the interest rates charged on loans (e.g. working capital loans) and interest rates paid on Treasury Services customer deposit balances.
	(11) A rate movement in an environment where the repricing assumption assumed by each of the major deposit products is not restricted by a cap, floor, or zero.
	(12) Include revenues earned on BHC issued cards as well as a result of a partnership agreement.
	(13) Corresponds to line item 6C Other on the Net Interest Income worksheet
	(14) Complete on a best efforts basis if the worksheet has been designated as "Supplementary Net Interest Income"
	Do international revenues exceed 5% of total revenues?					N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A