FDIC DFAST-14A Basel III and Dodd-Frank Template

''Annual Stress Test Reporting Templates and Documentation for Covered Banks with Total Consolidated Assets of $10 Billion or More under Dodd-Frank''

FDIC DFAST-14A Basel III and Dodd-Frank Template.xlsx

"Annual Stress Test Reporting Template and Documentation for Covered Banks with Total Consolidated Assets of $50 Billion or More under the Dodd-Frank Wall Street Reform and Consumer Protection Act.''

OMB: 3064-0189

Document [xlsx]
Download: xlsx | pdf

Overview

Basel III & DF Cover Sheet
Annual_Instructions
Capital Composition
Exceptions Bucket Calc
RWA_Advanced
RWA_General
Leverage Exposure
Planned Actions


Sheet 1: Basel III & DF Cover Sheet

DFAST-14A Basel III & Dodd-Frank Schedule Cover Sheet

























Institution Name:



















RSSD ID:


















Submission Date (MM/DD/YYYY):


















CERT:


















Use the FDIC Supervisory Baseline for this workbook.






















Please specify the time period over which management expects to comply fully with the Basel III capital framework and related provisions of Dodd-Frank that will affect regulatory capital:




















BHC Baseline










Supervisory Baseline











Sheet 2: Annual_Instructions

Instructions




1. Please complete the DFAST-14A Basel III Schedule using actual data for Q3 2012, and projected data for the periods Q4 2012 through Q4 2017. For all projections, please use the baseline scenario as specified in the worksheet "Basel III_CoverSheet."



2. All data should be populated within the non-shaded cells in all worksheets. Cells highlighted in grey have embedded formulas and therefore will be automatically populated.



3. Banks should ensure that the version of Microsoft Excel they use to complete the schedule is set to automatically calculate formulas. This is achieved by setting “Calculation Options” (under the Formulas function) to “Automatic" within the settings for Microsoft Excel.

Sheet 3: Capital Composition

DFAST-14A - Basel III & Dodd-Frank Schedule








Capital Composition







B C D E F G H I


$ Millions $ Millions


Actual Projected


Q3 2012 Q4 2012 Q4 2013 Q4 2014 Q4 2015 Q4 2016 Q4 2017

Basel III Common Equity Tier 1






1 Common Stock and Related Surplus (Net of Treasury Stock)






2 Retained Earnings






3 Accumulated Other Comprehensive Income






4 Unrealized Gains and Losses on Available-for-Sale Items






5 Net Unrealized Gains and Losses on Available-for-Sale Debt Securities Plus Unrealized Gains on Available-for-Sale Equity






6 Unrealized Losses on AFS Equity (Report as Negative)






7 Gains and Losses on Derivatives Held as Cash Flow Hedges






8 Gains and Losses Resulting from Converting Foreign Currency Subsidiaries to the Parent Currency (If Applicable)






9 Actuarial Reserve (If Applicable)






10 Unrealized Gains and Losses from a Foreign Currency Hedge of a Net Investment in a Foreign Operation (If Applicable)






11 All Other Reserves (If Applicable)






12 Other Equity Capital Components (Including Unearned Employee Stock Ownership Program Shares)






13 Total Common Equity Tier 1 Attributable to Parent Company Common Shareholders






14 Minority Interest Included in Common Equity Tier 1






15 Total Group Common Equity Tier 1 Prior to Regulatory Adjustments






16 Deductions






17 Goodwill, Net of Related Deferred Tax Liability






18 Intangibles Other than Mortgage Servicing Assets, Net of Related Deferred Tax Liabilities






19 Deferred Tax Assets (Excluding Temporary Differences Only), Net of Related Deferred Tax Liabilities






20 Excess Expected Credit Loss (ECL) -- Applicable to Advanced Approaches Banking Organizations






21 Cash Flow Hedge (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 Investments in Own Shares






26 Reciprocal Cross Holdings in Common Equity






27 Regulatory Deductions Due to Insufficient Additional Tier 1






28 Total Common Equity Tier 1 After Deductions Above






29 Non-significant Investments in the Common Share of Unconsolidated Financial Entities That Exceed 10% of Common Equity Tier 1






30 Total Common Equity Tier 1 After the Regulatory Adjustments Above






31 Significant Investments in the Common Stock of Unconsolidated Financial Entities (Amount Above 10% Threshold)






32 Mortgage Servicing Assets (Amount Above 10% Threshold)






33 Deferred Tax Assets Arising from Temporary Differences (Amount Above 10% Threshold)






34 Total Common Equity Tier 1 After the Regulatory Adjustments Above






35 Deduction of Outstanding Items Subject to 15% Threshold Due to 15% Limit






36 Additional Mortgage Servicing Assets Deduction Due to Fair Value Limit















37 Common Equity Tier 1
















Basel III Tier 1 Capital






38 Non-common Equity Tier 1 Capital Instruments (Qualifying Instruments Only)






39 Minority Interest Included in Tier 1 Capital






40 Deductions






41 Regulatory Adjustments to be Deducted from Additional Tier 1 Capital






42 Reciprocal Cross Holdings in the Form of Additional Tier 1 Capital






43 Non-significant Investments in the Form of Additional Tier 1 Capital Exceeding 10% Threshold






44 Investments in Own Additional Tier 1 Capital Instruments






45 Significant Investments in the Form of Additional Tier 1 Capital






46 Regulatory deductions due to insufficient Tier 2 Capital















47 Tier 1 Capital
















Periodic Changes in Common Stock






48 Common Stock and Related Surplus (Net of Treasury Stock)






49 Issuance of Common Stock (Including Conversion to Common Stock)






50 Repurchases of Common Stock







Periodic Changes in Retained Earnings






51 Net Income (Loss) Attributable to Bank






52 Cash Dividends Declared on Preferred Stock






53 Cash Dividends Declared on Common Stock






54 Previously Issued Tier 1 Capital Instruments (Excluding Minority Interest) that Would No Longer Qualify (Please Report 100% Value)






55 Previously Issued Tier 1 Minority Interest that would no Longer Qualify (Please Report 100% Value)
















Data Validation Check (The following cells provide checks for consistency of the projected schedules)






56 Does Line 48, "Common Stock and Related Surplus" = Line 1, "Common Stock and Related Surplus"? No No No No No No No










Baseline Scenario Validation Check -- Up to 2017 (Please input in the Explanation Memorandum Box) Explanations Memorandum Box


57 Are the sums of Line 1, "Common Stock and Related Surplus" and Line 12, "Other Equity Components" equal under both Baseline Scenarios (Bank and Supervisory)? If Yes, please input "Yes." If No, please explain why not in the Explanations Memorandum Box. Yes Yes Yes Yes Yes Yes Yes










Differences in Reporting from the DFAST-14A Summary Schedule -- Up to 2014 (Please ensure the logic applies. If Yes, please input "Yes." If No, please explain why not in the Explanations Memorandum Box)








Explanations Memorandum Box


58 Does Line 1, "Common Stock and Related Surplus" = "Common Stock (Par Value)" (MDRM No. RCFD 3230) + "Surplus (Exclude All Surplus Related to Preferred Stock)" (MDRM No. RCFD 3829) of Balance Sheet Worksheet (DFAST-14A Summary Schedule)?




59 Does Line 2, "Retained Earnings" = "Retained Earnings" (MDRM No. RCFD 3632) of Balance Sheet Worksheet (DFAST-14A Summary Schedule)?



60 Does Line 12, “Other Equity Capital Components” = “Other Equity Capital Components” (MDRM No. RCFD A130) of Balance Sheet Worksheet (DFAST-14A Summary Schedule)?



61 Does Line 49, "Issuance of common stock" = "Total issuance of common stock" of Capital Worksheet (DFAST-14A Summary Schedule)?



62 Does Line 50, "Repurchases of common stock" = "Total share repurchases" of Capital Worksheet (DFAST-14A Summary Schedule)?



63 Does Line 51, "Net income (loss) attributable to bank" = "Net income (loss) attributable to bank" (MDRM No. RIAD 4340) of Capital Worksheet (DFAST-14A Summary Schedule)?



64 Does Line 52, "Cash dividends declared on preferred stock" = "Cash dividends declared on preferred stock" (MDRM No. RIAD 4470) of Capital Worksheet (DFAST-14A Summary Schedule)?



65 Does Line 53, "Cash dividends declared on common stock" = "Cash dividends declared on common stock" (MDRM No. RIAD 4460) of Capital Worksheet (DFAST-14A Summary Schedule)?













Data Completeness Check






66 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





















44 36 36 36 36 36 36

Lines 1-2 1 1 1 1 1 1 1


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Line 21 1 1 1 1 1 1 1



















Lines 24-33 1 1 1 1 1 1 1


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Lines 48-49 1 1 1 1 1 1 1


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Lines 52-56 1 1 1 1 1 1 1


1 1 1 1 1 1 1


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Lines 62-63 1 1 1 1 1 1 1


1 1 1 1 1 1 1










Lines 65-69 1 1 1 1 1 1 1


1 1 1 1 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 (Common Stock Check) 1 1 1 1 1 1 1

Baseline Scenarios check 0 0 0 0 0 0 0










Data validation (Summary Schedule)








1







1







1







1







1







1







1







1






Sheet 4: Exceptions Bucket Calc

DFAST-14A - Basel III & Dodd-Frank Schedule






"Exceptions Bucket" Calculator







B C D E F G H I


$ Millions $ Millions


Actual Projected


Q3 2012 Q4 2012 Q4 2013 Q4 2014 Q4 2015 Q4 2016 Q4 2017

Significant Investments in the Common Stock of Unconsolidated Financial Entities






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 After All Regulatory Adjustments Except Significant Investments, Mortgage Servicing Assets and Deferred Tax Assets Arising from Temporary Differences






5 Amount to be Deducted from Common Equity Tier 1 Due to 10% Limit
















Mortgage Servicing Assets






6 Total Mortgage Servicing Assets Classified as Intangible






7 Associated Deferred Tax Liabilities Which Would be Extinguished if the Intangible Becomes Impaired or Derecognized Under the Relevant Accounting Standards






8 Mortgage Servicing Assets Net of Related Deferred Tax Liabilities






9 Common Equity Tier 1 After All Regulatory Adjustments Except Significant Investments, Mortgage Servicing Assets and Deferred Tax Assets Arising from Temporary Differences






10 Amount to be Deducted from Common Equity Tier 1 Due to 10% Limit
















Deferred Tax Assets Due to Temporary Differences






11 Deferred Tax Assets Due to Temporary Differences, Net of Related Deferred Tax Liabilities






12 Common Equity Tier 1 After All Regulatory Adjustments Except Significant Investments, Mortgage Servicing Assets and Deferred Tax Assets Arising from Temporary Differences






13 Amount to be Deducted from Common Equity Tier 1 Due to 10% Limit
















Aggregate of Items Subject To The 15% Limit (Significant Investments, Mortgage Servicing Assets and Deferred Tax Assets Arising from Temporary Differences)






14 Outstanding Significant Investments in the Common Stock of Financial Entities Not Deducted Due to 10% Limit






15 Outstanding Mortgage Servicing Assets Not Deducted Due to 10% Limit






16 Outstanding Deferred Tax Assets Due To Temporary Differences Not Deducted Due to 10% Limit






17 Sum of Outstanding Significant Investments, Mortgage Servicing Assets and Deferred Tax Assets Arising from Temporary Differences Not Deducted Due to 10% Limit















18 15% Common Equity Tier 1 Limit (For Items Subject to 15% Threshold)






19 Deduction of Outstanding Items Subject to 15% Threshold Due to 15% Limit















20 Amount of 15% Limit Deduction Attributable to Mortgage Servicing Assets






21 Estimated Fair Value of Mortgage Servicing Assets






22 Additional Deduction from Common Equity Tier 1 Due to 10% Fair Value Limit of Mortgage Servicing Assets
















Data Completeness Check






23 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





















6 6 6 6 6 6 6











1 1 1 1 1 1 1


1 1 1 1 1 1 1















































1 1 1 1 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: RWA_Advanced

DFAST-14A - Basel III & Dodd-Frank Schedule







Risk-weighted Assets1, 2







B C D E F G H I


$ Millions $ Millions


Actual Projected


Q3 2012 Q4 2012 Q4 2013 Q4 2014 Q4 2015 Q4 2016 Q4 2017

Credit Risk (Including CCR and non-trading credit risk), with 1.06 scaling factor - Applicable to Advanced Approaches Banking Organizations






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 Approach
18 Unstressed VaR with Multipliers






19 Stressed VaR with Multipliers






20 Simple CVA Approach






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 Trading






28 Comprehensive Risk Measurement (CRM), Before Application of Surcharge






29 Standardized Measurement Method (100%) for Exposures Subject to CRM
30 CRM Floor Based on 100% of Standardized - Net Long






31 CRM Floor Based on 100% of Standardized - Net Short






32 Non-modeled Securitization
33 Net Long






34 Net Short






35 Other Market Risk






36 Total Market RWA
















Other






37 Other Capital Requirements






38 Operational Risk






39 Change in Risk-Weighted Assets Due to Impact of Basel III Definition of Capital















40 Total Risk-weighted Assets
















Data Completeness Check






41 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



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.













25 25 25 25 25 25 25




















1 1 1 1 1 1 1


1 1 1 1 1 1 1











1 1 1 1 1 1 1


1 1 1 1 1 1 1











1 1 1 1 1 1 1


1 1 1 1 1 1 1











1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1




















1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1





























1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1











1 1 1 1 1 1 1











1 1 1 1 1 1 1


1 1 1 1 1 1 1











1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 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: RWA_General

DFAST-14A - Basel III & Dodd-Frank Schedule

Risk-weighted Assets1, 2







B C D E F G H I


$ Millions $ Millions


Actual Projected


Q3 2012 Q4 2012 Q4 2013 Q4 2014 Q4 2015 Q4 2016 Q4 2017

Basel I Credit Risk (Including CCR and non-trading credit risk) - Applicable to All Banks






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 Trading






9 Comprehensive Risk Measurement (CRM), Before Application of Surcharge






10 Standardized Measurement Method (100%) for Exposures Subject to CRM
11 CRM Floor Based on 100% of Standardized - Net Long






12 CRM Floor Based on 100% of Standardized - Net Short






13 Non-modeled Securitization
14 Net Long






15 Net Short






16 Other Market Risk






17 Total Market RWA
















Other






18 Other Capital Requirements






19 Change in Risk-Weighted Assets Due to Impact of Basel III Definition of Capital















20 Total Risk-weighted Assets
















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



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.













14 14 14 14 14 14 14











1 1 1 1 1 1 1


1 1 1 1 1 1 1





























1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1


1 1 1 1 1 1 1











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1 1 1 1 1 1 1


1 1 1 1 1 1 1











1 1 1 1 1 1 1


1 1 1 1 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: Leverage Exposure

DFAST-14A - Basel III & Dodd-Frank Schedule








Leverage Exposure (quarterly averages)







B C D E F G H I


$ Millions $ Millions


Actual Projected


Q3 2012 Q4 2012 Q4 2013 Q4 2014 Q4 2015 Q4 2016 Q4 2017










Leverage Exposure for Tier 1 Leverage Ratio (Applicable to All Banks)















1 Average Total Assets






2 Amounts Deducted from Tier 1 Capital (Report as Negative)















3 Average Total Assets for Leverage Capital Purposes

























Leverage Exposure for Supplementary Leverage Ratio (Applicable to Advanced Approaches Banking Organizations)















4 On-Balance Sheet Derivatives






5 Derivatives, Potential Future Exposure






6 On-Balance Sheet Repo-Style Transactions






7 Other On-Balance Sheet Items (Excluding Derivatives and Repo-Style Transactions)






8 Off-Balance Sheet Items (Excluding Derivatives and Repo-Style Transactions)






9 Of Which: Unconditionally Cancellable Commitments Eligible for 10% Credit Conversion Factor






10 Of Which: All Other






11 Amounts Deducted from Tier 1 Capital (Report as Negative)















12 Total Leverage Exposure for Supplementary Leverage Ratio
















Data Completeness Check






13 Leverage Exposure for Tier 1 Leverage Ratio (applicable to all banks): 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
14 Leverage Exposure for Supplementary Leverage Ratio (applicable to advanced approaches banking organizations): 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







































2 2 2 2 2 2 2











1 1 1 1 1 1 1


1 1 1 1 1 1 1











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

Sheet 8: Planned Actions

DFAST-14A - Basel III & Dodd-Frank Schedule



















































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 BB BC BD BE BF BG BH




Action # Description Action Type Exposure Type RWA Type Q4 2012 Q4 2013 Q4 2014 Q4 2015 Q4 2016 Q4 2017 Total Confirm detailed description of action provided in separate attachment




Common Equity Tier 1 Tier 1 RWA Average Total Assets for Leverage Capital Purposes Total Leverage Exposure for Supplementary Leverage Ratio Balance Sheet Impact Common Equity Tier 1 Tier 1 RWA Average Total Assets for Leverage Capital Purposes Total Leverage Exposure for Supplementary Leverage Ratio Balance Sheet Impact Common Equity Tier 1 Tier 1 RWA Average Total Assets for Leverage Capital Purposes Total Leverage Exposure for Supplementary Leverage Ratio Balance Sheet Impact Common Equity Tier 1 Tier 1 RWA Average Total Assets for Leverage Capital Purposes Total Leverage Exposure for Supplementary Leverage Ratio Balance Sheet Impact Common Equity Tier 1 Tier 1 RWA Average Total Assets for Leverage Capital Purposes Total Leverage Exposure for Supplementary Leverage Ratio Balance Sheet Impact Common Equity Tier 1 Tier 1 RWA Average Total Assets for Leverage Capital Purposes Total Leverage Exposure for Supplementary Leverage Ratio Balance Sheet Impact Common Equity Tier 1 Tier 1 RWA Average Total Assets for Leverage Capital Purposes Total Leverage Exposure for Supplementary Leverage Ratio Balance Sheet Impact




1







































0 0 0 0 0 0





2







































0 0 0 0 0 0





3







































0 0 0 0 0 0





4







































0 0 0 0 0 0





5







































0 0 0 0 0 0





6







































0 0 0 0 0 0

actiontype exposuretype rwatype confirm
7







































0 0 0 0 0 0

asset run-off banking book equity investment counterparty credit Yes
8







































0 0 0 0 0 0

asset sale banking book securitization credit risk
9







































0 0 0 0 0 0

capital issuance banking book other market risk
10







































0 0 0 0 0 0

reduction of credit lines DTA operational risk
11







































0 0 0 0 0 0

RWA data remediation MSR NA
12







































0 0 0 0 0 0

RWA model implementation/improvement OTC derivatives

13







































0 0 0 0 0 0

unwind trading book correlation

14







































0 0 0 0 0 0

utilization of CCP trading book securitization

15







































0 0 0 0 0 0

other trading book other

16







































0 0 0 0 0 0


tier 1 common instruments

17







































0 0 0 0 0 0


non-common tier 1 instruments

18







































0 0 0 0 0 0


other

19







































0 0 0 0 0 0





20







































0 0 0 0 0 0





21







































0 0 0 0 0 0





22







































0 0 0 0 0 0





23







































0 0 0 0 0 0





24







































0 0 0 0 0 0





25







































0 0 0 0 0 0





26







































0 0 0 0 0 0





27







































0 0 0 0 0 0





28







































0 0 0 0 0 0





29







































0 0 0 0 0 0





30







































0 0 0 0 0 0





31







































0 0 0 0 0 0





32







































0 0 0 0 0 0





33







































0 0 0 0 0 0





34







































0 0 0 0 0 0





35







































0 0 0 0 0 0





36







































0 0 0 0 0 0





37







































0 0 0 0 0 0





38







































0 0 0 0 0 0





39







































0 0 0 0 0 0





40







































0 0 0 0 0 0





41







































0 0 0 0 0 0





42







































0 0 0 0 0 0





43







































0 0 0 0 0 0





44







































0 0 0 0 0 0





45







































0 0 0 0 0 0





46







































0 0 0 0 0 0





47







































0 0 0 0 0 0





48







































0 0 0 0 0 0





49







































0 0 0 0 0 0





50







































0 0 0 0 0 0





51







































0 0 0 0 0 0





52







































0 0 0 0 0 0





53







































0 0 0 0 0 0





54







































0 0 0 0 0 0





55







































0 0 0 0 0 0





56







































0 0 0 0 0 0





57







































0 0 0 0 0 0





58







































0 0 0 0 0 0





59







































0 0 0 0 0 0





60







































0 0 0 0 0 0





61







































0 0 0 0 0 0





62







































0 0 0 0 0 0





63







































0 0 0 0 0 0





64







































0 0 0 0 0 0





65







































0 0 0 0 0 0





66







































0 0 0 0 0 0





67







































0 0 0 0 0 0





68







































0 0 0 0 0 0





69







































0 0 0 0 0 0





70







































0 0 0 0 0 0





71







































0 0 0 0 0 0





72







































0 0 0 0 0 0





73







































0 0 0 0 0 0





74







































0 0 0 0 0 0





75







































0 0 0 0 0 0





76







































0 0 0 0 0 0





77







































0 0 0 0 0 0





78







































0 0 0 0 0 0





79







































0 0 0 0 0 0





80







































0 0 0 0 0 0





81







































0 0 0 0 0 0





82







































0 0 0 0 0 0





83







































0 0 0 0 0 0





84







































0 0 0 0 0 0





85







































0 0 0 0 0 0





86







































0 0 0 0 0 0





87







































0 0 0 0 0 0





88







































0 0 0 0 0 0





89







































0 0 0 0 0 0





90







































0 0 0 0 0 0





91







































0 0 0 0 0 0





92







































0 0 0 0 0 0





93







































0 0 0 0 0 0





94







































0 0 0 0 0 0





95







































0 0 0 0 0 0





96







































0 0 0 0 0 0





97







































0 0 0 0 0 0





98







































0 0 0 0 0 0





99







































0 0 0 0 0 0





100







































0 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






























































Reported changes from prior period















































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