FDIC DFAST-14A Summary Schedule Cover Sheet - Banks with $50 Billion or

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

Banks with $50 Billion or More in Assets Template(4).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

⚠️ Notice: This form may be outdated. More recent filings and information on OMB 3064-0189 can be found here:

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Overview

Summary Submission Cover Sheet
Income Statement Worksheet
Balance Sheet Worksheet
Capital Worksheet
Retail Bal. & Loss Projections
Retail Repurchase Worksheet
Retail ASC 310-30 Worksheet
Securities OTTI by CUSIP
Securities OTTI by Portfolio
Securities OTTI by Methodology
Securities AFS Market Shock
Securities Market Value Sources
Trading Worksheet
Counterparty Risk Worksheet
OpRisk Scenario Inputs
OpRisk Projected Losses
PPNR Projections Worksheet
PPNR NII Worksheet
PPNR Metrics Worksheet

Sheet 1: Summary Submission Cover Sheet

OMB Number 3064-NEW Expiration Date: 03/31/16 PAPERWORK REDUCTION ACT NOTICE Public reporting burden for this collection of information is estimated to be 1040 hours per response, including the time to gather data in the required form and to review instructions and complete the information collection. Send comments regarding this burden estimate or any other aspect of this collection of information, including suggestions for reducing the burden, to Paperwork Reduction Act Clearance Officer, Legal Division, Federal Deposit Insurance Corporation, 550 17th Street, N.W., Washington, D.C. 20429, or via e-mail to comments@fdic.gov; and to the Office of Management and Budget, Paperwork Reduction Project (3064-NEW), Washington, D.C. 20503. The Federal Deposit Insurance Corporation may not conduct or sponsor, and an organization (or a person) is not required to respond to, a collection of information unless it displays a currently valid OMB control number.

DFAST-14A Summary Schedule Cover Sheet

All Banks are expected to complete a version of the Summary template for each required scenario - Baseline, Adverse, Severely Adverse - and additional scenarios that are named accordingly.

Banks should complete all relevant cells in the corresponding worksheets, including this cover page. 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.



	Institution Name:	XYZ
	RSSD ID:
	CERT:	#####
	Source:	Bank
	Current Year:	2012	(Enter appropriate year)
	Planning Horizon Year 1:	2013
	Planning Horizon Year 2:	2014
	Submission Date (MM/DD/YYYY):		(Enter date)
	When Received:

	Please indicate the scenario associated with this submission using the following drop-down menu:
	Baseline





Baseline
Adverse
Severely Adverse
Bank Additional Scenario 1
Bank Additional Scenario 2
Bank Additional Scenario 3
Bank Additional Scenario 4
Bank Additional Scenario 5
Bank Additional Scenario 6
Bank Additional Scenario 7
Bank Additional Scenario 8
Bank Additional Scenario 9
Bank Additional Scenario 10

Sheet 2: Income Statement Worksheet

Bank Income Statement Worksheet: XYZ 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

	ACCRUAL LOAN LOSSES
1	Real Estate Loans (in Domestic Offices)	Sum of items 2, 5, 8, and 14	-	-	-	-	-	-	-	-	-	-	-	-	-
2	First Lien Mortgages	Sum of items 3 and 4	-	-	-	-	-	-	-	-	-	-	-	-	-
3	First Lien Mortgages			-	-	-	-	-	-	-	-	-	-	-	-
4	First Lien HELOAN			-	-	-	-	-	-	-	-	-	-	-	-
5	Second / Junior Lien Mortgages	Sum of items 6 and 7	-	-	-	-	-	-	-	-	-	-	-	-	-
6	Closed-End Junior Liens			-	-	-	-	-	-	-	-	-	-	-	-
7	HELOCs			-	-	-	-	-	-	-	-	-	-	-	-
8	CRE Loans	Sum of items 9, 10, and 11	-	-	-	-	-	-	-	-	-	-	-	-	-
9	Construction												-	-	-
10	Multifamily												-	-	-
11	Nonfarm, Non-residential	Sum of items 12 and 13	-	-	-	-	-	-	-	-	-	-	-	-	-
12	Owner-Occupied												-	-	-
13	Non-Owner-Occupied												-	-	-
14	Loans Secured by Farmland												-	-	-
15	Real Estate Loans (Not in Domestic Offices)	Sum of items 16, 17, 18, and 24	-	-	-	-	-	-	-	-	-	-	-	-	-
16	First Lien Mortgages			-	-	-	-	-	-	-	-	-	-	-	-
17	Second / Junior Lien Mortgages			-	-	-	-	-	-	-	-	-	-	-	-
18	CRE Loans	Sum of items 19, 20, and 21	-	-	-	-	-	-	-	-	-	-	-	-	-
19	Construction												-	-	-
20	Multifamily												-	-	-
21	Nonfarm, Non-residential	Sum of items 22 and 23	-	-	-	-	-	-	-	-	-	-	-	-	-
22	Owner-Occupied												-	-	-
23	Non-Owner-Occupied												-	-	-
24	Loans Secured by Farmland												-	-	-
25	C&I Loans	Sum of items 26 to 28	-	-	-	-	-	-	-	-	-	-	-	-	-
26	C&I Graded												-	-	-
27	Small Business (Scored/Delinquency Managed)			-	-	-	-	-	-	-	-	-	-	-	-
28	Business and Corporate Card			-	-	-	-	-	-	-	-	-	-	-	-
29	Credit Cards			-	-	-	-	-	-	-	-	-	-	-	-
30	Other Consumer	Sum of items 31, 32, 33, and 34	-	-	-	-	-	-	-	-	-	-	-	-	-
31	Auto Loans			-	-	-	-	-	-	-	-	-	-	-	-
32	Student Loans			-	-	-	-	-	-	-	-	-	-	-	-
33	Other loans backed by securities (non-purpose lending)												-	-	-
34	Other												-	-	-
35	Other Loans	Sum of items 36 to 40	-	-	-	-	-	-	-	-	-	-	-	-	-
36	Loans to Foreign Governments												-	-	-
37	Agricultural Loans												-	-	-
38	Loans for purchasing or carrying securities (secured or unsecured)												-	-	-
39	Loans to Depositories and Other Financial Institutions												-	-	-
40	All Other Loans and Leases	Sum of items 41 and 42	-	-	-	-	-	-	-	-	-	-	-	-	-
41	All Other Loans (exclude consumer loans)												-	-	-
42	All Other Leases												-	-	-
43	Total Loans and Leases	Sum of items 1, 15, 25, 29, 30, and 35	-	-	-	-	-	-	-	-	-	-	-	-	-

	LOSSES ASSOCIATED WITH HELD FOR SALE LOANS AND LOANS ACCOUNTED FOR UNDER THE FAIR VALUE OPTION
44	Real Estate Loans (in Domestic Offices)	Sum of items 45, 46, 47, and 48	-	-	-	-	-	-	-	-	-	-	-	-	-
45	First Lien Mortgages												-	-	-
46	Second / Junior Lien Mortgages												-	-	-
47	CRE Loans												-	-	-
48	Loans Secured by Farmland												-	-	-
49	Real Estate Loans (Not in Domestic Offices)	Sum of items 50, 51, and 52	-	-	-	-	-	-	-	-	-	-	-	-	-
50	Residential Mortgages												-	-	-
51	CRE Loans												-	-	-
52	Loans Secured by Farmland												-	-	-
53	C&I Loans												-	-	-
54	Credit Cards												-	-	-
55	Other Consumer												-	-	-
56	All Other Loans and Leases												-	-	-
57	Total Loans Held for Sale and Loans Accounted for under the Fair Value Option	Sum of items 44, 49, 53, 54, 55, and 56	-	-	-	-	-	-	-	-	-	-	-	-	-

	TRADING ACCOUNT															CHECK
58	Trading MTM Losses	Item 10 on Trading Worksheet (flipped sign)											-	-	-	Matches Item 10 on Trading Worksheet (flipped sign)
59	Trading Incremental Default Losses (Trading IDR)	Item 1 on Counterparty Risk Worksheet											-	-	-	Matches Item 1 on Counterparty Risk Worksheet
60	Counterparty Credit MTM Losses (CVA losses)	Item 2 on Counterparty Risk Worksheet											-	-	-	Matches Item 2 on Counterparty Risk Worksheet
61	Counterparty Incremental Default Losses (CCR IDR)	Item 3 on Counterparty Risk Worksheet											-	-	-	Matches Item 3 on Counterparty Risk Worksheet
62	Other CCR losses	Item 4 on Counterparty Risk Worksheet											-	-	-	Matches Item 4 on Counterparty Risk Worksheet
63	Total Trading and Counterparty	Sum of items 58, 59, 60, 61, and 62		-	-	-	-	-	-	-	-	-	-	-	-

	OTHER LOSSES
64	Goodwill impairment	riadc216		-	-	-	-	-	-	-	-	-	-	-	-
65	Valuation Adjustment for firm's own debt under fair value option (FVO)			-	-	-	-	-	-	-	-	-	-	-	-
66	Other losses (describe in supporting documentation)												-	-	-
67	Total Other Losses		-	-	-	-	-	-	-	-	-	-	-	-	-

68	Total Losses	Sum of items 43, 57, 63, and 67		-	-	-	-	-	-	-	-	-	-	-	-

	ALLOWANCE FOR LOAN and LEASE LOSSES
69	ALLL, prior quarter			-	-	-	-	-	-	-	-	-
70	Real Estate Loans (in Domestic Offices)	Sum of items 71, 75, and 79	-	-	-	-	-	-	-	-	-	-
71	Residential Mortgages		-	-	-	-	-	-	-	-	-	-
72	First Lien Mortgages
73	Closed-End Junior Liens
74	HELOCs
75	CRE Loans		-	-	-	-	-	-	-	-	-	-
76	Construction
77	Multifamily
78	Nonfarm, Non-residential
79	Loans Secured by Farmland
80	Real Estate Loans (Not in Domestic Offices)	Sum of items 81, 82, and 83	-	-	-	-	-	-	-	-	-	-
81	Residential Mortgages
82	CRE Loans
83	Farmland
84	C&I Loans	Sum of items 85, 86, and 87	-	-	-	-	-	-	-	-	-	-
85	C&I Graded
86	Small Business (Scored/Delinquency Managed)
87	Corporate and Business Cards
88	Credit Cards
89	Other Consumer
90	All Other Loans and Leases
91	Unallocated
92	Provisions during the quarter	riad4230	-	-	-	-	-	-	-	-	-	-	-	-	-
93	Real Estate Loans (in Domestic Offices)	Sum of items 94, 98, and 102	-	-	-	-	-	-	-	-	-	-	-	-	-
94	Residential Mortgages		-	-	-	-	-	-	-	-	-	-	-	-	-
95	First Lien Mortgages												-	-	-
96	Closed-End Junior Liens												-	-	-
97	HELOCs												-	-	-
98	CRE Loans		-	-	-	-	-	-	-	-	-	-	-	-	-
99	Construction												-	-	-
100	Multifamily												-	-	-
101	Nonfarm, Non-residential												-	-	-
102	Loans Secured by Farmland												-	-	-
103	Real Estate Loans (Not in Domestic Offices)	Sum of items 104, 105, and 106	-	-	-	-	-	-	-	-	-	-	-	-	-
104	Residential Mortgages												-	-	-
105	CRE Loans												-	-	-
106	Farmland												-	-	-
107	C&I Loans	Sum of items 108, 109, and 110	-	-	-	-	-	-	-	-	-	-	-	-	-
108	C&I Graded												-	-	-
109	Small Business (Scored/Delinquency Managed)												-	-	-
110	Corporate and Business Cards												-	-	-
111	Credit Cards												-	-	-
112	Other Consumer												-	-	-
113	All Other Loans and Leases												-	-	-
114	Unallocated												-	-	-
115	Net charge-offs during the quarter	Item 43	-	-	-	-	-	-	-	-	-	-	-	-	-
116	Other ALLL Changes	riadc233 less riad 5523											-	-	-
117	ALLL, current quarter	Items 69, 92, and 116 less item 115 = rcfd3123	-	-	-	-	-	-	-	-	-	-

	PRE-PROVISION NET REVENUE
118	Net interest income	PPNR Projections Worksheet Item 13		-	-	-	-	-	-	-	-	-	-	-	-
119	Noninterest income	PPNR Projections Worksheet Item 26		-	-	-	-	-	-	-	-	-	-	-	-
120	Noninterest expense	PPNR Projections Worksheet Item 38		-	-	-	-	-	-	-	-	-	-	-	-
121	Pre-Provision Net Revenue	Items 118 and 119 less item 120	-	-	-	-	-	-	-	-	-	-	-	-	-

	CONDENSED INCOME STATEMENT
122	Pre-Provision Net Revenue	Item 121	-	-	-	-	-	-	-	-	-	-	-	-	-
123	Provisions during the quarter	Item 92 = riad4230	-	-	-	-	-	-	-	-	-	-	-	-	-
124	Total Trading and Counterparty Losses	Item 63	-	-									-	-	-
125	Total Other Losses	Item 67	-	-	-	-	-	-	-	-	-	-	-	-	-
126	Other I/S items - describe in supporting documentation												-	-	-
127	Realized Gains (Losses) on available-for-sale securities (forecast = OTTI)	riad3196		-	-	-	-	-	-	-	-	-	-	-	-
128	Realized Gains (Losses) on held-to-maturity securities (forecast = OTTI)	riad3521		-	-	-	-	-	-	-	-	-	-	-	-
129	Income (loss) before taxes and extraordinary items	Sum of items 122, 126, 128, and 127, less items 123, 124, and 125 =riad4301	-	-	-	-	-	-	-	-	-	-	-	-	-

130	Applicable income taxes (foreign and domestic)	riad4302											-	-	-
131	Income (loss) before extraordinary items and other adjustments	Item 129 less item 130 =riad4300	-	-	-	-	-	-	-	-	-	-	-	-	-

132	Extraordinary items and other adjustments, net of income taxes	riad4320											-	-	-
133	Net income (loss) attributable to bank and minority interests	Sum of items 131 and 132 = riadg104	-	-	-	-	-	-	-	-	-	-	-	-	-

134	Net income (loss) attributable to minority interests	riadg103											-	-	-
135	Net income (loss) attributable to bank	Item 57 less item 58 = riad4340 (must match item 4 on the Capital Worksheet)	-	-	-	-	-	-	-	-	-	-	-	-	-

136	Effective Tax Rate (%)	Item 130 divided by item 131, multiplied by 100	-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-

	REPURCHASE RESERVE/LIABILITY FOR MORTGAGE REPS AND WARRANTIES
137	Reserve, prior quarter			-	-	-	-	-	-	-	-	-
138	Provisions during the quarter			-	-	-	-	-	-	-	-	-	-	-	-
139	Net charges during the quarter			-	-	-	-	-	-	-	-	-	-	-	-
140	Reserve, current quarter	Items 137 and 138 less item 139	-	-	-	-	-	-	-	-	-	-

Sheet 3: Balance Sheet Worksheet

Bank Balance Sheet Worksheet: XYZ 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)	rcfd1754
2	Available for Sale (AFS)	rcfd1773
3	Total Securities	Sum of items 1 and 2	-	-	-	-	-	-	-	-	-	-

	Total Loans and Leases
4	Real Estate Loans (in Domestic Offices)	Sum of items 5, 8, 11, and 17	-	-	-	-	-	-	-	-	-	-
5	First Lien Mortgages	Sum of items 6 and 7 = rcon5367	-	-	-	-	-	-	-	-	-	-
6	First Lien Mortgages
7	First Lien HELOAN
8	Second / Junior Lien Mortgages	Sum of items 9 and 10 = rcon5368	-	-	-	-	-	-	-	-	-	-
9	Closed-End Junior Liens	= rcon5368
10	HELOCs	= rcon1797
11	CRE Loans	Sum of items 12, 13, and 14	-	-	-	-	-	-	-	-	-	-
12	Construction	= sum of rconf158 and rconf159
13	Multifamily	= rcon1460
14	Nonfarm, Non-residential	Sum of items 15 and 16	-	-	-	-	-	-	-	-	-	-
15	Owner-Occupied	= rconf160
16	Non-Owner-Occupied	= rconf161
17	Loans Secured by Farmland	= rcon1420
18	Real Estate Loans (Not in Domestic Offices)	Sum of items 19, 20, 21, and 27	-	-	-	-	-	-	-	-	-	-
19	First Lien Mortgages
20	Second / Junior Lien Mortgages
21	CRE Loans	Sum of items 22, 23, and 24	-	-	-	-	-	-	-	-	-	-
22	Construction
23	Multifamily
24	Nonfarm, Non-residential	Sum of items 25 and 26	-	-	-	-	-	-	-	-	-	-
25	Owner-Occupied
26	Non-Owner-Occupied
27	Loans Secured by Farmland
28	C&I Loans	Sum of items 29 to 32	-	-	-	-	-	-	-	-	-	-
29	C&I Graded
30	Small Business (Scored/Delinquency Managed)
31	Corporate Card
32	Business Card
33	Credit Cards	Sum of items 34 and 35	-	-	-	-	-	-	-	-	-	-
34	Charge Card
35	Bank Card
36	Other Consumer	Sum of items 37, 38, 39, and 40	-	-	-	-	-	-	-	-	-	-
37	Auto Loans	= rcfdk137
38	Student Loans
39	Other loans backed by securities (non-purpose lending)
40	Other
41	Other Loans and Leases	Sum of items 42 to 46	-	-	-	-	-	-	-	-	-	-
42	Loans to Foreign Governments	= rcfd2081
43	Agricultural Loans	= rcfd1590
44	Loans for purchasing or carrying securities (secured or unsecured)	= rcon1545
45	Loans to Depositories and Other Financial Institutions	= rcfdb532+ rcfdb533+ rcfdb534+ rcfdb536+ rcfdb537+ rcfdj454
46	All Other Loans and Leases	Sum of items 47 and 48	-	-	-	-	-	-	-	-	-	-
47	All Other Loans (exclude consumer loans)	= rconj451
48	All Other Leases	= rconf163
49	Total Loans and Leases	Sum of items 4, 18, 28, 33, 36, and 41	-	-	-	-	-	-	-	-	-	-

	ACCRUAL LOANS
50	Real Estate Loans (in Domestic Offices)	Sum of items 51, 54, 57, and 63	-	-	-	-	-	-	-	-	-	-
51	First Lien Mortgages	Sum of items 52 and 53	-	-	-	-	-	-	-	-	-	-
52	First Lien Mortgages			-	-	-	-	-	-	-	-	-
53	First Lien HELOAN			-	-	-	-	-	-	-	-	-
54	Second / Junior Lien Mortgages	Sum of items 55 and 56	-	-	-	-	-	-	-	-	-	-
55	Closed-End Junior Liens			-	-	-	-	-	-	-	-	-
56	HELOCs			-	-	-	-	-	-	-	-	-
57	CRE Loans	Sum of items 58, 59, and 60	-	-	-	-	-	-	-	-	-	-
58	Construction
59	Multifamily
60	Nonfarm, Non-residential	Sum of items 61 and 62	-	-	-	-	-	-	-	-	-	-
61	Owner-Occupied
62	Non-Owner-Occupied
63	Loans Secured by Farmland
64	Real Estate Loans (Not in Domestic Offices)	Sum of items 65, 66, 67, and 73	-	-	-	-	-	-	-	-	-	-
65	First Lien Mortgages			-	-	-	-	-	-	-	-	-
66	Second / Junior Lien Mortgages			-	-	-	-	-	-	-	-	-
67	CRE Loans	Sum of items 68, 69, and 70	-	-	-	-	-	-	-	-	-	-
68	Construction
69	Multifamily
70	Nonfarm, Non-residential	Sum of items 71 and 72	-	-	-	-	-	-	-	-	-	-
71	Owner-Occupied
72	Non-Owner-Occupied
73	Loans Secured by Farmland
74	C&I Loans	Sum of items 75, 76, and 77	-	-	-	-	-	-	-	-	-	-
75	C&I Graded
76	Small Business (Scored/Delinquency Managed)			-	-	-	-	-	-	-	-	-
77	Business and Corporate Card			-	-	-	-	-	-	-	-	-
78	Credit Cards			-	-	-	-	-	-	-	-	-
79	Other Consumer	Sum of items 80, 81, 82, and 83	-	-	-	-	-	-	-	-	-	-
80	Auto Loans			-	-	-	-	-	-	-	-	-
81	Student Loans			-	-	-	-	-	-	-	-	-
82	Other loans backed by securities (non-purpose lending)
83	Other
84	Other Loans and Leases	Sum of items 85 to 89	-	-	-	-	-	-	-	-	-	-
85	Loans to Foreign Governments
86	Agricultural Loans
87	Loans for purchasing or carrying securities (secured or unsecured)
88	Loans to Depositories and Other Financial Institutions
89	All Other Loans and Leases	Sum of items 90 and 91	-	-	-	-	-	-	-	-	-	-
90	All Other Loans (exclude consumer loans)
91	All Other Leases
92	Total Loans and Leases	Sum of items 50, 64, 74, 78, 79, and 84	-	-	-	-	-	-	-	-	-	-

	Loans Held for Sale and Loans Accounted for under the Fair Value Option
93	Real Estate Loans (in Domestic Offices)	Sum of items 94, 95, 96, and 97	-	-	-	-	-	-	-	-	-	-
94	First Lien Mortgages	Item 5 less 51	-	-	-	-	-	-	-	-	-	-
95	Second / Junior Lien Mortgages	Item 8 less 54	-	-	-	-	-	-	-	-	-	-
96	CRE Loans	Item 11 less 57	-	-	-	-	-	-	-	-	-	-
97	Loans Secured by Farmland	Item 17 less 63	-	-	-	-	-	-	-	-	-	-
98	Real Estate Loans (Not in Domestic Offices)	Sum of items 99, 100, and 101	-	-	-	-	-	-	-	-	-	-
99	Residential Mortgages	Items 19 and 20 less 65 and 66	-	-	-	-	-	-	-	-	-	-
100	CRE Loans	Item 21 less 67	-	-	-	-	-	-	-	-	-	-
101	Loans Secured by Farmland	Item 27 less 73	-	-	-	-	-	-	-	-	-	-
102	C&I Loans	Item 28 less 74	-	-	-	-	-	-	-	-	-	-
103	Credit Cards	Item 33 less 78	-	-	-	-	-	-	-	-	-	-
104	Other Consumer	Item 36 less 79	-	-	-	-	-	-	-	-	-	-
105	Other Loans and Leases	Item 41 less 84	-	-	-	-	-	-	-	-	-	-
106	Total Loans Held for Sale and Loans Accounted for under the Fair Value Option	Sum of items 93, 98, 102, 103, 104, and 105	-	-	-	-	-	-	-	-	-	-

107	Unearned Income on Loans	rcfd2123
108	Allowance for Loan and Lease Losses	rcfd3123	-	-	-	-	-	-	-	-	-	-
109	Loans and Leases (Held for Investment and Held for Sale), Net of Unearned Income and Allowance for Loan and Lease Losses	Item 49 less items 107 and 108 = rcfdb529	-	-	-	-	-	-	-	-	-	-

	TRADING
110	Trading Assets	rcfd3545

	INTANGIBLES
111	Goodwill	rcfd3163
112	Mortgage Servicing Rights	rcfd3164
113	Purchased Credit Card Relationships and Nonmortgage Servicing Rights	rcfdb026
114	All Other Identifiable Intangible Assets	rcfd5507
115	Total Intangible Assets	Sum of items 111 to 114	-	-	-	-	-	-	-	-	-	-

	OTHER
116	Premises and Fixed Assets	rcfd2145
117	OREO	Sum of items 118 to 120 = rcfd2150	-	-	-	-	-	-	-	-	-	-
118	Commercial
119	Residential
120	Farmland
121	Collateral Underlying Operating Leases for Which the Bank is the Lessor (1)	Sum of items 122 and 123	-	-	-	-	-	-	-	-	-	-
122	Autos
123	Other
124	Other Assets	rcfd0081 + rcfd0395 + rcfd0397 + rconb987 + rcfdb989 + rcfd2130 + rcfd3656 + rcfd2160 less item 121
125	Total Other	Sum of items 116, 117, 121, and 124	-	-	-	-	-	-	-	-	-	-

126	TOTAL ASSETS	Sum of items 3, 109, 110, 115, and 125 = rcfd2170	-	-	-	-	-	-	-	-	-	-

Liabilities

127	Deposits	rcon6631 + rcon6636 + rcfn6631 + rcfn6636
128	Trading Liabilities	rcfd3548
129	Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS Issued by Consolidated Special Purpose Entities
130	Other Liabilities	rconb993 + rcfdb995 + rcfd3190 +rcfd3200 +rcfd2930
131	Memo: Allowance for off-balance sheet credit exposures	rconb557
132	Total Liabilities	Sum of items 127 to 130 = rcfd2948

Equity Capital

133	Perpetual Preferred Stock and Related Surplus	rcfd3838
134	Common Stock (Par Value)	rcfd3230
135	Surplus (Exclude All Surplus Related to Preferred Stock)	rcfd3839
136	Retained Earnings	rcfd3632
137	Accumulated Other Comprehensive Income (AOCI)	rcfdb530
138	Other Equity Capital Components	rcfda130
139	Total Bank Equity Capital	Sum of items 133 to 138 = rcfd3210 (must equal item 17 of the RI-A section on the Capital Worksheet)	-	-	-	-	-	-	-	-	-	-

140	Noncontrolling (Minority) Interests in Consolidated Subsidiaries	rcfd3000
141	Total Equity Capital	Sum of items 139 and 140 = rcfdg105	-	-	-	-	-	-	-	-	-	-

Other

142	Unused Commercial Lending Commitments and Letters of Credit	rcfd164 + rcfdf165 + rcfd6550 + 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	1	1	1	1	1	1	1	1	1
	Balance Sheet		1	1	1	1	1	1	1	1	1	1



	Footnotes to the Balance Sheet Worksheet
(1)	Refers to the balance sheet carrying amount of any equipment or other asset rented to others under operating leases, net of accumulated depreciation. The total should correspond to the amount provided in Call Report Schedule RC-F Line 6, item 14 in the instructions. The amount included should only reflect collateral rented under operating leases and not include collateral subject to capital/ financing type leases.

Sheet 4: Capital Worksheet

Bank Capital Worksheet: XYZ 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 RI-A—Changes in Bank Equity Capital
1	Total bank equity capital most recently reported for the end of previous QUARTER	riad3217		-	-	-	-	-	-	-	-	-	-	-	-
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		-	-	-	-	-	-	-	-	-	-	-	-
4	Net income (loss) attributable to bank	Must match item 135 on the Income Statement Worksheet = riad4340											-	-	-
	Sale of perpetual preferred stock (excluding treasury stock transactions):
5	Sale of perpetual preferred stock, gross												-	-	-
6	Conversion or retirement of perpetual preferred stock												-	-	-
	Sale of common stock:
7	Sale of common stock, gross												-	-	-
8	Conversion or retirement of common stock												-	-	-
9	Sale of treasury stock												-	-	-
10	Purchase of treasury stock												-	-	-
11	Changes incident to business combinations, net	riad4356											-	-	-
12	Cash dividends declared on preferred stock	riad4470											-	-	-
13	Cash dividends declared on common stock	riad4460											-	-	-
14	Other comprehensive income	riadb511											-	-	-
15	Change in the offsetting debit to the liability for Employee Stock Ownership Plan (ESOP) debt guaranteed by the bank												-	-	-
16	Other adjustments to equity capital (not included above)*												-	-	-
17	Total bank equity capital end of current period (sum of items 3, 4, 5, 6, 7, 8, 9, 11, 14, 15, 16, less items 10, 12, 13)	Must match item 139 on the Balance Sheet Worksheet = riad3210											-	-	-

	Schedule RC-R—Regulatory Capital
	*Tier 1 capital*
18	Total bank equity capital	Item 17 =rcfd3210	-	-	-	-	-	-	-	-	-	-
19	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
20	Net unrealized loss on available-for-sale equity securities (report loss as a positive value)	rcfda221
21	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
22	Nonqualifying perpetual preferred stock	rcfdb588
23	Qualifying Class A noncontrolling (minority) interests in consolidated subsidiaries	rcfdb589
24	Qualifying restricted core capital elements (other than cumulative perpetual preferred stock)
25	Qualifying mandatory convertible preferred securities of internationally active bank holding companies
26	Disallowed goodwill and other disallowed intangible assets	rcfd590
27	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's own creditworthiness (if a net gain, report as a positive value; if a net loss, report as a negative value)	rcfd264
28	Subtotal (sum of items 18, 23, 24, 25, less items 19, 20, 21, 22, 26, 27)
29	Disallowed servicing assets and purchased credit card relationships	rcfdb591
30	Disallowed deferred tax assets	rcfd5610
31	Other additions to (deductions from) Tier 1 capital**	rcfdb592
32	Tier 1 capital (sum of items 28 and 31, less items 29 and 30)	rcfd8274

33	Total risk-weighted assets	rcfda223


	REGULATORY CAPITAL AND RATIOS
34	Tier 1 Common Capital***
35	Tier 1 Capital	rcfd8274
36	Total Risk-Based Capital	rcfd3792
37	Risk-Weighted Assets	Item 33 = rcfda223	-	-	-	-	-	-	-	-	-	-
38	Average Total Assets for Leverage Capital Purposes	rcfda224

39	Tier 1 Common Ratio (%)	Tier 1 Common/RWA100*	-	-	-	-	-	-	-	-	-	-
40	Tier 1 Ratio (%)	Tier 1 Capital/RWA100*	-	-	-	-	-	-	-	-	-	-
41	Total Risk-Based Capital Ratio (%)	Total Risk-Based Capital/RWA100*	-	-	-	-	-	-	-	-	-	-
42	Tier 1 Leverage Ratio (%)	Tier 1 Capital/Average Total Assets100*	-	-	-	-	-	-	-	-	-	-

	Schedule RC-R — Memoranda
	Preferred stock (including related surplus) eligible for inclusion in Tier 1 capital:
43	Noncumulative perpetual preferred stock
44	Other noncumulative preferred stock eligible for inclusion in Tier 1 capital (e.g., REIT preferred securities)
45	Other cumulative preferred stock eligible for inclusion in Tier 1 capital (excluding TruPS)
	Treasury stock (including offsetting debit to the liability for ESOP debt):
46	In the form of perpetual preferred stock
47	In the form of common stock
	Restricted core capital elements included in Tier 1 capital:
48	Qualifying Class B noncontrolling (minority) interest
49	Qualifying Class C noncontrolling (minority) interest)
50	Qualifying cumulative perpetual preferred stock
51	Qualifying TruPS
52	Goodwill net of any associated deferred tax liability

	Schedule RC-F—Other Assets
53	Net deferred tax assets	rcfd2148

	Schedule RC-G—Other Liabilities
54	Net deferred tax liabilities	rcfd3049

	Schedule RC-M—Memoranda
55	Total number of bank holding company common shares outstanding
	Issuances associated with the U.S. Department of Treasury Capital Purchase Program:
56	Senior perpetual preferred stock or similar items
57	Warrants to purchase common stock or similar items

	Disallowed Deferred Tax Assets Calculation (Schedule RC-R Instructions)
58	(a) Enter the tier 1 subtotal	Item 28
59	(b) Enter 10% of the tier 1 subtotal	10% of Item 58		-	-	-	-	-	-	-	-	-
60	(c) Enter the amount of of deferred tax assets to be used when calculating the regulatory capital limit
61	Enter any optional adjustment made to item 53 in item 60 as allowed in the Call Report instructions	Item 53 less items 54 and 60		-	-	-	-	-	-	-	-	-
62	(d) Enter the amount of taxes previously paid that the bank could recover through loss carrybacks if the bank's temporary differences (both deductible and taxable) fully reverse at the report date****
63	(e) Amount of deferred tax assets that is dependent upon future taxable income	max(item 60 less item 62, 0)		-	-	-	-	-	-	-	-	-
64	(f) Enter the portion of (e) that the bank 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
65	(g) Enter minimum of (f) and (b)	min(item 64, item 59)		-	-	-	-	-	-	-	-	-
66	(h) Subtract (g) from (e), cannot be less than 0 (must equal item 30)	max(item 63 less item 65, 0)		-	-	-	-	-	-	-	-	-
67	Future taxes paid used to determine item 64
68	Future taxable income consistent with item 64*****

	Supplemental Capital Action Information (report in $Millions unless otherwise noted)******
69	Cash dividends declared on common stock
70	Common shares outstanding (Millions)
71	Common dividends per share ($)	Item 69 divided by item 70		-	-	-	-	-	-	-	-	-

72	Issuance of common stock for employee compensation
73	Other issuance of common stock
74	Total issuance of common stock	Sum of items 72 and 73		-	-	-	-	-	-	-	-	-

75	Share repurchases to offset issuance for employee compensation
76	Other share repurchase
77	Total share repurchases	Sum of items 75 and 76		-	-	-	-	-	-	-	-	-


(*)	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. Specifically, non-common elements must include the following items captured in the Call Report: Schedule RC, line item 23 net of Schedule RC-R, line item 5; Schedule RC-R line item 6 and line item 10.

(****)	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 62 as follows:
	Taxes paid during fiscal year ended 2010
	Taxes paid during fiscal year ended 2011
	Taxes paid during the 9 months ended 9/30/12

(*****)	Please provide historical data related to item 68 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 RI-A projections (i.e., allocate the capital actions among the RI-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	1	1	1	1	1	1	1	1	1
	Disallowed DTA		1	1	1	1	1	1	1	1	1	1



y
n

Sheet 5: Retail Bal. & Loss Projections

Bank Retail Balance and Loss Projection Worksheet: XYZ in Baseline

		Actual in $Millions	Projected in $Millions
Item		Q3 2012	Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014
	First Lien Mortgages (in Domestic Offices)
1	Balances
2	New originations
3	Paydowns
4	Asset Purchases
5	Asset Sales
6	Loan Losses
7	Cumulative interim loan losses - Non PCI
8	Cumulative interim loan losses - PCI
	First Lien HELOANs (in Domestic Offices)
9	Balances
10	New originations
11	Paydowns
12	Asset Purchases
13	Asset Sales
14	Loan Losses
15	Cumulative interim loan losses - Non PCI
16	Cumulative interim loan losses - PCI
	Closed-End Junior Liens (in Domestic Offices)
17	Balances
18	New originations
19	Paydowns
20	Asset Purchases
21	Asset Sales
22	Loan Losses
23	Cumulative interim loan losses - Non PCI
24	Cumulative interim loan losses - PCI
	HELOCs (in Domestic Offices)
25	Balances
26	Paydowns
27	Asset Purchases
28	Asset Sales
29	Loan Losses
30	Cumulative interim loan losses - Non PCI
31	Cumulative interim loan losses - PCI
	First Lien Mortgages and HELOANs (International)
32	Balances
33	New originations
34	Paydowns
35	Asset Purchases
36	Asset Sales
37	Loan Losses
38	Cumulative interim loan losses - Non PCI
39	Cumulative interim loan losses - PCI
	Closed-End Junior Liens and HELOCs (International)
40	Balances
41	New originations
42	Paydowns
43	Asset Purchases
44	Asset Sales
45	Loan Losses
46	Cumulative interim loan losses - Non PCI
47	Cumulative interim loan losses - PCI
	Corporate Card (Domestic)
48	Balances
49	Paydowns
50	Asset Purchases
51	Asset Sales
52	Loan Losses
	Business Card (Domestic)
53	Balances
54	Paydowns
55	Asset Purchases
56	Asset Sales
57	Loan Losses
	Charge Card (Domestic)
58	Balances	-	-	-	-	-	-	-	-	-	-
59	Balance from vintages < 4Q12
60	Balance from vintage 4Q12-4Q13
61	Balance from vintage 2014
62	Paydowns
63	Asset Purchases
64	Asset Sales
65	Loan Losses
	Bank Card (Domestic)
66	Balances	-	-	-	-	-	-	-	-	-	-
67	Balance from vintages < 4Q12
68	Balance from vintage 4Q12-4Q13
69	Balance from vintage 2014
70	Paydowns
71	Asset Purchases
72	Asset Sales
73	Loan Losses
	Business and Corporate Card (International)
74	Balances
75	Paydowns
76	Asset Purchases
77	Asset Sales
78	Loan Losses
	Bank and Charge Card (International)
79	Balances
80	Paydowns
81	Asset Purchases
82	Asset Sales
83	Loan Losses
	Auto Loans (Domestic)
84	Balances
85	New originations
86	Paydowns
87	Asset Purchases
88	Asset Sales
89	Loan Losses
	Auto Loans (International)
90	Balances
91	New originations
92	Paydowns
93	Asset Purchases
94	Asset Sales
95	Loan Losses
	Auto Leases (Domestic)
96	Balances
97	New originations
98	Paydowns
99	Asset Purchases
100	Asset Sales
101	Loan Losses
	Auto Leases (International)
102	Balances
103	New originations
104	Paydowns
105	Asset Purchases
106	Asset Sales
107	Loan Losses
	Student Loan
108	Balances
109	New originations
110	Paydowns
111	Asset Purchases
112	Asset Sales
113	Loan Losses
	Small Business Loan - Scored (Domestic)
114	Balances
115	New originations
116	Paydowns
117	Asset Purchases
118	Asset Sales
119	Loan Losses
	Small Business Loan - Scored (International)
120	Balances
121	New originations
122	Paydowns
123	Asset Purchases
124	Asset Sales
125	Loan Losses
	Other Consumer Loan (Domestic)
126	Balances
127	New originations
128	Paydowns
129	Asset Purchases
130	Asset Sales
131	Loan Losses
	Other Consumer Loan (International)
132	Balances
133	New originations
134	Paydowns
135	Asset Purchases
136	Asset Sales
137	Loan Losses

Sheet 6: Retail Repurchase Worksheet

Bank Retail Repurchase Worksheet: XYZ in Baseline

Scenarios for which row should be reported

Table A.1 LOANS SOLD TO FANNIE MAE, Bank ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE A.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

Unallocated

Total

Original UPB

Baseline Only

Original UPB (Excluding Exempt Population)

Baseline Only

Outstanding UPB (Excluding Exempt Population)

Baseline Only

Delinquency Validity Check

Delinquency Status as of 3Q (Excluding Exempt Population)

Current

Baseline Only

Past due 30 to 89 days

Baseline Only

Past due 90 to 179 days

Baseline Only

Past due 180+ days

Baseline Only

Net Credit Loss Realized to-date (Excluding Exempt Population)

Baseline Only

Repurchase Requests Outstanding (Excluding Exempt Population)

Baseline Only

Estimated Lifetime Net Credit Losses (Excluding Exempt Population)

All Scenarios

Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

All Scenarios

Table A.2 LOANS SOLD TO FANNIE MAE, Bank UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE A.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

Unallocated

Total

Original UPB

Baseline Only

Original UPB (Excluding Exempt Population)

Baseline Only

Outstanding UPB (Excluding Exempt Population)

Baseline Only

Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

All Scenarios

Table A.3 Loss Projections for LOANS SOLD TO FANNIE MAE

$Millions

Projected in $Millions

Projection Validity Check

Q4-2012

Q1-2013

Q2-2013

Q3-2013

Q4-2013

Q1-2014

Q2-2014

Q3-2014

Q4-2014

2015 or Later

Total

Projected Future Losses to Bank Charged to Repurchase Reserve

All Scenarios

Table B.1 LOANS SOLD TO FREDDIE MAC, Bank ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE B.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

Unallocated

Total

Original UPB

Baseline Only

Original UPB (Excluding Exempt Population)

Baseline Only

Outstanding UPB (Excluding Exempt Population)

Baseline Only

Delinquency Validity Check

Delinquency Status as of 3Q (Excluding Exempt Population)

Current

Baseline Only

Past due 30 to 89 days

Baseline Only

Past due 90 to 179 days

Baseline Only

Past due 180+ days

Baseline Only

Net Credit Loss Realized to-date (Excluding Exempt Population)

Baseline Only

Repurchase Requests Outstanding (Excluding Exempt Population)

Baseline Only

Estimated Lifetime Net Credit Losses (Excluding Exempt Population)

All Scenarios

Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

All Scenarios

Table B.2 LOANS SOLD TO FREDDIE MAC, Bank UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE B.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

Unallocated

Total

Original UPB

Baseline Only

Original UPB (Excluding Exempt Population)

Baseline Only

Outstanding UPB (Excluding Exempt Population)

Baseline Only

Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

All Scenarios

Table B.3 Loss Projections for LOANS SOLD TO FREDDIE MAC

$Millions

Projected in $Millions

Projection Validity Check

Q4-2012

Q1-2013

Q2-2013

Q3-2013

Q4-2013

Q1-2014

Q2-2014

Q3-2014

Q4-2014

2015 or Later

Total

Projected Future Losses to Bank Charged to Repurchase Reserve

All Scenarios

Table C.1 LOANS INSURED BY THE US GOVERNMENT (e.g. FHA, VA), BANK ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE C.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

Unallocated

Total

Original UPB

Baseline Only

Original UPB (Excluding Exempt Population)

Baseline Only

Outstanding UPB (Excluding Exempt Population)

Baseline Only

Delinquency Validity Check

Delinquency Status as of 3Q (Excluding Exempt Population)

Current

Baseline Only

Past due 30 to 89 days

Baseline Only

Past due 90 to 179 days

Baseline Only

Past due 180+ days

Baseline Only

Net Credit Loss Realized to-date (Excluding Exempt Population)

Baseline Only

Repurchase Requests Outstanding (Excluding Exempt Population)

Baseline Only

Loss to-date due to Denied Insurance

Baseline Only

Estimated Lifetime Net Credit Losses (Excluding Exempt Population)

All Scenarios

Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

All Scenarios

Table C.2 LOANS INSURED BY THE US GOVERNMENT (e.g. FHA, VA), BANK UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE C.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

Unallocated

Total

Original UPB

Baseline Only

Original UPB (Excluding Exempt Population)

Baseline Only

Outstanding UPB (Excluding Exempt Population)

Baseline Only

Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

All Scenarios

Table C.3 Loss Projections for LOANS INSURED BY THE US GOVERNMENT (e.g. FHA, VA)

$Millions

Projected in $Millions

Projection Validity Check

Q4-2012

Q1-2013

Q2-2013

Q3-2013

Q4-2013

Q1-2014

Q2-2014

Q3-2014

Q4-2014

2015 or Later

Total

Projected Future Losses to Bank Charged to Repurchase Reserve

All Scenarios

Table D.1 LOANS SECURITIZED WITH MONOLINE INSURANCE, BANK ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE D.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

Unallocated

Total

Original UPB

Baseline Only

Original UPB (Excluding Exempt Population)

Baseline Only

Outstanding UPB (Excluding Exempt Population)

Baseline Only

Delinquency Validity Check

Delinquency Status as of 3Q (Excluding Exempt Population)

Current

Baseline Only

Past due 30 to 89 days

Baseline Only

Past due 90 to 179 days

Baseline Only

Past due 180+ days

Baseline Only

Net Credit Loss Realized to-date (Excluding Exempt Population)

Baseline Only

Repurchase Requests Outstanding (Excluding Exempt Population)

Baseline Only

Estimated Lifetime Net Credit Losses (Excluding Exempt Population)

All Scenarios

Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

All Scenarios

Table D.2 LOANS SECURITIZED WITH MONOLINE INSURANCE, BANK UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE D.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

Unallocated

Total

Original UPB

Baseline Only

Original UPB (Excluding Exempt Population)

Baseline Only

Outstanding UPB (Excluding Exempt Population)

Baseline Only

Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

All Scenarios

Table D.3 Loss Projections for LOANS SECURITIZED WITH MONOLINE INSURANCE

$Millions

Projected in $Millions

Projection Validity Check

Q4-2012

Q1-2013

Q2-2013

Q3-2013

Q4-2013

Q1-2014

Q2-2014

Q3-2014

Q4-2014

2015 or Later

Total

Projected Future Losses to Bank Charged to Repurchase Reserve

All Scenarios

Table E.1 LOANS SECURITIZED WITHOUT MONOLINE INSURANCE, BANK ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE E.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

Unallocated

Total

Original UPB

Baseline Only

Original UPB (Excluding Exempt Population)

Baseline Only

Outstanding UPB (Excluding Exempt Population)

Baseline Only

Delinquency Validity Check

Delinquency Status as of 3Q (Excluding Exempt Population)

Current

Baseline Only

Past due 30 to 89 days

Baseline Only

Past due 90 to 179 days

Baseline Only

Past due 180+ days

Baseline Only

Net Credit Loss Realized to-date (Excluding Exempt Population)

Baseline Only

Repurchase Requests Outstanding (Excluding Exempt Population)

Baseline Only

Estimated Lifetime Net Credit Losses (Excluding Exempt Population)

All Scenarios

Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

All Scenarios

Table E.2 LOANS SECURITIZED WITHOUT MONOLINE INSURANCE, BANK UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE E.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

Unallocated

Total

Original UPB

Baseline Only

Original UPB (Excluding Exempt Population)

Baseline Only

Outstanding UPB (Excluding Exempt Population)

Baseline Only

Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

All Scenarios

Table E.3 Loss Projections for LOANS SECURITIZED WITHOUT MONOLINE INSURANCE

$Millions

Projected in $Millions

Projection Validity Check

Q4-2012

Q1-2013

Q2-2013

Q3-2013

Q4-2013

Q1-2014

Q2-2014

Q3-2014

Q4-2014

2015 or Later

Total

Projected Future Losses to Bank Charged to Repurchase Reserve

All Scenarios

Table F.1 WHOLE LOANS SOLD, BANK ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE F.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

Unallocated

Total

Original UPB

Baseline Only

Original UPB (Excluding Exempt Population)

Baseline Only

Outstanding UPB (Excluding Exempt Population)

Baseline Only

Delinquency Validity Check

Delinquency Status as of 3Q (Excluding Exempt Population)

Current

Baseline Only

Past due 30 to 89 days

Baseline Only

Past due 90 to 179 days

Baseline Only

Past due 180+ days

Baseline Only

Net Credit Loss Realized to-date (Excluding Exempt Population)

Baseline Only

Repurchase Requests Outstanding (Excluding Exempt Population)

Baseline Only

Estimated Lifetime Net Credit Losses (Excluding Exempt Population)

All Scenarios

Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

All Scenarios

Table F.2 WHOLE LOANS SOLD, BANK UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE F.1

$Millions

Vintage

2004

2005

2006

2007

2008

2009

2010

2011

2012

Unallocated

Total

Original UPB

Baseline Only

Original UPB (Excluding Exempt Population)

Baseline Only

Outstanding UPB (Excluding Exempt Population)

Baseline Only

Projected Future Losses to Bank Charged to Repurchase Reserve (Excluding Exempt Population)

All Scenarios

Table F.3 Loss Projections for WHOLE LOANS SOLD

$Millions

Projected in $Millions

Projection Validity Check

Q4-2012

Q1-2013

Q2-2013

Q3-2013

Q4-2013

Q1-2014

Q2-2014

Q3-2014

Q4-2014

2015 or Later

Total

Projected Future Losses to Bank Charged to Repurchase Reserve

All Scenarios

Table G.3 TOTAL Loss Projections

$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

Total

Projected Future Losses to Bank Charged to Repurchase Reserve

All Scenarios

Sheet 7: Retail ASC 310-30 Worksheet

Bank ASC 310-30 Worksheet: XYZ in Baseline

Yes

Clarifications Regarding PCI Allowance:

Is item 8 (Provision to Allowance) included in Income Statement Item 92?

If no, please list Income Statement line on which item is included:

Actual in $Millions

Projected in $Millions

Item

First Lien Mortgages

Data Clarifications:

Q3 2012

Q4 2012

Q1 2013

Q2 2013

Q3 2013

Q4 2013

Q1 2014

Q2 2014

Q3 2014

Q4 2014

Carry Value

Input as Positive

Allowance

Input as Positive

Net Carry Value

Calculated

Unpaid Principal Balance

Input as Positive

Initial Day 1 Non-Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on PCI Loans

Input as Positive

Quarter Ending Non Accretable Difference (NAD)

Input as Positive

Cumulative Charge-offs to Date (to NAD)

Input as Negative

Cumulative Charge-offs to Date (to Allowance)

Input as Negative

Provisions to Allowance

Prov/(Reverse)

Quarterly Charge-offs to NAD

Input as Negative

Quarterly Charge-offs to Allowance

Input as Negative

Accretable Yield Remaining

Input as Positive

Accretable Yield Accreted to Income

Input as Negative

Effective Yield (%)

Input as Percentage

Actual in $Millions

Projected in $Millions

Item

Second Lien HELOANs

Data Clarifications:

Q3 2012

Q4 2012

Q1 2013

Q2 2013

Q3 2013

Q4 2013

Q1 2014

Q2 2014

Q3 2014

Q4 2014

Carry Value

Input as Positive

Allowance

Input as Positive

Net Carry Value

Calculated

Unpaid Principal Balance

Input as Positive

Initial Day 1 Non-Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on PCI Loans

Input as Positive

Quarter Ending Non Accretable Difference (NAD)

Input as Positive

Cumulative Charge-offs to Date (to NAD)

Input as Negative

Cumulative Charge-offs to Date (to Allowance)

Input as Negative

Provisions to Allowance

Prov/(Reverse)

Quarterly Charge-offs to NAD

Input as Negative

Quarterly Charge-offs to Allowance

Input as Negative

Accretable Yield Remaining

Input as Positive

Accretable Yield Accreted to Income

Input as Negative

Effective Yield (%)

Input as Percentage

Actual in $Millions

Projected in $Millions

Item

HELOCs

Data Clarifications:

Q3 2012

Q4 2012

Q1 2013

Q2 2013

Q3 2013

Q4 2013

Q1 2014

Q2 2014

Q3 2014

Q4 2014

Carry Value

Input as Positive

Allowance

Input as Positive

Net Carry Value

Calculated

Unpaid Principal Balance

Input as Positive

Initial Day 1 Non-Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on PCI Loans

Input as Positive

Quarter Ending Non Accretable Difference (NAD)

Input as Positive

Cumulative Charge-offs to Date (to NAD)

Input as Negative

Cumulative Charge-offs to Date (to Allowance)

Input as Negative

Provisions to Allowance

Prov/(Reverse)

Quarterly Charge-offs to NAD

Input as Negative

Quarterly Charge-offs to Allowance

Input as Negative

Accretable Yield Remaining

Input as Positive

Accretable Yield Accreted to Income

Input as Negative

Effective Yield (%)

Input as Percentage

Actual in $Millions

Projected in $Millions

Item

Other (specify in documentation)

Data Clarifications:

Q3 2012

Q4 2012

Q1 2013

Q2 2013

Q3 2013

Q4 2013

Q1 2014

Q2 2014

Q3 2014

Q4 2014

Carry Value

Input as Positive

Allowance

Input as Positive

Net Carry Value

Calculated

Unpaid Principal Balance

Input as Positive

Initial Day 1 Non-Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on PCI Loans

Input as Positive

Quarter Ending Non Accretable Difference (NAD)

Input as Positive

Cumulative Charge-offs to Date (to NAD)

Input as Negative

Cumulative Charge-offs to Date (to Allowance)

Input as Negative

Provisions to Allowance

Prov/(Reverse)

Quarterly Charge-offs to NAD

Input as Negative

Quarterly Charge-offs to Allowance

Input as Negative

Accretable Yield Remaining

Input as Positive

Accretable Yield Accreted to Income

Input as Negative

Effective Yield (%)

Input as Percentage

Actual in $Millions

Projected in $Millions

Item

Portfolio to be acquired (specify in documentation)

Data Clarifications:

Q3 2012

Q4 2012

Q1 2013

Q2 2013

Q3 2013

Q4 2013

Q1 2014

Q2 2014

Q3 2014

Q4 2014

Carry Value

Input as Positive

Allowance

Input as Positive

Net Carry Value

Calculated

Unpaid Principal Balance

Input as Positive

Initial Day 1 Non-Accretable Difference (NAD) to Absorb Cash Flow Shortfalls on PCI Loans

Input as Positive

Quarter Ending Non Accretable Difference (NAD)

Input as Positive

Cumulative Charge-offs to Date (to NAD)

Input as Negative

Cumulative Charge-offs to Date (to Allowance)

Input as Negative

Provisions to Allowance

Prov/(Reverse)

Quarterly Charge-offs to NAD

Input as Negative

Quarterly Charge-offs to Allowance

Input as Negative

Accretable Yield Remaining

Input as Positive

Accretable Yield Accreted to Income

Input as Negative

Effective Yield (%)

Input as Percentage

Sheet 8: Securities OTTI by CUSIP

Bank Projected OTTI for AFS Securities and HTM Securities by CUSIP: XYZ in Baseline

Projected OTTI for AFS Securities and HTM Securities by CUSIP
For each position that incurred a loss in P&L, please state the identifier value (CUSIP or ISIN) and the amount of loss projected (over the entire forecast horizon). Create a separate line item for each position. Total projected losses should reconcile to the total sum of projected losses (across all quarters) provided in the Securities OTTI by Portfolio tab of this schedule. Responses should be provided in $Millions.

Identifier Value (CUSIP/ISIN)	Actual MM/DD/YYYY Amortized Cost	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI

GRAND TOTAL	-	-	-	-

Sheet 9: Securities OTTI by Portfolio

	Bank Projected OTTI for AFS and HTM Securities by Portfolio: XYZ in Baseline

	Projected OTTI for AFS and HTM Securities by Portfolio
	Please provide the credit loss portion and non-credit loss portion of projected OTTI (for relevant portfolios) for the quarters detailed in the tables below. Responses should be provided in $Millions. Values should be quarterly, not cumulative. OTTI related to the security’s credit loss is recognized in earnings, whereas the OTTI related to other factors (defined as the non‐credit loss portion) is included as part of a separate component of other comprehensive income (OCI). For only those securities determined to be other-than-temporarily impaired, Banks should provide both projected losses that would be recognized in earnings and any projected losses that would be captured in OCI. Only securities projected to experience an other-than-temporary impairment loss in the P&L should be reported in the tables below. Securities not projected to be other-than-temporarily impaired (for example, any securities implicitly or explicitly guaranteed by the U.S. government or any other securities for which no OTTI is projected) should not be reported in this tab.
			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	Actual MM/DD/YYYY Amortized Cost	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 MBS				-			-			-			-			-			-			-			-			-
2	Auction Rate Securities				-			-			-			-			-			-			-			-			-
3	CDO				-			-			-			-			-			-			-			-			-
4	CLO				-			-			-			-			-			-			-			-			-
5	CMBS				-			-			-			-			-			-			-			-			-
6	Common Stock (Equity)				-			-			-			-			-			-			-			-			-
7	Auto ABS				-			-			-			-			-			-			-			-			-
8	Credit Card ABS				-			-			-			-			-			-			-			-			-
9	Student Loan ABS				-			-			-			-			-			-			-			-			-
10	Other Consumer ABS (excl HEL ABS)				-			-			-			-			-			-			-			-			-
11	Corporate Bond				-			-			-			-			-			-			-			-			-
12	Domestic Non-Agency RMBS (incl HEL ABS)	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
13	Alt-A (Option ARM)				-			-			-			-			-			-			-			-			-
14	Alt-A FRM				-			-			-			-			-			-			-			-			-
15	Alt-A ARM				-			-			-			-			-			-			-			-			-
16	Closed-End Second				-			-			-			-			-			-			-			-			-
17	HELOC				-			-			-			-			-			-			-			-			-
18	Scratch & Dent				-			-			-			-			-			-			-			-			-
19	Subprime				-			-			-			-			-			-			-			-			-
20	Prime Fixed				-			-			-			-			-			-			-			-			-
21	Prime ARM				-			-			-			-			-			-			-			-			-
22	Foreign RMBS				-			-			-			-			-			-			-			-			-
23	Municipal Bond				-			-			-			-			-			-			-			-			-
24	Mutual Fund				-			-			-			-			-			-			-			-			-
25	Preferred Stock (Equity)				-			-			-			-			-			-			-			-			-
26	Sovereign Bond				-			-			-			-			-			-			-			-			-
27	US Treasuries & Agencies				-			-			-			-			-			-			-			-			-
28	Other*				-			-			-			-			-			-			-			-			-
29	GRAND TOTAL	0	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-
	*For 'Other' AFS securities, please provide name of security type in row 28 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	Actual MM/DD/YYYY Amortized Cost	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 MBS				-			-			-			-			-			-			-			-			-
2	Auction Rate Securities				-			-			-			-			-			-			-			-			-
3	CDO				-			-			-			-			-			-			-			-			-
4	CLO				-			-			-			-			-			-			-			-			-
5	CMBS				-			-			-			-			-			-			-			-			-
6	Common Stock (Equity)				-			-			-			-			-			-			-			-			-
7	Auto ABS				-			-			-			-			-			-			-			-			-
8	Credit Card ABS				-			-			-			-			-			-			-			-			-
9	Student Loan ABS				-			-			-			-			-			-			-			-			-
10	Other Consumer ABS (excl HEL ABS)				-			-			-			-			-			-			-			-			-
11	Corporate Bond				-			-			-			-			-			-			-			-			-
12	Domestic Non-Agency RMBS (incl HEL ABS)	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
13	Alt-A (Option ARM)				-			-			-			-			-			-			-			-			-
14	Alt-A FRM				-			-			-			-			-			-			-			-			-
15	Alt-A ARM				-			-			-			-			-			-			-			-			-
16	Closed-End Second				-			-			-			-			-			-			-			-			-
17	HELOC				-			-			-			-			-			-			-			-			-
18	Scratch & Dent				-			-			-			-			-			-			-			-			-
19	Subprime				-			-			-			-			-			-			-			-			-
20	Prime Fixed				-			-			-			-			-			-			-			-			-
21	Prime ARM				-			-			-			-			-			-			-			-			-
22	Foreign RMBS				-			-			-			-			-			-			-			-			-
23	Municipal Bond				-			-			-			-			-			-			-			-			-
24	Mutual Fund				-			-			-			-			-			-			-			-			-
25	Preferred Stock (Equity)				-			-			-			-			-			-			-			-			-
26	Sovereign Bond				-			-			-			-			-			-			-			-			-
27	US Treasuries & Agencies				-			-			-			-			-			-			-			-			-
28	Other				-			-			-			-			-			-			-			-			-
29	GRAND TOTAL	0	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-	0	0	-
	*For 'Other' AFS securities, please provide name of security type in row 28 above (currently labeled "Other"). Please add additional rows if necessary. If adding additional rows, please ensure that grand totals sum appropriately.

Sheet 10: Securities OTTI by Methodology

	Bank High-Level OTTI Methodology and Assumptions for AFS and HTM Securities by Portfolio: XYZ in Baseline

	High-Level OTTI Methodology and Assumptions for AFS and HTM Securities by Portfolio
	Please complete the unshaded cells in the table provided.
	AFS and HTM Securities	Threshold for Determining OTTI (please provide one of the following responses: price-based threshold, ratings-based threshold, cash flow model-based threshold, or other threshold)	Aggregate Cumulative Lifetime Loss on Underlying Collateral (% Original Balance)	Discount Rate Methodology (please state whether a market-based or accounting-based (e.g., book price/purchase price) discount rate is used)	Please provide the name(s) of any vendor(s) and any vendor model(s) that are used	Were all securities reviewed for potential OTTI (yes/no) for stress testing?
1	Agency MBS
2	Auction Rate Securities
3	CDO
4	CLO
5	CMBS
6	Common Stock (Equity)
7	Auto ABS
8	Credit Card ABS
9	Student Loan ABS
10	Other Consumer ABS (excl HEL ABS)
11	Corporate Bond
12	Domestic Non-Agency RMBS (incl HEL ABS)
13	Alt-A (Option ARM)
14	Alt-A FRM
15	Alt-A ARM
16	Closed-End Second
17	HELOC
18	Scratch & Dent
19	Subprime
20	Prime Fixed
21	Prime ARM
22	Foreign RMBS
23	Municipal Bond
24	Mutual Fund
25	Preferred Stock (Equity)
26	Sovereign Bond
27	US Treasuries & Agencies
28	Other*
	*For 'Other' AFS and HTM securities, please provide name of security type in row 28 above (currently labeled "Other"). Please add additional rows if necessary.

Sheet 11: Securities AFS Market Shock

	Bank Post-Trading Shock Market Values for AFS Securities: XYZ in Baseline

	Post-Trading Shock Market Values for AFS Securities
	Banks should estimate and provide fair market values of AFS securities based on a re-pricing of positions held on the reporting date.

	AFS Securities	Estimated Post-Trading Shock Fair Market Value
1	Agency MBS
2	Auction Rate Securities
3	CDO
4	CLO
5	CMBS
6	Common Stock (Equity)
7	Auto ABS
8	Credit Card ABS
9	Student Loan ABS
10	Other Consumer ABS (excl HEL ABS)
11	Corporate Bond
12	Domestic Non-Agency RMBS (incl HEL ABS)	-
13	Alt-A (Option ARM)
14	Alt-A FRM
15	Alt-A ARM
16	Closed-End Second
17	HELOC
18	Scratch & Dent
19	Subprime
20	Prime Fixed
21	Prime ARM
22	Foreign RMBS
23	Municipal Bond
24	Mutual Fund
25	Preferred Stock (Equity)
26	Sovereign Bond
27	US Treasuries & Agencies
28	Other*
29	GRAND TOTAL	-
	* For 'Other' AFS securities, please provide name of security type in row 28 above (currently labeled "Other"). Please add additional rows if necessary.

Sheet 12: Securities Market Value Sources

	Bank Actual AFS and HTM Fair Market Value Sources by Portfolio: XYZ in Baseline

	Actual AFS and HTM Fair Market Value Sources by Portfolio

	Please provide information on actual fair market values as of the reporting date.

	AFS and HTM Securities	Principal Market Value Source Please state whether a vendor or proprietary model is used. If using a 3rd party vendor, please provide the name(s) of the 3rd party vendor(s).	In general, how often are securities normally marked (e.g., daily, weekly, quarterly, etc.)?
1	Agency MBS
2	Auction Rate Securities
3	CDO
4	CLO
5	CMBS
6	Common Stock (Equity)
7	Auto ABS
8	Credit Card ABS
9	Student Loan ABS
10	Other Consumer ABS (excl HEL ABS)
11	Corporate Bond
12	Domestic Non-Agency RMBS (incl HEL ABS)
13	Alt-A (Option ARM)
14	Alt-A FRM
15	Alt-A ARM
16	Closed-End Second
17	HELOC
18	Scratch & Dent
19	Subprime
20	Prime Fixed
21	Prime ARM
22	Foreign RMBS
23	Municipal Bond
24	Mutual Fund
25	Preferred Stock (Equity)
26	Sovereign Bond
27	US Treasuries & Agencies
28	Other*
	*For 'Other' AFS and HTM securities, please provide name of security type in row 28 above (currently labeled "Other"). Please add additional rows if necessary.

Sheet 13: Trading Worksheet

Bank Trading Worksheet: XYZ in Baseline
	Effective date: TBD
		(A)	(B)	(C)
	P/L Results in $Millions	Firmwide Total	Contributions from:
		Firmwide Total	Higher-Order Risks	CVA Hedges
1	Equity
2	FX
3	Rates
4	Commodities
5	Securitized Products
6	Other Credit
7	Private Equity
8	Other Fair Value Assets
9	Cross-Asset Terms
10	Total	-



	1-6) The categories above (Equities, FX, Rates, etc.) are NOT meant to denote lines of business or desks, but rather firmwide totals by risk stripe.


	5) "Securitized Products" is defined as the contribution to P/L from exposures detailed on the Securitized Products and Agencies worksheets.


	6) "Other Credit" is defined as the contribution from all credit products other than those specified on the "Securitized Products" or "Agencies" worksheets.


	9) Cross-Asset Terms are those intra-asset risks attributable to the co-movement of mulitple asset classes. For example, an equity option paying off in a foreign currency would have both Equity and FX risk. The P/L due to this co-dependence would be entered into row 9.



	(B) Higher order risks are those inter-asset risks attributable to terms not represented in the FR-Y14Q. The highest order term represented in the 14Q will vary based on the specific asset class. For example, the commodity spot vol grids do not capture risks attributable to the co-movement of multiple underlying commodities.




	When reporting P/L numbers above, report profits as positive numbers and losses as negative numbers.

Sheet 14: Counterparty Risk Worksheet

Bank Counterparty Risk Worksheet: XYZ in Baseline

	$Millions Losses should be reported as a positive value.
1	Trading Incremental Default Losses (Trading IDR)	-
1a	Trading Incremental Default losses from securitized products
1b	Trading Incremental Default losses from other credit sensitive instruments

2	Counterparty Credit MTM Losses (CVA losses)	-
2a	Counterparty CVA losses
2b	Offline reserve CVA losses

3	Counterparty Incremental Default Losses (CCR IDR)
3a	Impact of CCR IDR hedges (as defined in the Instructions)

4	Other CCR losses

Sheet 15: OpRisk Scenario Inputs

Bank Op Risk Scenario Input Worksheet: XYZ 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 unit of measure (UOM), and the contribution of those events to the operational loss projection.



	Type of Data	Brief Description	Unit of Measure (UOM)		Contribution ($millions)











	TOTAL			Total	$-

					TOTAL SHOULD AGREE TO THE PROJECTED "OPERATIONAL RISK EXPENSE" AMOUNT INCLUDED IN LINE 29 IN THE PPNR PROJECTIONS WORKSHEET

Sheet 16: OpRisk Projected Losses

Bank Op Risk Projected Losses Worksheet: XYZ 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 of the scenarios in the Op Risk Scenario Inputs Worksheet.

Projected Operational Risk Losses
$Millions	2013 Projections				2014 Projections
Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014

Sheet 17: PPNR Projections Worksheet

	Bank PPNR Projections Worksheet: XYZ in Baseline
	Instructions: Bank to complete non shaded cells only; all shaded cells with embedded formulas will self populate. Quarterly items should be reported by quarter, and not on a year-to-date basis.

	Please indicate if deposits are 25% or more of total liabilities
	Net Interest Income Designation Field - Populated Automatically

	$Millions	Call Report Codes	Projected in $Millions													Please indicate if deposits are 25% or more of total liabilities
	*Net Interest Income by Business Segment: (17)*		Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014	2013	2014	9-Quarter		Yes, deposits are 25% or more of total liabilities
1	Retail and Small Business		-	-	-	-	-	-	-	-	-	-	-	-		No, deposits are less than 25% of total liabilities
1A	Domestic (11)		-	-	-	-	-	-	-	-	-	-	-	-
1B	Credit Cards (10)											-	-	-
1C	Mortgages											-	-	-
1D	Home Equity											-	-	-	Specify reporting designation for net interest income HERE
1E	Retail and Small Business Deposits											-	-	-	Primary Net Interest Income
1F	Other Retail and Small Business Lending											-	-	-	Supplementary Net Interest Income
1G	International Retail and Small Business (16)											-	-	-
2	Commercial Lending											-	-	-
3	Investment Banking											-	-	-
4	Merchant Banking / Private Equity											-	-	-
5	Sales and Trading		-	-	-	-	-	-	-	-	-	-	-	-
5A	Prime Brokerage											-	-	-
5B	Other											-	-	-
6	Investment Management											-	-	-
7	Investment Services											-	-	-
8	Treasury Services											-	-	-
9	Insurance Services											-	-	-
10	Retirement / Corporate Benefits Products											-	-	-
11	Corporate / Other											-	-	-
12	Optional Immaterial Business Segments (7)											-	-	-

13	Total Net Interest Income (1)		-	-	-	-	-	-	-	-	-	-	-	-

	*Non Interest Income by Business Segment: (17)*
14	Retail and Small Business		-	-	-	-	-	-	-	-	-	-	-	-
14A	Domestic		-	-	-	-	-	-	-	-	-	-	-	-
14B	Credit Cards (10)		-	-	-	-	-	-	-	-	-	-	-	-
14C	Credit Card Interchange Revenues - Gross (exclude charge cards)											-	-	-
14D	Other											-	-	-
14E	Mortgages and Home Equity		-	-	-	-	-	-	-	-	-	-	-	-
14F	Production		-	-	-	-	-	-	-	-	-	-	-	-
14G	Gains/(Losses) on Sale (18)											-	-	-
14H	Other											-	-	-
14I	Servicing		-	-	-	-	-	-	-	-	-	-	-	-
14J	Servicing & Ancillary Fees											-	-	-
14K	MSR Amortization (20)											-	-	-
14L	MSR Value Changes due to Changes in Assumptions/Model Inputs/Other Net of Hedge Performance (19)(21)											-	-	-
14M	Other											-	-	-
14N	Provisions to Repurchase Reserve / Liability for Residential Mortgage Representations and Warranties (contra-revenue) (12)											-	-	-
14O	Retail and Small Business Deposits		-	-	-	-	-	-	-	-	-	-	-	-
14P	Non Sufficient Funds / Overdraft Fees - Gross											-	-	-
14Q	Debit Interchange - Gross											-	-	-
14R	Other (22)											-	-	-
14S	Other Retail and Small Business Lending											-	-	-
14T	International Retail and Small Business (16)											-	-	-
15	Commercial Lending											-	-	-
16	Investment Banking		-	-	-	-	-	-	-	-	-	-	-	-
16A	Advisory											-	-	-
16B	Equity Capital Markets											-	-	-
16C	Debt Capital Markets											-	-	-
16D	Syndicated / Corporate Lending											-	-	-
17	Merchant Banking / Private Equity		-	-	-	-	-	-	-	-	-	-	-	-
17A	Net Investment Mark-to-Market											-	-	-
17B	Management Fees											-	-	-
17C	Other											-	-	-
18	Sales and Trading		-	-	-	-	-	-	-	-	-	-	-	-
18A	Equities		-	-	-	-	-	-	-	-	-	-	-	-
18B	Commission and Fees											-	-	-
18C	Other (23)											-	-	-
18D	Fixed Income		-	-	-	-	-	-	-	-	-	-	-	-
18E	Rates											-	-	-
18F	Credit											-	-	-
18G	Other											-	-	-
18H	Commodities		-	-	-	-	-	-	-	-	-	-	-	-
18I	Commission and Fees											-	-	-
18J	Other											-	-	-
18K	Prime Brokerage		-	-	-	-	-	-	-	-	-	-	-	-
18L	Commission and Fees											-	-	-
18M	Other											-	-	-
19	Investment Management		-	-	-	-	-	-	-	-	-	-	-	-
19A	Asset Management											-	-	-
19B	Wealth Management / Private Banking											-	-	-
20	Investment Services		-	-	-	-	-	-	-	-	-	-	-	-
20A	Asset Servicing		-	-	-	-	-	-	-	-	-	-	-	-
20B	Securities Lending											-	-	-
20C	Other											-	-	-
20D	Issuer Services											-	-	-
20E	Other											-	-	-
21	Treasury Services											-	-	-
22	Insurance Services											-	-	-
23	Retirement / Corporate Benefits Products											-	-	-
24	Corporate / Other											-	-	-
25	Optional Immaterial Business Segments (7)											-	-	-

26	Total Non-Interest Income (2) (26)		-	-	-	-	-	-	-	-	-	-	-	-

27	Total Revenues		-	-	-	-	-	-	-	-	-	-	-	-

	*Non Interest Expense:*
28	Compensation Expense		-	-	-	-	-	-	-	-	-	-	-	-
28A	Salary (14)											-	-	-
28B	Benefits (14)											-	-	-
28C	Commissions (6)											-	-	-
28D	Stock Based Compensation											-	-	-
28E	Cash Variable Pay											-	-	-
29	Operational Risk Expense (8)		-	-	-	-	-	-	-	-	-	-	-	-
30	Provisions to Repurchase Reserve / Liability for Residential Mortgage Representations and Warranties (12)											-	-	-
31	Professional and Outside Services Expenses (13)											-	-	-
32	Expenses of Premises and Fixed Assets	RIAD4217										-	-	-
33	Amortization Expense and Impairment Losses for Other Intangible Assets	RIADC232										-	-	-
34	Marketing Expense		-	-	-	-	-	-	-	-	-	-	-	-
34A	Domestic Credit Cards (10)(15)(17)											-	-	-
34B	Other											-	-	-
35	Other Real Estate Owned Expense											-	-	-
36	Provision for Unfunded Off-Balance Sheet Credit Exposures (to build/decrease item 134 (RCFDB557) in Balance Sheet)											-	-	-
37	Other Non-Interest Expense (4)											-	-	-

38	Total Non-Interest Expense (3)		-	-	-	-	-	-	-	-	-	-	-	-

39	Projected PPNR (5)		-	-	-	-	-	-	-	-	-	-	-	-

40	Valuation Adjustment for firm's own debt under fair value option (FVO) (9)											-	-	-
41	Goodwill Impairment	RIADC216										-	-	-
42	Loss resulting from trading shock exercise (if applicable) (24) (25)		-	-	-	-	-	-	-	-	-	-	-	-


Footnotes to the PPNR Projections Worksheet
(1)	Amount should equal item 45 of the PPNR NII Worksheet, if completed.
(2)	Excludes Valuation Adjustment for firm's own debt under fair value option (FVO) in item 40.
(3)	Excludes Goodwill Impairment included in item 41.
(4)	Provide a further break out of significant items included in Other Non-Interest Expense such that no more than 5% of Non Interest Expense are reported without further breakout:











(5)	By definition, PPNR will calculate as Net Interest Income plus Non-Interest Income less Non-Interest Expense, excluding items broken out in items 40-41.
(6)	Report commissions only in "Commissions" line item 28C; do not report commissions in any other compensation line items.
(7)	See instructions for guidance on related thresholds. List segments included in this line item.

(8)	All operational loss items, including operational losses that are contra revenue amounts or cannot be separately identified, should be reported in the operational risk expense. Any legal consultation or retainer fees specifically linked to an operational risk event should be included in the Operational Risk Expense. Include all Provisions to Litigation Reserves / Liability for Claims related to Sold Residential Mortgages and all Litigation Settlements & Penalties in this line item and not any other items.
(9)	List segments from which item was excluded:

(10)	Include domestic bank issued credit and charge cards including those that result from a partnership agreement.
(11)	Applies to line items 1A-1F; US and Puerto Rico only.
(12)	Provisions to build any non-litigation reserves/accrued liabilities that have been established for losses related to sold or government-insured residential mortgage loans (first or second lien). Do not report such provisions in any other items; report them only in line items 14N or 30, as applicable.
(13)	Include routine legal expenses (i.e legal expenses not related to operational losses) here.
(14)	Do not report stock based and cash variable pay compensation here.
(15)	Include both direct and allocated expenses. Report any expenses that are made to expand the company’s card member and/or merchant base, facilitate greater segment penetration, enhance the perception of the company’s credit card brand, and/or increase the utilization of the existing card member base across the spectrum of marketing and advertising mediums.
(16)	Revenues from regions outside the US and Puerto Rico.
(17)	See Instructions for description of standardized Business Segments/Lines. Unless specified otherwise, all numbers are global.
(18)	Gains/(Losses) from the sale of mortgages and home equity originated through all production channels (retail, broker, correspondent, etc.) with the intent to sell. Such gains/losses should include deferred fees and costs that are reported as adjustments to the carrying balance of the sold loan, fair value changes on loan commitments with rate locks that are accounted for as derivatives, fair value changes on mortgage loans held-for-sale designated for fair value treatment, lower-of-cost or market adjustments on mortgage loans held-for-sale not designated for fair value treatment, fair value changes on derivative instruments used to hedge loan commitments and held-of-sale mortgages, and value associated with the initial capitalization of the MSR upon sale of the loan.
(19)	Report changes in the MSR value here and not in any other items. Report changes in the MSR hedges here and not in any other items.
(20)	Include economic amortization or scheduled and unscheduled payments, net of defaults under both FV and LOCOM accounting methods.
(21)	Include MSR changes under both FV and LOCOM accounting methods.
(22)	Among items included here are debit card contra-revenues, as applicable. The reporting of debit card contra-revenues and expenses should be consistent with the bank Call Report methodology.
(23)	Report all Non-Interest Income for Equities Sales and Trading, excluding Prime Brokerage (to be reported as a separate line item) and excluding Commissions and Fees. This includes trading profits and other non-interest non-commission income.
(24)	Banks should not report changes in value of the MSR asset or hedges within the trading book.
(25)	List segments from which item was excluded:

(26)	Exclude result of trading shock exercise (where applicable), as it is reported in item 42.


	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 18: PPNR NII Worksheet

	Bank PPNR Net Interest Income Worksheet: XYZ in Baseline
	Instructions: All Banks for which deposits comprise 25% or more of total liabilities for any reported period must complete this worksheet. Banks to complete non shaded cells only; all shaded cells with embedded formulas will self populate. Quarterly items should be reported by quarter, and not on a year-to-date basis.

	Please indicate if deposits are 25% or more of total liabilities
	Net Interest Income Designation Field - Populated Automatically
		Call Report Codes (5)	Projected in $Millions
	*Average Interest-Bearing Asset Balances ($Millions) (1)*		Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014
1	First Lien Residential Mortgages (in Domestic Offices)	RCON5367
2	Second / Junior Lien Residential Mortgages (in Domestic Offices)		-	-	-	-	-	-	-	-	-
2A	Closed-End Junior Liens	RCON5368
2B	Home Equity Lines Of Credit (HELOCs)	RCON1797
3	C&I Loans, excl. Small Business (Scored/Delinquency Managed) (7)
4	Small Business (Scored/Delinquency Managed)
5	CRE Loans (in Domestic Offices)	RCONF158+RCONF159+RCON1460+RCONF160+RCONF161
6	Credit Cards	RCFDB538
7	Other Consumer		-	-	-	-	-	-	-	-	-
7A	Auto Loans	RCFDK137
7B	Student Loans
7C	Other, incl. loans backed by securities (non-purpose lending)											Please indicate if deposits are 25% or more of total liabilities
8	Real Estate Loans (Not in Domestic Offices)	RCFD1410 less items 1, 2, 5, and RCON1420	-	-	-	-	-	-	-	-	-	Yes, deposits are 25% or more of total liabilities
8A	Residential Mortgages (First and Second Lien)											No, deposits are less than 25% of total liabilities
8B	Other
9	Other Loans & Leases (10)
10	Interest-Bearing Securities (AFS and HTM)	RCFD1754+RCFD1773
11	Trading Assets	RCFD3401
12	Deposits with Banks & Other
13	Other (2)

14	Total Average Interest-Bearing Asset Balances		-	-	-	-	-	-	-	-	-

	*Average Rates Earned (%) (9)*
15	First Lien Residential Mortgages (in Domestic Offices)
16	Second / Junior Lien Residential Mortgages (in Domestic Offices)
16A	Closed-End Junior Liens
16B	HELOCs
17	C&I Loans, excl. Small Business (Scored/Delinquency Managed)
18	Small Business (Scored/Delinquency Managed)
19	CRE Loans (in Domestic Offices)
20	Credit Cards
21	Other Consumer
21A	Auto Loans
21B	Student Loans
21C	Other, incl. loans backed by securities (non-purpose lending)
22	Real Estate Loans (Not in Domestic Offices)
22A	Residential Mortgages (First and Second Lien)
22B	Other
23	Other Loans & Leases
24	Interest-Bearing Securities (AFS and HTM)
25	Trading Assets
26	Deposits with Banks & Other
27	Other

28	Total Interest Income		-	-	-	-	-	-	-	-	-

	*Average Deposit and Interest-Bearing Non-Deposit Liability Balances ($Millions)*
29	Customer Deposits-Domestic (6)		-	-	-	-	-	-	-	-	-
29A	Non-Interest-Bearing Demand
29B	Money Market Accounts
29C	Savings
29D	NOW, ATS, and other Transaction Accounts
29E	Time Deposits
30	Customer Deposits-Foreign (6)		-	-	-	-	-	-	-	-	-
30A	Foreign Deposits
30B	Foreign Deposits-Time
31	Fed Funds, Repos, & Other Short Term Borrowing		-	-	-	-	-	-	-	-	-
31A	Fed Funds
31B	Repos
31C	Other Short Term Borrowing
32	Trading Liabilities
33	Subordinated Notes Payable to Unconsolidated Trusts Issuing Trust Preferred Securities (TruPS) and TruPS Issued by Consolidated Special Purpose Entities
34	All Other Long Term Debt
35	Other (3)

36	Total Average Deposit and Interest-Bearing Non-Deposit Liability Balances		-	-	-	-	-	-	-	-	-

	*Average Liability Rates (%) (9)*
37	Customer Deposits-Domestic (6)
37A	Non-Interest-Bearing Demand (8)		0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%
37B	Money Market Accounts
37C	Savings
37D	Negotiable Order of Withdrawal (NOW), Automatic Transfer Service (ATS), and other Transaction Accounts
37E	Time Deposits
38	Customer Deposits-Foreign (6)
38A	Foreign Deposits
38B	Foreign Deposits-Time
39	Fed Funds, Repos, & Other Short Term Borrowing
39A	Fed Funds
39B	Repos
39C	Other Short Term Borrowing
40	Trading Liabilities
41	Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS Issued by Consolidated Special Purpose Entities
42	All Other Long Term Debt
43	Other

44	Total Interest Expense		-	-	-	-	-	-	-	-	-

45	Total Net Interest Income (4)		-	-	-	-	-	-	-	-	-

Footnotes to the Net Interest Income Worksheet
(1)	Exclude nonaccrual loans, reporting these balances in item 55 of the PPNR Metrics Worksheet. Include purchased credit impaired loans.
(2)	Break out and explain nature of significant items included in Other Average Interest-Bearing Asset Balances such that no more 5% of total Average Interest-Bearing Asset Balances are reported without a further breakout.





(3)	Break out and explain nature of significant items included in Other Average Deposit and Interest-Bearing Non-Deposit Liability Balances such that no more than 5% of total Average Deposit and Interest-Bearing Non-Deposit Liability Balances are reported without a further breakout.





(4)	Amount should equal item 13 of the PPNR Projections Worksheet.
(5)	All requested balance items are averages. Call Report code references are intended only to provide guidance for the types of items to be included or exluded; but NOT the type of balance to be provided.
(6)	A sum of average domestic and foreign customer deposits should be equal to a sum of average RCON6631, RCON6636, RCFN6631, and RCFN6636.
(7)	Report Large Commercial Credits and Small Business (Graded) Loans.
(8)	Rates are equal to zero by definition.
(9)	All rates are annualized.
(10)	Include loans secured by farmland here (RCON1420) and other loans not accounted for in the other categories.

	Are Other Average Interest-Bearing Asset Balances more than 5% of Total Average Interest-Bearing Asset Balances?		N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A

	Are Other Average Deposit and Interest-Bearing Non-Deposit Liability Balances more than 5% of Total Average Interest-Bearing Liability Balances?		N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A

Sheet 19: PPNR Metrics Worksheet

	Bank PPNR Metrics Worksheet: XYZ in Baseline
	Instructions: Banks to complete non shaded cells only; all shaded cells with embedded formulas will self populate. Quarterly items should be reported by quarter, and not on a year-to-date basis. Annual and 9-Quarter numbers for all averages should be reported only if the annual averages are not equal to a simple average of the four quarters for a given year.

				Projected
		Call Report Codes	Units	Q4 2012	Q1 2013	Q2 2013	Q3 2013	Q4 2013	Q1 2014	Q2 2014	Q3 2014	Q4 2014	2013	2014	9-Quarter
	*A. Metrics by Business Segment/Line (9)*
	Retail and Small Business Segment
	Domestic (24)
	Credit Cards
1	Total Open Accounts – End of Period		#										-	-	N/A
2	Credit Card Purchase Volume (exclude charge cards)		$Millions										-	-	-
3	Credit Card Rewards/Partner Sharing Expense (23)		$Millions										-	-	-
	Mortgages and Home Equity
4	Average Third-Party Residential Mortgages Serviced (3)		$Millions
5	Residential Mortgage Originations Industry Market Size – Volume (25)		$Millions										-	-	-
6	Mortgages and Home Equity Sold during the quarter (26)	RCONF070+RCONF071+RCONF674+RCONF675	$Millions										-	-	-
7	Servicing Expenses (8)		$Millions										-	-	-
	Retail and Small Business Deposits
8	Total Open Checking and Money Market Accounts – End of Period		#										-	-	N/A
9	Debit Card Purchase Volume		$Millions										-	-	-
	International Retail and Small Business (12)
10	Credit Card Revenues (1)		$Millions										-	-	-
	Investment Banking Segment
11	Number of Employees (15)		#										-	-	N/A
12	Compensation - Total (8)		$Millions										-	-	-
13	Stock Based Compensation and Cash Variable Pay (8)		$Millions										-	-	-
	Advisory
14	Deal Volume		$Millions										-	-	-
15	Industry Market Size - Fees		$Millions										-	-	-
16	Industry Market Size - Completed Deal Volume		$Millions										-	-	-
17	Backlog (30)		$Millions										-	-	-
	Equity Capital Markets
18	Deal Volume		$Millions										-	-	-
19	Industry Market Size - Fees		$Millions										-	-	-
20	Industry Market Size - Volume		$Millions										-	-	-
	Debt Capital Markets
21	Deal Volume		$Millions										-	-	-
22	Industry Market Size - Fees		$Millions										-	-	-
23	Industry Market Size - Volume		$Millions										-	-	-
	Syndicated Lending
24	Deal Volume		$Millions										-	-	-
25	Industry Market Size - Fees		$Millions										-	-	-
26	Industry Market Size - Volume		$Millions										-	-	-
	Merchant Banking / Private Equity
27	AUM (10)		$Millions										-	-	N/A
28	Sales and Trading Segment
29	Number of Employees (15)		#										-	-	N/A
30	Total Proprietary Trading Revenue		$Millions										-	-	-
31	Compensation - Total (8)		$Millions										-	-	-
32	Stock Based Compensation and Cash Variable Pay (8)		$Millions										-	-	-
	Equities
33	Average Asset Balance		$Millions
	Fixed Income
34	Average Asset Balance		$Millions
	Commodities
35	Average Asset Balance		$Millions
	Prime Brokerage
36	Average Client Balances (13)		$Millions
37	Transaction Volume		$Millions										-	-	-

	Investment Management Segment
	Asset Management
38	AUM - Total (10)		$Millions	-	-	-	-	-	-	-	-	-	-	-	N/A
38A	AUM - Equities		$Millions										-	-	N/A
38B	AUM - Fixed Income		$Millions										-	-	N/A
38C	AUM - Other		$Millions										-	-	N/A
39	Net Inflows/Outflows		$Millions										-	-	-
	Wealth Management/Private Banking
40	AUM - Total (10)		$Millions	-	-	-	-	-	-	-	-	-	-	-	N/A
40A	AUM - Equities		$Millions										-	-	N/A
40B	AUM - Fixed Income		$Millions										-	-	N/A
40C	AUM - Other		$Millions										-	-	N/A
41	Net Inflows/Outflows		$Millions										-	-	-
42	Number of Financial Advisors (11)		#										-	-	N/A
	Investment Services Segment
	Asset Servicing
43	Assets under Custody and Administration		$Millions										-	-	N/A
	Issuer Services
44	Corporate Trust Deals Administered		#										-	-	-

	*B. Firm Wide Metrics: PPNR Projections Worksheet*
45	Number of Employees	RIAD4150	#										-	-	N/A
46	Revenues - International		$Millions	-	-	-	-	-	-	-	-	-	-	-	-
46A	Revenues - APAC (2) (16)		$Millions										-	-	-
46B	Revenues - EMEA (2) (17)		$Millions										-	-	-
46C	Revenues - LatAm (2) (18)		$Millions										-	-	-
46D	Revenues - Canada (2)		$Millions										-	-	-
47	Revenues - Domestic		$Millions	-	-	-	-	-	-	-	-	-	-	-	-
48	Severance Costs (14)		$Millions										-	-	-
49	Collateral Underlying Operating Leases for Which the Bank is the Lessor (22)		$Millions	-	-	-	-	-	-	-	-	-	-	-	N/A
49A	Auto		$Millions	-	-	-	-	-	-	-	-	-	-	-	N/A
49B	Other		$Millions	-	-	-	-	-	-	-	-	-	-	-	N/A
50	OREO Balance	RCFD2150	$Millions	-	-	-	-	-	-	-	-	-	-	-	N/A
50A	Commercial		$Millions	-	-	-	-	-	-	-	-	-	-	-	N/A
50B	Residential		$Millions	-	-	-	-	-	-	-	-	-	-	-	N/A
50C	Farmland		$Millions	-	-	-	-	-	-	-	-	-	-	-	N/A

	Non Interest Income
51	Trading Revenue	RIADA220	$Millions										-	-	-
52	Net Gains/(Losses) on Sales of Other Real Estate Owned (19)	RIAD5415	$Millions										-	-	-
53	Net Gains/(Losses) on Sales of Other Assets (excluding securities) (20)	RIADB496	$Millions										-	-	-
54	Extinguishment of Debt and Preferred Exchange Benefits Revenue (21)		$Millions										-	-	-

	*C. Firm Wide Metrics: Net Interest Income Worksheet (Required only for Banks that were required to complete the Net Interest Income Worksheet)*
55	Nonaccrual Loan Balance	RCFD5526 less RCFD3507	$Millions										-	-	N/A
56	Carrying Value of Purchased Credit Impaired (PCI) Loans	RCONC780	$Millions										-	-	N/A
57	Net Accretion of discount on PCI Loans included in interest Revenues		$Millions										-	-	N/A

	Quarter End Weighted Average Life of Assets (4) (6)
58	First Lien Residential Mortgages (in Domestic Offices)		months
59	Closed-End Junior Residential Liens (in Domestic Offices)		months
60	Home Equity Lines Of Credit (HELOCs)		months
61	C&I Loans, excl. Small Business (Scored/Delinquency Managed)		months
62	Small Business (Scored/Delinquency Managed)		months
63	CRE Loans (in Domestic Offices)		months
64	Credit Cards		months
65	Auto Loans		months
66	Student Loans		months
67	Other, incl. loans backed by securities (non-purpose lending) (7)		months
68	Residential Mortgages (First and Second Lien, Not in Domestic Offices)		months
69	Other Real Estate Loans (Not in Domestic Offices)		months
70	Other Loans & Leases		months
71	Interest-Bearing Securities (AFS and HTM)		months
72	Trading Assets		months

	Quarter End Weighted Average Life of Liabilities (4) (6)
73	Domestic Deposits - Time		months
74	Foreign Deposits-Time		months
75	Fed Funds		months
76	Repos		months
77	Other Short Term Borrowing		months
78	Trading Liabilities		months
79	Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS Issued by Consolidated Special Purpose Entities		months
80	All Other Long Term Debt		months

	Average Retail Deposit Repricing Beta in a 'Normal Environment' (5)			For upward rate movements	For downward rate movements	Assumed Floor
81	Money Market Accounts		basis points
82	Savings		basis points
83	NOW, ATS, and other Transaction Accounts		basis points
84	Time Deposits		basis points
85	New Business Pricing for Time Deposits (27)		basis points
85A	Curve (if multiple terms assumed) (28)		basis points
85B	Index rate (if single term assumed) (29)		basis points

	Footnotes to the PPNR Metrics Worksheet
(1)	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.
(2)	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.
(3)	Average oustanding principal balance fo residential mortgage loans the Bank services for others.
(4)	The Weighted Average Life should reflect the current position, the impact of new business activity, as well as the impact of behavioral assumptions such as prepayments or defaults, 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. For revolving products, the WAL should reflect the underlying repayment behavior assumptions assumed by the institution, which would include contractual repayments, any assumed excess payments or prepayments, and defaults. For the 14A, given that it covers forecasted time periods, the WAL should be forward-looking which incorporates the changes to the projected WAL, including new business activity.
(5)	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. Beta should be reported as a balance-weighted average of the betas of the line items that contribute to the roll up point requested, with an as-of date equal to the reporting date.
(6)	Reference PPNR Net Interest Income worksheet for product definitions.
(7)	Corresponds to line item 7C on the Net Interest Income worksheet.
(8)	Include both direct and allocated expenses.
(9)	"Metrics by Business Segment/Line" correspond to Business Segments/Lines on PPNR Submission worksheet, unless explicitly stated otherwise (e.g. line item 2). See Instructions for defintions of standardized Business Segments/Lines. Unless specified otherwise, all numbers are global.
(10)	Assets under Management
(11)	Provide a relevant headcount number (e.g. financial advisors, portfolio managers) to facilitate the assessment of revenue productivity in the Wealth Management/Private Banking business line.
(12)	Regions outside the US and Puerto Rico.
(13)	Report the grossed up "interest balances" that result from prime brokerage activities.
(14)	List items on PPNR Projections worksheet that include this item if any:

(15)	Full-time equivalent employees at end of current period (RIAD4150) for a given segment only.
(16)	Asia and Pacific region (incl. South Asia, Australia, and New Zealand)
(17)	Europe, Middle East, and Africa
(18)	Latin America, including Mexico
(19)	List Business Segments reported on PPNR Projections Worksheet that include this item if any:

(20)	List Business Segments reported on PPNR Projections Worksheet that include this item if any:

(21)	List Business Segments reported on PPNR Projections Worksheet that include this item if any:

(22)	Refers to the balance sheet carrying amount of any equipment or other asset rented to others under operating leases, net of accumulated depreciation. The total in line item 49 should correspond to the amount provided in Y-9C Schedule HC-F Line 6, item 13 in the instructions. The amount included should only reflect collateral rented under operating leases and not include collateral subject to capital/ financing type leases.
(23)	Credit cards (including charge cards). List which line item(s) on PPNR Submission worksheet contain(s) the Cards Rewards/Partner Sharing contra-revenues and/or expenses.

(24)	Applies to line items 1-9; US and Puerto Rico only.
(25)	Total domestic mortgages originated during the quarter.
(26)	Call Report name is "Residential Mortgages Sold During the Quarter"; this metric need not be limited to Mortgages and Home Equity business line.
(27)	New business pricing for time deposits refers to the anticipated average rate on newly issued time deposits, including renewals. Given that time deposits have a stated maturity, all time deposits issued for that time period are considered new business. The worksheet is requesting re-pricing beta under normal rate scenarios for both an upward and downward rate movement.
(28)	The term “curve” refers to the reference rate used to price time deposits. Given that the pricing of time deposits is dependent on the term, the institution should provide the overall curve used to price time deposits.
(29)	If the institution only assumes a single maturity term for new issuance, then the institution should provide the relative index and spread used to estimate new business pricing in lieu of the curve.
(30)	A backlog should be based on probability weighted fees. The data should be consistent with historical internal reporting, not by market measurement. The last quarter should be the bank’s latest backlog estimate.
	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

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