Form DFAST 10-50B Resul DFAST 10-50B Resul DFAST 10-50B Results Template

Annual Stress Test Rule and Company-Run Annual Stress Test Reporting Templates

OCC DFAST1050 Results Template 20130916.xlsx

DFAST 10-50B Results Template

OMB: 1557-0311

Document [xlsx]
Download: xlsx | pdf

Overview

Submission Cover Sheet
Summary Schedule
Base - Income Statement
Base - Bal Sheet and Cap
Adverse - Income Statement
Adverse - Bal Sheet and Cap
Severe - Income Statement
Severe - Bal Sheet and Cap

Sheet 1: Submission Cover Sheet











OCC DFAST 10-50












OMB Number- to be assigned


Results Submission Cover Sheet


Dodd-Frank Annual Stress Test Reporting Template for Covered Institutions with Total Consolidated Assets Between $10 and $50 Billion





Final 9/5/2013









Report at the close of business March 31 of each calendar year




























This Report is required by law: Section 165(i)(2) of the Dodd Frank Wall Street Reform and Consumer Protection Act (12 U.S.C. § 5365(i)(2)).



This report form is to be filed by National Banks and Federal Savings Associations that meet a threshold of greater than $10 billion but less than $50 billion in total consolidated assets, as defined by 12 CFR part 252, subpart H. The Office of the Comptroller of the Currency 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.

















Institutions are expected to complete the Income Statement and Balance Sheet templates for each required scenario - Baseline, Adverse, and Severely Adverse.

















Please note that unlike Call Report reporting, all actual and projected income statement figures should be reported on a quarterly basis (in the quarter) and not on a cumulative basis.













Please do not change the structure of this workbook. Any questions should be directed to DFA165i2.reporting@occ.treas.gov.












































Institution Name:
XYZ








RSSD ID
#####











OCC Charter ID:
#####











Institution Type:

(National Bank or Federal Savings Assocation)










Planning Horizon Year 1 (YYYY):
2014 (Enter appropriate year)










Planning Horizon Year 2 (YYYY):
2015 (Enter appropriate year)










Submission Date (MM/DD/YYYY):
xx/xx/20xx (Enter date)










When Completed (MM/DD/YYYY):
xx/xx/20xx (Enter date)

























Person whom questions about this report should be directed:













Name / Title













Area Code / Phone Number













Fax Number













E-mail Address










































Sheet 2: Summary Schedule


xx/xx/20xx






OCC DFAST 10-50 - Summary Schedule


Summary Schedule for XYZ


OCC Charter ID #####

(Dollar Amounts in Thousands)





Actual Projected Year 1: 2014 -- Projected (in the quarter) Year 2: 2015 -- Projected (in the quarter)


Scenario Summaries 031 Call Rpt Item 041 Call Rpt Item As of 9/30 As of 12/31 Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8

Baseline Scenario











1
Total loan and lease net charge-offs RIAD4635 - RIAD4605 RIAD4635 - RIAD4605 0 0 0 0 0 0 0 0 0 0
2
Pre-provision net revenue RIAD4074 + RIAD4079 - RIAD4093 RIAD4074 + RIAD4079 - RIAD4093 0 0 0 0 0 0 0 0 0 0
3
Net income RIAD4340 RIAD4340 0 0 0 0 0 0 0 0 0 0
4
Allowance for loan and lease losses RCFD3123 RCON3123 0 0 0 0 0 0 0 0 0 0
5
Total assets RCFD2170 RCON2170 0 0 0 0 0 0 0 0 0 0
6
Total liabilities RCFD2948 RCON2948 0 0 0 0 0 0 0 0 0 0
7
Dividends,share repurchases, and sale, conversion, acquisition, or retirement of capital stock (RIADB509 + RIADB510) - (RIAD4470 + RIAD4460) (RIADB509 + RIADB510) - (RIAD4470 + RIAD4460) 0 0 0 0 0 0 0 0 0 0
8
Total equity capital RCFDG105 RCONG105 0 0 0 0 0 0 0 0 0 0
9
Tier 1 risk-based capital ratio =(Tier 1 Capital / RWA) * 100 =(Tier 1 Capital / RWA) * 100 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
10
Tier 1 leverage ratio =(Tier 1 Capital / Total Assets for Leverage Purposes) * 100 =(Tier 1 Capital / Total Assets for Leverage Purposes) * 100 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
11
Total risk-based capital ratio =(Total Risk-based Capital / RWA) * 100 =(Total Risk-based Capital / RWA) * 100 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!

Adverse Scenario











12
Total loan and lease net charge-offs RIAD4635 - RIAD4605 RIAD4635 - RIAD4605 0 0 0 0 0 0 0 0 0 0
13
Pre-provision net revenue RIAD4074 + RIAD4079 - RIAD4093 RIAD4074 + RIAD4079 - RIAD4093 0 0 0 0 0 0 0 0 0 0
14
Net income RIAD4340 RIAD4340 0 0 0 0 0 0 0 0 0 0
15
Allowance for loan and lease losses RCFD3123 RCON3123 0 0 0 0 0 0 0 0 0 0
16
Total assets RCFD2170 RCON2170 0 0 0 0 0 0 0 0 0 0
17
Total liabilities RCFD2948 RCON2948 0 0 0 0 0 0 0 0 0 0
18
Dividends,share repurchases, and sale, conversion, acquisition, or retirement of capital stock (RIADB509 + RIADB510) - (RIAD4470 + RIAD4460) (RIADB509 + RIADB510) - (RIAD4470 + RIAD4460) 0 0 0 0 0 0 0 0 0 0
19
Total equity capital RCFDG105 RCONG105 0 0 0 0 0 0 0 0 0 0
20
Tier 1 risk-based capital ratio =(Tier 1 Capital / RWA) * 100 =(Tier 1 Capital / RWA) * 100 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
21
Tier 1 leverage ratio =(Tier 1 Capital / Total Assets for Leverage Purposes) * 100 =(Tier 1 Capital / Total Assets for Leverage Purposes) * 100 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
22
Total risk-based capital ratio =(Total Risk-based Capital / RWA) * 100 =(Total Risk-based Capital / RWA) * 100 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!

Severely Adverse Scenario











23
Total loan and lease net charge-offs RIAD4635 - RIAD4605 RIAD4635 - RIAD4605 0 0 0 0 0 0 0 0 0 0
24
Pre-provision net revenue RIAD4074 + RIAD4079 - RIAD4093 RIAD4074 + RIAD4079 - RIAD4093 0 0 0 0 0 0 0 0 0 0
25
Net income RIAD4340 RIAD4340 0 0 0 0 0 0 0 0 0 0
26
Allowance for loan and lease losses RCFD3123 RCON3123 0 0 0 0 0 0 0 0 0 0
27
Total assets RCFD2170 RCON2170 0 0 0 0 0 0 0 0 0 0
28
Total liabilities RCFD2948 RCON2948 0 0 0 0 0 0 0 0 0 0
29
Dividends,share repurchases, and sale, conversion, acquisition, or retirement of capital stock (RIADB509 + RIADB510) - (RIAD4470 + RIAD4460) (RIADB509 + RIADB510) - (RIAD4470 + RIAD4460) 0 0 0 0 0 0 0 0 0 0
30
Total equity capital RCFDG105 RCONG105 0 0 0 0 0 0 0 0 0 0
31
Tier 1 risk-based capital ratio =(Tier 1 Capital / RWA) * 100 =(Tier 1 Capital / RWA) * 100 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
32
Tier 1 leverage ratio =(Tier 1 Capital / Total Assets for Leverage Purposes) * 100 =(Tier 1 Capital / Total Assets for Leverage Purposes) * 100 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
33
Total risk-based capital ratio =(Total Risk-based Capital / RWA) * 100 =(Total Risk-based Capital / RWA) * 100 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!

















*Note: All values on this sheet will flow directly from the other schedules.













Sheet 3: Base - Income Statement


xx/xx/20xx






OCC DFAST 10-50 - Baseline Scenario


Income Statement for XYZ
OCC Charter ID #####

(Dollar Amounts in Thousands)





Actual Projected Year 1: 2014 -- Projected (in the quarter) Year 2: 2015 -- Projected (in the quarter)


Income Statement Impacts 031 Call Rpt Item 041 Call Rpt Item As of 9/30 As of 12/31 Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8

Net Charge-Offs











1
First lien mortgages RIADC234 - RIADC217 RIADC234 - RIADC217









2
Closed-end junior liens RIADC235 - RIADC218 RIADC235 - RIADC218









3
HELOCs RIAD5411 - RIAD5412 RIAD5411 - RIAD5412









4
C&I loans (RIAD4645 + RIAD4646) - (RIAD4617 + RIAD4618) RIAD4638 - RIAD4608









5
1-4 family construction loans RIADC891 - RIADC892 RIADC891 - RIADC892









6
Other construction loans RIADC893 - RIADC894 RIADC893 - RIADC894









7
Multifamily loans RIAD3588 - RIAD3589 RIAD3588 - RIAD3589









8
Non-farm, non-residential owner occupied loans RIADC895 - RIADC896 RIADC895 - RIADC896









9
Non-farm, non-residential other loans RIADC897 - RIADC898 RIADC897 - RIADC898









10
Credit cards RIADB514 - RIADB515 RIADB514 - RIADB515









11
Automobile loans RIADK129 - RIADK133 RIADK129 - RIADK133









12
Other consumer RIADK205 - RIADK206 RIADK205 - RIADK206









13
All other loans and leases See instructions See instructions









14
Total loan and lease net charge offs (sum of items 1 to 13) RIAD4635 - RIAD4605 RIAD4635 - RIAD4605 0 0 0 0 0 0 0 0 0 0














15
Net interest income RIAD4074 RIAD4074









16
Non-interest income RIAD4079 RIAD4079









17
Non-interest expense RIAD4093 RIAD4093









18
Pre-provision net revenue ( = item 15 + item 16 - item 17)

0 0 0 0 0 0 0 0 0 0
19
Provision for loan and lease losses RIAD4230 RIAD4230









20
Realized gains (losses) on HTM securities RIAD3521 RIAD3521









21
Realized gains (losses) on AFS securities RIAD3196 RIAD3196









22
All other gains (losses) See instructions See instructions









23
Taxes RIAD4302 RIAD4302









24
Net income (item 18 - item 19 + item 20 + item 21 + item 22 - item 23) RIAD4340 RIAD4340 0 0 0 0 0 0 0 0 0 0

































Memoranda











25
Total other-than-temporary impairment (OTTI) losses RIADJ319 RIADJ319










Itemize and describe amounts greater than 15% of non-interest income (item 16)













26













27













28













29













30













31














Itemize and describe amounts greater than 15% of non-interest expense (item 17)













32













33













34













35













36













37














Itemize and describe amounts greater than 15% of all other gains (losses) (item 22)













38













39













40













41













42













43













Sheet 4: Base - Bal Sheet and Cap

xx/xx/20xx












OCC DFAST 10-50 - Baseline Scenario

Balance Sheet Statement for XYZ







Actual Projected Year 1: 2014 -- Projected (in the quarter) Year 2: 2015 -- Projected (in the quarter)

Balance Sheet Statement Impacts
031 Call Rpt Item 041 Call Rpt Item As of 9/30 As of 12/31 Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8

Loans (excluding FDIC Loss Sharing Agreements)











1 First lien mortgages RCON5367 - RCONK173 RCON5367 - RCONK173









2 Closed-end junior liens RCON5368 - RCONK174 RCON5368 - RCONK174









3 HELOCs RCON1797 - RCONK172 RCON1797 - RCONK172









4 C&I loans RCFD1763 + RCFD1764 - RCFDK179 RCON1766 - RCONK179









5 1-4 family construction loans RCONF158 - RCONK169
 RCONF158 - RCONK169









6 Other construction loans RCONF159 - RCONK170 RCONF159 - RCONK170









7 Multifamily loans RCON1460 - RCONK175 RCON1460 - RCONK175









8 Non-farm, non-residential owner occupied loans RCONF160 - RCONK176 RCONF160 - RCONK176









9 Non-farm, non-residential other loans RCONF161 - RCONK177 RCONF161 - RCONK177









10 Credit cards RCFDB538 - RCFDK180 RCONB538 - RCONK180









11 Automobile loans RCFDK137 - RCFDK181 RCONK137 - RCONK181









12 Other consumer RCFDB539 + RCFDK207 - RCFDK182 RCONB539 + RCONK207 - RCONK182









13 All other loans and leases See instructions See instructions









14 Loans covered by FDIC loss sharing agreements Sum of RCONK169 to RCONK177 and Sum of RCFDK178 to RCFDK183 Sum of RCONK169 to RCONK183, excluding RCONK178









15 Total loans and leases (sum of items 1 to 14) RCFD2122 RCON2122 0 0 0 0 0 0 0 0 0 0
16 Allowance for loan and lease losses RCFD3123 RCON3123










Securities











17 U.S. government obligation and obligations of GSE RCFD0211 + RCFD1289 + RCFD1294 + RCFDG300 + RCFDG304 + RCFDG312 + RCFDG316 + RCFDK142 + RCFDK150 RCON0211 + RCON1289 + RCON1294 + RCONG300 + RCONG304 + RCONG312 + RCONG316 + RCONK142 + RCONK150









18 Securities issued by states and political subdivisions of U.S. RCFD8496 RCON8496









19 Non-agency MBS and ABS securities RCFDG308 + RCFDG320 + RCFDK146 + RCFDK154 + RCFDC026 RCONG308 + RCONG320 + RCONK146 + RCONK154 + RCONC026









20 All other HTM securities
RCFDG336 + RCFDG340 + RCFDG344 + RCFD1737 + RCFD1742 RCONG336 + RCONG340 + RCONG344 + RCON1737 + RCON1742









21 Total securities (HTM) (sum of items 17-20) RCFD1754 RCON1754 0 0 0 0 0 0 0 0 0 0
22 U.S. government obligation and obligations of GSE RCFD1287 + RCFD1293 + RCFD1298 + RCFDG303 + RCFDG307 + RCFDG315 + RCFDG319 + RCFDK145 + RCFDK153 RCON1287 + RCON1293 + RCON1298 + RCONG303 + RCONG307 + RCONG315 + RCONG319 + RCONK145 + RCONK153









23 Securities issued by states and political subdivisions of U.S. RCFD8499 RCON8499









24 Non-agency MBS and ABS securities RCFDG311 + RCFDG323 + RCFDK149 + RCFDK157 + RCFDC027 RCONG311 + RCONG323 + RCONK149 + RCONK157 + RCONC027









25 All other AFS securities RCFDG339 + RCFDG343 + RCFDG347 + RCFD1741 + RCFD1746 + RCFDA511 RCONG339 + RCONG343 + RCONG347 + RCON1741 + RCON1746 + RCONA511









26 Total securities (AFS) (sum of items 22-25) RCFD1773 RCON1773 0 0 0 0 0 0 0 0 0 0
27 Trading assets RCFD3545 RCON3545









28 Total intangible assets RCFD3163 + RCFD0426 RCON3163 + RCON0426









29 Other real estate owned RCFD2150 RCON2150









30 All other assets See instructions See instructions









31 Total assets (sum of items 15, 21, 26, 27-30, less item 16) RCFD2170 RCON2170 0 0 0 0 0 0 0 0 0 0
32 Retail funding RCON2200 - RCONJ474 -RCONJ472 - RCON2343 RCON2200 - RCONJ474 -RCONJ472 - RCON2343









33 Wholesale funding RCONB993 + RCFDB995 + RCFD3190 + RCON2343 + RCONJ472 + RCONJ474 + RCFN2200 RCONB993 + RCONB995 + RCON3190 + RCON2343 + RCONJ472 + RCONJ474









34 Trading liabilities RCFD3548 RCON3548









35 All other liabilities See instructions See instructions









36 Total liabilities (sum of items 32 to 35)
RCFD2948 RCON2948 0 0 0 0 0 0 0 0 0 0















37 Perpetual preferred stock and related surplus RCFD3838 RCON3838









38 Equity capital RCFD3230 + RCFD3839 + RCFD3632 + RCFDB530 + RCFDA130 + RCFD3000 RCON3230 + RCON3839 + RCON3632 + RCONB530 + RCONA130 + RCON3000









39 Total equity capital (sum of items 37 to 38)
RCFDG105 RCONG105 0 0 0 0 0 0 0 0 0 0




















Actual Projected Year 1: 2014 -- Projected (in the quarter) Year 2: 2015 -- Projected (in the quarter)

Capital
031 Call Rpt Item 041 Call Rpt Item As of 9/30 As of 12/31 Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8
40 Unrealized gains(losses) on AFS securities RCFD8434 RCON8434









41 Disallowed deferred tax asset RCFD5610 RCON5610









42 Tier 1 capital RCFD8274 RCON8274









43 Qualifying subordinated debt and redeemable preferred stock RCFD5306 RCON5306









44 Allowance includible in Tier 2 capital RCFD5310 RCON5310









45 Tier 2 capital RCFD5311 RCON5311









46 Total risk-based capital RCFD3792 RCON3792









47 Total capital RCFD3210 RCON3210
























48 Risk-weighted assets RCFDA223 RCONA223









49 Total assets for leverage purposes RCFDL138 RCONL138
























50 Tier 1 risk-based capital ratio =(Tier 1 Capital / RWA) * 100 =(Tier 1 Capital / RWA) * 100 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
51 Tier 1 leverage ratio =(Tier 1 Capital / Total Assets for Leverage Purposes) * 100 =(Tier 1 Capital / Total Assets for Leverage Purposes) * 100 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
52 Total risk-based capital ratio =(Total Risk-based Capital / RWA) * 100 =(Total Risk-based Capital / RWA) * 100 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
















Memoranda












53 Sale, conversion, acquisition, or retirement of capital stock RIADB509+RIADB510 RIADB509+RIADB510









54 Cash dividends declared on preferred stock RIAD4470 RIAD4470









55 Cash dividends declared on common stock RIAD4460 RIAD4460







































Sheet 5: Adverse - Income Statement


xx/xx/20xx







OCC DFAST 10-50 - Adverse Scenario


Income Statement for XYZ
OCC Charter ID #####

(Dollar Amounts in Thousands)





Actual Projected Year 1: 2014 -- Projected (in the quarter) Year 2: 2015 -- Projected (in the quarter)


Income Statement Impacts 031 Call Rpt Item 041 Call Rpt Item As of 9/30 As of 12/31 Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8

Net Charge-Offs











1
First lien mortgages RIADC234 - RIADC217 RIADC234 - RIADC217









2
Closed-end junior liens RIADC235 - RIADC218 RIADC235 - RIADC218









3
HELOCs RIAD5411 - RIAD5412 RIAD5411 - RIAD5412









4
C&I loans (RIAD4645 + RIAD4646) - (RIAD4617 + RIAD4618) RIAD4638 - RIAD4608









5
1-4 family construction loans RIADC891 - RIADC892 RIADC891 - RIADC892









6
Other construction loans RIADC893 - RIADC894 RIADC893 - RIADC894









7
Multifamily loans RIAD3588 - RIAD3589 RIAD3588 - RIAD3589









8
Non-farm, non-residential owner occupied loans RIADC895 - RIADC896 RIADC895 - RIADC896









9
Non-farm, non-residential other loans RIADC897 - RIADC898 RIADC897 - RIADC898









10
Credit cards RIADB514 - RIADB515 RIADB514 - RIADB515









11
Automobile loans RIADK129 - RIADK133 RIADK129 - RIADK133









12
Other consumer RIADK205 - RIADK206 RIADK205 - RIADK206









13
All other loans and leases See instructions See instructions









14
Total loan and lease net charge offs (sum of items 1 to 13) RIAD4635 - RIAD4605 RIAD4635 - RIAD4605 0 0 0 0 0 0 0 0 0 0














15
Net interest income RIAD4074 RIAD4074









16
Non-interest income RIAD4079 RIAD4079









17
Non-interest expense RIAD4093 RIAD4093









18
Pre-provision net revenue ( = item 15 + item 16 - item 17)

0 0 0 0 0 0 0 0 0 0
19
Provision for loan and lease losses RIAD4230 RIAD4230









20
Realized gains (losses) on HTM securities RIAD3521 RIAD3521









21
Realized gains (losses) on AFS securities RIAD3196 RIAD3196









22
All other gains (losses) See instructions See instructions









23
Taxes RIAD4302 RIAD4302









24
Net income (item 18 - item 19 + item 20 + item 21 + item 22 - item 23) RIAD4340 RIAD4340 0 0 0 0 0 0 0 0 0 0

































Memoranda











25
Total other-than-temporary impairment (OTTI) losses RIADJ319 RIADJ319










Itemize and describe amounts greater than 15% of non-interest income (item 16)













26













27













28













29













30













31














Itemize and describe amounts greater than 15% of non-interest expense (item 17)













32













33













34













35













36













37














Itemize and describe amounts greater than 15% of all other gains (losses) (item 22)













38













39













40













41













42













43













Sheet 6: Adverse - Bal Sheet and Cap

xx/xx/20xx












OCC DFAST 10-50 - Adverse Scenario

Balance Sheet Statement for XYZ
OCC Charter ID #####






Actual Projected Year 1: 2014 -- Projected (in the quarter) Year 2: 2015 -- Projected (in the quarter)

Balance Sheet Statement Impacts
031 Call Rpt Item 041 Call Rpt Item As of 9/30 As of 12/31 Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8

Loans (excluding FDIC Loss Sharing Agreements)











1 First lien mortgages RCON5367 - RCONK173 RCON5367 - RCONK173









2 Closed-end junior liens RCON5368 - RCONK174 RCON5368 - RCONK174









3 HELOCs RCON1797 - RCONK172 RCON1797 - RCONK172









4 C&I loans RCFD1763 + RCFD1764 - RCFDK179 RCON1766 - RCONK179









5 1-4 family construction loans RCONF158 - RCONK169
 RCONF158 - RCONK169









6 Other construction loans RCONF159 - RCONK170 RCONF159 - RCONK170









7 Multifamily loans RCON1460 - RCONK175 RCON1460 - RCONK175









8 Non-farm, non-residential owner occupied loans RCONF160 - RCONK176 RCONF160 - RCONK176









9 Non-farm, non-residential other loans RCONF161 - RCONK177 RCONF161 - RCONK177









10 Credit cards RCFDB538 - RCFDK180 RCONB538 - RCONK180









11 Automobile loans RCFDK137 - RCFDK181 RCONK137 - RCONK181









12 Other consumer RCFDB539 + RCFDK207 - RCFDK182 RCONB539 + RCONK207 - RCONK182









13 All other loans and leases See instructions See instructions









14 Loans covered by FDIC loss sharing agreements Sum of RCONK169 to RCONK177 and Sum of RCFDK178 to RCFDK183 Sum of RCONK169 to RCONK183, excluding RCONK178









15 Total loans and leases (sum of items 1 to 14) RCFD2122 RCON2122 0 0 0 0 0 0 0 0 0 0
16 Allowance for loan and lease losses RCFD3123 RCON3123










Securities











17 U.S. government obligation and obligations of GSE RCFD0211 + RCFD1289 + RCFD1294 + RCFDG300 + RCFDG304 + RCFDG312 + RCFDG316 + RCFDK142 + RCFDK150 RCON0211 + RCON1289 + RCON1294 + RCONG300 + RCONG304 + RCONG312 + RCONG316 + RCONK142 + RCONK150









18 Securities issued by states and political subdivisions of U.S. RCFD8496 RCON8496









19 Non-agency MBS and ABS securities RCFDG308 + RCFDG320 + RCFDK146 + RCFDK154 + RCFDC026 RCONG308 + RCONG320 + RCONK146 + RCONK154 + RCONC026









20 All other HTM securities
RCFDG336 + RCFDG340 + RCFDG344 + RCFD1737 + RCFD1742 RCONG336 + RCONG340 + RCONG344 + RCON1737 + RCON1742









21 Total securities (HTM) (sum of items 17-20) RCFD1754 RCON1754 0 0 0 0 0 0 0 0 0 0
22 U.S. government obligation and obligations of GSE RCFD1287 + RCFD1293 + RCFD1298 + RCFDG303 + RCFDG307 + RCFDG315 + RCFDG319 + RCFDK145 + RCFDK153 RCON1287 + RCON1293 + RCON1298 + RCONG303 + RCONG307 + RCONG315 + RCONG319 + RCONK145 + RCONK153









23 Securities issued by states and political subdivisions of U.S. RCFD8499 RCON8499









24 Non-agency MBS and ABS securities RCFDG311 + RCFDG323 + RCFDK149 + RCFDK157 + RCFDC027 RCONG311 + RCONG323 + RCONK149 + RCONK157 + RCONC027









25 All other AFS securities RCFDG339 + RCFDG343 + RCFDG347 + RCFD1741 + RCFD1746 + RCFDA511 RCONG339 + RCONG343 + RCONG347 + RCON1741 + RCON1746 + RCONA511









26 Total securities (AFS) (sum of items 22-25) RCFD1773 RCON1773 0 0 0 0 0 0 0 0 0 0
27 Trading assets RCFD3545 RCON3545









28 Total intangible assets RCFD3163 + RCFD0426 RCON3163 + RCON0426









29 Other real estate owned RCFD2150 RCON2150









30 All other assets See instructions See instructions









31 Total assets (sum of items 15, 21, 26, 27-30, less item 16) RCFD2170 RCON2170 0 0 0 0 0 0 0 0 0 0
32 Retail funding RCON2200 - RCONJ474 -RCONJ472 - RCON2343 RCON2200 - RCONJ474 -RCONJ472 - RCON2343









33 Wholesale funding RCONB993 + RCFDB995 + RCFD3190 + RCON2343 + RCONJ472 + RCONJ474 + RCFN2200 RCONB993 + RCONB995 + RCON3190 + RCON2343 + RCONJ472 + RCONJ474









34 Trading liabilities RCFD3548 RCON3548









35 All other liabilities See instructions See instructions









36 Total liabilities (sum of items 32 to 35)
RCFD2948 RCON2948 0 0 0 0 0 0 0 0 0 0















37 Perpetual preferred stock and related surplus RCFD3838 RCON3838









38 Equity capital RCFD3230 + RCFD3839 + RCFD3632 + RCFDB530 + RCFDA130 + RCFD3000 RCON3230 + RCON3839 + RCON3632 + RCONB530 + RCONA130 + RCON3000









39 Total equity capital (sum of items 37 to 38)
RCFDG105 RCONG105 0 0 0 0 0 0 0 0 0 0




















Actual Projected Year 1: 2014 -- Projected (in the quarter) Year 2: 2015 -- Projected (in the quarter)

Capital
031 Call Rpt Item 041 Call Rpt Item As of 9/30 As of 12/31 Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8
40 Unrealized gains(losses) on AFS securities RCFD8434 RCON8434









41 Disallowed deferred tax asset RCFD5610 RCON5610









42 Tier 1 capital RCFD8274 RCON8274









43 Qualifying subordinated debt and redeemable preferred stock RCFD5306 RCON5306









44 Allowance includible in Tier 2 capital RCFD5310 RCON5310









45 Tier 2 capital RCFD5311 RCON5311









46 Total risk-based capital RCFD3792 RCON3792









47 Total capital RCFD3210 RCON3210
























48 Risk-weighted assets RCFDA223 RCONA223









49 Total assets for leverage purposes RCFDL138 RCONL138
























50 Tier 1 risk-based capital ratio =(Tier 1 Capital / RWA) * 100 =(Tier 1 Capital / RWA) * 100 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
51 Tier 1 leverage ratio =(Tier 1 Capital / Total Assets for Leverage Purposes) * 100 =(Tier 1 Capital / Total Assets for Leverage Purposes) * 100 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
52 Total risk-based capital ratio =(Total Risk-based Capital / RWA) * 100 =(Total Risk-based Capital / RWA) * 100 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
















Memoranda












53 Sale, conversion, acquisition, or retirement of capital stock RIADB509+RIADB510 RIADB509+RIADB510









54 Cash dividends declared on preferred stock RIAD4470 RIAD4470









55 Cash dividends declared on common stock RIAD4460 RIAD4460







































Sheet 7: Severe - Income Statement


xx/xx/20xx







OCC DFAST 10-50 - Severely Adverse Scenario


Income Statement for XYZ
OCC Charter ID #####

(Dollar Amounts in Thousands)





Actual Projected Year 1: 2014 -- Projected (in the quarter) Year 2: 2015 -- Projected (in the quarter)


Income Statement Impacts 031 Call Rpt Item 041 Call Rpt Item As of 9/30 As of 12/31 Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8

Net Charge-Offs











1
First lien mortgages RIADC234 - RIADC217 RIADC234 - RIADC217









2
Closed-end junior liens RIADC235 - RIADC218 RIADC235 - RIADC218









3
HELOCs RIAD5411 - RIAD5412 RIAD5411 - RIAD5412









4
C&I loans (RIAD4645 + RIAD4646) - (RIAD4617 + RIAD4618) RIAD4638 - RIAD4608









5
1-4 family construction loans RIADC891 - RIADC892 RIADC891 - RIADC892









6
Other construction loans RIADC893 - RIADC894 RIADC893 - RIADC894









7
Multifamily loans RIAD3588 - RIAD3589 RIAD3588 - RIAD3589









8
Non-farm, non-residential owner occupied loans RIADC895 - RIADC896 RIADC895 - RIADC896









9
Non-farm, non-residential other loans RIADC897 - RIADC898 RIADC897 - RIADC898









10
Credit cards RIADB514 - RIADB515 RIADB514 - RIADB515









11
Automobile loans RIADK129 - RIADK133 RIADK129 - RIADK133









12
Other consumer RIADK205 - RIADK206 RIADK205 - RIADK206









13
All other loans and leases See instructions See instructions









14
Total loan and lease net charge offs (sum of items 1 to 13) RIAD4635 - RIAD4605 RIAD4635 - RIAD4605 0 0 0 0 0 0 0 0 0 0














15
Net interest income RIAD4074 RIAD4074









16
Non-interest income RIAD4079 RIAD4079









17
Non-interest expense RIAD4093 RIAD4093









18
Pre-provision net revenue ( = item 15 + item 16 - item 17)

0 0 0 0 0 0 0 0 0 0
19
Provision for loan and lease losses RIAD4230 RIAD4230









20
Realized gains (losses) on HTM securities RIAD3521 RIAD3521









21
Realized gains (losses) on AFS securities RIAD3196 RIAD3196









22
All other gains (losses) See instructions See instructions









23
Taxes RIAD4302 RIAD4302









24
Net income (item 18 - item 19 + item 20 + item 21 + item 22 - item 23) RIAD4340 RIAD4340 0 0 0 0 0 0 0 0 0 0

































Memoranda











25
Total other-than-temporary impairment (OTTI) losses RIADJ319 RIADJ319










Itemize and describe amounts greater than 15% of non-interest income (item 16)













26













27













28













29













30













31














Itemize and describe amounts greater than 15% of non-interest expense (item 17)













32













33













34













35













36













37














Itemize and describe amounts greater than 15% of all other gains (losses) (item 22)













38













39













40













41













42













43













Sheet 8: Severe - Bal Sheet and Cap

xx/xx/20xx












OCC DFAST 10-50 - Severely Adverse Scenario

Balance Sheet Statement for XYZ

OCC Charter ID #####






Actual Projected Year 1: 2014 -- Projected (in the quarter) Year 2: 2015 -- Projected (in the quarter)

Balance Sheet Statement Impacts
031 Call Rpt Item 041 Call Rpt Item As of 9/30 As of 12/31 Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8

Loans (excluding FDIC Loss Sharing Agreements)











1 First lien mortgages RCON5367 - RCONK173 RCON5367 - RCONK173









2 Closed-end junior liens RCON5368 - RCONK174 RCON5368 - RCONK174









3 HELOCs RCON1797 - RCONK172 RCON1797 - RCONK172









4 C&I loans RCFD1763 + RCFD1764 - RCFDK179 RCON1766 - RCONK179









5 1-4 family construction loans RCONF158 - RCONK169
 RCONF158 - RCONK169









6 Other construction loans RCONF159 - RCONK170 RCONF159 - RCONK170









7 Multifamily loans RCON1460 - RCONK175 RCON1460 - RCONK175









8 Non-farm, non-residential owner occupied loans RCONF160 - RCONK176 RCONF160 - RCONK176









9 Non-farm, non-residential other loans RCONF161 - RCONK177 RCONF161 - RCONK177









10 Credit cards RCFDB538 - RCFDK180 RCONB538 - RCONK180









11 Automobile loans RCFDK137 - RCFDK181 RCONK137 - RCONK181









12 Other consumer RCFDB539 + RCFDK207 - RCFDK182 RCONB539 + RCONK207 - RCONK182









13 All other loans and leases See instructions See instructions









14 Loans covered by FDIC loss sharing agreements Sum of RCONK169 to RCONK177 and Sum of RCFDK178 to RCFDK183 Sum of RCONK169 to RCONK183, excluding RCONK178









15 Total loans and leases (sum of items 1 to 14) RCFD2122 RCON2122 0 0 0 0 0 0 0 0 0 0
16 Allowance for loan and lease losses RCFD3123 RCON3123










Securities











17 U.S. government obligation and obligations of GSE RCFD0211 + RCFD1289 + RCFD1294 + RCFDG300 + RCFDG304 + RCFDG312 + RCFDG316 + RCFDK142 + RCFDK150 RCON0211 + RCON1289 + RCON1294 + RCONG300 + RCONG304 + RCONG312 + RCONG316 + RCONK142 + RCONK150









18 Securities issued by states and political subdivisions of U.S. RCFD8496 RCON8496









19 Non-agency MBS and ABS securities RCFDG308 + RCFDG320 + RCFDK146 + RCFDK154 + RCFDC026 RCONG308 + RCONG320 + RCONK146 + RCONK154 + RCONC026









20 All other HTM securities
RCFDG336 + RCFDG340 + RCFDG344 + RCFD1737 + RCFD1742 RCONG336 + RCONG340 + RCONG344 + RCON1737 + RCON1742









21 Total securities (HTM) (sum of items 17-20) RCFD1754 RCON1754 0 0 0 0 0 0 0 0 0 0
22 U.S. government obligation and obligations of GSE RCFD1287 + RCFD1293 + RCFD1298 + RCFDG303 + RCFDG307 + RCFDG315 + RCFDG319 + RCFDK145 + RCFDK153 RCON1287 + RCON1293 + RCON1298 + RCONG303 + RCONG307 + RCONG315 + RCONG319 + RCONK145 + RCONK153









23 Securities issued by states and political subdivisions of U.S. RCFD8499 RCON8499









24 Non-agency MBS and ABS securities RCFDG311 + RCFDG323 + RCFDK149 + RCFDK157 + RCFDC027 RCONG311 + RCONG323 + RCONK149 + RCONK157 + RCONC027









25 All other AFS securities RCFDG339 + RCFDG343 + RCFDG347 + RCFD1741 + RCFD1746 + RCFDA511 RCONG339 + RCONG343 + RCONG347 + RCON1741 + RCON1746 + RCONA511









26 Total securities (AFS) (sum of items 22-25) RCFD1773 RCON1773 0 0 0 0 0 0 0 0 0 0
27 Trading assets RCFD3545 RCON3545









28 Total intangible assets RCFD3163 + RCFD0426 RCON3163 + RCON0426









29 Other real estate owned RCFD2150 RCON2150









30 All other assets See instructions See instructions









31 Total assets (sum of items 15, 21, 26, 27-30, less item 16) RCFD2170 RCON2170 0 0 0 0 0 0 0 0 0 0
32 Retail funding RCON2200 - RCONJ474 -RCONJ472 - RCON2343 RCON2200 - RCONJ474 -RCONJ472 - RCON2343









33 Wholesale funding RCONB993 + RCFDB995 + RCFD3190 + RCON2343 + RCONJ472 + RCONJ474 + RCFN2200 RCONB993 + RCONB995 + RCON3190 + RCON2343 + RCONJ472 + RCONJ474









34 Trading liabilities RCFD3548 RCON3548









35 All other liabilities See instructions See instructions









36 Total liabilities (sum of items 32 to 35)
RCFD2948 RCON2948 0 0 0 0 0 0 0 0 0 0















37 Perpetual preferred stock and related surplus RCFD3838 RCON3838









38 Equity capital RCFD3230 + RCFD3839 + RCFD3632 + RCFDB530 + RCFDA130 + RCFD3000 RCON3230 + RCON3839 + RCON3632 + RCONB530 + RCONA130 + RCON3000









39 Total equity capital (sum of items 37 to 38)
RCFDG105 RCONG105 0 0 0 0 0 0 0 0 0 0




















Actual Projected Year 1: 2014 -- Projected (in the quarter) Year 2: 2015 -- Projected (in the quarter)

Capital
031 Call Rpt Item 041 Call Rpt Item As of 9/30 As of 12/31 Q1 Q2 Q3 Q4 Q5 Q6 Q7 Q8
40 Unrealized gains(losses) on AFS securities RCFD8434 RCON8434









41 Disallowed deferred tax asset RCFD5610 RCON5610









42 Tier 1 capital RCFD8274 RCON8274









43 Qualifying subordinated debt and redeemable preferred stock RCFD5306 RCON5306









44 Allowance includible in Tier 2 capital RCFD5310 RCON5310









45 Tier 2 capital RCFD5311 RCON5311









46 Total risk-based capital RCFD3792 RCON3792









47 Total capital RCFD3210 RCON3210
























48 Risk-weighted assets RCFDA223 RCONA223









49 Total assets for leverage purposes RCFDL138 RCONL138
























50 Tier 1 risk-based capital ratio =(Tier 1 Capital / RWA) * 100 =(Tier 1 Capital / RWA) * 100 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
51 Tier 1 leverage ratio =(Tier 1 Capital / Total Assets for Leverage Purposes) * 100 =(Tier 1 Capital / Total Assets for Leverage Purposes) * 100 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
52 Total risk-based capital ratio =(Total Risk-based Capital / RWA) * 100 =(Total Risk-based Capital / RWA) * 100 #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
















Memoranda












53 Sale, conversion, acquisition, or retirement of capital stock RIADB509+RIADB510 RIADB509+RIADB510









54 Cash dividends declared on preferred stock RIAD4470 RIAD4470









55 Cash dividends declared on common stock RIAD4460 RIAD4460





































































File Typeapplication/vnd.openxmlformats-officedocument.spreadsheetml.sheet
File Modified0000-00-00
File Created0000-00-00
© 2025 OMB.report | Privacy Policy