Schedule A Schedule A—Advanced Risk-Based Capital

Schedule A—Advanced Risk-Based Capital
This schedule is to be submitted on a consolidated basis.
	Dollar Amounts in Thousands	AAAB	Bil	Mil	Thou
Common equity tier 1 capital
	Common stock plus related surplus, net of treasury stock					1.
	Retained earnings					2.
	Accumulated other comprehensive income (AOCI)					3.
	Directly issued capital subject to phase out from common equity tier 1 capital (not applicable)					4.
	Common equity tier 1 minority interest includable in common equity tier 1 capital					5.
	Common equity tier 1 capital before regulatory deductions and adjustments (sum of items 1, 2, 3, and 5)					6.
Common equity tier 1 capital: adjustments and deductions
	Prudential valuation adjustments (not applicable)					7.
	Goodwill net of associated deferred tax liabilities (DTLs)					8.
	Other intangible assets net of associated DTLs, other than goodwill and mortgage servicing assets (MSAs)					9.
	Deferred tax assets (DTAs) that arise from net operating loss and tax credit carryforwards, net of any related valuation allowances and net of DTLs					10.
	Accumulated net gain or loss on cash-flow hedges included in AOCI, net of applicable income taxes, that relate to the hedging of items that are not recognized at fair value on the balance sheet					11.
	Expected credit loss that exceeds eligible credit reserves					12.
	Gain-on-sale associated with a securitization exposure					13.
	Unrealized gain or loss related to changes in the fair value of liabilities that are due to changes in own credit risk					14.
	Defined-benefit pension fund assets, net of associated DTLs					15.
	Investments in own shares to the extent not excluded above as part of treasury stock					16.
	Reciprocal cross-holdings in the common equity of financial institutions					17.
	Non-significant investments in the capital of unconsolidated financial institutions in the form of common stock that exceed the 10 percent threshold for non-significant investments					18.
	Significant investments in the capital of unconsolidated financial institutions in the form of common stock, net of associated DTLs, that exceed the 10 percent common equity tier 1 capital deduction threshold					19.
	MSAs, net of associated DTLs, that exceed the 10 percent common equity tier 1 capital deduction threshold					20.
	DTAs arising from temporary differences that could not be realized through net operating loss carrybacks, net of related valuation allowances and net of DTLs, that exceed the 10 percent common equity tier 1 capital deduction threshold					21.
	Amount of significant investments in the capital of unconsolidated financial institutions in the form of common stock, net of associated DTLs; MSAs net of associated DTLs; and DTAs arising from temporary differences that could not be realized through net operating loss carrybacks, net of related valuation allowances and net of associated DTLs, that exceeds the 15 percent common equity tier 1 capital deduction threshold					22.
	of which: significant investments in the capital of unconsolidated financial institutions in the form of common stock, net of associated DTLs					23.
	of which: MSAs, net of associated DTLs					24.
	of which: DTAs arising from temporary differences that could not be realized through net operating loss carrybacks, net of related valuation allowances and net of DTLs					25.
	National specific regulatory adjustments (not applicable)					26.
	Deductions applied to common equity tier 1 capital due to insufficient amount of additional tier 1 capital and tier 2 capital to cover deductions					27.
	Total adjustments and deductions for common equity tier 1 capital (sum of items 8 through 22, plus item 27)					28.
	Common equity tier 1 capital (item 6 less item 28)					29.
Additional tier 1 capital
	Additional tier 1 capital instruments plus related surplus					30.
	of which: classified as equity under GAAP (not applicable)					31.
	of which: classified as liabilities under GAAP (not applicable)					32.
	Non-qualifying capital instruments subject to phase out from additional tier 1 capital					33.
	Tier 1 minority interest not included in common equity tier 1 capital					34.
	of which: amount subject to phase out					35.
	Additional tier 1 capital before deductions (sum of items 30, 33, and 34)					36.
Additional tier 1 capital deductions
	Investments in own additional tier 1 capital instruments					37.
	Reciprocal cross-holdings in the additional tier 1 capital of financial institutions					38.
	Non-significant investments in additional tier 1 capital of unconsolidated financial institutions that exceed the 10 percent threshold for non-significant investments					39.
	Significant investments in financial institutions not in the form of common stock to be deducted from additional tier 1 capital					40.
	Other deductions from additional tier 1 capital					41.
	Deductions applied to additional tier 1 capital due to insufficient tier 2 capital to cover deductions					42.
	Total additional tier 1 capital deductions (sum of items 37 through 42)					43.
	Additional tier 1 capital (greater of item 36 less item 43 or zero)					44.
Tier 1 capital
	Tier 1 capital (sum of items 29 and 44)					45.
Tier 2 capital
	Tier 2 capital instruments plus related surplus					46.
	Non-qualifying capital instruments subject to phase out from tier 2 capital					47.
	Total capital minority interest that is not included in tier 1 capital					48.
	of which: instruments subject to phase out					49.
	Eligible credit reserves includable in tier 2 capital					50.
	Tier 2 capital before deductions (sum of items 46, 47, 48, and 50)					51.
Tier 2 capital deductions
	Investments in own tier 2 capital instruments					52.
	Reciprocal cross-holdings in the tier 2 capital of unconsolidated financial institutions					53.
	Non-significant investments in the tier 2 capital of unconsolidated financial institutions that exceed the 10 percent threshold for non-significant investments					54.
	Significant investments in financial institutions not in the form of common stock to be deducted from tier 2 capital					55.
	Other deductions from tier 2 capital					56.
	Total tier 2 capital deductions (sum of items 52 through 56)					57.
	Tier 2 capital (greater of item 51 less item 57 or zero)					58.
Total capital
	Total capital (sum of items 45 and 58)					59.
Total risk-weighted assets
	Total risk-weighted assets (RWAs)					60.
		AAAB	Percentage
Capital ratios and buffers (items 64 through 68 are effective January 1, 2016)
	Common equity tier 1 capital ratio (item 29 divided by item 60)		--.--			61.
	Tier 1 capital ratio (item 45 divided by item 60)		--.--			62.
	Total capital ratio (item 59 divided by item 60)		--.--			63.
	Institution-specific buffer (as a percent of RWA) necessary to avoid limitations on capital distributions and discretionary bonus payments		--.--			64.
	of which: capital conservation buffer		--.--			65.
	of which: countercyclical capital buffer (if applicable)		--.--			66.
	of which: G-SIB buffer requirement (if applicable)		--.--			67.
	Common equity tier 1 capital available to meet the buffer in item 64 (as a percentage of RWA)		--.--			68.
Regulatory minimums if different from Basel III (not applicable)
	Minimum common equity tier 1 capital ratio: 4.5%					69.
	Minimum tier 1 capital ratio: 6.0%					70.
	Minimum total capital ratio: 8.0%					71.
Amounts not deducted as a result of applicable thresholds (before risk-weighting)
	Non-significant investments in the capital of unconsolidated financial institutions that are not deducted					72.
	Significant investments in the capital of unconsolidated financial institutions in the form of common stock that are not deducted					73.
	MSAs net of associated DTLs that are not deducted					74.
	DTAs arising from temporary differences that could not be realized through net operating loss carrybacks, net of related valuation allowances and net of DTLs, that are not deducted					75.
Limitations on the amount of provisions included in tier 2 capital
	Total allowance for loan and lease losses (ALLL) under the standardized approach					76.
	Amount of ALLL includable in tier 2 capital under the standardized approach (RWA multiplied by 1.25 percent)					77.
	Total eligible credit reserves (calculated using advanced approaches)					78.
	Amount of eligible credit reserves includable in tier 2 capital (advanced approaches credit RWA multiplied by 0.60 percent)					79.
Non-qualifying capital instruments
	Cap on common equity tier 1 non-qualifying capital instruments subject to phase-out					80.
	Amount of common equity tier 1 non-qualifying capital instruments excluded					81.
	Cap on additional tier 1 non-qualifying capital instruments subject to phase-out					82.
	Amount of additional tier 1 non-qualifying capital instruments excluded					83.
	Cap on tier 2 non-qualifying capital instruments subject to phase-out					84.
	Amount of tier 2 non-qualifying capital instruments excluded					85.

Memoranda (these items are kept confidential on reports filed during an institution’s parallel run process)

	Expected credit loss that exceeds eligible credit reserves					86.
	Advanced approaches RWA (from FFIEC 101, Schedule B, item 33)					87.
	Common equity tier 1 capital ratio (calculated using advanced approaches)					88.
	Tier 1 capital ratio (calculated using advanced approaches)					89.
	Total capital ratio (calculated using advanced approaches)					90.

Supplementary leverage ratio (items 91 through 98 are effective January 1, 2015):

	Dollar Amounts in Thousands	(Column A) The 1st month of the quarter				(Column B) The 2nd month of the quarter				(Column C) The 3rd month of the quarter				.
		AAAx	Bil	Mil	Thou	AAAx	Bil	Mil	Thou	AAAx	Bil	Mil	Thou
91.	Carrying value of all on-balance sheet assets minus amounts deducted from tier 1 capital													91.
92.	Total potential future exposure amount for each derivative contract													92.
93.	10 percent of the notional amount of unconditionally cancellable commitments													93.
94.	Total notional amounts of all other off-balance sheet exposures													94.
95.	Month-end total leverage exposure for the supplementary leverage ratio (sum of items 91 through 94)													95.
96.	Month-end tier 1 capital for the supplementary leverage ratio calculation													96.
			Percentage				Percentage				Percentage
97.	Monthly supplementary leverage ratio (item 96 divided by item 95)		--.--				--.--				--.--			97.
											Percentage
98.	Supplementary leverage ratio: mean of the 3 monthly ratios reported in item 97 columns A, B, and C										--.--			98.

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