Summary Schedule Cover Sheet

Company-Run Annual Stress Test Reporting Template and Documentation for Covered Institutions with Total Consolidated Assets of over $50 Billion

DFAST14A_SUMMARY_20141118.xlsx

Summary Schedule Template

OMB: 1557-0319

⚠️ Notice: This form may be outdated. More recent filings and information on OMB 1557-0319 can be found here:

Document [xlsx]

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Overview

Summary Submission Cover Sheet
Income Statement Worksheet
Balance Sheet Worksheet
Capital - DFAST
General RWA
Standardized RWA
Advanced RWA
Retail Bal. & Loss Projections
Retail Repurchase Worksheet
Retail ASC 310-30 Worksheet
Securities OTTI by Security
Securities OTTI Methodology
Securities OTTI by Portfolio
Securities AFS OCI by Portfolio
Securities Market Value Sources
Trading Worksheet
Counterparty Risk Worksheet
OpRisk Scenario & Projections
PPNR Projections Worksheet
PPNR NII Worksheet
PPNR Metrics Worksheet

Sheet 1: Summary Submission Cover Sheet

DFAST-14A Summary Schedule Cover Sheet

All covered institutions 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.

Covered institutions should complete all relevant cells in the corresponding worksheets, including this cover page. Covered institutions should not complete any shaded cells.
Please ensure that the data submitted in this Summary Template match what was submitted in other data templates.
Please do not change the structure of this workbook.
Please note that unlike Call Report reporting, all actual and projected income statement figures should be reported on a quarterly basis, and not on a cumulative basis.
Any questions should be directed to DFA165i2.reporting@occ.treas.gov .


	Institution Name:	XYZ
	RSSD ID:
	OCC Charter ID:	#####
	Source:	Bank
	Current Year:	2014	(Enter appropriate year)
	Planning Horizon Year 1:	2015
	Planning Horizon Year 2:	2016
	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
7/6/1905
			Actual in $Millions	Projected in $Millions									Sums in $Millions
Item		Notes	as of date	PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9	PQ 2 - PQ 5	PQ 6 - PQ 9	9-Quarter

	LOSSES ASSOCIATED WITH LOANS HELD FOR INVESTMENT AT AMORTIZED COST
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 (for firms required to complete the Trading and Counterparty Risk worksheets)
58	Trading Mark-to-market (MTM) Losses	Item 10 on Trading Worksheet (flipped sign)											-	-	-	Matches Item 10 on Trading Worksheet (flipped sign)
59	Trading Issuer 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 Default Losses	Item 3 on Counterparty Risk Worksheet											-	-	-	Matches Item 3 on Counterparty Risk Worksheet
62	Total Trading and Counterparty	Sum of items 58, 59, 60, 61	-	-	-	-	-	-	-	-	-	-	-	-	-

	OTHER LOSSES
63	Goodwill impairment	riadc216		-	-	-	-	-	-	-	-	-	-	-	-
64	Valuation Adjustment for firm's own debt under fair value option (FVO)			-	-	-	-	-	-	-	-	-	-	-	-
65	Other Losses (describe in supporting documentation)												-	-	-
66	Total Other Losses	Sum of items 63, 64, and 65	-	-	-	-	-	-	-	-	-	-	-	-	-

67	Total Losses	Sum of items 43, 57, 62, and 66	-	-	-	-	-	-	-	-	-	-	-	-	-

	ALLOWANCE FOR LOAN and LEASE LOSSES
68	ALLL, prior quarter			-	-	-	-	-	-	-	-	-
69	Real Estate Loans (in Domestic Offices)	Sum of items 70, 74, and 78	-	-	-	-	-	-	-	-	-	-
70	Residential Mortgages			-	-	-	-	-	-	-	-	-
71	First Lien Mortgages
72	Closed-End Junior Liens
73	HELOCs
74	CRE Loans			-	-	-	-	-	-	-	-	-
75	Construction
76	Multifamily
77	Nonfarm, Non-residential
78	Loans Secured by Farmland
79	Real Estate Loans (Not in Domestic Offices)	Sum of items 80, 81, and 82	-	-	-	-	-	-	-	-	-	-
80	Residential Mortgages
81	CRE Loans
82	Farmland
83	C&I Loans	Sum of items 84, 85, and 86	-	-	-	-	-	-	-	-	-	-
84	C&I Graded
85	Small Business (Scored/Delinquency Managed)
86	Business and Corporate Cards
87	Credit Cards
88	Other Consumer
89	All Other Loans and Leases
90	Unallocated
91	Provisions during the quarter	riad4230		-	-	-	-	-	-	-	-	-	-	-	-
92	Real Estate Loans (in Domestic Offices)	Sum of items 93, 97, and 101	-	-	-	-	-	-	-	-	-	-	-	-	-
93	Residential Mortgages	Sum of items 94, 95, and 96	-	-	-	-	-	-	-	-	-	-	-	-	-
94	First Lien Mortgages												-	-	-
95	Closed-End Junior Liens												-	-	-
96	HELOCs												-	-	-
97	CRE Loans			-	-	-	-	-	-	-	-	-	-	-	-
98	Construction												-	-	-
99	Multifamily												-	-	-
100	Nonfarm, Non-residential												-	-	-
101	Loans Secured by Farmland												-	-	-
102	Real Estate Loans (Not in Domestic Offices)	Sum of items 103, 104, and 105	-	-	-	-	-	-	-	-	-	-	-	-	-
103	Residential Mortgages												-	-	-
104	CRE Loans												-	-	-
105	Farmland												-	-	-
106	C&I Loans	Sum of items 107, 108, and 109	-	-	-	-	-	-	-	-	-	-	-	-	-
107	C&I Graded												-	-	-
108	Small Business (Scored/Delinquency Managed)												-	-	-
109	Corporate and Business Cards												-	-	-
110	Credit Cards												-	-	-
111	Other Consumer												-	-	-
112	All Other Loans and Leases												-	-	-
113	Unallocated												-	-	-
114	Net charge-offs during the quarter	Item 43		-	-	-	-	-	-	-	-	-	-	-	-
115	Other ALLL Changes	riadc233 less riad5523											-	-	-
116	ALLL, current quarter	Items 68, 91, and 115 less item 114 = riad3123	-	-	-	-	-	-	-	-	-	-

	PRE-PROVISION NET REVENUE
117	Net interest income	PPNR Projections Worksheet Item 13		-	-	-	-	-	-	-	-	-	-	-	-
118	Noninterest income	PPNR Projections Worksheet Item 26		-	-	-	-	-	-	-	-	-	-	-	-
119	Noninterest expense	PPNR Projections Worksheet Item 38		-	-	-	-	-	-	-	-	-	-	-	-
120	Pre-Provision Net Revenue	Items 117 and 118 less item 119	-	-	-	-	-	-	-	-	-	-	-	-	-

	CONDENSED INCOME STATEMENT
121	Pre-Provision Net Revenue	Item 120		-	-	-	-	-	-	-	-	-	-	-	-
122	Provisions during the quarter	Item 91 = riad4230		-	-	-	-	-	-	-	-	-	-	-	-
123	Total Trading and Counterparty Losses	Item 62		-	-	-	-	-	-	-	-	-	-	-	-
124	Total Other Losses	Item 66		-	-	-	-	-	-	-	-	-	-	-	-
125	Other Income Statements (I/S) Items												-	-	-
126	Realized Gains (Losses) on available-for-sale securities, including OTTI	riad3196
127	Realized Gains (Losses) on held-to-maturity securities, including OTTI	riad3521
128	Income (loss) before taxes and extraordinary items	Sum of items 121, 125, 126, and 127, less items 122, 123, and 124 =riad4301	-	-	-	-	-	-	-	-	-	-	-	-	-

129	Applicable income taxes (foreign and domestic)	riad4302											-	-	-
130	Income (loss) before extraordinary items and other adjustments	Item 128 less item 129 =riad4300	-	-	-	-	-	-	-	-	-	-	-	-	-

131	Extraordinary items and other adjustments, net of income taxes	riad4320											-	-	-
132	Net income (loss) attributable to Bank and minority interests	Sum of items 130 and 131 = riadg104	-	-	-	-	-	-	-	-	-	-	-	-	-

133	Net income (loss) attributable to minority interests	riadg103											-	-	-
134	Net income (loss) attributable to Bank	Item 132 less item 133 = riad4340 (must match item 4 on the Capital Worksheet)	-	-	-	-	-	-	-	-	-	-	-	-	-

135	Effective Tax Rate (%)	Item 129 divided by item 128, multiplied by 100		-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-	-na-

	REPURCHASE RESERVE/LIABILITY FOR MORTGAGE REPS AND WARRANTIES
136	Reserve, prior quarter
137	Provisions during the quarter												-	-	-
138	Net charges during the quarter												-	-	-
139	Reserve, current quarter	Items 136 and 137 less item 138

Sheet 3: Balance Sheet Worksheet

Bank Balance Sheet Worksheet: XYZ in Baseline
7/6/1905
			Projected in $Millions
Item		Notes	PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9

Assets

	SECURITIES
1	Held to Maturity (HTM)	rcfd1754
2	Available for Sale (AFS)	rcfd1773
3	Total Securities	Sum of items 1 and 2	-	-	-	-	-	-	-	-	-
	Of which:
4	Securitizations (investment grade)
5	Securitizations (non-investment grade)

	Total Loans and Leases
6	Real Estate Loans (in Domestic Offices)	Sum of items 7, 10, 13, and 19	-	-	-	-	-	-	-	-	-
7	First Lien Mortgages	Sum of items 8 and 9 = rcon5367	-	-	-	-	-	-	-	-	-
8	First Lien Mortgages
9	First Lien HELOAN
10	Second / Junior Lien Mortgages	Sum of items 11 and 12	-	-	-	-	-	-	-	-	-
11	Closed-End Junior Liens	= rcon5368
12	HELOCs	= rcon1797
13	CRE Loans	Sum of items 14, 15, and 16	-	-	-	-	-	-	-	-	-
14	Construction	= sum of rconf158 and rconf159
15	Multifamily	= rcon1460
16	Nonfarm, Non-residential	Sum of items 17 and 18	-	-	-	-	-	-	-	-	-
17	Owner-Occupied	= rconf160
18	Non-Owner-Occupied	= rconf161
19	Loans Secured by Farmland	= rcon1420
20	Real Estate Loans (Not in Domestic Offices)	Sum of items 21, 22, 23, and 29	-	-	-	-	-	-	-	-	-
21	First Lien Mortgages
22	Second / Junior Lien Mortgages
23	CRE Loans	Sum of items 24, 25, and 26	-	-	-	-	-	-	-	-	-
24	Construction
25	Multifamily
26	Nonfarm, Non-residential	Sum of items 27 and 28	-	-	-	-	-	-	-	-	-
27	Owner-Occupied
28	Non-Owner-Occupied
29	Loans Secured by Farmland
30	C&I Loans	Sum of items 31 to 34	-	-	-	-	-	-	-	-	-
31	C&I Graded
32	Small Business (Scored/Delinquency Managed)
33	Corporate Card
34	Business Card
35	Credit Cards	Sum of items 36 and 37	-	-	-	-	-	-	-	-	-
36	Charge Card
37	Bank Card
38	Other Consumer	Sum of items 39, 40, 41, and 42	-	-	-	-	-	-	-	-	-
39	Auto Loans	= rcfdk137
40	Student Loans
41	Other loans backed by securities (non-purpose lending)
42	Other
43	Other Loans and Leases	Sum of items 44 to 48	-	-	-	-	-	-	-	-	-
44	Loans to Foreign Governments	= rcfd2081
45	Agricultural Loans	= rcfd1590
46	Loans for purchasing or carrying securities (secured or unsecured)	= rcon1545
47	Loans to Depositories and Other Financial Institutions	= rcfdb532+ rcfdb533+ rcfdb534+ rcfdb536+ rcfdb537+ rcfdj454
48	All Other Loans and Leases	Sum of items 49 and 50	-	-	-	-	-	-	-	-	-
49	All Other Loans (exclude consumer loans)	= rconj451
50	All Other Leases	= rcfdf163
51	Total Loans and Leases	Sum of items 6, 20, 30, 35, 38, and 43	-	-	-	-	-	-	-	-	-

	LOANS HELD FOR INVESTMENT AT AMORTIZED COST
52	Real Estate Loans (in Domestic Offices)	Sum of items 53, 56, 59, and 65	-	-	-	-	-	-	-	-	-
53	First Lien Mortgages	Sum of items 54 and 55	-	-	-	-	-	-	-	-	-
54	First Lien Mortgages		-	-	-	-	-	-	-	-	-
55	First Lien HELOAN		-	-	-	-	-	-	-	-	-
56	Second / Junior Lien Mortgages	Sum of items 57 and 58	-	-	-	-	-	-	-	-	-
57	Closed-End Junior Liens		-	-	-	-	-	-	-	-	-
58	HELOCs		-	-	-	-	-	-	-	-	-
59	CRE Loans	Sum of items 60, 61, and 62	-	-	-	-	-	-	-	-	-
60	Construction
61	Multifamily
62	Nonfarm, Non-residential	Sum of items 63 and 64	-	-	-	-	-	-	-	-	-
63	Owner-Occupied
64	Non-Owner-Occupied
65	Loans Secured by Farmland
66	Real Estate Loans (Not in Domestic Offices)	Sum of items 67, 68, 69, and 75	-	-	-	-	-	-	-	-	-
67	First Lien Mortgages		-	-	-	-	-	-	-	-	-
68	Second / Junior Lien Mortgages		-	-	-	-	-	-	-	-	-
69	CRE Loans	Sum of items 70, 71, and 72	-	-	-	-	-	-	-	-	-
70	Construction
71	Multifamily
72	Nonfarm, Non-residential	Sum of items 73 and 74	-	-	-	-	-	-	-	-	-
73	Owner-Occupied
74	Non-Owner-Occupied
75	Loans Secured by Farmland
76	C&I Loans	Sum of items 77, 78, and 79	-	-	-	-	-	-	-	-	-
77	C&I Graded
78	Small Business (Scored/Delinquency Managed)		-	-	-	-	-	-	-	-	-
79	Business and Corporate Card		-	-	-	-	-	-	-	-	-
80	Credit Cards		-	-	-	-	-	-	-	-	-
81	Other Consumer	Sum of items 82, 83, 84, and 85	-	-	-	-	-	-	-	-	-
82	Auto Loans		-	-	-	-	-	-	-	-	-
83	Student Loans		-	-	-	-	-	-	-	-	-
84	Other loans backed by securities (non-purpose lending)
85	Other		-	-	-	-	-	-	-	-	-
86	Other Loans and Leases	Sum of items 87 to 91	-	-	-	-	-	-	-	-	-
87	Loans to Foreign Governments
88	Agricultural Loans
89	Loans for purchasing or carrying securities (secured or unsecured)
90	Loans to Depositories and Other Financial Institutions
91	All Other Loans and Leases	Sum of items 92 and 93	-	-	-	-	-	-	-	-	-
92	All Other Loans (exclude consumer loans)
93	All Other Leases
94	Total Loans and Leases	Sum of items 52, 66, 76, 80, 81, and 86	-	-	-	-	-	-	-	-	-

	Loans Held for Sale and Loans Accounted for under the Fair Value Option
95	Real Estate Loans (in Domestic Offices)	Sum of items 96, 97, 98, and 99	-	-	-	-	-	-	-	-	-
96	First Lien Mortgages	Item 7 less 53	-	-	-	-	-	-	-	-	-
97	Second / Junior Lien Mortgages	Item 10 less 56	-	-	-	-	-	-	-	-	-
98	CRE Loans	Item 13 less 59	-	-	-	-	-	-	-	-	-
99	Loans Secured by Farmland	Item 19 less 65	-	-	-	-	-	-	-	-	-
100	Real Estate Loans (Not in Domestic Offices)	Sum of items 101, 102, and 103	-	-	-	-	-	-	-	-	-
101	Residential Mortgages	Items 21 and 22 less 67 and 68	-	-	-	-	-	-	-	-	-
102	CRE Loans	Item 23 less 69	-	-	-	-	-	-	-	-	-
103	Loans Secured by Farmland	Item 29 less 75	-	-	-	-	-	-	-	-	-
104	C&I Loans	Item 30 less 76	-	-	-	-	-	-	-	-	-
105	Credit Cards	Item 35 less 80	-	-	-	-	-	-	-	-	-
106	Other Consumer	Item 38 less 81	-	-	-	-	-	-	-	-	-
107	Other Loans and Leases	Item 43 less 86	-	-	-	-	-	-	-	-	-
108	Total Loans Held for Sale and Loans Accounted for under the Fair Value Option	Sum of items 95, 100, 104, 105, 106, and 107	-	-	-	-	-	-	-	-	-

109	Unearned Income on Loans	rcfd2123
110	Allowance for Loan and Lease Losses	rcfd3123	-	-	-	-	-	-	-	-	-
111	Loans and Leases (Held for Investment and Held for Sale), Net of Unearned Income and Allowance for Loan and Lease Losses	Item 51 less items 109 and 110 = rcfdb529 + rcfd5369	-	-	-	-	-	-	-	-	-

	TRADING
112	Trading Assets	rcfd3545

	INTANGIBLES
113	Goodwill	rcfd3163
114	Mortgage Servicing Rights	rcfd3164
115	Purchased Credit Card Relationships and Nonmortgage Servicing Rights	rcfdb026
116	All Other Identifiable Intangible Assets	rcfd5507
117	Total Intangible Assets	Sum of items 113 to 116	-	-	-	-	-	-	-	-	-

	OTHER
118	Cash and cash equivalent	rcfd0081 + rcfd0071
119	Federal funds sold	rconb987
120	Securities purchased under agreements to resell	rcfdb989
121	Premises and Fixed Assets	rcfd2145
122	OREO	Sum of items 123 to 125 =rcfd2150	-	-	-	-	-	-	-	-	-
123	Commercial
124	Residential
125	Farmland
126	Collateral Underlying Operating Leases for Which the Bank is the Lessor (1)	Sum of items 127 and 128	-	-	-	-	-	-	-	-	-
127	Autos
128	Other
129	Other Assets	rcfd2130 + rcfd3656 + rcfd2160 less item 126
130	Total Other	Sum of items 118 – 122, 126 and 129	-	-	-	-	-	-	-	-	-

131	TOTAL ASSETS	Sum of items 3, 111, 112, 117, and 130 = rcfd2170	-	-	-	-	-	-	-	-	-

Liabilities

132	Deposits in domestic offices	rcon6631 + rcon6636
133	Deposits in foreign offices, Edge and Agreement subsidiaries, and IBFs	rcfn6631 + rcfn6636
134	Deposits	Sum of items 132 and 133	-	-	-	-	-	-	-	-	-
135	Federal funds purchased and securities sold under agreements to repurchase	rconb993 + rconb995
136	Trading Liabilities	rcfd3548
137	Other Borrowed Money	rcfd3190
138	Subordinated Notes and Debentures	rcfd3200
139	Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS Issued by Consolidated Special Purpose Entities	bhckc699
140	Other Liabilities	rcfd2930
141	Memo: Allowance for off-balance sheet credit exposures	rcfdb557
142	Total Liabilities	Sum of items 134 to 140 = rcfd2948	-	-	-	-	-	-	-	-	-

Equity Capital

143	Perpetual Preferred Stock and Related Surplus	rcfd3838
144	Common Stock (Par Value)	rcfd3230
145	Surplus (Exclude All Surplus Related to Preferred Stock)	rcfd3839
146	Retained Earnings	rcfd3632
147	Accumulated Other Comprehensive Income (AOCI)	rcfdb530
148	Other Equity Capital Components	rcfda130
149	Total Bank Equity Capital	Sum of items 143 to 148 = RCFD3210 (must equal item 17 of the RI-A section on the DFAST Capital Worksheet)	-	-	-	-	-	-	-	-	-

150	Noncontrolling (Minority) Interests in Consolidated Subsidiaries	rcfd3000
151	Total Equity Capital	Sum of items 149 and 150 = rcfdg105	-	-	-	-	-	-	-	-	-

Other

152	Unused Commercial Lending Commitments and Letters of Credit	rcfdF164 + rcfdF165 + rcfdJ457 + rcfdJ458 + rcfdJ459 + rcfd3819 + rcfd6550 + 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.
	Balance Sheet		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 - DFAST

Bank Capital Worksheet (DFAST): XYZ in Baseline

			Actual in $Millions	Projected in $Millions									Sums in $Millions
Item		Notes	As of Date	PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9	PQ 2 - PQ 5	PQ 6 - PQ 9	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 134 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	bhck4782											-	-	-
10	Purchase of treasury stock	bhck4783											-	-	-
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 holding company	bhck4591											-	-	-
16	Other adjustments to equity capital (not included above)*	riad4415											-	-	-
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 per general risk-based capital rules
	*Tier 1 capital*
18	Total bank equity capital	Item 17 =rcfd3210 or aaab3210	-	-	-	-	-	-	-	-	-	-
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 or aaab8434
20	Net unrealized loss on available-for-sale equity securities (report loss as a positive value)	rcfda221 or aaaba221
21	Accumulated net gains (losses) on cash flow hedges and amounts recorded in AOCI resulting from the initial and subsequent application of FASB ASC 715-20 (former FASB statement No. 158) to defined benefit postretirement plans (if a gain, report as a positive value; if a loss, report as a negative value)	rcfd4336 or aaab4336
22	Nonqualifying perpetual preferred stock	rcfdb588 or aaabb588
23	Qualifying Class A noncontrolling (minority) interests in consolidated subsidiaries	rcfdb589 or aaabb589
24	Qualifying restricted core capital elements (other than cumulative perpetual preferred stock)	rcfdg215 or aaabg215
25	Qualifying mandatory convertible preferred securities of internationally active bank holding companies	rcfdg216 or aaabg216
26	Disallowed goodwill and other disallowed intangible assets	rcfdb590 or aaabb590
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)	rcfdf264 or aaabf264
28	Subtotal (sum of items 18, 23, less items 19, 20, 21, 22, 26, 27)	rcfdc227 or aaabc227	-	-	-	-	-	-	-	-	-	-
29	Disallowed servicing assets and purchased credit card relationships	rcfdb591 or aaabb591
30	Disallowed deferred tax assets	rcfd5610 or aaab5610
31	Other additions to (deductions from) Tier 1 capital**	rcfdb592 or aaabj189
32	Tier 1 capital (sum of items 28 and 31, less items 29 through 30)	rcfd8274 or aaabj169

	*Tier 2 capital*
33	Qualifying subordinated debt, redeemable preferred stock, and restricted core capital elements (except Class B noncontrolling (minority) interest) not includable in items 24 or 25	rcfd5306 or aaab5306
34	Cumulative perpetual preferred stock includable in Tier 2 capital	rcfdb593 or aaabb593
35	Allowance for loan and lease losses includable in Tier 2 capital	rcfd5310
36	Unrealized gains on available-for-sale equity securities includable in Tier 2 capital	rcfd2221 or aaabj173
37	Other Tier 2 capital components	rcfdb594
38	Tier 2 capital (sum of items 33 through 37 )	rcfd5311 or aaabj178	-	-	-	-	-	-	-	-	-	-
39	Allowable Tier 2 capital (lesser of item 32 or 38)	rcfd8275 or aaabj179	-	-	-	-	-	-	-	-	-	-
40	Deductions for total risk-based capital	rcfdb595 or aaabb595
41	Total risk-based capital (sum of items 32 and 39 less item 40)	rcfd3792 or aaabj182	-	-	-	-	-	-	-	-	-	-

	Regulatory Capital per Revised Regulatory Capital Rule (July 2013)
42	AOCI opt-out election? (enter "1" for Yes; enter "0" for No)	rcoap838

	*Common equity tier 1*		As of Date	PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9
43	Common stock and related surplus, net of treasury stock and unearned employee stock ownership plan (ESOP) shares	rcfap742
44	Retained earnings	rcfd3632
45	Accumulated other comprehensive income (AOCI)	rcfab530
46	Common equity tier 1 minority interest includable in common equity tier 1 capital	rcfap839
47	Common equity tier 1 before adjustments and deductions (sum of items 43 through 46); where applicable, report all line items reflective of transition provisions	rcfap840

	*Common equity tier 1 capital: adjustments and deductions*

48	Goodwill net of associated deferred tax liabilities (DTLs)	rcfap841
49	Intangible assets (other than goodwill and mortgage servicing assets (MSAs)), net of associated DTLs	rcfap842
50	Deferred tax assets (DTAs) that arise from net operating loss and tax credit carryforwards, net of any related valuation allowances and net of DTLs	rcfap843
	*If Item 42 is “1” for “Yes”, complete items 51 through 55 only for AOCI related adjustments.*
51	AOCI related adjustments: 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)	rcfap844
52	AOCI related adjustments: Net unrealized loss on available-for-sale preferred stock classified as an equity security under GAAP and available-for-sale equity exposures (report loss as a positive value)	rcfap845
53	AOCI related adjustments: Accumulated net gains (losses) on cash flow hedges (if a gain, report as a positive value; if a loss, report as a negative value)	rcfap846
54	AOCI related adjustments: Amounts recorded in AOCI attributed to defined benefit postretirement plans resulting from the initial and subsequent application of the relevant GAAP standards that pertain to such plans (if a gain, report as a positive value; if a loss, report as a negative value)	rcfap847
55	AOCI related adjustments: Net unrealized gains (losses) on held-to-maturity securities that are included in AOCI (if a gain, report as a positive value; if a loss, report as a negative value)	rcfap848
	*If Item 42 is “0” for “No”, complete item 56 only for AOCI related adjustments.*
56	AOCI related adjustments: Accumulated net gain (loss) on cash flow hedges included in AOCI, net of applicable tax effects, that relate to the hedging of items that are not recognized at fair value on the balance sheet (if a gain, report as a positive value; if a loss, report as a negative value)	rcfap849
57	Other deductions from (additions to) common equity tier capital 1 before threshold-based deductions: Unrealized net gain (loss) related to changes in the fair value of liabilities that are due to changes in own credit risk (if a gain, report as a positive value; if a loss, report as a negative value)	rcfaq258
58	All other deductions from (additions to) common equity tier 1 capital before threshold-based deductions	rcfap850
59	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	rcfap851
60	Subtotal (item 47 minus items 48 through 59)	rcfap852
61	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 (item 92)	rcfaap853	-	-	-	-	-	-	-	-	-	-
62	MSAs, net of associated DTLs, that exceed the 10 percent common equity tier 1 capital deduction threshold (item 97)	rcfap854	-	-	-	-	-	-	-	-	-	-
63	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 (item 100)	rcfap855	-	-	-	-	-	-	-	-	-	-
64	Amount of significant investments in the capital of unconsolidated financial institutions in the form of common stock; 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 DTLs; that exceeds the 15 percent common equity tier 1 capital deduction threshold (item 105)	rcfap856
65	Deductions applied to common equity tier 1 capital due to insufficient amount of additional tier 1 capital and tier 2 capital to cover deductions	rcfap857
66	Total adjustments and deductions for common equity tier 1 capital (sum of items 61 through 65)	rcfap858
67	Common equity tier 1 capital	rcfap859	-	-	-	-	-	-	-	-	-	-

	*Additional tier 1 capital*
68	Additional tier 1 capital instruments plus related surplus	rcfap860
69	Non-qualifying capital instruments subject to phase out from additional tier 1 capital	rcfap861
70	Tier 1 minority interest not included in common equity tier 1 capital	rcfap862
71	Additional tier 1 capital before deductions	rcfap863
72	Additional tier 1 capital deductions	rcfap864
73	Additional tier 1 capital	rcfap865

	*Tier 1 capital*
74	Tier 1 capital (sum of items 67 and 73)	rcfa8274	-	-	-	-	-	-	-	-	-	-

	*Tier 2 capital*
75	Tier 2 capital instruments plus related surplus	rcfap866
76	Non-qualifying capital instruments subject to phase out from tier 2 capital	rcfap867
77	Total capital minority interest that is not included in tier 1 capital	rcfap868
78	Allowance for loan and lease losses includable in tier 2 capital	rcfa5310
79	(Advanced approaches that exit parallel run only): eligible credit reserves includable in tier 2 capital	rcfw5310
80	Unrealized gains on available-for-sale preferred stock classified as an equity security under GAAP and available-for-sale equity exposures includable in tier 2 capital	rcfaq257
81	Tier 2 capital before deductions	rcfap870
82	(Advanced approaches that exit parallel run only): Tier 2 capital before deductions, reflective of transition procedures	rcfwp870
83	Tier 2 capital deductions	rcfap872
84	Tier 2 capital	rcfa5311
85	(Advanced approaches that exit parallel run only): Tier 2 capital, reflective of transition procedures	rcfw5311

	*Total capital*
86	Total capital (sum of items 74 and 84)	rcfa3792	-	-	-	-	-	-	-	-	-	-
87	(Advanced approaches that exit parallel run only): Total capital(sum of items 74 and 85)	rcfw3792	-	-	-	-	-	-	-	-	-	-

	10%/15% Threshold Deductions Calculations
	*Significant investments in the capital of unconsolidated financial institutions in the form of common stock, net of associated DTLs*
88	Gross significant investments in the capital of unconsolidated financial institutions in the form of common stock
89	Permitted offsetting short positions in relation to the specific gross holdings included above
90	Significant investments in the capital of unconsolidated financial institutions in the form of common stock net of short positions (greater of item 88 minus 89 or zero)		-	-	-	-	-	-	-	-	-	-
91	10 percent common equity tier 1 deduction threshold (10 percent of item 60)		-	-	-	-	-	-	-	-	-	-
92	Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 90 minus item 91 or zero)		-	-	-	-	-	-	-	-	-	-

	*MSAs, net of associated DTLs*
93	Total mortgage servicing assets classified as intangible
94	Associated deferred tax liabilities which would be extinguished if the intangible becomes impaired or derecognized under the relevant accounting standards
95	Mortgage servicing assets net of related deferred tax liabilities (item 93 minus item 94)		-	-	-	-	-	-	-	-	-	-
96	10 percent common equity tier 1 deduction threshold (10 percent of item 60)		-	-	-	-	-	-	-	-	-	-
97	Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 95 minus item 96 or zero)		-	-	-	-	-	-	-	-	-	-

	*DTAs arising from temporary differences that could not be realized through net operating loss carrybacks, net of related valuation allowances and net of DTLs*
98	DTAs arising from temporary differences that could not be realized through net operating loss carrybacks, net of related valuation allowances and net of DTLs
99	10 percent common equity tier 1 deduction threshold (10 percent of item 60)		-	-	-	-	-	-	-	-	-	-
100	Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 98 minus item 99 or zero)		-	-	-	-	-	-	-	-	-	-

	*Aggregate of items subject to the 15% limit (significant investments, mortgage servicing assets and deferred tax assets arising from temporary differences)*
101	Sum of items 90, 95, and 98		-	-	-	-	-	-	-	-	-	-
102	15 percent common equity tier 1 deduction threshold (15 percent of item 60)
103	Sum of items 92, 97, and 100		-	-	-	-	-	-	-	-	-	-
104	Item 101 minus item 103		-	-	-	-	-	-	-	-	-	-
105	Amount to be deducted from common equity tier 1 due to 15 percent deduction threshold, prior transition provision (greater of item 104 minus item 102 or zero)

	Total Assets for the Leverage Ratio
106	Average total consolidated assets	rcfd3368
107	Deductions from common equity tier 1 capital and additional tier 1 capital	rcfap875	-	-	-	-	-	-	-	-	-	-
108	Other deductions from (additions to) assets for leverage ratio purposes	rcfab596
109	Total assets for the leverage ratio (item 106 minus items 107 and 108)	rcfaa224

	REGULATORY CAPITAL AND RATIOS
110	Tier 1 common capital***
111	Common equity tier 1 (item 67)	rcfap859	-	-	-	-	-	-	-	-	-	-
112	Tier 1 capital per general risk-based capital rules (item 32)	rcfd8274 or aaabj169	-	-	-	-	-	-	-	-	-	-
113	Tier 1 capital per revised regulatory capital rule (item 74)	rcfa8274	-	-	-	-	-	-	-	-	-	-
114	Total capital per general risk-based capital rules (item 41)	rcfd3792	-	-	-	-	-	-	-	-	-	-
115	Total capital per revised regulatory capital rule (item 86)	rcfa3792	-	-	-	-	-	-	-	-	-	-
116	(Advanced approaches that exit parallel run only): Total capital per revised regulatory capital rule (item 87)	rcfw3792	-	-	-	-	-	-	-	-	-	-
117	Total risk-weighted assets using general risk-based capital rules; reflective of Tier 1 common capital deductions and adjustments	rcfda223
118	Total risk-weighted assets using standardized approach
119	(Advanced approaches that exit parallel run only): total risk-weighted assets using advanced approaches rules	rcfwa223
120	Total assets for the leverage ratio per revised regulatory capital rule(item 109)

121	Tier 1 common ratio (%)
122	Common equity tier 1 ratio (%)	rcfap793
123	Common equity tier 1 ratio (%)(Advanced approaches that exit parallel run only)	rcfwp793
124	Tier 1 capital ratio (%)	rcfa7206
125	Tier 1 capital ratio (%)(Advanced approaches that exit parallel run only)	rcfw7206
126	Total capital ratio (%) (item 114 or 115 divided by item 117 or 118)	rcfa7205
127	Total capital ratio (%)(Advanced approaches that exit parallel run only)	rcfw7205
128	Tier 1 leverage ratio (%)	rcfa7204



	Preferred stock (including related surplus) eligible for inclusion in Tier 1 capital:	bhck5479
129	Noncumulative perpetual preferred stock	bhckc498
130	Other noncumulative preferred stock eligible for inclusion in Tier 1 capital (e.g., REIT preferred securities)	bhcka507
131	Other cumulative preferred stock eligible for inclusion in Tier 1 capital (excluding TruPS)
	Treasury stock (including offsetting debit to the liability for ESOP debt):	bhck5483
132	In the form of perpetual preferred stock	bhck5484
133	In the form of common stock
	Restricted core capital elements included in Tier 1 capital:	bhckg219
134	Qualifying Class B no controlling (minority) interest	bhckg220
135	Qualifying Class C no controlling (minority) interest)	bhck5990
136	Qualifying cumulative perpetual preferred stock	bhckc502
137	Qualifying TruPS	bhckg221
138	Goodwill net of any associated deferred tax liability
		An internationally active bank is a bank that (1) as of the most recent year-end estimates total consolidated assets equal to $250 billion or more or (2) on a consolidated basis, as of the most recent year-end estimates total on-balance-sheet foreign exposure of $10 billion or more.
139	Is the bank internationally active for purposes of the qualifying restricted core capital limit tests?												Yes	No

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

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

	Schedule HC-M—Memoranda
142	Total number of bank holding company common shares outstanding	bhck3459
	Issuances associated with the U.S. Department of Treasury Capital Purchase Program:
143	Senior perpetual preferred stock or similar items	bhckg234
144	Warrants to purchase common stock or similar items	bhckg235

	Disallowed Deferred Tax Assets Calculation (Schedule RC-R Instructions)
145	(a) Enter the tier 1 subtotal	Item 28	-	-	-	-	-	-	-	-	-	-
146	(b) Enter 10% of the tier 1 subtotal	10% of Item 145	-	-	-	-	-	-	-	-	-	-
147	(c) Enter the amount of deferred tax assets to be used when calculating the regulatory capital limit
148	Enter any optional adjustment made to item 141 in item 148 as allowed in the Call Report instructions	Item 140 less items 141 and 147	-	-	-	-	-	-	-	-	-	-
149	(d) Enter the amount of taxes previously paid that the bank could recover through loss carrybacks if the bank temporary differences (both deductible and taxable) fully reverse at the report date****
150	(e) Amount of deferred tax assets that is dependent upon future taxable income	max(item 147 less item 149, 0)	-	-	-	-	-	-	-	-	-	-
151	(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 lsos carry forwards to be used during the next 12 months or existing temporary differences that are expected to reverse over the next 12 months.
152	(g) Enter minimum of (f) and (b)	min(item 151, item 146)	-	-	-	-	-	-	-	-	-	-
153	(h) Subtract (g) from (e), cannot be less than 0 (must equal item 30)	max(item 150 less item 152, 0)	-	-	-	-	-	-	-	-	-	-
154	Future taxes paid used to determine item 152
155	Future taxable income consistent with item 152

	Supplemental Capital Action Information (report in $Millions unless otherwise noted)*****
156	Cash dividends declared on common stock
157	Common shares outstanding (Millions)
158	Common dividends per share ($)	Item 156 divided by item 157	-	-	-	-	-	-	-	-	-	-

159	Issuance of common stock for employee compensation
160	Other issuance of common stock
161	Total issuance of common stock	Sum of items 159 and 160

162	Share repurchases to offset issuance for employee compensation
163	Other share repurchase
164	Total share repurchases	Sum of items 162 and 163

	Supplemental Information on Trust Preferred Securities Subject to Phase-Out from Tier 1 Capital
165	Outstanding trust preferred securities
166	Trust preferred securities included in Item 24

	Memoranda
	*Please break out and explain below other adjustments to equity capital:
167




	**Please break out and explain below other additions to (deductions from) Tier 1 capital:
168




	***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; and Schedule RC-R, line item 6.
	****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 149 as follows:
169	Taxes paid during the fiscal year ended two years ago
170	Taxes paid during the fiscal year ended one year ago
171	Taxes paid through the as-of date of the current fiscal year

	*****Please reconcile the Supplemental Capital Action and RI-A projections (i.e., allocate the capital actions among the RI-A buckets):
172




	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.
	Disallowed DTA		1	1	1	1	1	1	1	1	1	1




y
n

Sheet 5: General RWA

Bank General RWA Worksheet: XYZ in Baseline

		Call Report reference times applicable credit conversion factor and/or risk-weight	Actual in $Millions	Projected in $Millions
			as of date	PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9

General Credit Risk (Including counterparty credit risk and non-trading credit risk) (General risk-based capital rules)
1	Cash and due from depository institutions	rcfd0010
2	Held-to-maturity securities (HTM)	rcfd1754
3	Available-for-sale securities (AFS)	rcfd1773
4	Federal funds sold and securities purchased under agreements to resell	rcfdc225
5	Loans and leases	rcfd5369+rcfdb528-rcfd3123
6	Derivative contracts	rcfda167
7	Unused commitments with an original maturity exceeding one year	rcfd3833
8	Unused commitments with an original maturity of one year or less to asset-backed commercial paper conduits	rcfdg591
9	Other off-balance-sheet	rcfdb546+rcfd3821+rcfd3411+rcfd3429+rcfd3433+rcfda250+rcfdb541+rcfdb675+rcfdb681
10	Other credit risk	rcfd3545+rcfdkb639
11	General Credit RWA (sum of lines 1 through 10)		-	-	-	-	-	-	-	-	-	-

Market Risk
12	Value-at-risk(VaR)-based capital requirement
13	Stressed VaR-based capital requirement
14	Incremental risk capital requirement
15	Comprehensive risk capital requirement (excluding non-modeled correlation)
16	Non-modeled Securitization		-	-	-	-	-	-	-	-	-	-
17	Net Long
18	Net Short
19	Specific risk add-on (excluding securitization and correlation)		-	-	-	-	-	-	-	-	-	-
20	Sovereign debt positions
21	Government sponsored entity debt positions
22	Depository institution, foreign bank, and credit union debt positions
23	Public sector entity debt positions
24	Corporate debt positions
25	Equity
26	Capital requirement for de minimis exposures
27	Market risk equivalent assets	rcfd1651	-	-	-	-	-	-	-	-	-	-

28	Excess allowance for loan and lease losses (General risk-based capital rules)	rcfda222
29	Allocated transfer risk reserve	rcfd3128
30	Total RWA (General risk-based capital rules)	rcfda223	-	-	-	-	-	-	-	-	-	-

Memoranda for Derivative Contracts (provide balances consistent with Call Report instructions for each MDRM code)
31	Current credit exposure across all derivative contracts covered by risk-based capital standards	rcfd8764
	Notional principal amounts of derivative contracts:
32	Interest rate contracts	rcfd3809 + rcfd8766 + rcfd8767
33	Foreign exchange contracts	rcfd3812 + rcfd8769 + rcfd8770
34	Gold contracts	rcfd8771 + rcfd8772 + rcfd8773
35	Other precious metals contracts	rcfd8774 + rcfd8775 + rcfd8776
36	Other commodity contracts	rcfd8777 + rcfd8778 + rcfd8779
37	Equity derivative contracts	rcfda000 + rcfda001 + rcfda002
38	Investment grade credit derivative contracts	rcfdg597 + rcfdg598 + rcfdg599
39	Subinvestment grade credit derivative contracts	rcfdg600 + rcfdg601 + rcfdg602

Sheet 6: Standardized RWA

Bank Standardized RWA Worksheet: XYZ in Baseline

		Notes	Actual in $Millions	Projected in $Millions
		Notes	as of date	PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9

Standardized Approach (Revised regulatory capital rule, July 2013)

Balance Sheet Asset Categories
1	Cash and balances due from depository institutions
2	Federal funds sold and securities purchased under agreements to resell
3a	Securities (excluding securitizations): Held-to-maturity
3b	Securities (excluding securitizations): Available-for-sale

	Loans and leases on held for sale
4a	Residential Mortgage exposures
4b	High Volatility Commercial Real Estate (HVCRE) exposures
4c	Exposures past due 90 days or more on nonaccrual
4d	All other exposures

	Loans and leases, net of unearned income
5a	Residential mortgage exposures
5b	High Volatility Commercials Real Estate (HVCRE) Exposures
5c	Exposures past due 90 days or more on nonaccrual
5d	All other exposures

6	Trading assets (excluding securitizations that receive standardized charges)
7	All other assets

	On‐balance sheet securitization exposures
8a	Held‐to‐maturity securities
8b	Available‐for‐sale securities
8c	Trading assets that receive standardized charges
8d	All other on‐balance sheet securitization exposures

9	Off‐balance sheet securitization exposures

10	RWA for Balance Sheet Asset Categories (sum of items 1 though 8d)		-	-	-	-	-	-	-	-	-	-

Derivatives and Off-Balance-Sheet Asset Categories (Excluding Securitization Exposures)
11	Financial standby letters of credit
12	Performance standby letters of credit and transaction related contingent items
13	Commercial and similar letters of credit with an original maturity of one year or less
14	Retained recourse on small business obligations sold with recourse
15	Repo-style transactions (excluding reverse repos)
16	All other off-balance sheet liabilities
17a	Unused commitments: Original maturity of one year or less, excluding ABCP conduits
17b	Unused commitments: Original maturity of one year or less to ABCP
17c	Unused commitments: Original maturity exceeding one year
18	Unconditionally cancelable commitments
19	Over-the-counter derivatives
20	Centrally cleared derivatives

21	RWA for Derivatives and Off-Balance-Sheet Asset Categories (sum of items 10 through 20)		-	-	-	-	-	-	-	-	-	-

22	RWA for purposes of calculating the allowance for loan and lease losses 1.25 percent threshold

Market Risk
23	Value-at-risk(VaR)-based capital requirement
24	Stressed VaR-based capital requirement
25	Incremental risk capital requirement
26	Comprehensive risk capital requirement (excluding non-modeled correlation)
27	Non-modeled Securitization		-	-	-	-	-	-	-	-	-	-
28	Net Long
29	Net Short
30	Specific risk add-on (excluding securitization and correlation)		-	-	-	-	-	-	-	-	-	-
31	Sovereign debt positions
32	Government sponsored entity debt positions
33	Depository institution, foreign bank, and credit union debt positions
34	Public sector entity debt positions
35	Corporate debt positions
36	Equity
37	Capital requirement for de minimis exposures
38	Market risk equivalent assets	rcfd1651	-	-	-	-	-	-	-	-	-	-

39	Risk-weighted assets before deductions for excess allowance of loan and lease losses and allocated risk transfer risk reserve

40	LESS: Excess allowance for loan and lease losses

41	LESS: Allocated transfer risk reserve

42	Total risk-weighted assets (item 39 minus items 40 and 41)		-	-	-	-	-	-	-	-	-	-

43	Memoranda Items -- Derivatives
44	Current credit exposure across all derivative contracts covered by the regulatory capital rule

45	Notional principal amounts of over-the-counter derivative contracts (sum of lines 46a through 46g)		-	-	-	-	-	-	-	-	-	-
46a	Interest rate
46b	Foreign exchange rate and gold
46c	Credit (investment grade reference asset)
46d	Credit (non-investment grade reference asset)
46e	Equity
46f	Precious metals (except gold)
46g	Other

47	Notional principal amounts of centrally cleared derivative contracts (sum of lines 48a through 48g)		-	-	-	-	-	-	-	-	-	-
48a	Interest rate
488b	Foreign exchange rate and gold
48c	Credit (investment grade reference asset)
48d	Credit (non-investment grade reference asset)
48e	Equity
48f	Precious metals (except gold)
48g	Other

Sheet 7: Advanced RWA

Bank Advanced RWA Worksheet: XYZ in Baseline

		FFIEC 101 reference	Actual in $Millions	Projected in $Millions
		FFIEC 101 reference	as of date	PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9
Advanced Approaches Credit Risk (Including CCR and non-trading credit risk), with 1.06 scaling factor and Operational Risk
1	Credit RWA	Sum of AABGJ151, AABGJ198	-	-	-	-	-	-	-	-	-	-
2	Wholesale Exposures		-	-	-	-	-	-	-	-	-	-
	Corporate
3	Balance Sheet Amount	AABBJ124
4	RWA	AABGJ124
	Bank
5	Balance Sheet Amount	AABBJ125
6	RWA	AABGJ125
	Sovereign
7	Balance Sheet Amount	AABBJ126
8	RWA	AABGJ126
	IPRE
9	Balance Sheet Amount	AABBJ127
10	RWA	AABGJ127
	HVCRE
11	Balance Sheet Amount	AABBJ128
12	RWA	AABGJ128
13	Counterparty Credit Risk		-	-	-	-	-	-	-	-	-	-
14	RWA of eligible margin loans, repostyle transactions and OTC derivatives with crossproduct netting—EAD adjustment method	AABGJ129
15	RWA of eligible margin loans, repostyle transactions and OTC derivatives with crossproduct netting—collateral reflected in LGD	AABGJ130
16	RWA of eligible margin loans, repostyle transactions—no cross-product netting—EAD adjustment method	AABGJ131
17	RWA of eligible margin loans, repostyle transactions—no cross-product netting—collateral reflected in LGD	AABGJ132
18	RWA of OTC derivatives—no cross-product netting—EAD adjustment method	AABGJ133
19	RWA of OTC derivatives—no crossproduct netting—collateral reflected in LGD	AABGJ134
20	Retail Exposures		-	-	-	-	-	-	-	-	-	-
	Residential mortgage— closed-end first lien exposures
21	Balance Sheet Amount	AABBJ135
22	RWA	AABGJ135
	Residential mortgage— closed-end junior lien exposures
23	Balance Sheet Amount	AABBJ136
24	RWA	AABGJ136
	Residential mortgage—revolving exposures
25	Balance Sheet Amount	AABBJ137
26	RWA	AABGJ137
	Qualifying revolving exposures
27	Balance Sheet Amount	AABBJ138
28	RWA	AABGJ138
	Other retail exposures
29	Balance Sheet Amount	AABBJ139
30	RWA	AABGJ139
	Securitization Exposures (72 Federal Register 69288, December 7, 2007)
31	Balance Sheet Amount	Sum of AABBJ140, AABBJ141, AABBJ142
32	RWA	Sum of AABGJ140, AABGJ141, AABGJ142, AABGJ143
33	Securitization Exposures (Revised regulatory capital rule, July 2013)		-	-	-	-	-	-	-	-	-	-
	Subject to supervisory formula approach (SFA)
34	Balance Sheet Amount
35	RWA
	Subject to simplified supervisory formula approach (SSFA)
36	Balance Sheet Amount
37	RWA
	Subject to 1,250% risk-weight
38	Balance Sheet Amount
39	RWA
40	Cleared Transactions (Revised regulatory capital rule, July 2013)		-	-	-	-	-	-	-	-	-	-
	Derivative contracts and netting sets to derivatives
41	Balance Sheet Amount
42	RWA
	Repo-style transactions
43	Balance Sheet Amount
44	RWA
	Default fund contributions
45	Balance Sheet Amount
46	RWA
47	Equity Exposures RWA	Sum of AABGJ144, AABGJ145,AABGJ146
	Other Assets
48	Balance Sheet Amount	Sum of AABBJ147, AABBJ148, AABBJ149
49	RWA	Sum of AABGJ147, AABGJ148, AABGJ149
50	CVA Capital Charge (risk-weighted asset equivalent)(Revised regulatory capital rule, July 2013)		-	-	-	-	-	-	-	-	-	-
51	Advanced CVA Approach		-	-	-	-	-	-	-	-	-	-
52	Unstressed VaR with Multipliers
53	Stressed VaR with Multipliers
54	Simple CVA Approach
55	Assets subject to the general risk-based capital requirements	AABGJ198
	Operational RWA
56	Operational RWA	AABGJ154
57	Total risk-based capital requirement for operational risk without dependence assumptions	AASAJ084

Market Risk
	Market RWA		-	-	-	-	-	-	-	-	-	-
58	VaR-based capital requirement
59	Stressed VaR-based capital requirement
60	Incremental risk capital requirement
61	Comprehensive risk capital requirement (excluding non-modeled correlation)
62	Non-modeled Securitization		-	-	-	-	-	-	-	-	-	-
63	Net Long
64	Net Short
65	Specific risk add-on (excluding securitization and correlation)		-	-	-	-	-	-	-	-	-	-
66	Sovereign debt positions
67	Government sponsored entity debt positions
68	Depository institution, foreign bank, and credit union debt positions
69	Public sector entity debt positions
70	Corporate debt positions
71	Equity
72	Capital requirement for de minimis exposures
73	Market risk equivalent assets		-	-	-	-	-	-	-	-	-	-

74	Other RWA
75	Excess eligible credit reserves not included in tier 2 capital	AABGJ152

76	Total RWA		-	-	-	-	-	-	-	-	-	-

Sheet 8: Retail Bal. & Loss Projections

Bank Retail Balance and Loss Projection Worksheet: XYZ in Baseline

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

Sheet 9: 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
$Millions	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	Unallocated	Total
Original UPB													-		Covered Insitution Baseline Only
Original UPB (Excluding Exempt Population)													-		Covered Insitution Baseline Only
Outstanding UPB (Excluding Exempt Population)													-		Covered Insitution Baseline Only	Delinquency Validity Check
Delinquency Status as of 3Q (Excluding Exempt Population)																Delinquency Validity Check
Current													-		Covered Insitution Baseline Only	1
Past due 30 to 89 days													-		Covered Insitution Baseline Only
Past due 90 to 179 days													-		Covered Insitution Baseline Only
Past due 180+ days													-		Covered Insitution Baseline Only
Net Credit Loss Realized to-date (Excluding Exempt Population)													-		Covered Insitution Baseline Only
Repurchase Requests Outstanding (Excluding Exempt Population)													-		Covered Insitution 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
$Millions	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	Unallocated	Total
Original UPB															Covered Insitution Baseline Only
Original UPB (Excluding Exempt Population)															Covered Insitution Baseline Only
Outstanding UPB (Excluding Exempt Population)															Covered Insitution 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
$Millions			PQ1	PQ2	PQ3	PQ4	PQ5	PQ6	PQ7	PQ8	PQ9	PQ10 or Later	Total
Projected Future Losses to Bank Charged to Repurchase Reserve													-		All Scenarios	1


Table B.1 LOANS SOLD TO FREDDIE MAC, BANK ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE B.1
$Millions	Vintage
$Millions	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	Unallocated	Total
Original UPB													-		Covered Insitution Baseline Only
Original UPB (Excluding Exempt Population)													-		Covered Insitution Baseline Only
Outstanding UPB (Excluding Exempt Population)													-		Covered Insitution Baseline Only	Delinquency Validity Check
Delinquency Status as of 3Q (Excluding Exempt Population)																Delinquency Validity Check
Current													-		Covered Insitution Baseline Only	1
Past due 30 to 89 days													-		Covered Insitution Baseline Only
Past due 90 to 179 days													-		Covered Insitution Baseline Only
Past due 180+ days													-		Covered Insitution Baseline Only
Net Credit Loss Realized to-date (Excluding Exempt Population)													-		Covered Insitution Baseline Only
Repurchase Requests Outstanding (Excluding Exempt Population)													-		Covered Insitution 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, BANKUNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE B.1
$Millions	Vintage
$Millions	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	Unallocated	Total
Original UPB													-		Covered Insitution Baseline Only
Original UPB (Excluding Exempt Population)													-		Covered Insitution Baseline Only
Outstanding UPB (Excluding Exempt Population)													-		Covered Insitution 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
$Millions			PQ1	PQ2	PQ3	PQ4	PQ5	PQ6	PQ7	PQ8	PQ9	PQ10 or Later	Total
Projected Future Losses to Bank Charged to Repurchase Reserve													-		All Scenarios	1


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
$Millions	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	Unallocated	Total
Original UPB													-		Covered Insitution Baseline Only
Original UPB (Excluding Exempt Population)													-		Covered Insitution Baseline Only
Outstanding UPB (Excluding Exempt Population)													-		Covered Insitution Baseline Only	Delinquency Validity Check
Delinquency Status as of 3Q (Excluding Exempt Population)																Delinquency Validity Check
Current													-		Covered Insitution Baseline Only	1
Past due 30 to 89 days													-		Covered Insitution Baseline Only
Past due 90 to 179 days													-		Covered Insitution Baseline Only
Past due 180+ days													-		Covered Insitution Baseline Only
Net Credit Loss Realized to-date (Excluding Exempt Population)													-		Covered Insitution Baseline Only
Repurchase Requests Outstanding (Excluding Exempt Population)													-		Covered Insitution Baseline Only
Loss to-date due to Denied Insurance													-		Covered Insitution 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
$Millions	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	Unallocated	Total
Original UPB													-		Covered Insitution Baseline Only
Original UPB (Excluding Exempt Population)													-		Covered Insitution Baseline Only
Outstanding UPB (Excluding Exempt Population)													-		Covered Insitution 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
$Millions			PQ1	PQ2	PQ3	PQ4	PQ5	PQ6	PQ7	PQ8	PQ9	PQ10 or Later	Total
Projected Future Losses to Bank Charged to Repurchase Reserve													-		All Scenarios	1


Table D.1 LOANS SECURITIZED WITH MONOLINE INSURANCE, BANK ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE D.1
$Millions	Vintage
$Millions	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	Unallocated	Total
Original UPB													-		Covered Insitution Baseline Only
Original UPB (Excluding Exempt Population)													-		Covered Insitution Baseline Only
Outstanding UPB (Excluding Exempt Population)													-		Covered Insitution Baseline Only	Delinquency Validity Check
Delinquency Status as of 3Q (Excluding Exempt Population)																Delinquency Validity Check
Current													-		Covered Insitution Baseline Only	1
Past due 30 to 89 days													-		Covered Insitution Baseline Only
Past due 90 to 179 days													-		Covered Insitution Baseline Only
Past due 180+ days													-		Covered Insitution Baseline Only
Net Credit Loss Realized to-date (Excluding Exempt Population)													-		Covered Insitution Baseline Only
Repurchase Requests Outstanding (Excluding Exempt Population)													-		Covered Insitution 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
$Millions	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	Unallocated	Total
Original UPB													-		Covered Insitution Baseline Only
Original UPB (Excluding Exempt Population)													-		Covered Insitution Baseline Only
Outstanding UPB (Excluding Exempt Population)													-		Covered Insitution 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																Projection Validity Check
$Millions	Projected in $Millions															Projection Validity Check
$Millions			PQ1	PQ2	PQ3	PQ4	PQ5	PQ6	PQ7	PQ8	PQ9	PQ10 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
$Millions	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	Unallocated	Total
Original UPB													-		Covered Insitution Baseline Only
Original UPB (Excluding Exempt Population)													-		Covered Insitution Baseline Only
Outstanding UPB (Excluding Exempt Population)													-		Covered Insitution Baseline Only	Delinquency Validity Check
Delinquency Status as of 3Q (Excluding Exempt Population)																Delinquency Validity Check
Current													-		Covered Insitution Baseline Only	1
Past due 30 to 89 days													-		Covered Insitution Baseline Only
Past due 90 to 179 days													-		Covered Insitution Baseline Only
Past due 180+ days													-		Covered Insitution Baseline Only
Net Credit Loss Realized to-date (Excluding Exempt Population)													-		Covered Insitution Baseline Only
Repurchase Requests Outstanding (Excluding Exempt Population)													-		Covered Insitution 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, BANKUNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE E.1
$Millions	Vintage
$Millions	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	Unallocated	Total
Original UPB													-		Covered Insitution Baseline Only
Original UPB (Excluding Exempt Population)													-		Covered Insitution Baseline Only
Outstanding UPB (Excluding Exempt Population)													-		Covered Insitution 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
$Millions			PQ1	PQ2	PQ3	PQ4	PQ5	PQ6	PQ7	PQ8	PQ9	PQ10 or Later	Total			Projection Validity Check
Projected Future Losses to Bank Charged to Repurchase Reserve													-		All Scenarios	1


Table F.1 WHOLE LOANS SOLD, BANK ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE F.1
$Millions	Vintage
$Millions	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	Unallocated	Total
Original UPB													-		Covered Insitution Baseline Only
Original UPB (Excluding Exempt Population)													-		Covered Insitution Baseline Only
Outstanding UPB (Excluding Exempt Population)													-		Covered Insitution Baseline Only	Delinquency Validity Check
Delinquency Status as of 3Q (Excluding Exempt Population)																Delinquency Validity Check
Current													-		Covered Insitution Baseline Only	1
Past due 30 to 89 days													-		Covered Insitution Baseline Only
Past due 90 to 179 days													-		Covered Insitution Baseline Only
Past due 180+ days													-		Covered Insitution Baseline Only
Net Credit Loss Realized to-date (Excluding Exempt Population)													-		Covered Insitution Baseline Only
Repurchase Requests Outstanding (Excluding Exempt Population)													-		Covered Insitution 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
$Millions	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	Unallocated	Total
Original UPB													-		Covered Insitution Baseline Only
Original UPB (Excluding Exempt Population)													-		Covered Insitution Baseline Only
Outstanding UPB (Excluding Exempt Population)													-		Covered Insitution 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
$Millions			PQ1	PQ2	PQ3	PQ4	PQ5	PQ6	PQ7	PQ8	PQ9	PQ10 or Later	Total			Projection Validity Check
Projected Future Losses to BANK Charged to Repurchase Reserve													-		All Scenarios	1


Table G.3 TOTAL Loss Projections
$Millions	Projected in $Millions
$Millions			PQ1	PQ2	PQ3	PQ4	PQ5	PQ6	PQ7	PQ8	PQ9	PQ10 or Later	Total
Projected Future Losses to BANK Charged to Repurchase Reserve			-	-	-	-	-	-	-	-	-	-	-		All Scenarios



	Actual in $Millions
REPURCHASE RESERVE/LIABILITY FOR MORTGAGE REPS AND WARRANTIES	P0
Reserve, prior quarter	-
Provisions during the quarter	-
Net charges during the quarter	-
Reserve, current quarter	-


Table H.1 Sold Loans subject to completed settlements
$Millions	Vintage
Loans sold to Fannie Mae	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	Unallocated	Total
Original UPB: Loans covered by completed settlements (Total)													-
Original UPB: Loans covered by completed settlements (No remaining liability)													-
Original UPB: Loans covered by completed settlements (liability remains)													-
Total Settlement paid
Portion of Settlement for contractual Representation and Warranty claims (excluding any penalties, damages, etc)
	Vintage
Loans sold to Freddie Mac	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	Unallocated	Total
Original UPB: Loans covered by completed settlements (Total)													-
Original UPB: Loans covered by completed settlements (No remaining liability)													-
Original UPB: Loans covered by completed settlements (liability remains)													-
Total Settlement paid
Portion of Settlement for contractual Representation and Warranty claims (excluding any penalties, damages, etc)
	Vintage
Loans insured by the US Government (i.e. FHA/VA)	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	Unallocated	Total
Original UPB: Loans covered by completed settlements (Total)													-
Original UPB: Loans covered by completed settlements (No remaining liability)													-
Original UPB: Loans covered by completed settlements (liability remains)													-
Total Settlement paid
Portion of Settlement for contractual Representation and Warranty claims (excluding any penalties, damages, etc)
	Vintage
Loans Securitized with Monoline Insurance	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	Unallocated	Total
Original UPB: Loans covered by completed settlements (Total)													-
Original UPB: Loans covered by completed settlements (No remaining liability)													-
Original UPB: Loans covered by completed settlements (liability remains)													-
Total Settlement paid
Portion of Settlement for contractual Representation and Warranty claims (excluding any penalties, damages, etc)
	Vintage
Loans Securitized without Monoline Insurance	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	Unallocated	Total
Original UPB: Loans covered by completed settlements (Total)													-
Original UPB: Loans covered by completed settlements (No remaining liability)													-
Original UPB: Loans covered by completed settlements (liability remains)													-
Total Settlement paid
Portion of Settlement for contractual Representation and Warranty claims (excluding any penalties, damages, etc)
	Vintage
Whole Loans Sold	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	Unallocated	Total
Original UPB: Loans covered by completed settlements (Total)													-
Original UPB: Loans covered by completed settlements (No remaining liability)													-
Original UPB: Loans covered by completed settlements (liability remains)													-
Total Settlement paid
Portion of Settlement for contractual Representation and Warranty claims (excluding any penalties, damages, etc)

Sheet 10: Retail ASC 310-30 Worksheet

Bank ASC 310-30 Worksheet: XYZ in Baseline

Yes

Actual in $Millions

Projected in $Millions

Item

First Lien Mortgages

Data Clarifications:

as of date

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

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:

as of date

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

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:

as of date

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

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:

as of date

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

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:

as of date

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

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 11: Securities OTTI by Security

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

Projected OTTI for AFS Securities and HTM Security
For each position that incurred a loss in P&L, please state the identifier value for each trade (e.g., CUSIP, ISIN or SEDOL value) 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	Actual MM/DD/YYYY Amortized Cost	Credit Loss Portion	Non- Credit Loss Portion	Total OTTI



GRAND TOTAL	-	-	-	-

Sheet 12: Securities OTTI 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?	Macroeconomic/financial variables used in loss estimation
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 ABS (excl HEL ABS)
11	Corporate Bond
12	Covered Bond
13	Domestic Non-Agency RMBS (incl HEL ABS)
14	Foreign RMBS
15	Municipal Bond
16	Mutual Fund
17	Preferred Stock (Equity)
18	Sovereign Bond
19	US Treasuries & Agencies
20	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: 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. Amortized Cost should represent all Securities held, regardless of if they are impaired or not. Only securities projected to experience an other-than-temporary impairment loss in the P&L should be reported in the "Credit Loss Portion" and "Non-Credit Loss Portion" columns 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. OTTI values should be stated as positive values.
				PQ 1			PQ 2			PQ 3			PQ 4			PQ 5			PQ 6			PQ 7			PQ 8			PQ 9
	AFS Securities	Accounting Intent (AFS, HTM)	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 ABS (excl HEL ABS)					-			-			-			-			-			-			-			-			-
11	Corporate Bond					-			-			-			-			-			-			-			-			-
12	Covered Bond
13	Domestic Non-Agency RMBS (incl HEL ABS)					-			-			-			-			-			-			-			-			-
14	Foreign RMBS					-			-			-			-			-			-			-			-			-
15	Municipal Bond					-			-			-			-			-			-			-			-			-
16	Mutual Fund					-			-			-			-			-			-			-			-			-
17	Preferred Stock (Equity)					-			-			-			-			-			-			-			-			-
18	Sovereign Bond					-			-			-			-			-			-			-			-			-
19	US Treasuries & Agencies					-			-			-			-			-			-			-			-			-
20	Other*					-			-			-			-			-			-			-			-			-
21	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 14: Securities AFS OCI by Portfolio

	Bank Projected OCI and Fair Value for AFS Securities: XYZ in Baseline

	Projected OCI and Fair Value 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. Responses for Fair Market Values and Projected OCI should be provided in $Millions. The “Fair Value Change Rate” should be estimated based on the re-pricing of positions held at the beginning of each quarter. The ratio should be determined based upon the rate of fair value change at a portfolio level based upon a weighted average basis of the change between beginning and ending fair value for each asset (The “Fair Value Change Rate” is not a ratio of projected OCI to Beginning Fair Value). Responses should be provided as a % ratio.
			Projected OCI Based on Macro-Economic Scenario
	AFS Securities	Total Actual Fair Market Value MM/DD/YYYY	Beginning Fair Market Value PQ 1	Fair Value Rate of Change PQ1	Projected OCI - PQ 1	Beginning Fair Market Value PQ 2	Fair Value Rate of Change PQ2	Projected OCI - PQ 2	Beginning Fair Market Value PQ 3	Fair Value Rate of Change PQ3	Projected OCI - PQ 3	Beginning Fair Market Value PQ 4	Fair Value Rate of Change PQ4	Projected OCI - PQ 4	Beginning Fair Market Value PQ 5	Fair Value Rate of Change PQ5	Projected OCI - PQ 5	Beginning Fair Market Value PQ 6	Fair Value Rate of Change PQ6	Projected OCI - PQ 6	Beginning Fair Market Value PQ 7	Fair Value Rate of Change PQ7	Projected OCI - PQ 7	Beginning Fair Market Value PQ 8	Fair Value Rate of Change PQ8	Projected OCI - PQ 8	Beginning Fair Market Value PQ 9	Fair Value Rate of Change PQ9	Projected OCI - PQ 9	Total Projected OCI in all Quarters	Estimated Total Fair Market Value after OCI Shock applied to all Quarters
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 ABS (excl HEL ABS)
11	Corporate Bond
12	Covered Bond
13	Domestic Non-Agency RMBS (incl HEL ABS)
14	Foreign RMBS
15	Municipal Bond
16	Mutual Fund
17	Preferred Stock (Equity)
18	Sovereign Bond
19	US Treasuries & Agencies
20	Other*
21	GRAND TOTAL	-	-		-	-		-	-		-	-		-	-		-	-		-	-		-	-		-	-		-	-	-
	* For 'Other' AFS securities, please provide name of security type in row 26 above (currently labeled "Other"). Please add additional rows if necessary.

Sheet 15: 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 ABS (excl HEL ABS)
11	Corporate Bond
12	Covered Bond
13	Domestic Non-Agency RMBS (incl HEL ABS)
14	Foreign RMBS
15	Municipal Bond
16	Mutual Fund
17	Preferred Stock (Equity)
18	Sovereign Bond
19	US Treasuries & Agencies
20	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 16: Trading Worksheet

Bank Trading Worksheet: XYZ in Baseline
	Effective date:
		(A)	(B)	(C)
	P/L Results in $Millions	Firmwide Trading Total	Contributions from Higher-Order Risks	Firmwide CVA Hedges Total
		Firmwide Trading Total	Contributions from Higher-Order Risks	Firmwide CVA Hedges Total
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 17: Counterparty Risk Worksheet

Bank Counterparty Risk Worksheet: XYZ in Baseline

	$Millions Losses should be reported as a positive value.
1	Issuer Default Losses (Trading Book)	-
1a	Issuer Default losses from securitized products
1b	Issuer 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 Default Losses
3a	Impact of Counterparty Default hedges

Sheet 18: OpRisk Scenario & Projections

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. 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. Rows should be added if necessary.

Contribution ($millions)

PY 1

PY 2

Total
($millions)

Type of Data

Brief Description

Unit of Measure (UOM)

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

Total ($millions)

Note: Please add more rows if needed.

QUARTERLY AND OVERALL TOTALS SHOULD AGREE TO THE PROJECTED "OPERATIONAL RISK EXPENSE" AMOUNTS INCLUDED IN LINE 29 OF THE PPNR PROJECTIONS WORKSHEET

Sheet 19: 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)*		PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9		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 and Charge 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 and Charge Cards (10)		-	-	-	-	-	-	-	-	-
14C	Credit and Charge Card Interchange Revenues - Gross
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 and Charge Card Marketing Expense (10)(15)(17)
34B	Other
35	Other Real Estate Owned Expense
36	Provision for Unfunded Off-Balance Sheet Credit Exposures (to build/decrease item 139 (RCFDB557) in Balance Sheet)
37	Other Non-Interest Expense (4)

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

39	Projected PPNR (5)	RIAD4074-RIAD4079-RIAD4093+RIADC216-Line Item #40	-	-	-	-	-	-	-	-	-

40	Valuation Adjustment for firm's own debt under fair value option (FVO) (9) (27)
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 49 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 and overdraft waivers, as applicable.
(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.
(27)	List Call Report RI Schedule items in which this item is normally reported although excluded from PPNR for this report:	rconb557

	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

Sheet 20: 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 in any Call Report 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
		Projected in $Millions
	*Average Asset Balances ($Millions) (1)*	PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9
1	First Lien Residential Mortgages (in Domestic Offices)
2	Second / Junior Lien Residential Mortgages (in Domestic Offices)	-	-	-	-	-	-	-	-	-
2A	Closed-End Junior Liens
2B	Home Equity Lines Of Credit (HELOCs)
3	C&I Loans (7)
4	CRE Loans (in Domestic Offices)
5	Credit Cards
6	Other Consumer	-	-	-	-	-	-	-	-	-
6A	Auto Loans
6B	Student Loans
6C	Other, incl. loans backed by securities (non-purpose lending)										Please indicate if deposits are 25% or more of total liabilities
7	Real Estate Loans (Not in Domestic Offices)	-	-	-	-	-	-	-	-	-	Yes, deposits are 25% or more of total liabilities
7A	Residential Mortgages (First and Second Lien)										No, deposits are less than 25% of total liabilities
7B	Other
8	Other Loans & Leases (10)
9	Nonaccrual Loans (5)
10	Securities (AFS and HTM) - Treasuries and Agency Debentures
11	Securities (AFS and HTM) - Agency RMBS (both CMOs and pass-throughs)
12	Securities (AFS and HTM) - Other
13	Trading Assets
14	Deposits with Banks & Other
15	Other Interest/Dividend Bearing Assets (2)
16	Other Assets

17	Total Average Asset Balances	-	-	-	-	-	-	-	-	-

	*Average Rates Earned (%) (9)*
18	First Lien Residential Mortgages (in Domestic Offices)
19	Second / Junior Lien Residential Mortgages (in Domestic Offices)
19A	Closed-End Junior Liens
19B	HELOCs
20	C&I Loans (7)
21	CRE Loans (in Domestic Offices)
22	Credit Cards
23	Other Consumer
23A	Auto Loans
23B	Student Loans
23C	Other, incl. loans backed by securities (non-purpose lending)
24	Real Estate Loans (Not in Domestic Offices)
24A	Residential Mortgages (First and Second Lien)
24B	Other
25	Other Loans & Leases
26	Nonaccrual Loans (5)
27	Securities (AFS and HTM) - Treasuries and Agency Debentures
28	Securities (AFS and HTM) - Agency RMBS (both CMOs and pass-throughs)
29	Securities (AFS and HTM) - Other
30	Trading Assets
31	Deposits with Banks & Other
32	Other Interest/Dividend Bearing Assets

33	Total Interest Income	-	-	-	-	-	-	-	-	-

	*Average Liability Balances ($Millions)*
34	Deposits-Domestic (6)	-	-	-	-	-	-	-	-	-
34A	Non-Interest-Bearing Demand
34B	Money Market Accounts
34C	Savings
34D	NOW, ATS, and other Transaction Accounts
34E	Time Deposits
35	Deposits-Foreign (6)	-	-	-	-	-	-	-	-	-
35A	Foreign Deposits
35B	Foreign Deposits-Time
36	Fed Funds, Repos, & Other Short Term Borrowing	-	-	-	-	-	-	-	-	-
36A	Fed Funds
36B	Repos
36C	Other Short Term Borrowing (11)
37	Trading Liabilities
38	Subordinated Notes Payable to Unconsolidated Trusts Issuing Trust Preferred Securities (TruPS) and TruPS Issued by Consolidated Special Purpose Entities
39	Other Interest-Bearing Liabilities (3)(11)
40	Other Liabilities (11)

41	Total Average Liability Balances	-	-	-	-	-	-	-	-	-

	*Average Liability Rates (%) (9)*
42	Deposits-Domestic (6)
42A	Non-Interest-Bearing Demand (8)	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%	0.0%
42B	Money Market Accounts
42C	Savings
42D	Negotiable Order of Withdrawal (NOW), Automatic Transfer Service (ATS), and other Transaction Accounts
42E	Time Deposits
43	Deposits-Foreign (6)
43A	Foreign Deposits
43B	Foreign Deposits-Time
44	Fed Funds, Repos, & Other Short Term Borrowing
44A	Fed Funds
44B	Repos
44C	Other Short Term Borrowing
45	Trading Liabilities
46	Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS Issued by Consolidated Special Purpose Entities
47	Other Interest-Bearing Liabilities (3)(11)


48	Total Interest Expense	-	-	-	-	-	-	-	-	-

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

Footnotes to the Net Interest Income Worksheet
(1)	Exclude nonaccrual loans from lines 1-8, reporting these balances in item 9. Include purchased credit impaired loans.
(2)	Break out and explain nature of significant items included in Other Interest/Dividend Bearing Assets such that no more than 5% of total Average Asset Balances are reported without a further breakout.





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





(4)	Amount should equal item 13 of the PPNR Projections Worksheet.
(5)	Institutions are to provide additional details within the supporting documentation; the composition of the non-accrual loans by key loan type over the reported time periods for each of the scenarios.
(6)	A sum of average domestic and foreign deposits should be equal to a sum of average RCON6631, RCON6636, RCFD6631, and RCFD6636.
(7)	Report C&I Graded, Small Business (Scored/Delinquency Managed), Corporate Card, Business Card
(8)	Rates are equal to zero by definition.
(9)	All rates are annualized.
(10)	Include loans secured by farmland here (RCFD1420) and other loans not accounted for in the other categories.
(11)	A Sum of line items 36C and 39 equals a sum of RCFD3190, RCFD3200, and interest-bearing liabilities reported in RCFD2930; line item 40 captures non-interest bearing liabilities in RCFD2930


	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 21: 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.

Projected

Call Report Codes

Units

PQ 1

PQ 2

PQ 3

PQ 4

PQ 5

PQ 6

PQ 7

PQ 8

PQ 9

A. Metrics by Business Segment/Line (9)

Retail and Small Business Segment

Domestic (24)

Credit and Charge Cards

Total Open Accounts – End of Period

Credit and Charge Card Purchase Volume

$Millions

Credit and Charge Card Rewards/Partner Sharing Expense (23) (34)

$Millions

Mortgages and Home Equity

Average Third-Party Residential Mortgages Serviced (3)

$Millions

Residential Mortgage Originations Industry Market Size – Volume (25)

$Millions

Mortgages and Home Equity Sold during the quarter (26)

RCONF070+RCONF071+RCONF674+RCONF675

$Millions

Servicing Expenses (8)

$Millions

Retail and Small Business Deposits

Total Open Checking and Money Market Accounts – End of Period (31)

Debit Card Purchase Transactions

International Retail and Small Business (12)

Credit Card Revenues (1)

$Millions

Investment Banking Segment

Number of Employees (15)

Compensation - Total (8)

$Millions

Stock Based Compensation and Cash Variable Pay (8)

$Millions

Advisory

Deal Volume

$Millions

Industry Market Size - Fees

$Millions

Industry Market Size - Completed Deal Volume

$Millions

Backlog (30)

$Millions

Equity Capital Markets

Deal Volume

$Millions

Industry Market Size - Fees

$Millions

Industry Market Size - Volume

$Millions

Debt Capital Markets

Deal Volume

$Millions

Industry Market Size - Fees

$Millions

Industry Market Size - Volume

$Millions

Syndicated Lending

Deal Volume

$Millions

Industry Market Size - Fees

$Millions

Industry Market Size - Volume

$Millions

Merchant Banking / Private Equity

AUM (10)

$Millions

Sales and Trading Segment

Number of Employees (15)

Total Proprietary Trading Revenue

$Millions

Compensation - Total (8)

$Millions

Stock Based Compensation and Cash Variable Pay (8)

$Millions

Equities

Average Asset Balance

$Millions

Fixed Income

Average Asset Balance

$Millions

Commodities

Average Asset Balance

$Millions

Prime Brokerage

Average Client Balances (13)

$Millions

Transaction Volume

$Millions

Investment Management Segment

Asset Management

AUM - Total (10)

$Millions

37A

AUM - Equities

$Millions

37B

AUM - Fixed Income

$Millions

37C

AUM - Other

$Millions

Net Inflows/Outflows

$Millions

Wealth Management/Private Banking

AUM - Total (10)

$Millions

39A

AUM - Equities

$Millions

39B

AUM - Fixed Income

$Millions

39C

AUM - Other

$Millions

Net Inflows/Outflows

$Millions

Number of Financial Advisors (11)

Investment Services Segment

Asset Servicing

Assets under Custody and Administration

$Millions

Issuer Services

Corporate Trust Deals Administered

B. Firm Wide Metrics: PPNR Projections Worksheet

Number of Employees

RIAD4150

Revenues - International

$Millions

45A

Revenues - APAC (2) (16)

$Millions

45B

Revenues - EMEA (2) (17)

$Millions

45C

Revenues - LatAm (2) (18)

$Millions

45D

Revenues - Canada (2)

$Millions

Revenues - Domestic

$Millions

Severance Costs (14)

$Millions

Collateral Underlying Operating Leases for Which the Bank is the Lessor (22)

$Millions

48A

Auto

$Millions

48B

Other

$Millions

OREO Balance

RCFD2150

$Millions

49A

Commercial

$Millions

49B

Residential

$Millions

49C

Farmland

$Millions

Non-Recurring PPNR Items (32)

$Millions

Trading Revenue

RIADA220

$Millions

Net Gains/(Losses) on Sales of Other Real Estate Owned (19)

RIAD8561

$Millions

C. Firm Wide Metrics: Net Interest Income Worksheet (Required only for Banks that were required to complete the Net Interest Income Worksheet)

Carrying Value of Purchased Credit Impaired (PCI) Loans

RCFDC780

$Millions

Net Accretion of discount on PCI Loans included in interest Revenues

$Millions

Loans Held for Sale - First Lien Residential Liens in Domestic Offices (Average Balances)

$Millions

Average Rate on Loans Held for Sale-First Lien Residential Liens in Domestic Offices

Quarter End Weighted Average Life of Assets (4) (6)

First Lien Residential Mortgages (in Domestic Offices) (33)

months

Closed-End Junior Residential Liens (in Domestic Offices)

months

Home Equity Lines Of Credit (HELOCs)

months

C&I Loans

months

CRE Loans (in Domestic Offices)

months

Credit Cards

months

Auto Loans

months

Student Loans

months

Other, incl. loans backed by securities (non-purpose lending) (7)

months

Residential Mortgages (First and Second Lien, Not in Domestic Offices)

months

Other Real Estate Loans (Not in Domestic Offices)

months

Other Loans & Leases

months

Securities (AFS and HTM) - Treasuries and Agency Debentures

months

Securities (AFS and HTM) - Agency RMBS (both CMOs and pass-throughs)

months

Securities (AFS and HTM) - Other

months

Trading Assets

months

All Other Earning Assets

months

Quarter End Weighted Average Life of Liabilities (4) (6)

Domestic Deposits - Time

months

Foreign Deposits-Time

months

Fed Funds

months

Repos

months

Other Short Term Borrowing

months

Trading Liabilities

months

Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS Issued by Consolidated Special Purpose Entities

months

All Other Interest Bearing Liabitilies

months

Average Domestic Deposit Repricing Beta in a 'Normal Environment' (5)

For upward rate movements

For downward rate movements

Assumed Floor

Money Market Accounts

basis points

Savings

basis points

NOW, ATS, and other Transaction Accounts

basis points

Time Deposits

basis points

Average Foreign Deposit Repricing Beta in a 'Normal Environment' (5)

Foreign Deposits

basis points

Foreign Deposits-Time

basis points

New Domestic Business Pricing for Time Deposits (27)

88A

Curve (if multiple terms assumed) (28)

88B

Index rate (if single term assumed) (29)

88C

Spread relative to the Index Rate (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.

(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. See Instructions for defintions of standardized Business Segments/Lines. Unless specified otherwise, all numbers are global. Only line items with "Industry Market Size" in the name are industry/market-wide items; all other items are bank-specific.

(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 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.

(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 domestic time deposits, including renewals. Given that time deposits have a stated maturity, all time deposits issued for that time period are considered new business.

(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. If the institution only assumes a single maturity term for new issuances, complete line 88B and 88C only, otherwise complete line 88A only.

(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.

(31)

Provide description of the accounts included in this line item (e.g. Negotiable Order of Withdrawal, Interest Bearing Checking, Non Interest Bearing Demand Deposit Account, Money Market Savings, etc.)

(32)

Please break out and explain nature of non-recurring items included in PPNR. Also indicate which items on PPRN Projections worksheet include the items broken out in footnote 32:

(a)

Revenues (Net Interest Income + Non Interest Income)

$ Milllion

(b)

Non Interest Expenses

$ Milllion

(33)

For WAL, exclude from the reported number Loans Held For Sale

(34)

Note if this item includes any contra-revenues other than Rewards/Partner Sharing (e.g. Marketing Expense Amortization)

Do international revenues exceed 5% of total revenues?

N/A

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