| DFAST-14A: Regulatory Capital Transitions Cover Sheet (formerly Basel III and Dodd-Frank) | ||||||||||||
| Institution Name: | ||||||||||||
| RSSD ID: | ||||||||||||
| OCC CHARTER ID: | ||||||||||||
| As of Date (MM/DD/YY): | ||||||||||||
| Submission Date (MM/DD/YY): | ||||||||||||
| Please indicate the scenario associated with this submission using the following drop-down menu: | ||||||||||||
| Supervisory Baseline | ||||||||||||
| Please describe the baseline scenario associated with this submission. | ||||||||||||
| Please refer to the "DFAST-14 Regulatory Capital Transitions Schedule Instructions" when completing this schedule. | ||||||||||||
| Supervisory Baseline | ||||||||||||
| Instructions | ||
| 1. Please complete the DFAST-14A Regulatory Capital Transitions Schedule using actual data for as of date, and projected data for the periods PY 1 through PY 5. For all projections, please use the baseline scenario as specified in the worksheet "CoverSheet." | ||
| 2. Instructions for completing the schedule are contained in the Dodd-Frank Act Stress Testing (DFAST) Reporting Instructions | ||
| 3. All data should be populated within the non-shaded cells in all worksheets. Cells highlighted in grey have embedded formulas and therefore will be automatically populated. | ||
| 4. Banks should ensure that the version of Microsoft Excel they use to complete the schedule is set to automatically calculate formulas. This is achieved by setting “Calculation Options” (under the Formulas function) to “Automatic" within the settings for Microsoft Excel. | ||
| DFAST-14A - Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario) | ||||||||
| FFIEC 031 Schedule RC-R (Part I. B) Reference | Actual in | |||||||
| $Millions | Projected in $Millions | |||||||
| Capital Composition | as of date | PY 1 | PY 2 | PY 3 | PY 4 | PY 5 | ||
| 1 | AOCI opt-out election? (enter "1" for Yes; enter "0" for No) | rcoap838 | ||||||
| Common equity tier 1 capital | ||||||||
| 2 | Common stock and related surplus (net of treasury stock and unearned employee stock ownership plan [ESOP] shares) | rcoaP742 | ||||||
| 3 | Retained earnings | rcon3632 | ||||||
| 4 | Accumulated other comprehensive income (AOCI) | rcoab530 | ||||||
| 5 | Common equity tier 1 minority interest includable in common equity tier 1 capital | rcoap839 | ||||||
| 6 | Common equity tier 1 before adjustments and deductions (sum of items 2 through 5) | rcoap840 | ||||||
| Common equity tier 1 capital: adjustments and deductions | ||||||||
| 7 | Goodwill, net of associated deferred tax liabilities (DTLs) | rcoap841 | ||||||
| 8 | Intangible assets (other than goodwill and mortgage servicing assets (MSAs)), net of associated DTLs | rcoap842 | ||||||
| 9 | Deferred tax assets (DTAs) that arise from net operating loss and tax credit carryforwards, net of any related valuation allowances and net of DTLs | rcoap843 | ||||||
| If Item 1 is “1” for “Yes”, complete items 10 through 14 only for AOCI related adjustments. | ||||||||
| 10 | 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) | rcoap844 | ||||||
| 11 | 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) | rcoap845 | ||||||
| 12 | 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) | rcoap846 | ||||||
| 13 | 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) | rcoap847 | ||||||
| 14 | 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) | rcoap848 | ||||||
| If Item 1 is “0” for “No”, complete item 15 only for AOCI related adjustments. | ||||||||
| 15 | 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) | rcoap849 | ||||||
| 16 | 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) | rcoaq258 | ||||||
| 17 | Other deductions from (additions to) common equity tier capital 1 before threshold-based deductions: All other deductions from (additions to) common equity tier 1 capital before threshold-based deductions | rcoap850 | ||||||
| 18 | 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 | rcoap851 | ||||||
| 19 | Subtotal (item 6 minus items 7 through 18) | rcoap852 | ||||||
| 20 | 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 (from the Exceptions Bucket Calc tab) | rcoap853 | ||||||
| 21 | MSAs, net of associated DTLs, that exceed the 10 percent common equity tier 1 capital deduction threshold (from the Exceptions Bucket Calc tab) | rcoap854 | ||||||
| 22 | 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 (from the Exceptions Bucket Calc tab) | rcoap855 | ||||||
| 23 | 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 (from the Exceptions Bucket Calc tab) | rcoap856 | ||||||
| 24 | Deductions applied to common equity tier 1 capital due to insufficient amount of additional tier 1 capital and tier 2 capital to cover deductions | rcoap857 | ||||||
| 25 | Total adjustments and deductions for common equity tier 1 capital (sum of items 20 through 24) | rcoap858 | ||||||
| 26 | Common equity tier 1 capital (item 19 minus item 25) | rcoap859 | ||||||
| Additional tier 1 capital | ||||||||
| 27 | Additional tier 1 capital instruments plus related surplus | rcoap860 | ||||||
| 28 | Tier 1 minority interest not included in common equity tier 1 capital | rcoap862 | ||||||
| 29 | Additional tier 1 capital before deductions (sum of items 27 through 28) | rcoap863 | ||||||
| 30 | Additional tier 1 capital deductions | rcoap864 | ||||||
| 31 | Additional tier 1 capital (greater of item 29 minus item 30 or zero) | rcoap865 | ||||||
| Tier 1 capital | ||||||||
| 32 | Tier 1 capital (sum of items 26 and 31) | rcoa8274 | ||||||
| Other (reflect all items on a year-to-date basis) | ||||||||
| 33 | Issuance of common stock (including conversion to common stock) | |||||||
| 34 | Repurchases of common stock | |||||||
| 35 | Net income (loss) attributable to bank | riad4340 | ||||||
| 36 | Cash dividends declared on preferred stock | riad4470 | ||||||
| 37 | Cash dividends declared on common stock | riad4460 | ||||||
| 38 | Previously issued tier 1 capital instruments (excluding minority interest) that would no longer qualify (please report 100% value) | |||||||
| 39 | Previously issued tier 1 minority interest that would no longer qualify (please report 100% value) | |||||||
| Data Completeness Check | ||||||||
| 40 | If "No", please complete all non-shaded cells until all cells to the right say "Yes." Do not leave cells blank; enter "0" if not applicable. | No | No | No | No | No | No | |
| 39 | 38 | 38 | 38 | 38 | 38 | |||
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| DFAST-14A -Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario) | |||||||
| "Exceptions Bucket" Calculator | |||||||
| B | C | D | E | F | G | H | |
| Actual in | |||||||
| $Millions | Projected in $Millions | ||||||
| as of date | PY 1 | PY 2 | PY 3 | PY 4 | PY 5 | ||
| Significant investments in the capital of unconsolidated financial institutions in the form of common stock | |||||||
| 1 | Gross significant investments in the capital of unconsolidated financial institutions in the form of common stock | ||||||
| 2 | Permitted offsetting short positions in relation to the specific gross holdings included above | ||||||
| 3 | Significant investments in the capital of unconsolidated financial institutions in the form of common stock net of short positions (greater of item 1 minus 2 or zero) | ||||||
| 4 | 10 percent common equity tier 1 deduction threshold (10 percent of item 19 in the Capital Composition tab) | ||||||
| 5 | Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 3 minus 10 percent of item 4 or zero) | ||||||
| Mortgage servicing assets | |||||||
| 6 | Total mortgage servicing assets classified as intangible | ||||||
| 7 | Associated deferred tax liabilities which would be extinguished if the intangible becomes impaired or derecognized under the relevant accounting standards | ||||||
| 8 | Mortgage servicing assets net of related deferred tax liabilities (item 6 minus item 7) | ||||||
| 9 | 10 percent common equity tier 1 deduction threshold (10 percent of item 19 in the Capital Composition tab) | ||||||
| 10 | Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 8 minus 10 percent of item 9 or zero) | ||||||
| Deferred tax assets due to temporary differences | |||||||
| 11 | DTAs arising from temporary differences that could not be realized through net operating loss carrybacks, net of related valuation allowances and net of DTLs | ||||||
| 12 | 10 percent common equity tier 1 deduction threshold (10 percent of item 19 in the Capital Composition tab) | ||||||
| 13 | Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 11 minus 10 percent of item 12 or zero) | ||||||
| Aggregate of items subject To the 15% limit (significant investments, mortgage servicing assets and deferred tax assets arising from temporary differences) | |||||||
| 14 | Sum of items 3, 8, and 11 | ||||||
| 15 | 15 percent common equity tier 1 deduction threshold (item 19 in the Capital Composition tab minus item 14, multiplied by 17.65 percent) | ||||||
| 16 | Sum of items 5, 10, and 13 | ||||||
| 17 | Item 14 minus item 16 | ||||||
| 18 | Amount to be deducted from common equity tier 1 due to 15 percent deduction threshold (greater of item 17 minus item 15 or zero) | ||||||
| Data Completeness Check | |||||||
| 19 | If "No", please complete all non-shaded cells until all cells to the right say "Yes." Do not leave cells blank; enter "0" if not applicable. | No | No | No | No | No | No |
| 18 | 18 | 18 | 18 | 18 | 18 | ||
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| Line 22-24 | 1 | 1 | 1 | 1 | 1 | 1 | |
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| DFAST-14A - Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario) | |||||||||||
| FFIEC 101 Reference |
Actual in | ||||||||||
| $Millions | Projected in $Millions | ||||||||||
| Risk-weighted Assets-Advanced1, 2 | as of date | PY 1 | PY 2 | PY 3 | PY 4 | PY 5 | |||||
| Advanced Approaches Credit Risk (Including counterparty credit risk and non-trading credit risk), with 1.06 scaling factor - Applicable to Advanced Approaches Banking Organizations | |||||||||||
| 1 | Credit RWA | - | - | - | - | - | - | ||||
| 2 | Wholesale Exposures | - | - | - | - | - | - | ||||
| 3 | Corporate | AABGJ124 | |||||||||
| 4 | Bank | AABGJ125 | |||||||||
| 5 | Sovereign | AABGJ126 | |||||||||
| 6 | IPRE | AABGJ127 | |||||||||
| 7 | HVCRE | AABGJ128 | |||||||||
| 8 | Counterparty Credit Risk | - | - | - | - | - | - | ||||
| 9 | Eligible margin loans, repostyle transactions and OTC derivatives with crossproduct netting—EAD adjustment method | AABGJ129 | |||||||||
| 10 | Eligible margin loans, repostyle transactions and OTC derivatives with crossproduct netting—collateral reflected in LGD | AABGJ130 | |||||||||
| 11 | Eligible margin loans, repostyle transactions—no cross-product netting—EAD adjustment method | AABGJ131 | |||||||||
| 12 | Eligible margin loans, repostyle transactions—no cross-product netting—collateral reflected in LGD | AABGJ132 | |||||||||
| 13 | OTC derivatives—no cross-product netting—EAD adjustment method | AABGJ133 | |||||||||
| 14 | OTC derivatives—no crossproduct netting—collateral reflected in LGD | AABGJ134 | |||||||||
| 15 | Retail Exposures | - | - | - | - | - | - | ||||
| 16 | Residential mortgage— closed-end first lien exposures | AABGJ135 | |||||||||
| 17 | Residential mortgage— closed-end junior lien exposures | AABGJ136 | |||||||||
| 18 | Residential mortgage—revolving exposures | AABGJ137 | |||||||||
| 19 | Qualifying revolving exposures | AABGJ138 | |||||||||
| 20 | Other retail exposures | AABGJ139 | |||||||||
| 21 | Securitization Exposures | - | - | - | - | - | - | ||||
| 22 | Subject to supervisory formula approach (SFA) | AABG J142 | |||||||||
| 23 | Subject to simplified supervisory formula approach (SSFA) | AABG P920 | |||||||||
| 24 | Subject to 1,250% risk-weight | AABG P921 | |||||||||
| 25 | Cleared Transactions | - | - | - | - | - | - | ||||
| 26 | Derivative contracts and netting sets to derivatives | AABG P922 | |||||||||
| 27 | Repo-style transactions | AABG P923 | |||||||||
| 28 | Default fund contributions | AABG P924 | |||||||||
| 29 | Equity Exposures | Sum of AABGJ144, AABGJ145,AABGJ146 | |||||||||
| 30 | Other Assets | Sum of AABGJ147, AABGJ148, AABGJ149 | |||||||||
| 31 | CVA Capital Charge (risk-weighted asset equivalent) | - | - | - | - | - | - | ||||
| 32 | Advanced CVA Approach | AABG P926 | - | - | - | - | - | - | |||
| 33 | Unstressed VaR with Multipliers | ||||||||||
| 34 | Stressed VaR with Multipliers | ||||||||||
| 35 | Simple CVA Approach | AABG P925 | |||||||||
| Advanced approaches Operational Risk | |||||||||||
| 36 | Operational Risk | ||||||||||
| Market Risk | |||||||||||
| 37 | Market RWA | AABG J153 | - | - | - | - | - | - | |||
| 38 | VaR-based capital requirement | ||||||||||
| 39 | Stressed VaR-based capital requirement | ||||||||||
| 40 | Incremental Risk Charge (IRC) | ||||||||||
| 41 | Correlation Trading | (formerly derived calculation) | |||||||||
| 42 | Comprehensive Risk Measurement (CRM), Before Application of Surcharge | ||||||||||
| 43 | Standardized Measurement Method (100%) for Exposures Subject to CRM | - | - | - | - | - | - | (calculation change) | |||
| 44 | CRM Floor Based on 100% of Standardized - Net Long | ||||||||||
| 45 | CRM Floor Based on 100% of Standardized - Net Short | ||||||||||
| 46 | Non-modeled Securitization | (formerly derived calculation) | |||||||||
| 47 | Specific risk add-on (excluding securitization and correlation) | - | - | - | - | - | - | ||||
| 48 | Debt | ||||||||||
| 49 | Equity | ||||||||||
| 50 | Other market risk | ||||||||||
| 51 | Assets subject to the general risk-based capital requirements | AABGJ198 | |||||||||
| 52 | Other RWA | ||||||||||
| 53 | Excess eligible credit reserves not included in tier 2 capital | AABGJ152 | |||||||||
| 54 | Total RWA | - | - | - | - | - | - | ||||
| Data Completeness Check | |||||||||||
| 55 | If "No", please complete all non-shaded cells until all cells to the right say "Yes." Do not leave cells blank; enter "0" if not applicable. | No | No | No | No | No | No | ||||
| Footnotes: | |||||||||||
| 1 Amounts calculated as capital requirements should be converted to risk-weighted assets by multiplying by 12.5. | |||||||||||
| 2 Any assets deducted from capital should not be included in risk-weighted assets. | |||||||||||
| 0 | 0 | 0 | 0 | 0 | 0 | ||||||
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| 0 | 0 | 0 | 0 | 0 | 0 | ||||||
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| 1 | 1 | 1 | 1 | 1 | 1 | ||||||
| DFAST-14A - Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario) | ||||||||||
| Actual in $Millions | ||||||||||
| Projected in $Millions | ||||||||||
| Risk-weighted Assets-Standardized1, 2 | as of date | PY 1 | PY 2 | PY 3 | PY 4 | PY 5 | ||||
| Standardized Approach Credit Risk | ||||||||||
| - | - | - | - | - | - | |||||
| - | - | - | - | - | - | |||||
| 1 | Cash and balances due from depository institutions | |||||||||
| 2a | Held-to-maturity | |||||||||
| 2b | Available-for-sale | |||||||||
| 3 | Federal funds sold | |||||||||
| Loans and leases on held for sale | ||||||||||
| 4a | Residential Mortgage exposures | |||||||||
| 4b | High Volatility Commercial Real Estate (HVCRE) exposures | |||||||||
| 4c | Past due exposures | |||||||||
| 4d | All other exposures | |||||||||
| Loans and leases, net of unearned income | ||||||||||
| 5a | Residential mortgage exposures | |||||||||
| 5b | High Volatility Commercial Real Estate (HVCRE) exposures | |||||||||
| 5c | Past due exposures | |||||||||
| 5d | All other exposures | |||||||||
| 6 | Trading assets (excluding securitizations that receive standardized charges) | |||||||||
| 7a | All other assets | |||||||||
| 7b | Separate account bank-owned life insurance | |||||||||
| 7c | Default fund contribution to central counterparties | |||||||||
| Securitization exposures | ||||||||||
| 8a | Held-to-maturity | |||||||||
| 8b | Available-for-sale | |||||||||
| 8c | Trading assets that are securitization exposures that receive standardized charges | |||||||||
| 8d | All other on balance securitization exposures | |||||||||
| 9 | Off balance sheet securitization exposures | |||||||||
| 10 | RWA for balance sheet asset categories (sum of items 1 through 8d) | - | - | - | - | - | - | |||
| - | - | - | - | - | - | |||||
| 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 | |||||||||
| Unused commitments | ||||||||||
| 17a | Original maturity of one year or less, excluding ABCP conduits | |||||||||
| 17b | Original maturity of one year or less to ABCP | |||||||||
| 17c | Original maturity exceeding one year | |||||||||
| 18 | Unconditionally cancelable commitments | |||||||||
| 19 | Over-the-counter derivatives | |||||||||
| 20 | Centrally cleared derivatives | |||||||||
| 21 | Unsettled transactions (failed trades) | |||||||||
| 22 | RWA for Assets, Derivatives and off-balance sheet asset categories | - | - | - | - | - | - | |||
| 23 | RWA for purposes of calculating the allowance for loan and lease losses 1.25 percent threshold | |||||||||
| Market Risk | ||||||||||
| 24 | Market RWA | - | - | - | - | - | - | |||
| 25 | VaR-based capital requirement | |||||||||
| 26 | Stressed VaR-based capital requirement | |||||||||
| 27 | Incremental Risk Charge (IRC) | |||||||||
| 28 | Correlation Trading | - | - | - | - | - | - | |||
| 29 | Comprehensive Risk Measurement (CRM), Before Application of Surcharge | |||||||||
| 30 | 8% of Standardized Measurement Method (100%) for Exposures Subject to CRM | - | - | - | - | - | - | (calculation change) | ||
| 31 | CRM Floor Based on 100% of Standardized - Net Long | |||||||||
| 32 | CRM Floor Based on 100% of Standardized - Net Short | |||||||||
| 33 | Non-modeled Securitization | (formerly derived calculation) | ||||||||
| 34 | Specific risk add-on (excluding securitization and correlation) | - | - | - | - | - | - | |||
| 35 | Debt | |||||||||
| 36 | Equity | |||||||||
| 37 | Other market risk | |||||||||
| 38 | Excess allowance for loan and lease losses | |||||||||
| 39 | Allocated transfer risk reserve | |||||||||
| 40 | Total RWA | - | - | - | - | - | - | |||
| Data Completeness Check | ||||||||||
| 41 | If "No", please complete all non-shaded cells until all cells to the right say "Yes." Do not leave cells blank; enter "0" if not applicable. | No | No | No | No | No | No | |||
| Footnotes: | ||||||||||
| 1 Amounts calculated as capital requirements should be converted to risk-weighted assets by multiplying by 12.5. | ||||||||||
| 2 Any assets deducted from capital should not be included in risk-weighted assets. | ||||||||||
| DFAST-14A - Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario) | |||||||
| Leverage Exposure (quarterly averages) | |||||||
| B | C | D | E | F | G | H | |
| Actual in | |||||||
| $Millions | Projected in $Millions | ||||||
| Leverage Exposure for Tier 1 Leverage Ratio (Applicable to All Banks) | as of date | PY 1 | PY 2 | PY 3 | PY 4 | PY 5 | |
| 1 | Average Total Assets | ||||||
| 2 | LESS: Deductions from Common Equity Tier 1 Capital and Additional Tier 1 Capital (report as a positive value) | ||||||
| 3 | LESS: Other Deductions from (Additions to) Assets for Leverage Ratio Purposes (report as a positive value) | ||||||
| 4 | Total Assets for the Leverage Ratio (item 1 less the sum of items 2 and items 3) | ||||||
| Leverage Exposure for Supplementary Leverage Ratio (Applicable to Advanced Approaches Banks Only) | |||||||
| On-balance sheet Assets | |||||||
| 5 | On-balance sheet assets (excluding on-balance sheet assets for repo-style transactions and derivative exposures, but including cash collateral received in derivative transactions) | ||||||
| 6 | LESS: Deductions from common equity tier 1 capital and additional tier 1 capital (report as a positive value) | ||||||
| 7 | Total on-balance sheet exposures (excluding on-balance sheet assets for repo-style transactions and derivative exposures, but including cash collateral received in derivative transactions) (items 5 less item 6) |
||||||
| Derivative exposures | |||||||
| 8 | Replacement cost for derivative exposures (net of cash variation margin) | ||||||
| 9 | Add-on amounts for potential future exposure (PFE) for derivatives exposures | ||||||
| 10 | Gross-up for cash collateral posted if deducted from the on-balance sheet assets, except for cash variation margin | ||||||
| 11 | LESS: Deductions of receivable assets for cash variation margin posted in derivatives transactions, if included in on-balance sheet assets (report as a positive value) |
||||||
| 12 | LESS: Exempted CCP leg of client-cleared transactions (report as a positive value) | ||||||
| 13 | Effective notional principal amount of sold credit protection | ||||||
| 14 | LESS: Effective notional principal amount offsets and PFE adjustments for sold credit protection (report as a positive value) | ||||||
| 15 | Total derivative exposures (sum of items 8, 9, 10 and 13, minus items 11, 12, and 14) | ||||||
| Repo-style transactions | |||||||
| 16 | On-balance sheet assets for repo-style transactions | ||||||
| 17 | LESS: Reduction of the gross value of receivables in reverse repurchase transactions by cash payables in repurchase transactions under netting agreements (report as a positive value) | ||||||
| 18 | Counterparty credit risk for all repo-style transactions | ||||||
| 19 | Exposure for repo-style transactions where a banking organization acts as an agent | ||||||
| 20 | Total exposures for repo-style transactions (sum of items 16, 18, and 19 minus item 17) | ||||||
| Other off-balance sheet exposures | |||||||
| 21 | Off-balance sheet exposures at gross notional amounts | ||||||
| 22 | LESS: Adjustments for conversion to credit equivalent amounts (report as a positive value) | ||||||
| 23 | Off-balance sheet exposures (items 21 less items 22) | ||||||
| Capital and total leverage exposures | |||||||
| 24 | Total leverage exposure (sum of items 7, 15, 20 and 23) | ||||||
| Data Completeness Check | |||||||
| 25 | Total Assets for Tier 1 Leverage Ratio (applicable to all Banks): If "No", please complete all non-shaded cells until all cells to the right say "Yes." Do not leave cells blank; enter "0" if not applicable. | No | No | No | No | No | No |
| 26 | Leverage Exposure for Supplementary Leverage Ratio (applicable to advanced approaches banking organizations): If "No", please complete all non-shaded cells until all cells to the right say "Yes." Do not leave cells blank; enter "0" if not applicable. | No | No | No | No | No | No |
| 3 | 3 | 3 | 3 | 3 | 3 | ||
| 1 | 1 | 1 | 1 | 1 | 1 | ||
| 1 | 1 | 1 | 1 | 1 | 1 | ||
| 1 | 1 | 1 | 1 | 1 | 1 | ||
| 8 | 8 | 8 | 8 | 8 | 8 | ||
| 1 | 1 | 1 | 1 | 1 | 1 | ||
| 1 | 1 | 1 | 1 | 1 | 1 | ||
| 1 | 1 | 1 | 1 | 1 | 1 | ||
| 1 | 1 | 1 | 1 | 1 | 1 | ||
| 1 | 1 | 1 | 1 | 1 | 1 | ||
| 1 | 1 | 1 | 1 | 1 | 1 | ||
| 1 | 1 | 1 | 1 | 1 | 1 | ||
| 1 | 1 | 1 | 1 | 1 | 1 | ||
| DFAST-14A - Regulatory Capital Transitions Schedule: (Supervisory Baseline Scenario) | |||||||||||||||||||||||||||||||||||||||||||||||
| Planned Actions | Projected in $ Millions | ||||||||||||||||||||||||||||||||||||||||||||||
| Action # | Description | Action Type | Exposure Type | RWA Type | PY 1 | PY 2 | PY 3 | PY 4 | PY 5 | Total | Name and page number of separate document where detailed description of action is provided | ||||||||||||||||||||||||||||||||||||
| Common Equity Tier 1 | Tier 1 | Standardized RWA |
Advanced RWA |
Total Assets for Leverage Ratio | Total Leverage Exposure for Supplementary Leverage Ratio | Balance Sheet Impact | Common Equity Tier 1 | Tier 1 | Standardized RWA |
Advanced RWA |
Total Assets for Leverage Ratio | Total Leverage Exposure for Supplementary Leverage Ratio | Balance Sheet Impact | Common Equity Tier 1 | Tier 1 | Standardized RWA |
Advanced RWA |
Total Assets for Leverage Ratio | Total Leverage Exposure for Supplementary Leverage Ratio | Balance Sheet Impact | Common Equity Tier 1 | Tier 1 | Standardized RWA |
Advanced RWA |
Total Assets for Leverage Ratio | Total Leverage Exposure for Supplementary Leverage Ratio | Balance Sheet Impact | Common Equity Tier 1 | Tier 1 | Standardized RWA |
Advanced RWA |
Total Assets for Leverage Ratio | Total Leverage Exposure for Supplementary Leverage Ratio | Balance Sheet Impact | Common Equity Tier 1 | Tier 1 | Standardized RWA |
Advanced RWA |
Total Assets for Leverage Ratio | Total Leverage Exposure for Supplementary Leverage Ratio | Balance Sheet Impact | ||||||
| 1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 3 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 6 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 7 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 8 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 9 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 10 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 12 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 14 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 15 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 16 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 17 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 18 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 19 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 20 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 21 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 23 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 24 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 25 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 26 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 27 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 28 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 29 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 30 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 31 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 32 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 33 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 34 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 35 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 36 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 37 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 38 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 39 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 40 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 41 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 44 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 45 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 46 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 48 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 49 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 50 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 51 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 52 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 53 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 54 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 55 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 56 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 57 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 58 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 59 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 60 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 61 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 62 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 63 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 64 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 65 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 66 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 67 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 68 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 69 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 70 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 71 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 72 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 73 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 74 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 75 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 76 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 77 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 78 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 79 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 80 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 81 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 82 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 83 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 84 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 85 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 86 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 87 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 88 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 89 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 90 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 91 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 92 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 93 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 94 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 95 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 96 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 97 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 98 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 99 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| 100 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | ||||||||||||||||||||||||||||||||||||||||
| Total impact of planned actions | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | |||||
| Reported changes from prior period | 0 | Err:508 | 0 | Err:508 | 0 | Err:508 | 0 | Err:508 | 0 | Err:508 | |||||||||||||||||||||||||||||||||||||
| File Type | application/vnd.openxmlformats-officedocument.spreadsheetml.sheet |
| File Modified | 0000-00-00 |
| File Created | 0000-00-00 |