| DFAST-14A OCC Supplemental Schedule |
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| All covered institutions are expected to complete a version of the OCC supplemental schedule for each required scenario |
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| Covered institutions should complete all relevant cells in the corresponding worksheets, including this cover page. Covered institutions should not complete any shaded cells. |
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| Please do not change the structure of this workbook. |
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| 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. |
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| Any questions should be directed to DFA165i2.reporting@occ.treas.gov . |
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Institution Name: |
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XYZ |
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RSSD ID: |
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OCC Charter ID: |
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##### |
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Source: |
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Bank |
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Current Year: |
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(Enter appropriate year) |
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Planning Horizon Year 1: |
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Planning Horizon Year 2: |
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Submission Date (MM/DD/YYYY): |
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(Enter date) |
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When Received: |
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Please indicate the scenario associated with this submission using the following drop-down menu: |
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Baseline |
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| Baseline |
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| Adverse |
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| Severely Adverse |
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| Bank Baseline |
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| Bank Stress |
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| Bank Additional Scenario 1 |
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| Bank Additional Scenario 2 |
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| Bank Additional Scenario 3 |
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| Bank Additional Scenario 4 |
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| Bank Additional Scenario 5 |
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| Bank Additional Scenario 6 |
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| Bank Additional Scenario 7 |
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| Bank Additional Scenario 8 |
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| OCC Supplemental Schedule |
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Actual in $Millions |
Projected in $Millions |
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as of date |
PQ 1 |
PQ 2 |
PQ 3 |
PQ 4 |
PQ 5 |
PQ 6 |
PQ 7 |
PQ 8 |
PQ 9 |
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Income Statement Items |
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Losses associated with loans HFI |
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Largest Commercial Concentration |
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| 1 |
(Select) |
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CRE loans |
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Construction |
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| 2 |
Retail |
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| 3 |
Industrial |
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| 4 |
Office |
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| 5 |
Apartment |
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Nonfarm, Non-residential |
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Owner-Occupied |
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| 6 |
Retail |
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| 7 |
Industrial |
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| 8 |
Office |
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Non-Owner-Occupied |
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| 9 |
Retail |
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| 10 |
Industrial |
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| 11 |
Office |
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| 12 |
Loans to Investment Firms and Financial Vehicles |
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| 13 |
Loans to Securities Firms and Investment Banking |
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Non-US exposures |
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| 14 |
Non-US total |
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| 15 |
Brazil |
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| 16 |
China |
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| 17 |
Italy |
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| 18 |
United Kingdom |
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| 19 |
Selected Oil and Gas Lending |
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Losses associated with loans HFS and loans accounted for under the Fair Value Option |
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Largest Commercial Concentration |
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| 20 |
(Select) |
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CRE loans |
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Construction |
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| 21 |
Retail |
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| 22 |
Industrial |
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| 23 |
Office |
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| 24 |
Apartment |
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Nonfarm, Non-residential |
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Owner-Occupied |
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| 25 |
Retail |
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| 26 |
Industrial |
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| 27 |
Office |
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Non-Owner-Occupied |
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| 28 |
Retail |
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| 29 |
Industrial |
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| 30 |
Office |
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| 31 |
Loans to Investment Firms and Financial Vehicles |
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| 32 |
Loans to Securities Firms and Investment Banking |
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Other Consumer |
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| 33 |
Auto Loans |
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Non-US exposures |
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| 34 |
Non-US total |
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| 35 |
Brazil |
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| 36 |
China |
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| 37 |
Italy |
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| 38 |
United Kingdom |
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| 39 |
Selected Oil and Gas Lending |
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Allowance for Loan and Lease Losses |
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Other Consumer |
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| 40 |
Auto Loans |
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CRE loans |
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Construction |
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| 41 |
Retail |
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| 42 |
Industrial |
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| 43 |
Office |
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| 44 |
Apartment |
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Nonfarm, Non-residential |
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Owner-Occupied |
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| 45 |
Retail |
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| 46 |
Industrial |
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| 47 |
Office |
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Non-Owner-Occupied |
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| 48 |
Retail |
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| 49 |
Industrial |
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| 50 |
Office |
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Non-US exposures |
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| 51 |
Non-US total |
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| 52 |
Brazil |
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| 53 |
China |
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| 54 |
Italy |
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| 55 |
United Kingdom |
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Provisions During the Quarter |
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Other Consumer |
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| 56 |
Auto Loans |
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CRE loans |
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Construction |
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| 57 |
Retail |
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| 58 |
Industrial |
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| 59 |
Office |
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| 60 |
Apartment |
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Nonfarm, Non-residential |
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Owner-Occupied |
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| 61 |
Retail |
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| 62 |
Industrial |
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| 63 |
Office |
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Non-Owner-Occupied |
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| 64 |
Retail |
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| 65 |
Industrial |
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| 66 |
Office |
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Non-US exposures |
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| 67 |
Non-US total |
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| 68 |
Brazil |
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| 69 |
China |
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| 70 |
Italy |
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| 71 |
United Kingdom |
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Balance Sheet Items |
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Total Loans and Leases |
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Largest Commercial Concentration |
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| 72 |
(Select) |
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CRE loans |
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Construction |
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| 73 |
Retail |
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| 74 |
weighted-average committed LTV |
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| 75 |
Industrial |
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| 76 |
weighted-average committed LTV |
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| 77 |
Office |
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| 78 |
weighted-average committed LTV |
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| 79 |
Apartment |
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| 80 |
weighted-average committed LTV |
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Nonfarm, Non-residential |
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Owner-Occupied |
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| 81 |
Retail |
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| 82 |
weighted-average committed LTV |
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| 83 |
portfolio vacancy rate |
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| 84 |
Industrial |
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| 85 |
weighted-average committed LTV |
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| 86 |
Office |
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| 87 |
weighted-average committed LTV |
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Non-Owner-Occupied |
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| 88 |
Retail |
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| 89 |
weighted-average committed LTV |
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| 90 |
portfolio vacancy rate |
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| 91 |
Industrial |
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| 92 |
weighted-average committed LTV |
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| 93 |
Office |
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| 94 |
weighted-average committed LTV |
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| 95 |
Loans to Investment Firms and Financial Vehicles |
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| 96 |
Loans to Securities Firms and Investment Banking |
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Non-US exposures |
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| 97 |
Non-US total |
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| 98 |
Brazil |
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| 99 |
China |
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| 100 |
Italy |
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| 101 |
United Kingdom |
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| 102 |
Selected Oil and Gas Lending |
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Capital Worksheet Items |
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Leverage Exposure for Supplementary Leverage Ratio (Applicable to Advanced Approaches Banks Only) |
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| 103 |
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) |
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| 104 |
Total derivative exposures |
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| 105 |
Total exposures for repo-style transactions |
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| 106 |
Off-balance sheet exposures |
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| 107 |
Total leverage exposure (sum of items 103, 104, 105 and 106) |
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- |
- |
- |
- |
- |
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Counterparty Credit Risk Items |
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| 108 |
Counterparty FVA losses (report for PQ1 only) |
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Operational Risk Items (adverse and severely adverse) |
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| 109 |
Percentage of total Operational Risk projected losses which represent legal exposure |
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| (Select) |
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| Commodities |
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| Distributrion |
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| Financial |
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| Government |
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| Manufacturers |
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| Real Estate |
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| Services |
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