Summary Schedule Cover Sheet

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Overview

Summary Submission Cover Sheet
Income Statement Worksheet
Balance Sheet Worksheet
Capital - DFAST
Standardized RWA
Advanced RWA
Retail Bal. & Loss Projections
Retail Repurchase 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

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Sheet 1: Summary Submission Cover Sheet

DFAST-14A Summary Schedule Cover Sheet
BANKS SHOULD SUBMIT THE SUMMARY XML FILE AND NOT THIS SUMMARY EXCEL FILE (SEE TECHNICAL INSTRUCTIONS). THIS FILE IS BEING PROVIDED AS A RESOURCE ONLY AND IS NOT INTENDED AS AN OFFICAL REPORTING FORM.
All covered institutions are expected to complete a version of the Summary template for each required scenario - Baseline, Adverse, Severely Adverse, Bank Baseline, and Bank Stress - 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:
	Current Year:			(Enter appropriate year)
	Planning Horizon Year 1:
	Planning Horizon Year 2:
	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 Baseline
Bank Stress
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

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Sheet 2: Income Statement Worksheet

Bank Income Statement
			Actual in $Millions	Projected in $Millions										Sums in $Millions
Item			as of date	PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9		PQ 1 - PQ 4	PQ 5 - PQ 8	9-Quarter
	LOSSES ASSOCIATED WITH LOANS HELD FOR INVESTMENT AT AMORTIZED COST
1	Real Estate Loans (in Domestic Offices)
2	First Lien Mortgages
3	First Lien Mortgages
4	First Lien HELOAN
5	Second / Junior Lien Mortgages
6	Closed-End Junior Liens
7	HELOCs
8	CRE Loans
9	Construction
10	Multifamily
11	Nonfarm, Non-residential
12	Owner-Occupied
13	Non-Owner-Occupied
14	Loans Secured by Farmland
15	Real Estate Loans (Not in Domestic Offices)
16	First Lien Mortgages
17	Second / Junior Lien Mortgages
18	CRE Loans
19	Construction
20	Multifamily
21	Nonfarm, Non-residential
22	Owner-Occupied
23	Non-Owner-Occupied
24	Loans Secured by Farmland
25	C&I Loans
26	C&I Graded
27	Small Business (Scored/Delinquency Managed)
28	Business and Corporate Card
29	Credit Cards
30	Other Consumer
31	Auto Loans
32	Student Loans
33	Other loans backed by securities (non-purpose lending)
34	Other
35	Other Loans
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
41	All Other Loans (exclude consumer loans)
42	All Other Leases
43	Total Loans and Leases
	LOSSES ASSOCIATED WITH HELD FOR SALE LOANS AND LOANS ACCOUNTED FOR UNDER THE FAIR VALUE OPTION
44	Real Estate Loans (in Domestic Offices)
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)
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
	TRADING ACCOUNT																	CHECK (for firms required to complete the Trading and Counterparty Risk worksheets)
58	Trading Mark-to-market (MTM) Losses																	Matches
59	Trading Issuer Default Losses (Trading IDR)																	Matches
60	Counterparty Credit MTM Losses (CVA losses)																	Matches
61	Counterparty Default Losses																	Matches
62	Total Trading and Counterparty
	OTHER LOSSES
63	Goodwill impairment
64	Valuation Adjustment for firm's own debt under fair value option (FVO)
65	Other Losses (describe in supporting documentation)
66	Total Other Losses
67	Total Losses
	ALLOWANCE FOR LOAN and LEASE LOSSES
68	ALLL, prior quarter
69	Real Estate Loans (in Domestic Offices)
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)
80	Residential Mortgages
81	CRE Loans
82	Farmland
83	C&I Loans
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
92	Real Estate Loans (in Domestic Offices)
93	Residential Mortgages
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)
103	Residential Mortgages
104	CRE Loans
105	Farmland
106	C&I Loans
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
115	Other ALLL Changes
116	ALLL, current quarter
	PRE-PROVISION NET REVENUE
117	Net interest income
118	Noninterest income
119	Noninterest expense
120	Pre-Provision Net Revenue
	CONDENSED INCOME STATEMENT
121	Pre-Provision Net Revenue
122	Provisions during the quarter
123	Total Trading and Counterparty Losses
124	Total Other Losses
125	Other Income Statements (I/S) Items
126	Realized Gains (Losses) on available-for-sale securities, including OTTI
127	Realized Gains (Losses) on held-to-maturity securities, including OTTI
128	Income (loss) before taxes and discontinued operations extraordinary items
129	Applicable income taxes (foreign and domestic)
130	Income (loss) before discontinued operations extraordinary items and other adjustments
131	Discontinued Operations Extraordinary items and other adjustments, net of income taxes
132	Net income (loss) attributable to Bank and minority interests
133	Net income (loss) attributable to minority interests
134	Net income (loss) attributable to Bank
135	Effective Tax Rate (%)
	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

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Sheet 3: Balance Sheet Worksheet

Balance Sheet Worksheet: XYZ in Baseline
			Projected in $Millions
Item			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)
2	Available for Sale (AFS)
3	Total Securities
	Of which:
4	Securitizations (investment grade)
5	Securitizations (non-investment grade)
	Total Loans and Leases
6	Real Estate Loans (in Domestic Offices)
7	First Lien Mortgages
8	First Lien Mortgages
9	First Lien HELOAN
10	Second / Junior Lien Mortgages
11	Closed-End Junior Liens
12	HELOCs
13	CRE Loans
14	Construction
15	Multifamily
16	Nonfarm, Non-residential
17	Owner-Occupied
18	Non-Owner-Occupied
19	Loans Secured by Farmland
20	Real Estate Loans (Not in Domestic Offices)
21	First Lien Mortgages
22	Second / Junior Lien Mortgages
23	CRE Loans
24	Construction
25	Multifamily
26	Nonfarm, Non-residential
27	Owner-Occupied
28	Non-Owner-Occupied
29	Loans Secured by Farmland
30	C&I Loans
31	C&I Graded
32	Small Business (Scored/Delinquency Managed)
33	Corporate Card
34	Business Card
35	Credit Cards
36	Charge Card
37	Bank Card
38	Other Consumer
39	Auto Loans
40	Student Loans
41	Other loans backed by securities (non-purpose lending)
42	Other
43	Other Loans and Leases
44	Loans to Foreign Governments
45	Agricultural Loans
46	Loans for purchasing or carrying securities (secured or unsecured)
47	Loans to Depositories and Other Financial Institutions
48	All Other Loans and Leases
49	All Other Loans (exclude consumer loans)
50	All Other Leases
51	Total Loans and Leases
	LOANS HELD FOR INVESTMENT AT AMORTIZED COST
52	Real Estate Loans (in Domestic Offices)
53	First Lien Mortgages
54	First Lien Mortgages
55	First Lien HELOAN
56	Second / Junior Lien Mortgages
57	Closed-End Junior Liens
58	HELOCs
59	CRE Loans
60	Construction
61	Multifamily
62	Nonfarm, Non-residential
63	Owner-Occupied
64	Non-Owner-Occupied
65	Loans Secured by Farmland
66	Real Estate Loans (Not in Domestic Offices)
67	First Lien Mortgages
68	Second / Junior Lien Mortgages
69	CRE Loans
70	Construction
71	Multifamily
72	Nonfarm, Non-residential
73	Owner-Occupied
74	Non-Owner-Occupied
75	Loans Secured by Farmland
76	C&I Loans
77	C&I Graded
78	Small Business (Scored/Delinquency Managed)
79	Business and Corporate Card
80	Credit Cards
81	Other Consumer
82	Auto Loans
83	Student Loans
84	Other loans backed by securities (non-purpose lending)
85	Other
86	Other Loans and Leases
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
92	All Other Loans (exclude consumer loans)
93	All Other Leases
94	Total Loans and Leases
	Loans Held for Sale and Loans Accounted for under the Fair Value Option
95	Real Estate Loans (in Domestic Offices)
96	First Lien Mortgages
97	Second / Junior Lien Mortgages
98	CRE Loans
99	Loans Secured by Farmland
100	Real Estate Loans (Not in Domestic Offices)
101	Residential Mortgages
102	CRE Loans
103	Loans Secured by Farmland
104	C&I Loans
105	Credit Cards
106	Other Consumer
107	Other Loans and Leases
108	Total Loans Held for Sale and Loans Accounted for under the Fair Value Option
109	Unearned Income on Loans
110	Allowance for Loan and Lease Losses
111	Loans and Leases (Held for Investment and Held for Sale), Net of Unearned Income and Allowance for Loan and Lease Losses
	TRADING
112	Trading Assets
	INTANGIBLES
113	Goodwill
114	Mortgage Servicing Rights
115	Purchased Credit Card Relationships and Nonmortgage Servicing Rights
116	All Other Identifiable Intangible Assets
117	Total Intangible Assets
	OTHER
118	Cash and cash equivalent
119	Federal funds sold
120	Securities purchased under agreements to resell
121	Premises and Fixed Assets
122	OREO
123	Commercial
124	Residential
125	Farmland
126	Collateral Underlying Operating Leases for Which the Bank is the Lessor (1)
127	Autos
128	Other
129	Other Assets
130	Total Other
131	TOTAL ASSETS
Liabilities
132	Deposits in domestic offices
133	Deposits in foreign offices, Edge and Agreement subsidiaries, and IBFs
134	Deposits
135	Federal funds purchased and securities sold under agreements to repurchase
136	Trading Liabilities
137	Other Borrowed Money
138	Subordinated Notes and Debentures
139	Subordinated Notes Payable to Unconsolidated Trusts Issuing TruPS and TruPS Issued by Consolidated Special Purpose Entities
140	Other Liabilities
141	Memo: Allowance for off-balance sheet credit exposures
142	Total Liabilities
Equity Capital
143	Perpetual Preferred Stock and Related Surplus
144	Common Stock (Par Value)
145	Surplus (Exclude All Surplus Related to Preferred Stock)
146	Retained Earnings
147	Accumulated Other Comprehensive Income (AOCI)
148	Other Equity Capital Components
149	Total Bank Equity Capital
150	Noncontrolling (Minority) Interests in Consolidated Subsidiaries
151	Total Equity Capital
Other
152	Unused Commercial Lending Commitments and Letters of Credit
	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.

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Sheet 4: Capital - DFAST

Capital Worksheet (DFAST): XYZ in Baseline
			Actual in $Millions	Projected in $Millions										Sums in $Millions
Item			As of Date	PQ 1	PQ 2	PQ 3	PQ 4	PQ 5	PQ 6	PQ 7	PQ 8	PQ 9		PQ 1 - PQ 4	PQ 5 - PQ 8	9-Quarter
	Schedule RI-A—Changes in Bank Equity Capital
1	Total bank equity capital most recently reported for the end of previous QUARTER
2	Effect of changes in accounting principles and corrections of material accounting errors
3	Balance end of previous QUARTER as restated (sum of items 1 and 2)
4	Net income (loss) attributable to bank
	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
10	Purchase of treasury stock
11	Changes incident to business combinations, net
12	Cash dividends declared on preferred stock
13	Cash dividends declared on common stock
14	Other comprehensive income
15	Change in the offsetting debit to the liability for Employee Stock Ownership Plan (ESOP) debt guaranteed by the bank
16	Other adjustments to equity capital (not included above)*
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)
	Regulatory Capital per Revised Regulatory Capital Rule (July 2013)
18	AOCI opt-out election? (enter "1" for Yes; enter "0" for No)
	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
19	Common stock and related surplus, net of treasury stock and unearned employee stock ownership plan (ESOP) shares
20	Retained earnings
21	Accumulated other comprehensive income (AOCI)
22	Common equity tier 1 minority interest includable in common equity tier 1 capital
23	Common equity tier 1 before adjustments and deductions (sum of items 19 through 22)
	Common equity tier 1 capital: adjustments and deductions:where applicable, report all line items reflective of transition provisions
24	Goodwill net of associated deferred tax liabilities (DTLs)
25	Intangible assets (other than goodwill and mortgage servicing assets (MSAs)), net of associated DTLs
26	Deferred tax assets (DTAs) that arise from net operating loss and tax credit carryforwards, net of any related valuation allowances and net of DTLs
	If Item 18 is “1” for “Yes”, complete items 27 through 31 only for AOCI related adjustments.
27	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)
28	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)
29	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)
30	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)
31	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)
	If Item 18 is “0” for “No”, complete item 32 only for AOCI related adjustments.
32	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)
33	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)
34	All other deductions from (additions to) common equity tier 1 capital before threshold-based deductions
35	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
36	Subtotal (item 23 minus items 24 through 35)
37	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 71)
38	MSAs, net of associated DTLs, that exceed the 10 percent common equity tier 1 capital deduction threshold (item 76)
39	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 79)
40	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 84)
41	Deductions applied to common equity tier 1 capital due to insufficient amount of additional tier 1 capital and tier 2 capital to cover deductions
42	Total adjustments and deductions for common equity tier 1 capital (sum of items 37 through 41)
43	Common equity tier 1 capital
	Additional tier 1 capital
44	Additional tier 1 capital instruments plus related surplus
45	Non-qualifying capital instruments subject to phase out from additional tier 1 capital
46	Tier 1 minority interest not included in common equity tier 1 capital
47	Additional tier 1 capital before deductions
48	Additional tier 1 capital deductions
49	Additional tier 1 capital
	Tier 1 capital
50	Tier 1 capital (sum of items 43 and 49)
	Tier 2 capital
51	Tier 2 capital instruments plus related surplus
52	Non-qualifying capital instruments subject to phase out from tier 2 capital
53	Total capital minority interest that is not included in tier 1 capital
54	Allowance for loan and lease losses includable in tier 2 capital
55	(Advanced approaches banks that exit parallel run only): eligible credit reserves includable in tier 2 capital
56	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
57	Tier 2 capital before deductions
58	(Advanced approaches banks that exit parallel run only): Tier 2 capital before deductions, reflective of transition procedures
59	Tier 2 capital deductions
60	Tier 2 capital
61	(Advanced approaches banks that exit parallel run only): Tier 2 capital, reflective of transition procedures
	Total capital
62	Total capital (sum of items 50 and 60)
63	(Advanced approaches banks that exit parallel run only): Total capital(sum of items 50 and 61)
	Threshold Deductions Calculations
	Non-significant investments in the capital of unconsolidated financial institutions in the form of common stock, net of associated DTLs
64	Aggregate non-significant investments in the capital of unconsolidated financial institutions, including in the form of common stock, additional tier 1, and tier 2 capital
65	10 percent common equity tier 1 deduction threshold for non-significant investments in the capital of unconsolidated financial institutions in the form of common stock
66	Amount of non-significant investments that exceed the 10 percent deduction threshold for non-significant investments
	10%/15% Threshold Deductions Calculations
	Significant investments in the capital of unconsolidated financial institutions in the form of common stock, net of associated DTLs
67	Gross significant investments in the capital of unconsolidated financial institutions in the form of common stock
68	Permitted offsetting short positions in relation to the specific gross holdings included above
69	Significant investments in the capital of unconsolidated financial institutions in the form of common stock net of short positions (greater of item 67 minus 68 or zero)
70	10 percent common equity tier 1 deduction threshold (10 percent of item 36)
71	Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 69 minus item 70 or zero)
	MSAs, net of associated DTLs
72	Total mortgage servicing assets classified as intangible
73	Associated deferred tax liabilities which would be extinguished if the intangible becomes impaired or derecognized under the relevant accounting standards
74	Mortgage servicing assets net of related deferred tax liabilities (item 72 minus item 73)
75	10 percent common equity tier 1 deduction threshold (10 percent of item 36)
76	Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 74 minus item 75 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
77	DTAs arising from temporary differences that could not be realized through net operating loss carrybacks, net of related valuation allowances and net of DTLs
78	10 percent common equity tier 1 deduction threshold (10 percent of item 36)
79	Amount to be deducted from common equity tier 1 due to 10 percent deduction threshold (greater of item 77 minus item 78 or zero)
	Aggregate of items subject to the 15% limit (significant investments, mortgage servicing assets and deferred tax assets arising from temporary differences)
80	Sum of items 69, 74, and 77
81	15 percent common equity tier 1 deduction threshold
82	Sum of items 71, 76, and 79
83	Item 80 minus item 82
84	Amount to be deducted from common equity tier 1 due to 15 percent deduction threshold, prior transition provision (greater of item 83 minus item 81 or zero)
	Total Assets for the Leverage Ratio
85	Average total consolidated assets
86	Deductions from common equity tier 1 capital and additional tier 1 capital
87	Other deductions from (additions to) assets for leverage ratio purposes
88	Total assets for the leverage ratio (item 85 minus items 86 and 87)
	REGULATORY CAPITAL AND RATIOS
89	Common equity tier 1 (item 43)
90	Tier 1 capital per revised regulatory capital rule (item 50)
91	Total capital per revised regulatory capital rule (item 62)
92	(Advanced approaches banks that exit parallel run only): Total capital per revised regulatory capital rule (item 63)
93	Total risk-weighted assets using standardized approach
94	(Advanced approaches banks that exit parallel run only): total risk-weighted assets using advanced approaches rules
95	Total assets for the leverage ratio per revised regulatory capital rule(item 88)
96	Supplementary Leverage Ratio Exposure
97	Common equity tier 1 ratio (%)
98	Common equity tier 1 ratio (%)(Advanced approaches banks that exit parallel run only)
99	Tier 1 capital ratio (%)
100	Tier 1 capital ratio (%)(Advanced approaches banks that exit parallel run only)
101	Total capital ratio (%)
102	Total capital ratio (%)(Advanced approaches banks that exit parallel run only)
103	Tier 1 leverage ratio (%)
104	Supplementary Leverage Ratio
	Schedule RC-F—Other Assets
105	Net deferred tax assets
	Schedule RC-G—Other Liabilities
106	Net deferred tax liabilities
	Schedule HC-M—Memoranda
109	Potential net opperating loss carrybacks
110	Deferred tax assets that arise from net operating loss and tax credit carryforwards, net of DTLs, but gross of related valuation allowances
111	Valuation allowances related to deferred tax assets that arise from net operating loss and tax credit carryforwards
112	Deferred tax assets arising from temporary differences, net of DTLs
113	Valuation allowances related to DTAs arising from temporary differences
	Supplemental Capital Action Information (report in $Millions unless otherwise noted)*****
114	Cash dividends declared on common stock
115	Common shares outstanding (Millions)
116	Common dividends per share ($)
117	Issuance of common stock for employee compensation
118	Other issuance of common stock
119	Total issuance of common stock
120	Share repurchases to offset issuance for employee compensation
121	Other share repurchase
122	Total share repurchases
	Supplemental Information on Trust Preferred Securities Subject to Phase-Out from Tier 1 Capital
123	Outstanding trust preferred securities
124	Trust preferred securities included in Item 49
	Memoranda
	*Please break out and explain below other adjustments to equity capital:
125
	***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 109 as follows:
126	Taxes paid during the fiscal year ended two years ago, assuming that fiscal years align with calendar years
127	Taxes paid during the fiscal year ended one year ago, assuming that fiscal years align with calendar years
128	Taxes paid through the as-of date of the current fiscal year, assuming that fiscal years align with calendar years
	*****Please reconcile the Supplemental Capital Action and RI-A projections (i.e., allocate the capital actions among the RI-A buckets):
129
y
n

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Sheet 5: Standardized RWA

Standardized RWA Worksheet: XYZ in Baseline

Notes

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

Standardized Approach (Revised regulatory capital rule, July 2013)

Balance Sheet Asset Categories

1

Cash and balances due from depository institutions

2a

Securities (excluding securitizations): Held-to-maturity

2b

Securities (excluding securitizations): 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

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)

7a

All other assets

7b

Separate account bank-owned life insurance

7c

Default fund contributions to central counterparties

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

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

Unsettled transactions (failed trades)

22

RWA for Assets, Derivatives and Off-Balance-Sheet Asset Categories (sum of items 9 through 21)

23

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

Market Risk

24

Value-at-risk(VaR)-based capital requirement

25

Stressed VaR-based capital requirement

26

Debt Positions

27

Equity Positions

28

Capital requirements for securitization positions using the SSFA or applying a specific risk-weighting factor of 1250 percent

29

Standardized measure of specific risk add-ons (sum of items 26, 27, and 28)

30

Incremental risk charge requirement

31

Modeled comprehensive risk measure

32

Standardized measure of specific risk add-ons for net long correlation trading positions

33

Standardized measure of specific risk add-ons for net short correlation trading positions

34

Standardized measure of specific risk add-ons (greater of item 32 or 33)

35

Surcharge for modeled correlation trading positions (Item 34 multiplied by 0.08)

36

Comprehensive risk capital measure requirement

37

Capital requirement for all de minimis exposures

38

Additional capital requirement

39

Sum of item 37 and 38

40

Standardized market risk-weighted assets

41

Risk-weighted assets before deductions for excess allowance of loan and lease losses and allocated risk transfer risk reserve (sum of items 22 and 40)

42

LESS: Excess allowance for loan and lease losses

43

LESS: Allocated transfer risk reserve

44

Total risk-weighted assets (item 40 minus items 42 and 43)

Memoranda Items -- Derivatives

45

Current credit exposure across all derivative contracts covered by the regulatory capital rule

46

Notional principal amounts of over-the-counter derivative contracts (sum of lines 47a through 47g)

47a

Interest rate

47b

Foreign exchange rate and gold

47c

Credit (investment grade reference asset)

47d

Credit (non-investment grade reference asset)

47e

Equity

47f

Precious metals (except gold)

47g

Other

48

Notional principal amounts of centrally cleared derivative contracts (sum of lines 49a through 49g)

49a

Interest rate

49b

Foreign exchange rate and gold

49c

Credit (investment grade reference asset)

49d

Credit (non-investment grade reference asset)

49e

Equity

49f

Precious metals (except gold)

49g

Other

---

Sheet 6: Advanced RWA

Advanced RWA Worksheet: XYZ in Baseline
Please note that for purposes of DFAST 2018, Banks are not required to complete the following worksheet
			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
Advanced Approaches Credit Risk (Including CCR and non-trading credit risk), with 1.06 scaling factor and Operational Risk
1	Credit RWA
2	Wholesale Exposures
	Corporate
3	Balance Sheet Amount
4	RWA
	Bank
5	Balance Sheet Amount
6	RWA
	Sovereign
7	Balance Sheet Amount
8	RWA
	IPRE
9	Balance Sheet Amount
10	RWA
	HVCRE
11	Balance Sheet Amount
12	RWA
13	Counterparty Credit Risk
14	RWA of eligible margin loans, repostyle transactions and OTC derivatives with crossproduct netting—EAD adjustment method
15	RWA of eligible margin loans, repostyle transactions and OTC derivatives with crossproduct netting—collateral reflected in LGD
16	RWA of eligible margin loans, repostyle transactions—no cross-product netting—EAD adjustment method
17	RWA of eligible margin loans, repostyle transactions—no cross-product netting—collateral reflected in LGD
18	RWA of OTC derivatives—no cross-product netting—EAD adjustment method
19	RWA of OTC derivatives—no crossproduct netting—collateral reflected in LGD
20	Retail Exposures
	Residential mortgage— closed-end first lien exposures
21	Balance Sheet Amount
22	RWA
	Residential mortgage— closed-end junior lien exposures
23	Balance Sheet Amount
24	RWA
	Residential mortgage—revolving exposures
25	Balance Sheet Amount
26	RWA
	Qualifying revolving exposures
27	Balance Sheet Amount
28	RWA
	Other retail exposures
29	Balance Sheet Amount
30	RWA
	Securitization Exposures (72 Federal Register 69288, December 7, 2007)
31	Balance Sheet Amount
32	RWA
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
	Other Assets
48	Balance Sheet Amount
49	RWA
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
	Operational RWA
56	Operational RWA
57	Total risk-based capital requirement for operational risk without dependence assumptions
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
76	Total RWA

---

Sheet 7: Retail Bal. & Loss Projections

Retail Balance and Loss Projection Worksheet: XYZ in Baseline
		Actual in $Millions	Projected in $Millions
Item		Q4 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

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Sheet 8: Retail Repurchase Worksheet

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 OF RETAIL REPURCHASE EXPOSURES SCHEDULE
$Millions	Vintage
	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	2015	2016	2017	Unallocated	Total
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 OF RETAIL REPURCHASE EXPOSURES SCHEDULE
$Millions	Vintage
	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	2015	2016	2017	Unallocated	Total
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
						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 B.1 LOANS SOLD TO FREDDIE MAC, BANK ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE B.1 OF RETAIL REPURCHASE EXPOSURES SCHEDULE
$Millions	Vintage
	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	2015	2016	2017	Unallocated	Total
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, BANK UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE B.1 OF RETAIL REPURCHASE EXPOSURES SCHEDULE
$Millions	Vintage
	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	2015	2016	2017	Unallocated	Total
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
						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 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 OF RETAIL REPURCHASE EXPOSURES SCHEDULE
$Millions	Vintage
	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	2015	2016	2017	Unallocated	Total
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 OF RETAIL REPURCHASE EXPOSURES SCHEDULE
$Millions	Vintage
	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	2015	2016	2017	Unallocated	Total
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
						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 D.1 LOANS SECURITIZED WITH MONOLINE INSURANCE, BANK ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE D.1 OF RETAIL REPURCHASE EXPOSURES SCHEDULE
$Millions	Vintage
	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	2015	2016	2017	Unallocated	Total
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 OF RETAIL REPURCHASE EXPOSURES SCHEDULE
$Millions	Vintage
	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	2015	2016	2017	Unallocated	Total
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
$Millions	Projected in $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 OF RETAIL REPURCHASE EXPOSURES SCHEDULE
$Millions	Vintage
	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	2015	2016	2017	Unallocated	Total
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 OF RETAIL REPURCHASE EXPOSURES SCHEDULE
$Millions	Vintage
	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	2015	2016	2017	Unallocated	Total
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
						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 F.1 WHOLE LOANS SOLD, BANK ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE F.1 OF RETAIL REPURCHASE EXPOSURES SCHEDULE
$Millions	Vintage
	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	2015	2016	2017	Unallocated	Total
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 OF RETAIL REPURCHASE EXPOSURES SCHEDULE
$Millions	Vintage
	2004	2005	2006	2007	2008	2009	2010	2011	2012	2013	2014	2015	2016	2017	Unallocated	Total
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
						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 G.3 TOTAL Loss Projections
$Millions	Projected in $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

---

Sheet 9: Securities OTTI by Security

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

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Sheet 10: Securities OTTI Methodology

	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.

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Sheet 11: Securities OTTI by Portfolio

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 and HTM 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

*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.

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Sheet 12: Securities AFS OCI by Portfolio

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.

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Sheet 13: Securities Market Value Sources

	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 14: Trading Worksheet

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
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 15: Counterparty Risk Worksheet

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
4	Other Counterparty Losses
5	Funding Valuation Adjustment (FVA)

---

Sheet 16: OpRisk Scenario & Projections

Op Risk Scenario Input Worksheet: XYZ in Baseline

For the inputs into each scenario, provide the risk segment 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)

Risk Segment

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 17: PPNR Projections Worksheet

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

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

33

Amortization Expense and Impairment Losses for Other Intangible Assets

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 141 (RCFDB557) in Balance Sheet)

37

Other Non-Interest Expense (4)

38

Total Non-Interest Expense (3)

39

Projected PPNR (5)

40

Valuation Adjustment for firm's own debt under fair value option (FVO) (9) (27)

41

Goodwill Impairment

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:

N4a

(see values in row below)

N4b

N4c

(see values in row below)

N4d

N4e

(see values in row below)

N4f

N4g

(see values in row below)

N4h

N4i

(see values in row below)

N4j

N4k

(see values in row below)

N4l

N4m

(see values in row below)

N4n

N4o

(see values in row below)

N4p

N4q

(see values in row below)

N4r

N4s

(see values in row below)

N4t

N4u

(see values in row below)

N4v

(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 18: PPNR NII Worksheet

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)

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.

N2a

(see values in row below)

N2b

N2c

(see values in row below)

N2d

N2e

(see values in row below)

N2f

N2g

(see values in row below)

N2h

N2i

(see values in row below)

N2j

(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.

N3a

(see values in row below)

N3b

N3c

(see values in row below)

N3d

N3e

(see values in row below)

N3f

N3g

(see values in row below)

N3h

N3i

(see values in row below)

N3j

(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 19: PPNR Metrics Worksheet

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

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

1

Total Open Accounts – End of Period

#

2

Credit and Charge Card Purchase Volume

$Millions

3

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

$Millions

Mortgages and Home Equity

4

Average Third-Party Residential Mortgages Serviced (3)

$Millions

5

Residential Mortgage Originations Industry Market Size – Volume (25)

$Millions

6

Mortgages and Home Equity Sold during the quarter (26)

$Millions

7

Servicing Expenses (8)

$Millions

Retail and Small Business Deposits

8

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

#

9

Debit Card Purchase Transactions

#

International Retail and Small Business (12)

10

Credit Card Revenues (1)

$Millions

Investment Banking Segment (only firms that report greater than $100 million for an projected quarter in item 16 of the PPNR projections schedule should complete items 11 through 26 below)

11

Number of Employees (15)

#

12

Compensation - Total (8)

$Millions

13

Stock Based Compensation and Cash Variable Pay (8)

$Millions

Advisory

14

Deal Volume

$Millions

15

Industry Market Size - Fees

$Millions

16

Industry Market Size - Completed Deal Volume

$Millions

17

Backlog (30)

$Millions

Equity Capital Markets

18

Deal Volume

$Millions

19

Industry Market Size - Fees

$Millions

20

Industry Market Size - Volume

$Millions

Debt Capital Markets

21

Deal Volume

$Millions

22

Industry Market Size - Fees

$Millions

23

Industry Market Size - Volume

$Millions

Syndicated Lending

24

Deal Volume

$Millions

25

Industry Market Size - Fees

$Millions

26

Industry Market Size - Volume

$Millions

Sales and Trading Segment

27

Number of Employees (15)

#

28

Compensation - Total (8)

$Millions

29

Stock Based Compensation and Cash Variable Pay (8)

$Millions

Equities

30

Average Asset Balance

$Millions

Fixed Income

31

Average Asset Balance

$Millions

Commodities

32

Average Asset Balance

$Millions

Prime Brokerage

33

Average Client Balances (13)

$Millions

34

Transaction Volume

$Millions

Investment Management Segment

Asset Management

35

AUM - Total (10)

$Millions

35A

AUM - Equities

$Millions

35B

AUM - Fixed Income

$Millions

35C

AUM - Other

$Millions

36

Net Inflows/Outflows

$Millions

Wealth Management/Private Banking

37

Fee Earning Client Assets - Total (10)

$Millions

37A

Fee Earning Client Assets - Equities

$Millions

37B

Fee Earning Client Assets - Fixed Income

$Millions

37C

Fee Earning Client Assets - Other

$Millions

38

Net Inflows/Outflows

$Millions

39

Number of Financial Advisors (11)

#

Investment Services Segment

Asset Servicing

40

Assets under Custody and Administration

$Millions

B. Firm Wide Metrics: PPNR Projections Worksheet

41

Number of Employees

#

42

Revenues - International

$Millions

42A

Revenues - APAC (2) (16)

$Millions

42B

Revenues - EMEA (2) (17)

$Millions

42C

Revenues - LatAm (2) (18)

$Millions

42D

Revenues - Canada (2)

$Millions

43

Revenues - Domestic

$Millions

44

Severance Costs (14)

$Millions

45

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

$Millions

45A

Auto

$Millions

45B

Other

$Millions

46

OREO Balance

$Millions

46A

Commercial

$Millions

46B

Residential

$Millions

46C

Farmland

$Millions

47

Non-Recurring PPNR Items (32)

$Millions

48

Trading Revenue

$Millions

49

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

$Millions

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

50

Carrying Value of Purchased Credit Impaired (PCI) Loans

$Millions

51

Net Accretion of discount on PCI Loans included in interest Revenues

$Millions

52

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

$Millions

53

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

%

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

54

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

months

55

Closed-End Junior Residential Liens (in Domestic Offices)

months

56

Home Equity Lines Of Credit (HELOCs)

months

57

C&I Loans

months

58

CRE Loans (in Domestic Offices)

months

59

Credit Cards

months

60

Auto Loans

months

61

Student Loans

months

62

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

months

63

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

months

64

Other Real Estate Loans (Not in Domestic Offices)

months

65

Other Loans & Leases

months

66

Securities (AFS and HTM) - Treasuries and Agency Debentures

months

67

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

months

68

Securities (AFS and HTM) - Other

months

69

Trading Assets

months

70

All Other Earning Assets

months

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

71

Domestic Deposits - Time

months

72

Foreign Deposits-Time

months

73

Fed Funds

months

74

Repos

months

75

Other Short Term Borrowing

months

76

Trading Liabilities

months

77

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

months

78

All Other Interest Bearing Liabitilies

months

Average Domestic Deposit Repricing Beta (5)

79A

Money Market Accounts (for upward rate movements)

basis points

79B

Money Market Accounts (for downward rate movements)

basis points

79C

Money Market Accounts (Assumed Floor)

basis points

80A

Savings (for upward rate movements)

basis points

80B

Savings (for downward rate movements)

basis points

80C

Savings (Assumed Floor)

basis points

81A

NOW, ATS, and other Transaction Accounts (for upward rate movements)

basis points

81B

NOW, ATS, and other Transaction Accounts (for downward rate movements)

basis points

81C

NOW, ATS, and other Transaction Accounts (Assumed Floor)

basis points

82A

Time Deposits (for upward rate movements)

basis points

82B

Time Deposits (for downward rate movements)

basis points

82C

Time Deposits (Assumed Floor)

basis points

Average Foreign Deposit Repricing Beta (5)

83A

Foreign Deposits (for upward rate movements)

basis points

83B

Foreign Deposits (for downward rate movements)

basis points

83C

Foreign Deposits (Assumed Floor)

basis points

84A

Foreign Deposits-Time (for upward rate movements)

basis points

84B

Foreign Deposits-Time (for downward rate movements)

basis points

84C

Foreign Deposits-Time (Assumed Floor)

basis points

New Domestic Business Pricing for Time Deposits (27)

85A

Curve (if multiple terms assumed) (28)

85B

Index rate (if single term assumed) (29)

85C

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

$ Milllion

$ Milllion

$ Milllion

$ Milllion

$ Milllion

$ Milllion

(b)

Non Interest Expenses

$ Milllion

$ Milllion

$ Milllion

$ Milllion

$ Milllion

$ Milllion

$ 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

N/A

N/A

N/A

N/A

N/A

N/A

N/A

N/A