| DFAST-14A OCC Supplemental Schedule |
|
|
|
|
|
|
|
| All covered institutions are expected to complete a version of the OCC supplemental schedule for each required scenario |
|
|
|
|
|
|
|
| Covered institutions should complete all relevant cells in the corresponding worksheets, including this cover page. Covered institutions should not complete any shaded cells. |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Please do not change the structure of this workbook. |
|
|
|
|
|
|
| Please note that unlike Call Report reporting, all actual and projected income statement figures should be reported on a quarterly basis, and not on a cumulative basis. |
|
|
|
|
|
|
| Any questions should be directed to DFA165i2.reporting@occ.treas.gov . |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Institution Name: |
|
XYZ |
|
RSSD ID: |
|
|
|
|
|
|
OCC Charter ID: |
|
##### |
|
|
|
|
Source: |
|
Bank |
|
|
|
|
Current Year: |
|
|
(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 |
|
|
|
|
|
|
| Additional Scenario 1 |
|
|
|
|
|
|
| Additional Scenario 2 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| OCC Supplemental Schedule |
|
|
|
|
Actual in $Millions |
Projected in $Millions |
| Item |
|
|
as of date |
PQ 1 |
PQ 2 |
PQ 3 |
PQ 4 |
PQ 5 |
PQ 6 |
PQ 7 |
PQ 8 |
PQ 9 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Income Statement Items |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Losses associated with loans HFI |
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Loans |
|
|
|
|
|
|
|
|
|
|
|
| 1 |
Loans to Investment Firms and Financial Vehicles |
|
|
|
|
|
|
|
|
|
|
|
| 2 |
Loans to Securities Firms and Investment Banking |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Losses associated with loans HFS and loans accounted for under the Fair Value Option |
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Loans |
|
|
|
|
|
|
|
|
|
|
|
| 3 |
Loans to Investment Firms and Financial Vehicles |
|
|
|
|
|
|
|
|
|
|
|
| 4 |
Loans to Securities Firms and Investment Banking |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Balance Sheet Items |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Corporate Loans |
|
|
|
|
|
|
|
|
|
|
|
| 5 |
Loans to Investment Firms and Financial Vehicles |
|
|
|
|
|
|
|
|
|
|
|
| 6 |
Loans to Securities Firms and Investment Banking |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Capital Worksheet Items |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Leverage Exposure for Supplementary Leverage Ratio (Applicable to Advanced Approaches Banks Only) |
|
|
|
|
|
|
|
|
|
|
|
| 7 |
Total on-balance sheet exposures (excluding on-balance sheet assets for repo-style transactions and derivative exposures, but including cash collateral received in derivative transactions) |
|
|
|
|
|
|
|
|
|
|
|
| 8 |
Total derivative exposures |
|
|
|
|
|
|
|
|
|
|
|
| 9 |
Total exposures for repo-style transactions |
|
|
|
|
|
|
|
|
|
|
|
| 10 |
Off-balance sheet exposures |
|
|
|
|
|
|
|
|
|
|
|
| 11 |
Total leverage exposure (sum of items 7, 8, 9 and 10) |
|
- |
- |
- |
- |
- |
- |
- |
- |
- |
- |
|
|
|
|
|
|
|
|
|
|
|
|
|