DFAST-14A Summary Schedule Cover Sheet

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Overview

Summary Submission Cover Sheet
Income Statement Worksheet
Balance Sheet Worksheet
Capital - DFAST
Standardized RWA
Retail Bal. & Loss Projections
Securities OTTI Methodology
Securities OTTI by Portfolio
Securities AFS OCI by Portfolio
Securities Market Value Sources
Expected Credit Loss HTM
Expected Credit Loss AFS
Trading Worksheet
Counterparty Risk Worksheet
OpRisk Scenario & Projections
PPNR Projections Worksheet
PPNR NII 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

#REF!

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 (1)

68

Total allowance for loan and lease losses, prior quarter

68a

ALLL, prior quarter

68b

Allowance for credit losses on held‐to‐maturity debt securities, prior quarter (2)

68c

Allowance for credit losses on available‐for‐sale debt securities, prior quarter (2)

68d

Allowance for credit losses on all other financial assets, prior quarter (2)

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

Total provisions during the quarter

91a

Provisions for loan and lease losses during the quarter (3)

91b

Provisions for credit losses on held‐to‐maturity debt securities during the quarter (4)

91c

Provisions for credit losses on available‐for‐sale debt securities during the quarter (4)

91d

Provisions for credit losses on all other financial assets during the quarter (4)

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

Total net charge-offs during the quarter

114a

Net charge‐offs during the quarter on loans and leases (5)

114b

Net charge‐offs during the quarter on held‐to‐maturity debt securities (6)

114c

Net charge‐offs during the quarter on available‐for‐sale debt securities (6)

114d

Net charge-offs during the quarter on all other financial assets (6)

115

Total Other ALLL Changes

115a

Other ALLL Changes (7)

115b

Other allowances for credit losses changes on held‐to‐maturity debt securities (8)

115c

Other allowances for credit losses changes on available‐for‐sale debt securities (8)

115d

Other allowances for credit losses changes on all other financial assets (8)

116

Total allowances, current quarter

116a

ALLL, current quarter (9)

116b

Allowances for credit losses on held‐to‐maturity debt securities, current quarter (10)

116c

Allowances for credit losses on available‐for‐sale debt securities, current quarter (10)

116d

Allowances for credit losses on all other financial assets, current quarter (10)

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 (11)

127a

Realized Gains (Losses) on held-to-maturity securities, including OTTI (11)

127b

Unrealized holding gains (losses) on equity securities not held for trading

128

Income (loss) before taxes and discontinued operations

129

Applicable income taxes (foreign and domestic)

130

Income (loss) before discontinued operations and other adjustments

131

Discontinued operations, 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

Footnotes to the Income Statement Worksheet

(1) Institutions that have adopted ASU 2016‐13 should report the allowance and provision for credit losses in items 68 through 116.

(2) Items 68b, 68c, and 68d are only reported by institutions that have adopted ASU 2016‐13.

(3) Institutions that have adopted ASU 2016‐13 should report the provision for credit losses on loans and leases.

(4) Items 91b, 91c, and 91d are only reported by institutions that have adopted ASU 2016‐13.

(5) Institutions that have adopted ASU 2016‐13 should report net charge‐offs during the quarter on loans and leases in item 114a.

(6) Items 114b, 114c, and 114d are only reported by institutions that have adopted ASU 2016‐13.

(7) Institutions that have adopted ASU 2016‐13 should report other changes to the allowances for credit losses on loans and leases in item 115a.

(8) Items 115b, 115c, and 115d are only reported by institutions that have adopted ASU 2016‐13.

(9) Institutions that have adopted ASU 2016‐13 should report the allowance for credit losses on loans and leases in item 116a.

(10) Items 116b, 116c, and 116d are only reported by institutions that have adopted ASU 2016‐13.

(11) Institutions that have adopted ASU 2016‐13 should not include OTTI in items 126 and 127.

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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) (1)
2a	Available for Sale (AFS)
2b	Equity securities with readily determinable fair values not held for trading
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 (2)
111	Loans and Leases (Held for Investment and Held for Sale), Net of Unearned Income and Allowance for Loan and Lease Losses (3)
	TRADING
112	Trading Assets
	INTANGIBLES
113	Goodwill
114	Mortgage Servicing Rights
115	Not Applicable
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 (4)
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 (5)
127	Autos
128	Other
129	Other Assets (6)
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)	Institutions that have adopted ASU 2016‐13 should report item 1 net of any applicable allowance for credit losses.
(2)	For institutions that adopted ASU 2016‐13, this item will represent the allowance for credit losses on loans and leases.
(3)	For institutions that adopted ASU 2016‐13, this item will be net of unearned income and allowance for credit losses on loans and leases.
(4)	Institutions that adopted ASU 2016‐13 should report item 120 net of any applicable allowance for credit losses.
(5)	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.
(6)	Institutions that adopted ASU 2016‐13, should report item 129 net of any applicable allowance for credit losses.

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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

Adjusted Starting Value (1)

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)

37a

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)

37b

Investments in the capital of unconsolidated financial institutions, net of associated DTLs, that exceed 25 percent common equity tier 1 capital deduction threshold

38

MSAs, net of associated DTLs, that exceed the common equity tier 1 capital deduction threshold (item 79)

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 common equity tier 1 capital deduction threshold (item 82)

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 37a 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 (2)

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

Items 64-71 should only be filed by firms subject to Catgory I and II standards

Non-significant investments in the capital of unconsolidated financial institutions in the form of common stock, net of associated DTLs

64a

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

64b

Aggregate non-significant investments in the capital of unconsolidated financial institutions, including in the form of common stock

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

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)

Investments in the capital of unconsolidated financial institutions (firms subject to Category III and IV standards)

72

Aggregate amount of investments in the capital of unconsolidated financial institutions, net of associated DTLs

73

25 percent common equity tier 1 deduction threshold (25 percent of item 36

74

Amount to be deducted from common equity tier 1 due to 25 percent deduction threshold (greater of item 72 minus item 73 or zero)

MSAs, net of associated DTLs

75

Total mortgage servicing assets classified as intangible

76

Associated deferred tax liabilities which would be extinguished if the intangible becomes impaired or derecognized under the relevant accounting standards

77

Mortgage servicing assets net of related deferred tax liabilities (item 75 minus item 76)

78

Common equity tier 1 deduction threshold

79

Amount to be deducted from common equity tier 1 due to the deduction threshold

DTAs arising from temporary differences that could not be realized through net operating loss carrybacks, net of related valuation allowances and net of DTLs

80

DTAs arising from temporary differences that could not be realized through net operating loss carrybacks, net of related valuation allowances and net of DTLs

81

Common equity tier 1 deduction threshold

82

Amount to be deducted from common equity tier 1 due to deduction threshold

Items 83-86 should ony be filed by firms subject to Category I and II standards

Aggregate of items subject to the 15% limit (significant investments, mortgage servicing assets and deferred tax assets arising from temporary differences)

83

Sum of items 69, 77, and 80

84

15 percent common equity tier 1 deduction threshold

85

Sum of items 71, 79, and 82

86

Item 83 minus item 85

87

Amount to be deducted from common equity tier 1 due to 15 percent deduction threshold, prior transition provision (greater of item 86 minus item 84 or zero)

Total Assets for the Leverage Ratio

88

Average total consolidated assets

89

Deductions from common equity tier 1 capital and additional tier 1 capital

90

Other deductions from (additions to) assets for leverage ratio purposes

91

Total assets for the leverage ratio (item 88 minus items 89 and 90)

REGULATORY CAPITAL AND RATIOS

92

Common equity tier 1 (item 43)

93

Tier 1 capital per revised regulatory capital rule (item 50)

94

Total capital per revised regulatory capital rule (item 62)

95

(Advanced approaches banks that exit parallel run only): Total capital per revised regulatory capital rule (item 63)

96

Total risk-weighted assets using standardized approach

97

(Advanced approaches banks that exit parallel run only): total risk-weighted assets using advanced approaches rules

98

Total assets for the leverage ratio per revised regulatory capital rule(item 91)

99

Supplementary Leverage Ratio Exposure

100

Common equity tier 1 ratio (%)

101

Common equity tier 1 ratio (%)(Advanced approaches banks that exit parallel run only)

102

Tier 1 capital ratio (%)

103

Tier 1 capital ratio (%)(Advanced approaches banks that exit parallel run only)

104

Total capital ratio (%)

105

Total capital ratio (%)(Advanced approaches banks that exit parallel run only)

106

Tier 1 leverage ratio (%)

107

Supplementary Leverage Ratio

Schedule RC-F—Other Assets

108

Net deferred tax assets

Schedule RC-G—Other Liabilities

109

Net deferred tax liabilities

Schedule HC-M—Memoranda

112

Taxes previously paid that the bank could recover through allowed carrybacks if the bank's DTAs on net operating loss, tax credits and temporary differences (both deductible and taxable) fully reverse at the report date.

112a

U.S. Federal Government

112b

U.S. State Governments

112c

All non‐U.S. tax jurisdictions

113

Deferred tax assets that arise from net operating loss and tax credit carryforwards, net of DTLs, but gross of related valuation allowances

114

Valuation allowances related to deferred tax assets that arise from net operating loss and tax credit carryforwards

114a

U.S. Federal Government

114b

U.S. State Governments

114c

All non‐U.S. tax jurisdictions

115

Deferred tax assets arising from temporary differences, net of DTLs

115a

U.S. Federal Government

115b

U.S. State Governments

115c

All non‐U.S. tax jurisdictions

116

Valuation allowances related to DTAs arising from temporary differences

116a

U.S. Federal Government

116b

U.S. State Governments

116c

All non‐U.S. tax jurisdictions

Supplemental Capital Action Information (report in $Millions unless otherwise noted)*****

117

Cash dividends declared on common stock

118

Common shares outstanding (Millions)

119

Common dividends per share ($)

120

Issuance of common stock for employee compensation

121

Other issuance of common stock

122

Total issuance of common stock

123

Share repurchases to offset issuance for employee compensation

124

Other share repurchase

125

Total share repurchases

Supplemental Information on Trust Preferred Securities Subject to Phase-Out from Tier 1 Capital

126

Outstanding trust preferred securities

127

Trust preferred securities included in Item 49

Capital Buffers and Ratios *THIS SECTION IS NOT COLLECTED BY THE OCC IN 2021 DFAST REPORTING YEAR

128

Capital conservation buffer requirement

128(a)

of which: Stress capital buffer requirement

128(b)

of which: GSIB surcharge (if applicable)

128(c)

of which: Countercyclical capital buffer amount (if applicable)

129

Capital conservation buffer

Leverage Buffer and Requirements

130

Total leverage exposure for the supplementary leverage ratio (SLR) (if applicable)

131

Leverage buffer requirement (if applicable)

132

Leverage buffer (if applicable)

Maximum Payout Ratio and Amounts

133

Eligible retained income

134

Maximum payout ratio

135

Maximum payout amount

136

Distributions and discretionary bonus payments during the quarter

Memoranda

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

137

***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 112 as follows:

138

Taxes paid during the fiscal year ended two years ago, assuming that fiscal years align with calendar years

139

Taxes paid during the fiscal year ended one year ago, assuming that fiscal years align with calendar years

140

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):

141

Footnotes to the Capital Worksheet

(1)

Firms should only use this column to report an adjusted starting value for an item subject to adjustment or deduction in capital impacted by the global market shock.

(2)

Institutions that have adopted ASU 2016‐13 should report in item 54 the adjusted allowances for credit losses, as defined in the regulatory capital rule.

---

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: Held-to-maturity

2b

Securities: Available‐for‐sale and equity securities with readily determinable fair values not held for trading

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: 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
1a	Balances - PCD (1)
2	New originations
3	Paydowns
4	Asset Purchases
5	Asset Sales
6	Loan Losses
6a	Loan Losses - PCD (1)
	First Lien HELOANs (in Domestic Offices)
9	Balances
9a	Balances - PCD (1)
10	New originations
11	Paydowns
12	Asset Purchases
13	Asset Sales
14	Loan Losses
14a	Loan Losses - PCD (1)
	Closed-End Junior Liens (in Domestic Offices)
17	Balances
17a	Balances - PCD (1)
18	New originations
19	Paydowns
20	Asset Purchases
21	Asset Sales
22	Loan Losses
22a	Loan Losses - PCD (1)
	HELOCs (in Domestic Offices)
25	Balances
26	Balance from vintages < PQ 1
26a	Balances - PCD (1)
27	Balance from vintage PQ 1 - PQ 5
27a	Balances - PCD (1)
28	Balance from vintage PQ 6 - PQ 9
28a	Balances - PCD (1)
29	Paydowns
30	Asset Purchases
31	Asset Sales
32	Loan Losses
32a	Loan Losses - PCD (1)
	First Lien Mortgages and HELOANs (International)
35	Balances
35a	Balances - PCD (1)
36	New originations
37	Paydowns
38	Asset Purchases
39	Asset Sales
40	Loan Losses
40a	Loan Losses - PCD (1)
	Closed-End Junior Liens and HELOCs (International)
43	Balances
43a	Balances - PCD (1)
44	New originations
45	Paydowns
46	Asset Purchases
47	Asset Sales
48	Loan Losses
48a	Loan Losses - PCD (1)
	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
	Footnotes to the Retail Balance and Loss Projections Worksheet
(1)	This item is only reported by institutions that have adopted ASU 2016‐13.

---

Sheet 7: 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
	Institutions that have not adopted ASU 2016‐13 should continue to report sub‐schedules High-Level OTTI Methodology and Assumptions for AFS and HTM Securities by Portfolio and Projected OTTI for AFS and HTM Securities by Portfolio. Institutions that have adopted ASU 2016‐13 should report sub‐schedules Expected Credit Loss and Provision for Credit Loss ‐ HTM Securities and Expected Credit Loss and Provision for Credit Loss ‐ AFS Securities.
	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 20 above (currently labeled "Other"). Please add additional rows if necessary.

---

Sheet 8: 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

Institutions that have not adopted ASU 2016‐13 should continue to report sub‐schedules High-Level OTTI Methodology and Assumptions for AFS and HTM Securities by Portfolio and Projected OTTI for AFS and HTM Securities by Portfolio. Institutions that have adopted ASU 2016‐13 should report sub‐schedules Expected Credit Loss and Provision for Credit Loss ‐ HTM Securities and Expected Credit Loss and Provision for Credit Loss ‐ AFS Securities.

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 20 above (currently labeled "Other"). Please add additional rows if necessary. If adding additional rows, please ensure that grand totals sum appropriately.

---

Sheet 9: 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 PQ2

Fair Value Rate of Change PQ2

Projected OCI - PQ 2

Beginning Fair Market Value PQ3

Fair Value Rate of Change PQ3

Projected OCI - PQ 3

Beginning Fair Market Value PQ 4

Fair Value Rate of Change PQ4

Projected OCI - PQ 4

Beginning Fair Market Value PQ 5

Fair Value Rate of Change PQ5

Projected OCI - PQ 5

Beginning Fair Market Value PQ 6

Fair Value Rate of Change PQ6

Projected OCI - PQ 6

Beginning Fair Market Value PQ 7

Fair Value Rate of Change PQ7

Projected OCI - PQ 7

Beginning Fair Market Value PQ 8

Fair Value Rate of Change PQ8

Projected OCI - PQ 8

Beginning Fair Market Value PQ 9

Fair Value Rate of Change PQ9

Projected OCI - PQ 9

Total Projected OCI in all Quarters

Estimated Total Fair Market Value after OCI Shock applied to all Quarters

1

Agency MBS

2

Auction Rate Securities

3

CDO

4

CLO

5

CMBS

6

Common Stock (Equity)

7

Auto ABS

8

Credit Card ABS

9

Student Loan ABS

10

Other ABS (excl HEL ABS)

11

Corporate Bond

12

Covered Bond

13

Domestic Non-Agency RMBS (incl HEL ABS)

14

Foreign RMBS

15

Municipal Bond

16

Mutual Fund

17

Preferred Stock (Equity)

18

Sovereign Bond

19

US Treasuries & Agencies

20

Other*

21

GRAND TOTAL

* For 'Other' AFS securities, please provide name of security type in row 26 above (currently labeled "Other"). Please add additional rows if necessary.

---

Sheet 10: 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 20 above (currently labeled "Other"). Please add additional rows if necessary.

---

Sheet 11: Expected Credit Loss HTM

Expected Credit Loss and Provision for Credit Loss ‐ HTM Securities: XYZ in Baseline

Expected Credit Loss and Provision for Credit Loss ‐ HTM Securities

Institutions that have not adopted ASU 2016‐13 should continue to report sub‐schedules High-Level OTTI Methodology and Assumptions for AFS and HTM Securities by Portfolio and Projected OTTI for AFS and HTM Securities by Portfolio. Institutions that have adopted ASU 2016‐13 should report sub‐schedules Expected Credit Loss and Provision for Credit Loss ‐ HTM Securities and Expected Credit Loss and Provision for Credit Loss ‐ AFS Securities.

HTM Securities

Actual Amortized Cost (MM/DD/YYYY)

Total Allowance for Credit Loss (MM/DD/YYYY)

PQ1

PQ2

PQ3

PQ4

PQ5

PQ6

PQ7

PQ8

PQ9

Projected Amortized Cost

Provision for Credit Loss

Projected Amortized Cost

Provision for Credit Loss

Projected Amortized Cost

Provision for Credit Loss

Projected Amortized Cost

Provision for Credit Loss

Projected Amortized Cost

Provision for Credit Loss

Projected Amortized Cost

Provision for Credit Loss

Projected Amortized Cost

Provision for Credit Loss

Projected Amortized Cost

Provision for Credit Loss

Projected Amortized Cost

Provision for Credit Loss

1

Agency MBS

2

Auction Rate Securities

3

CDO

4

CLO

5

CMBS

6

Auto ABS

7

Credit Card ABS

8

Student Loan ABS

9

Other ABS (excl HEL ABS)

10

Corporate Bond

11

Covered Bond

12

Domestric Non‐Agency RMBS

13

Foreign RMBS

14

Municipal Bond

15

Mutual Fund

16

Sovereign Bond

17

US Treasuries & Agencies

18

Other1

19

Grand Total

Note

(1) Please provide name of security type in row 18 above (currently labeled 'other'). Please add additional rows if necessary. If adding additional rows, please ensure that grand totals sum appropriately.

---

Sheet 12: Expected Credit Loss AFS

Expected Credit Loss and Provision for Credit Loss ‐ AFS Securities: XYZ in Baseline

Expected Credit Loss and Provision for Credit Loss ‐ AFS Securities

Institutions that have not adopted ASU 2016‐13 should continue to report sub‐schedules High-Level OTTI Methodology and Assumptions for AFS and HTM Securities by Portfolio and Projected OTTI for AFS and HTM Securities by Portfolio. Institutions that have adopted ASU 2016‐13 should report sub‐schedules Expected Credit Loss and Provision for Credit Loss ‐ HTM Securities and Expected Credit Loss and Provision for Credit Loss ‐ AFS Securities.

AFS Securities

Actual Amortized Cost (MM/DD/YYYY)

Total Allowance for Credit Loss (MM/DD/YYYY)

PQ1

PQ2

PQ3

PQ4

PQ5

PQ6

PQ7

PQ8

PQ9

Projected Amortized Cost

Expected Credit Loss Before Applying the Fair Value Floor1

Provision for Credit Loss

Projected Amortized Cost

Expected Credit Loss Before Applying the Fair Value Floor1

Provision for Credit Loss

Projected Amortized Cost

Expected Credit Loss Before Applying the Fair Value Floor1

Provision for Credit Loss

Projected Amortized Cost

Expected Credit Loss Before Applying the Fair Value Floor1

Provision for Credit Loss

Projected Amortized Cost

Expected Credit Loss Before Applying the Fair Value Floor1

Provision for Credit Loss

Projected Amortized Cost

Expected Credit Loss Before Applying the Fair Value Floor1

Provision for Credit Loss

Projected Amortized Cost

Expected Credit Loss Before Applying the Fair Value Floor1

Provision for Credit Loss

Projected Amortized Cost

Expected Credit Loss Before Applying the Fair Value Floor1

Provision for Credit Loss

Projected Amortized Cost

Expected Credit Loss Before Applying the Fair Value Floor1

Provision for Credit Loss

1

Agency MBS

2

Auction Rate Securities

3

CDO

4

CLO

5

CMBS

6

Auto ABS

7

Credit Card ABS

8

Student Loan ABS

9

Other ABS (excl HEL ABS)

10

Corporate Bond

11

Covered Bond

12

Domestric Non‐Agency RMBS

13

Foreign RMBS

14

Municipal Bond

15

Mutual Fund

16

Sovereign Bond

17

US Treasuries & Agencies

18

Other2

19

Grand Total

Note

(1) Please do not include Expected lifetime loss for securites intended to sell or will be required to sell before the recovery of Amortized Cost

(2) Please provide name of security type in row 18 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 13: Trading Worksheet

	Trading Worksheet: XYZ in Baseline
	P/L Results in $Millions
	(Report profits as positive values and losses as negative values)
		(A)	(B)	(C)
		Trading	CVA Hedges	Total
1	Equity
1A	Delta/Gamma
1B	Vega
1C	Dividends
1D	Correlation
1E	Vanna (dVega / dSpot)
1F	Volgamma (dVega / dVol)
1G	Skew (moneyness)
1H	Higher order
1I	Other (Please describe in documentation)
2	FX
2A	Delta/Gamma
2B	Vega
2C	Higher order
2D	Other (Please describe in documentation)
3	Rates
3A	Delta/Gamma
3B	Vega
3C	Swap Spreads
3D	Basis Spreads
3E	Cross Currency Basis
3F	Inflation
3G	High Order
3H	Other (Please describe in documentation)
4	Commodities
4A	Oil Products
4B	Natural Gas
4C	Power
4D	Emissions
4E	Coal
4F	Dry Freight
4G	Structured Products
4H	Precious Metals
4I	Base Metals
4J	Ags & Softs
4K	Indices
4L	High Order
4M	Other (Please describe in documentation)
5	Securitized Products
5A	Non‐Agency RMBS (exclude Whole Loans)
5B	Residential Whole Loans
5C	ABS
5D	CMBS (exclude Whole Loans)
5E	CRE Whole Loans
5F	Corporate CDO/CLO
5G	Warehouse
5H	Agencies
5I	Higher order
5J	Other (Please describe in documentation
6	Other Credit
7	Corporate Credit (Advanced)
7A	Bonds
7B	Loans
7C	Single‐Name CDS
7D	Loan CDS
7E	Covered Bonds
7F	Indices
7G	Index Tranches
7H	Index Options
7I	Other/Unspecified
8	Corporate Credit (Emerging Markets)
8A	Bonds
8B	Loans
8C	Single‐Name CDS
8D	Loan CDS
8E	Covered Bonds
8F	Indices
8G	Index Tranches
8H	Index Options
8I	Other/Unspecified
9	Sovereign Credit
9A	Advanced Economies
9B	Emerging Europe
9C	LatAm & Caribbean
9D	Asia ex Japan
9E	Middle East/North Africa
9F	Sub‐Saharan Africa
9G	Supranationals
10	Munis
11	ARS
12	Base Correlation
13	Higher order
14	Other (Please describe in documentation)
15	Private Equity
15A	Funded
15B	Unfunded
15C	Other (Please describe in documentation)
16	Other Fair Value Assets
16A	Debt
16B	Equity
16C	Other (Please describe in documentation)
17	Cross Asset Terms
18	Total
	Items 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.
	Item 5) "Securitized Products" is defined as the contribution to P/L from exposures detailed on the
	Securitized Products and Agencies worksheets.
	Item 6) "Other Credit" is defined as the contribution from all credit products other than those
	specified on the "Securitized Products" or "Agencies" worksheets.
	Item 17) 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.
	Items 1H, 2C, 5I, 13) 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.

---

Sheet 14: 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) Losses

---

Sheet 15: 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 16: 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.

$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 17: 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.

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