FRB: Appendix C: BHC-Specific Results, Dodd-Frank Act Stress Test 2015: Supervisory Stress Test Methodology and Results March-2015

Dodd-Frank Act Stress Test 2015: Supervisory Stress Test Methodology and Results

Appendix A: Supervisory Scenarios
Appendix B: Models to Project Net Income and Stressed Capital
Appendix C: BHC-Specific Results
Appendix D: Additional Aggregate Results

Appendix C: BHC-Specific Results

Table C.1.A. Ally Financial Inc.
Table C.1.B. Ally Financial Inc.
Table C.2.A. American Express Company
Table C.2.B. American Express Company
Table C.3.A. Bank of America Corporation
Table C.3.B. Bank of America Corporation
Table C.4.A. The Bank of New York Mellon Corporation
Table C.4.B. The Bank of New York Mellon Corporation
Table C.5.A. BB&T Corporation
Table C.5.B. BB&T Corporation
Table C.6.A. BBVA Compass Bancshares, Inc.
Table C.6.B. BBVA Compass Bancshares, Inc.
Table C.7.A. BMO Financial Corp.
Table C.7.B. BMO Financial Corp.
Table C.8.A. Capital One Financial Corporation
Table C.8.B. Capital One Financial Corporation
Table C.9.A. Citigroup Inc.
Table C.9.B. Citigroup Inc.
Table C.10.A. Citizens Financial Group, Inc.
Table C.10.B. Citizens Financial Group, Inc.
Table C.11.A. Comerica Incorporated
Table C.11.B. Comerica Incorporated
Table C.12.A. Deutsche Bank Trust Corporation
Table C.12.B. Deutsche Bank Trust Corporation
Table C.13.A. Discover Financial Services
Table C.13.B. Discover Financial Services
Table C.14.A. Fifth Third Bancorp
Table C.14.B. Fifth Third Bancorp
Table C.15.A. The Goldman Sachs Group, Inc.
Table C.15.B. The Goldman Sachs Group, Inc.
Table C.16.A. HSBC North America Holdings Inc.
Table C.16.B. HSBC North America Holdings Inc.
Table C.17.A. Huntington Bancshares Incorporated
Table C.17.B. Huntington Bancshares Incorporated
Table C.18.A. JPMorgan Chase & Co.
Table C.18.B. JPMorgan Chase & Co.
Table C.19.A. KeyCorp
Table C.19.B. KeyCorp
Table C.20.A. M&T Bank Corporation
Table C.20.B. M&T Bank Corporation
Table C.21.A. Morgan Stanley
Table C.21.B. Morgan Stanley
Table C.22.A. MUFG Americas Holdings Corporation
Table C.22.B. MUFG Americas Holdings Corporation
Table C.23.A. Northern Trust Corporation
Table C.23.B. Northern Trust Corporation
Table C.24.A. The PNC Financial Services Group, Inc.
Table C.24.B. The PNC Financial Services Group, Inc.
Table C.25.A. Regions Financial Corporation
Table C.25.B. Regions Financial Corporation
Table C.26.A. Santander Holdings USA, Inc.
Table C.26.B. Santander Holdings USA, Inc.
Table C.27.A. State Street Corporation
Table C.27.B. State Street Corporation
Table C.28.A. SunTrust Banks, Inc.
Table C.28.B. SunTrust Banks, Inc.
Table C.29.A. U.S. Bancorp
Table C.29.B. U.S. Bancorp
Table C.30.A. Wells Fargo & Company
Table C.30.B. Wells Fargo & Company
Table C.31.A. Zions Bancorporation
Table C.31.B. Zions Bancorporation

Table C.1.A. Ally Financial Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	9.7	7.9	7.9
Common equity tier 1 capital ratio (%) ²	n/a	8.0	8.0
Tier 1 risk-based capital ratio (%)	12.7	10.1	10.1
Total risk-based capital ratio (%)	13.5	11.6	11.6
Tier 1 leverage ratio (%)	10.9	8.8	8.8

1. The capital ratios are calculated using capital action assumptions provided within the Dodd-Frank Act stress testing rule. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of expected losses, revenues, net income before taxes, or capital ratios. The minimum capital ratio presented is for the period 2014:Q4 to 2016:Q4. Return to table

2. Advanced approaches bank holding companies (BHCs) are subject to the common equity tier 1 ratio for the third and fourth quarter of 2014. All bank holding companies are subject to the common equity tier 1 ratio for each quarter of 2015 and 2016. An advanced approaches BHC includes any BHC that has consolidated total assets greater than or equal to $250 billion or consolidated total on-balance sheet foreign exposure of at least $10 billion. See 12 CFR 217.100(b)(1). Other BHCs include any BHC that is subject to 12 CFR 225.8 and is not an advanced approaches BHC. Return to table

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	5.1	5.0
First-lien mortgages, domestic	0.3	5.4
Junior liens and HELOCs, domestic	0.2	8.0
Commercial and industrial ²	1.6	4.5
Commercial real estate, domestic	0.2	5.1
Credit cards	0.0	0.0
Other consumer ³	2.8	5.2
Other loans ⁴	0.0	12.7

1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale and loans held for investment under the fair-value option and are calculated over nine quarters. Return to table

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	128.2	133.3	138.9

1. For each quarter in 2014, risk-weighted assets are calculated using the general risk-based capital approach set forth in 12 CFR 225, appendix A. For each quarter in 2015 and 2016, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR 217, subpart D, except for the risk-weighted assets used to calculate the tier 1 common ratio, which uses the general risk-based capital approach for all quarters. Return to table

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	4.1	2.7
Other revenue ³	0.0
less
Provisions	6.0
Realized losses/gains on securities (AFS/HTM)	0.6
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-2.5	-1.6
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

4. Trading and counterparty losses include mark-to-market and credit valuation adjustments (CVA) losses and losses arising from the counterparty default scenario component applied to derivatives, securities lending, and repurchase agreement activities. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option, and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

7. Certain AOCI items are subject to transition into projected regulatory capital. Those transitions are 20 percent included in projected regulatory capital for 2014, 40 percent included in projected regulatory capital for 2015, and 60 percent included in projected regulatory capital for 2016. Return to table

Table C.1.B. Ally Financial Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	9.7	9.5	9.3
Common equity tier 1 capital ratio (%) ²	n/a	9.4	9.4
Tier 1 risk-based capital ratio (%)	12.7	11.6	11.6
Total risk-based capital ratio (%)	13.5	13.0	13.0
Tier 1 leverage ratio (%)	10.9	9.9	9.9

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	3.5	3.4
First-lien mortgages, domestic	0.2	4.3
Junior liens and HELOCs, domestic	0.1	5.3
Commercial and industrial ²	1.0	2.8
Commercial real estate, domestic	0.1	2.8
Credit cards	0.0	0.0
Other consumer ³	2.0	3.7
Other loans ⁴	0.0	7.1

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	128.2	138.3	143.4

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	4.5	2.8
Other revenue ³	0.0
less
Provisions	4.1
Realized losses/gains on securities (AFS/HTM)	0.2
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	0.1	0.1
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.2.A. American Express Company
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	13.2	15.5	12.6
Common equity tier 1 capital ratio (%) ²	13.6	15.1	13.0
Tier 1 risk-based capital ratio (%)	13.6	15.6	13.5
Total risk-based capital ratio (%)	15.1	17.3	15.4
Tier 1 leverage ratio (%)	11.6	13.0	11.4

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	10.5	9.2
First-lien mortgages, domestic	0.0	0.0
Junior liens and HELOCs, domestic	0.0	0.0
Commercial and industrial ²	3.3	9.0
Commercial real estate, domestic	0.0	0.0
Credit cards	7.3	9.3
Other consumer ³	0.0	14.3
Other loans ⁴	0.0	0.0

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	128.9	132.6	136.7

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	23.7	14.9
Other revenue ³	0.0
less
Provisions	13.7
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	10.0	6.3
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-1.3	-1.4

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.2.B. American Express Company
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	13.2	17.5	12.8
Common equity tier 1 capital ratio (%) ²	13.6	17.1	13.4
Tier 1 risk-based capital ratio (%)	13.6	17.6	14.0
Total risk-based capital ratio (%)	15.1	19.3	15.8
Tier 1 leverage ratio (%)	11.6	14.4	11.6

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	8.1	7.0
First-lien mortgages, domestic	0.0	0.0
Junior liens and HELOCs, domestic	0.0	0.0
Commercial and industrial ²	2.4	6.5
Commercial real estate, domestic	0.0	0.0
Credit cards	5.7	7.2
Other consumer ³	0.0	12.2
Other loans ⁴	0.0	0.0

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	128.9	137.4	140.5

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	25.9	15.9
Other revenue ³	0.0
less
Provisions	10.8
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	15.1	9.3
Memo items
Other comprehensive income ⁶	-0.3
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-1.3	-1.6

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.3.A. Bank of America Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	11.3	7.4	7.1
Common equity tier 1 capital ratio (%) ²	12.0	7.2	7.1
Tier 1 risk-based capital ratio (%)	12.8	7.9	7.8
Total risk-based capital ratio (%)	15.8	10.4	10.4
Tier 1 leverage ratio (%)	7.9	5.1	5.1

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	45.7	4.9
First-lien mortgages, domestic	7.1	3.1
Junior liens and HELOCs, domestic	8.2	9.2
Commercial and industrial ²	8.0	3.9
Commercial real estate, domestic	5.1	8.3
Credit cards	11.7	11.4
Other consumer ³	2.2	2.8
Other loans ⁴	3.3	2.1

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	1,271.7	1,309.2	1,433.9

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	34.4	1.6
Other revenue ³	0.0
less
Provisions	49.1
Realized losses/gains on securities (AFS/HTM)	0.9
Trading and counterparty losses ⁴	17.6
Other losses/gains ⁵	4.1
equals
Net income before taxes	-37.3	-1.7
Memo items
Other comprehensive income ⁶	2.3
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-1.3	-1.1

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.3.B. Bank of America Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	11.3	11.5	10.0
Common equity tier 1 capital ratio (%) ²	12.0	8.5	8.0
Tier 1 risk-based capital ratio (%)	12.8	9.7	9.1
Total risk-based capital ratio (%)	15.8	11.8	11.5
Tier 1 leverage ratio (%)	7.9	6.2	5.9

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	31.0	3.3
First-lien mortgages, domestic	4.9	2.1
Junior liens and HELOCs, domestic	5.4	5.9
Commercial and industrial ²	4.7	2.3
Commercial real estate, domestic	2.9	4.7
Credit cards	9.4	9.0
Other consumer ³	1.7	2.0
Other loans ⁴	2.0	1.2

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	1,271.7	1,361.6	1,477.1

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	61.6	2.7
Other revenue ³	0.0
less
Provisions	29.2
Realized losses/gains on securities (AFS/HTM)	0.5
Trading and counterparty losses ⁴	9.1
Other losses/gains ⁵	2.2
equals
Net income before taxes	20.6	0.9
Memo items
Other comprehensive income ⁶	-26.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-1.3	-18.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.4.A. The Bank of New York Mellon Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	13.9	16.0	12.6
Common equity tier 1 capital ratio (%) ²	15.1	15.1	12.6
Tier 1 risk-based capital ratio (%)	16.3	16.1	13.6
Total risk-based capital ratio (%)	17.0	16.5	14.2
Tier 1 leverage ratio (%)	5.8	6.0	5.2

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	1.4	2.3
First-lien mortgages, domestic	0.2	2.9
Junior liens and HELOCs, domestic	0.0	9.8
Commercial and industrial ²	0.1	3.3
Commercial real estate, domestic	0.2	10.3
Credit cards	0.0	0.0
Other consumer ³	0.3	10.6
Other loans ⁴	0.6	1.4

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	128.8	130.5	142.4

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	11.8	2.9
Other revenue ³	0.0
less
Provisions	1.7
Realized losses/gains on securities (AFS/HTM)	0.2
Trading and counterparty losses ⁴	0.9
Other losses/gains ⁵	1.7
equals
Net income before taxes	7.2	1.8
Memo items
Other comprehensive income ⁶	-0.3
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-0.8	-1.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.4.B. The Bank of New York Mellon Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	13.9	19.6	13.3
Common equity tier 1 capital ratio (%) ²	15.1	16.1	12.7
Tier 1 risk-based capital ratio (%)	16.3	17.1	13.9
Total risk-based capital ratio (%)	17.0	17.4	14.3
Tier 1 leverage ratio (%)	5.8	6.3	5.2

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	0.9	1.5
First-lien mortgages, domestic	0.1	2.1
Junior liens and HELOCs, domestic	0.0	6.3
Commercial and industrial ²	0.0	2.0
Commercial real estate, domestic	0.1	5.9
Credit cards	0.0	0.0
Other consumer ³	0.2	8.6
Other loans ⁴	0.4	0.9

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	128.8	137.5	150.2

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	19.4	4.7
Other revenue ³	0.0
less
Provisions	1.1
Realized losses/gains on securities (AFS/HTM)	0.1
Trading and counterparty losses ⁴	0.7
Other losses/gains ⁵	0.9
equals
Net income before taxes	16.6	4.0
Memo items
Other comprehensive income ⁶	-6.1
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-0.8	-4.5

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.5.A. BB&T Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	10.5	8.1	8.1
Common equity tier 1 capital ratio (%) ²	n/a	8.2	8.2
Tier 1 risk-based capital ratio (%)	12.4	9.8	9.8
Total risk-based capital ratio (%)	15.2	11.8	11.8
Tier 1 leverage ratio (%)	9.7	7.4	7.4

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	6.0	4.6
First-lien mortgages, domestic	0.9	2.7
Junior liens and HELOCs, domestic	0.3	3.6
Commercial and industrial ²	0.8	4.1
Commercial real estate, domestic	2.4	7.0
Credit cards	0.2	13.6
Other consumer ³	1.1	6.0
Other loans ⁴	0.3	2.0

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	140.5	162.2	162.0

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	8.0	3.8
Other revenue ³	0.0
less
Provisions	7.2
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	0.7	0.3
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.5.B. BB&T Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	10.5	9.4	8.9
Common equity tier 1 capital ratio (%) ²	n/a	9.7	9.3
Tier 1 risk-based capital ratio (%)	12.4	11.2	10.9
Total risk-based capital ratio (%)	15.2	13.3	13.1
Tier 1 leverage ratio (%)	9.7	8.5	8.3

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	3.9	3.0
First-lien mortgages, domestic	0.7	1.9
Junior liens and HELOCs, domestic	0.2	2.3
Commercial and industrial ²	0.5	2.6
Commercial real estate, domestic	1.4	4.2
Credit cards	0.2	10.8
Other consumer ³	0.8	4.2
Other loans ⁴	0.2	1.2

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	140.5	167.9	165.9

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	9.7	4.6
Other revenue ³	0.0
less
Provisions	4.5
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	5.2	2.5
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.6.A. BBVA Compass Bancshares, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	11.0	6.3	6.3
Common equity tier 1 capital ratio (%) ²	n/a	6.9	6.9
Tier 1 risk-based capital ratio (%)	11.3	6.9	6.9
Total risk-based capital ratio (%)	13.3	8.7	8.7
Tier 1 leverage ratio (%)	9.6	5.5	5.5

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	3.2	5.7
First-lien mortgages, domestic	0.4	2.9
Junior liens and HELOCs, domestic	0.2	6.8
Commercial and industrial ²	0.8	4.6
Commercial real estate, domestic	1.5	12.5
Credit cards	0.1	14.4
Other consumer ³	0.1	4.0
Other loans ⁴	0.1	1.5

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	62.0	63.7	61.5

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	1.1	1.4
Other revenue ³	0.0
less
Provisions	3.8
Realized losses/gains on securities (AFS/HTM)	0.1
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.1
equals
Net income before taxes	-2.8	-3.4
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.6.B. BBVA Compass Bancshares, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	11.0	9.5	9.5
Common equity tier 1 capital ratio (%) ²	n/a	10.0	10.0
Tier 1 risk-based capital ratio (%)	11.3	10.0	10.0
Total risk-based capital ratio (%)	13.3	11.7	11.7
Tier 1 leverage ratio (%)	9.6	7.8	7.8

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	2.0	3.5
First-lien mortgages, domestic	0.3	2.0
Junior liens and HELOCs, domestic	0.1	5.2
Commercial and industrial ²	0.5	2.8
Commercial real estate, domestic	0.9	7.2
Credit cards	0.1	11.9
Other consumer ³	0.1	3.0
Other loans ⁴	0.1	0.9

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	62.0	66.4	63.3

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	1.8	2.1
Other revenue ³	0.0
less
Provisions	2.2
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-0.4	-0.5
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.7.A. BMO Financial Corp.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	11.5	9.0	9.0
Common equity tier 1 capital ratio (%) ²	n/a	7.4	7.4
Tier 1 risk-based capital ratio (%)	11.5	7.4	7.4
Total risk-based capital ratio (%)	15.5	10.3	10.3
Tier 1 leverage ratio (%)	8.3	5.2	5.2

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	2.7	4.6
First-lien mortgages, domestic	0.3	3.5
Junior liens and HELOCs, domestic	0.3	5.0
Commercial and industrial ²	0.8	4.8
Commercial real estate, domestic	0.7	7.9
Credit cards	0.0	10.7
Other consumer ³	0.2	2.8
Other loans ⁴	0.4	3.4

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	78.3	81.1	81.4

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	1.1	0.9
Other revenue ³	0.0
less
Provisions	2.8
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-1.7	-1.4
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.7.B. BMO Financial Corp.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	11.5	12.4	11.5
Common equity tier 1 capital ratio (%) ²	n/a	11.5	10.5
Tier 1 risk-based capital ratio (%)	11.5	11.5	10.5
Total risk-based capital ratio (%)	15.5	13.9	13.9
Tier 1 leverage ratio (%)	8.3	7.9	7.4

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	1.7	2.9
First-lien mortgages, domestic	0.2	2.7
Junior liens and HELOCs, domestic	0.2	3.0
Commercial and industrial ²	0.5	2.8
Commercial real estate, domestic	0.4	4.9
Credit cards	0.0	8.5
Other consumer ³	0.2	2.2
Other loans ⁴	0.2	1.9

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	78.3	83.9	85.2

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	2.4	1.9
Other revenue ³	0.0
less
Provisions	1.5
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	0.9	0.7
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.8.A. Capital One Financial Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	12.7	9.5	9.5
Common equity tier 1 capital ratio (%) ²	12.7	9.4	9.4
Tier 1 risk-based capital ratio (%)	13.3	10.1	10.1
Total risk-based capital ratio (%)	15.2	11.8	11.8
Tier 1 leverage ratio (%)	10.6	7.9	7.9

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	22.2	10.8
First-lien mortgages, domestic	0.8	2.5
Junior liens and HELOCs, domestic	0.2	7.5
Commercial and industrial ²	1.7	7.6
Commercial real estate, domestic	1.5	6.4
Credit cards	14.2	18.5
Other consumer ³	3.3	8.8
Other loans ⁴	0.5	3.8

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	228.8	234.6	241.9

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	21.7	7.0
Other revenue ³	0.0
less
Provisions	25.9
Realized losses/gains on securities (AFS/HTM)	0.1
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.1
equals
Net income before taxes	-4.4	-1.4
Memo items
Other comprehensive income ⁶	-0.1
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-0.1	-0.3

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.8.B. Capital One Financial Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	12.7	11.5	11.5
Common equity tier 1 capital ratio (%) ²	12.7	10.4	10.4
Tier 1 risk-based capital ratio (%)	13.3	11.1	11.1
Total risk-based capital ratio (%)	15.2	12.8	12.8
Tier 1 leverage ratio (%)	10.6	8.5	8.5

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	17.2	8.3
First-lien mortgages, domestic	0.5	1.5
Junior liens and HELOCs, domestic	0.1	5.6
Commercial and industrial ²	1.1	5.0
Commercial real estate, domestic	0.9	3.9
Credit cards	11.8	15.1
Other consumer ³	2.5	6.5
Other loans ⁴	0.3	2.0

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	228.8	245.0	249.5

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	23.1	7.3
Other revenue ³	0.0
less
Provisions	20.1
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.1
equals
Net income before taxes	2.9	0.9
Memo items
Other comprehensive income ⁶	-2.5
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-0.1	-1.8

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.9.A. Citigroup Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	13.4	8.2	8.2
Common equity tier 1 capital ratio (%) ²	15.1	7.1	6.8
Tier 1 risk-based capital ratio (%)	15.1	7.1	6.8
Total risk-based capital ratio (%)	17.7	9.5	9.2
Tier 1 leverage ratio (%)	9.0	4.7	4.6

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	48.3	7.2
First-lien mortgages, domestic	4.4	4.8
Junior liens and HELOCs, domestic	3.5	11.5
Commercial and industrial ²	7.4	4.6
Commercial real estate, domestic	1.0	9.1
Credit cards	20.9	15.0
Other consumer ³	5.9	11.9
Other loans ⁴	5.1	2.7

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	1,103.6	1,136.9	1,304.2

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	29.1	1.5
Other revenue ³	0.0
less
Provisions	50.3
Realized losses/gains on securities (AFS/HTM)	3.4
Trading and counterparty losses ⁴	18.5
Other losses/gains ⁵	5.3
equals
Net income before taxes	-48.4	-2.5
Memo items
Other comprehensive income ⁶	-5.6
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-15.4	-20.5

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.9.B. Citigroup Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	13.4	12.5	11.5
Common equity tier 1 capital ratio (%) ²	15.1	9.4	9.3
Tier 1 risk-based capital ratio (%)	15.1	9.6	9.4
Total risk-based capital ratio (%)	17.7	11.8	11.7
Tier 1 leverage ratio (%)	9.0	6.2	6.1

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	36.0	5.3
First-lien mortgages, domestic	3.0	3.3
Junior liens and HELOCs, domestic	2.3	7.3
Commercial and industrial ²	4.8	3.0
Commercial real estate, domestic	0.5	5.1
Credit cards	17.0	12.1
Other consumer ³	5.2	10.3
Other loans ⁴	3.1	1.6

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	1,103.6	1,175.6	1,351.3

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	50.9	2.5
Other revenue ³	0.0
less
Provisions	34.8
Realized losses/gains on securities (AFS/HTM)	2.0
Trading and counterparty losses ⁴	10.1
Other losses/gains ⁵	3.5
equals
Net income before taxes	0.5	0.0
Memo items
Other comprehensive income ⁶	-20.2
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-15.4	-29.3

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.10.A. Citizens Financial Group, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	12.9	10.7	10.7
Common equity tier 1 capital ratio (%) ²	n/a	10.9	10.9
Tier 1 risk-based capital ratio (%)	12.9	10.9	10.9
Total risk-based capital ratio (%)	16.1	14.3	14.3
Tier 1 leverage ratio (%)	10.9	8.8	8.8

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	4.8	5.1
First-lien mortgages, domestic	0.4	2.8
Junior liens and HELOCs, domestic	1.4	7.2
Commercial and industrial ²	1.0	3.9
Commercial real estate, domestic	1.2	11.3
Credit cards	0.2	12.5
Other consumer ³	0.5	3.4
Other loans ⁴	0.1	1.9

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	103.2	107.1	105.8

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	3.9	2.8
Other revenue ³	0.0
less
Provisions	5.4
Realized losses/gains on securities (AFS/HTM)	0.2
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.1
equals
Net income before taxes	-1.8	-1.3
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.10.B. Citizens Financial Group, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	12.9	12.3	12.1
Common equity tier 1 capital ratio (%) ²	n/a	12.5	12.3
Tier 1 risk-based capital ratio (%)	12.9	12.5	12.3
Total risk-based capital ratio (%)	16.1	15.9	15.8
Tier 1 leverage ratio (%)	10.9	10.0	9.9

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	3.3	3.5
First-lien mortgages, domestic	0.3	1.9
Junior liens and HELOCs, domestic	1.1	5.5
Commercial and industrial ²	0.6	2.3
Commercial real estate, domestic	0.7	6.6
Credit cards	0.2	10.3
Other consumer ³	0.4	2.7
Other loans ⁴	0.1	1.0

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	103.2	110.8	109.1

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	4.8	3.5
Other revenue ³	0.0
less
Provisions	3.4
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	1.4	1.0
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.11.A. Comerica Incorporated
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	10.6	9.0	9.0
Common equity tier 1 capital ratio (%) ²	n/a	8.7	8.7
Tier 1 risk-based capital ratio (%)	10.6	8.7	8.7
Total risk-based capital ratio (%)	12.8	10.5	10.5
Tier 1 leverage ratio (%)	10.8	8.9	8.9

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	2.2	4.5
First-lien mortgages, domestic	0.1	2.6
Junior liens and HELOCs, domestic	0.1	4.9
Commercial and industrial ²	0.9	3.0
Commercial real estate, domestic	0.8	7.8
Credit cards	0.0	0.0
Other consumer ³	0.0	7.8
Other loans ⁴	0.4	6.6

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	67.1	69.9	71.7

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	1.7	2.4
Other revenue ³	0.0
less
Provisions	2.5
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-0.7	-1.0
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.11.B. Comerica Incorporated
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	10.6	10.9	10.4
Common equity tier 1 capital ratio (%) ²	n/a	10.7	10.1
Tier 1 risk-based capital ratio (%)	10.6	10.7	10.1
Total risk-based capital ratio (%)	12.8	11.9	11.8
Tier 1 leverage ratio (%)	10.8	10.7	10.4

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	1.3	2.6
First-lien mortgages, domestic	0.0	1.8
Junior liens and HELOCs, domestic	0.1	3.1
Commercial and industrial ²	0.5	1.7
Commercial real estate, domestic	0.5	4.4
Credit cards	0.0	0.0
Other consumer ³	0.0	6.4
Other loans ⁴	0.2	3.4

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	67.1	72.2	73.7

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	2.8	3.8
Other revenue ³	0.0
less
Provisions	1.2
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	1.6	2.2
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.12.A. Deutsche Bank Trust Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	36.6	34.7	34.7
Common equity tier 1 capital ratio (%) ²	n/a	28.6	28.6
Tier 1 risk-based capital ratio (%)	36.6	28.6	28.6
Total risk-based capital ratio (%)	37.0	29.8	29.8
Tier 1 leverage ratio (%)	11.9	11.0	11.0

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	0.8	4.5
First-lien mortgages, domestic	0.1	3.8
Junior liens and HELOCs, domestic	0.0	9.6
Commercial and industrial ²	0.3	9.9
Commercial real estate, domestic	0.2	7.9
Credit cards	0.0	0.0
Other consumer ³	0.0	2.3
Other loans ⁴	0.1	1.4

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	19.3	20.2	24.5

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	1.0	1.6
Other revenue ³	0.0
less
Provisions	1.1
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-0.1	-0.2
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	-0.1

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.12.B. Deutsche Bank Trust Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	36.6	40.6	36.3
Common equity tier 1 capital ratio (%) ²	n/a	33.8	30.2
Tier 1 risk-based capital ratio (%)	36.6	33.8	30.2
Total risk-based capital ratio (%)	37.0	34.6	30.6
Tier 1 leverage ratio (%)	11.9	12.8	11.8

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	0.5	2.7
First-lien mortgages, domestic	0.1	2.8
Junior liens and HELOCs, domestic	0.0	6.0
Commercial and industrial ²	0.2	5.6
Commercial real estate, domestic	0.1	4.5
Credit cards	0.0	0.0
Other consumer ³	0.0	2.0
Other loans ⁴	0.1	0.8

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	19.3	20.9	25.2

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	2.8	4.4
Other revenue ³	0.0
less
Provisions	0.7
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	2.2	3.4
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	-0.1

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.13.A. Discover Financial Services
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	14.8	15.3	13.9
Common equity tier 1 capital ratio (%) ²	n/a	14.5	13.3
Tier 1 risk-based capital ratio (%)	15.6	15.2	14.1
Total risk-based capital ratio (%)	17.8	16.9	15.8
Tier 1 leverage ratio (%)	13.7	13.3	12.6

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	8.3	12.2
First-lien mortgages, domestic	0.0	5.1
Junior liens and HELOCs, domestic	0.0	15.0
Commercial and industrial ²	0.0	14.0
Commercial real estate, domestic	0.0	31.6
Credit cards	6.9	12.7
Other consumer ³	1.4	10.1
Other loans ⁴	0.0	4.3

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	70.1	70.9	75.4

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	12.9	15.4
Other revenue ³	0.0
less
Provisions	10.1
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	2.7	3.3
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.13.B. Discover Financial Services
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	14.8	16.8	14.3
Common equity tier 1 capital ratio (%) ²	n/a	16.1	14.1
Tier 1 risk-based capital ratio (%)	15.6	16.8	14.9
Total risk-based capital ratio (%)	17.8	18.4	16.7
Tier 1 leverage ratio (%)	13.7	14.4	13.0

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	6.8	9.8
First-lien mortgages, domestic	0.0	3.9
Junior liens and HELOCs, domestic	0.0	12.9
Commercial and industrial ²	0.0	10.6
Commercial real estate, domestic	0.0	18.3
Credit cards	5.6	10.1
Other consumer ³	1.2	8.7
Other loans ⁴	0.0	2.3

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	70.1	73.1	77.3

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	13.5	15.8
Other revenue ³	0.0
less
Provisions	8.5
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	5.0	5.8
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.14.A. Fifth Third Bancorp
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	9.6	7.9	7.9
Common equity tier 1 capital ratio (%) ²	n/a	7.4	7.4
Tier 1 risk-based capital ratio (%)	10.8	8.5	8.5
Total risk-based capital ratio (%)	14.3	11.5	11.5
Tier 1 leverage ratio (%)	9.8	7.7	7.7

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	5.2	5.6
First-lien mortgages, domestic	0.6	4.4
Junior liens and HELOCs, domestic	0.5	5.7
Commercial and industrial ²	1.8	5.0
Commercial real estate, domestic	1.3	13.2
Credit cards	0.3	14.3
Other consumer ³	0.4	2.7
Other loans ⁴	0.3	3.4

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	116.9	121.1	125.4

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	4.7	3.4
Other revenue ³	0.0
less
Provisions	5.5
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-0.8	-0.6
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.14.B. Fifth Third Bancorp
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	9.6	9.7	9.3
Common equity tier 1 capital ratio (%) ²	n/a	9.3	9.0
Tier 1 risk-based capital ratio (%)	10.8	10.3	10.1
Total risk-based capital ratio (%)	14.3	12.6	12.6
Tier 1 leverage ratio (%)	9.8	9.2	9.1

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	3.4	3.7
First-lien mortgages, domestic	0.5	3.7
Junior liens and HELOCs, domestic	0.4	4.3
Commercial and industrial ²	1.1	3.0
Commercial real estate, domestic	0.8	7.8
Credit cards	0.3	10.9
Other consumer ³	0.3	2.0
Other loans ⁴	0.2	2.2

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	116.9	125.3	128.9

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	6.3	4.4
Other revenue ³	0.0
less
Provisions	3.3
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	3.0	2.1
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.15.A. The Goldman Sachs Group, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	15.2	9.9	6.7
Common equity tier 1 capital ratio (%) ²	15.1	7.1	5.8
Tier 1 risk-based capital ratio (%)	17.0	8.1	6.4
Total risk-based capital ratio (%)	19.8	10.0	8.1
Tier 1 leverage ratio (%)	9.0	5.9	5.4

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	2.2	3.2
First-lien mortgages, domestic	0.0	5.1
Junior liens and HELOCs, domestic	0.0	9.3
Commercial and industrial ²	0.9	9.8
Commercial real estate, domestic	0.2	6.1
Credit cards	0.0	0.0
Other consumer ³	0.0	2.7
Other loans ⁴	1.1	2.0

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	456.1	463.8	665.9

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	2.4	0.3
Other revenue ³	0.0
less
Provisions	2.8
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	17.0
Other losses/gains ⁵	6.8
equals
Net income before taxes	-24.1	-2.7
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-0.5	-0.6

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.15.B. The Goldman Sachs Group, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	15.2	14.5	12.9
Common equity tier 1 capital ratio (%) ²	15.1	10.2	9.2
Tier 1 risk-based capital ratio (%)	17.0	11.4	10.5
Total risk-based capital ratio (%)	19.8	13.2	12.4
Tier 1 leverage ratio (%)	9.0	8.1	7.8

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	1.4	1.9
First-lien mortgages, domestic	0.0	3.8
Junior liens and HELOCs, domestic	0.0	5.6
Commercial and industrial ²	0.5	5.5
Commercial real estate, domestic	0.1	3.5
Credit cards	0.0	0.0
Other consumer ³	0.0	2.3
Other loans ⁴	0.7	1.3

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	456.1	470.0	680.2

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	19.0	2.1
Other revenue ³	0.0
less
Provisions	1.7
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	9.9
Other losses/gains ⁵	3.4
equals
Net income before taxes	4.1	0.4
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-0.5	-0.6

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.16.A. HSBC North America Holdings Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	14.0	8.9	8.9
Common equity tier 1 capital ratio (%) ²	16.3	8.9	8.9
Tier 1 risk-based capital ratio (%)	17.3	10.0	10.0
Total risk-based capital ratio (%)	26.1	14.8	14.8
Tier 1 leverage ratio (%)	9.4	6.0	6.0

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	8.2	8.6
First-lien mortgages, domestic	4.7	12.5
Junior liens and HELOCs, domestic	1.1	22.3
Commercial and industrial ²	1.1	3.5
Commercial real estate, domestic	0.9	9.6
Credit cards	0.1	14.7
Other consumer ³	0.0	7.4
Other loans ⁴	0.3	2.7

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	159.3	161.5	187.0

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	-0.7	-0.3
Other revenue ³	0.0
less
Provisions	7.6
Realized losses/gains on securities (AFS/HTM)	0.1
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.7
equals
Net income before taxes	-9.1	-3.1
Memo items
Other comprehensive income ⁶	0.8
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-0.1	0.2

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.16.B. HSBC North America Holdings Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	14.0	14.4	13.9
Common equity tier 1 capital ratio (%) ²	16.3	11.3	11.1
Tier 1 risk-based capital ratio (%)	17.3	12.7	12.5
Total risk-based capital ratio (%)	26.1	16.6	16.6
Tier 1 leverage ratio (%)	9.4	7.6	7.5

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	6.1	6.4
First-lien mortgages, domestic	3.8	10.0
Junior liens and HELOCs, domestic	0.9	19.2
Commercial and industrial ²	0.6	1.9
Commercial real estate, domestic	0.5	5.3
Credit cards	0.1	11.9
Other consumer ³	0.0	6.4
Other loans ⁴	0.2	1.5

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	159.3	168.2	194.6

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	4.5	1.5
Other revenue ³	0.0
less
Provisions	4.9
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.3
equals
Net income before taxes	-0.7	-0.2
Memo items
Other comprehensive income ⁶	-2.3
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-0.1	-1.7

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.17.A. Huntington Bancshares Incorporated
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	10.3	9.0	9.0
Common equity tier 1 capital ratio (%) ²	n/a	8.7	8.7
Tier 1 risk-based capital ratio (%)	11.6	9.4	9.4
Total risk-based capital ratio (%)	13.7	11.6	11.6
Tier 1 leverage ratio (%)	9.8	8.0	8.0

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	2.0	4.2
First-lien mortgages, domestic	0.2	2.8
Junior liens and HELOCs, domestic	0.3	4.5
Commercial and industrial ²	0.5	4.0
Commercial real estate, domestic	0.6	7.2
Credit cards	0.0	14.7
Other consumer ³	0.3	3.2
Other loans ⁴	0.1	2.1

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	53.2	55.0	57.3

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	2.2	3.3
Other revenue ³	0.0
less
Provisions	2.1
Realized losses/gains on securities (AFS/HTM)	0.2
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-0.1	-0.2
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.17.B. Huntington Bancshares Incorporated
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	10.3	10.1	10.0
Common equity tier 1 capital ratio (%) ²	n/a	9.8	9.7
Tier 1 risk-based capital ratio (%)	11.6	10.5	10.4
Total risk-based capital ratio (%)	13.7	12.4	12.4
Tier 1 leverage ratio (%)	9.8	8.8	8.8

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	1.4	2.8
First-lien mortgages, domestic	0.2	2.2
Junior liens and HELOCs, domestic	0.2	3.4
Commercial and industrial ²	0.3	2.5
Commercial real estate, domestic	0.4	4.5
Credit cards	0.0	11.9
Other consumer ³	0.2	2.4
Other loans ⁴	0.0	1.2

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	53.2	56.8	58.8

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	2.5	3.6
Other revenue ³	0.0
less
Provisions	1.4
Realized losses/gains on securities (AFS/HTM)	0.1
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	1.0	1.5
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.18.A. JPMorgan Chase & Co.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	10.9	6.5	6.5
Common equity tier 1 capital ratio (%) ²	11.1	6.4	6.3
Tier 1 risk-based capital ratio (%)	12.6	7.3	7.3
Total risk-based capital ratio (%)	15.0	9.6	9.6
Tier 1 leverage ratio (%)	7.6	4.6	4.6

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	49.7	6.4
First-lien mortgages, domestic	5.4	3.8
Junior liens and HELOCs, domestic	6.7	9.7
Commercial and industrial ²	9.6	7.5
Commercial real estate, domestic	5.4	6.7
Credit cards	12.9	11.0
Other consumer ³	2.5	3.7
Other loans ⁴	7.1	4.1

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	1,462.2	1,525.7	1,608.4

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	30.4	1.2
Other revenue ³	0.0
less
Provisions	55.5
Realized losses/gains on securities (AFS/HTM)	4.1
Trading and counterparty losses ⁴	23.6
Other losses/gains ⁵	2.1
equals
Net income before taxes	-54.8	-2.1
Memo items
Other comprehensive income ⁶	-5.4
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	0.6	-1.3

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.18.B. JPMorgan Chase & Co.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	10.9	10.1	9.6
Common equity tier 1 capital ratio (%) ²	11.1	9.1	8.8
Tier 1 risk-based capital ratio (%)	12.6	10.3	10.0
Total risk-based capital ratio (%)	15.0	12.1	12.1
Tier 1 leverage ratio (%)	7.6	6.3	6.3

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	33.1	4.2
First-lien mortgages, domestic	3.6	2.5
Junior liens and HELOCs, domestic	4.2	6.0
Commercial and industrial ²	5.9	4.6
Commercial real estate, domestic	3.0	3.6
Credit cards	10.3	8.7
Other consumer ³	2.0	3.0
Other loans ⁴	4.0	2.3

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	1,462.2	1,577.7	1,658.4

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	70.5	2.6
Other revenue ³	0.0
less
Provisions	33.7
Realized losses/gains on securities (AFS/HTM)	2.3
Trading and counterparty losses ⁴	12.2
Other losses/gains ⁵	1.1
equals
Net income before taxes	21.2	0.8
Memo items
Other comprehensive income ⁶	-22.8
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	0.6	-11.7

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.19.A. KeyCorp
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	11.3	9.9	9.9
Common equity tier 1 capital ratio (%) ²	n/a	9.6	9.6
Tier 1 risk-based capital ratio (%)	12.0	9.9	9.9
Total risk-based capital ratio (%)	14.1	12.1	12.1
Tier 1 leverage ratio (%)	11.2	9.3	9.3

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	3.0	5.0
First-lien mortgages, domestic	0.2	4.3
Junior liens and HELOCs, domestic	0.4	4.5
Commercial and industrial ²	0.9	4.0
Commercial real estate, domestic	0.7	8.0
Credit cards	0.1	12.8
Other consumer ³	0.4	8.8
Other loans ⁴	0.3	2.5

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	83.5	87.0	90.8

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	3.1	3.3
Other revenue ³	0.0
less
Provisions	3.3
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.2
equals
Net income before taxes	-0.4	-0.4
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.19.B. KeyCorp
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	11.3	11.3	10.8
Common equity tier 1 capital ratio (%) ²	n/a	10.9	10.5
Tier 1 risk-based capital ratio (%)	12.0	11.2	10.9
Total risk-based capital ratio (%)	14.1	13.1	12.9
Tier 1 leverage ratio (%)	11.2	10.4	10.2

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	2.0	3.2
First-lien mortgages, domestic	0.2	3.4
Junior liens and HELOCs, domestic	0.3	3.3
Commercial and industrial ²	0.5	2.2
Commercial real estate, domestic	0.5	4.8
Credit cards	0.1	10.1
Other consumer ³	0.3	7.1
Other loans ⁴	0.2	1.5

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	83.5	90.0	93.4

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	4.1	4.3
Other revenue ³	0.0
less
Provisions	2.0
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.2
equals
Net income before taxes	2.0	2.1
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.20.A. M&T Bank Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	9.8	7.3	7.3
Common equity tier 1 capital ratio (%) ²	n/a	7.5	7.5
Tier 1 risk-based capital ratio (%)	12.5	8.8	8.8
Total risk-based capital ratio (%)	15.4	11.6	11.6
Tier 1 leverage ratio (%)	10.6	6.8	6.8

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	4.4	5.2
First-lien mortgages, domestic	1.0	3.7
Junior liens and HELOCs, domestic	0.4	6.1
Commercial and industrial ²	0.6	3.8
Commercial real estate, domestic	2.0	7.5
Credit cards	0.0	14.7
Other consumer ³	0.3	6.2
Other loans ⁴	0.1	2.5

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	75.8	93.1	93.1

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	4.1	3.3
Other revenue ³	0.0
less
Provisions	5.4
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.1
equals
Net income before taxes	-1.4	-1.1
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.20.B. M&T Bank Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	9.8	9.4	9.3
Common equity tier 1 capital ratio (%) ²	n/a	9.7	9.5
Tier 1 risk-based capital ratio (%)	12.5	11.0	10.9
Total risk-based capital ratio (%)	15.4	13.7	13.7
Tier 1 leverage ratio (%)	10.6	8.3	8.3

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	3.0	3.6
First-lien mortgages, domestic	0.8	2.8
Junior liens and HELOCs, domestic	0.3	4.7
Commercial and industrial ²	0.4	2.5
Commercial real estate, domestic	1.3	4.6
Credit cards	0.0	11.9
Other consumer ³	0.2	4.3
Other loans ⁴	0.0	1.4

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	75.8	96.4	95.2

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	5.3	4.2
Other revenue ³	0.0
less
Provisions	3.5
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	1.8	1.4
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.21.A. Morgan Stanley
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	15.0	8.8	6.2
Common equity tier 1 capital ratio (%) ²	15.2	8.3	6.3
Tier 1 risk-based capital ratio (%)	17.1	8.8	6.5
Total risk-based capital ratio (%)	19.8	11.3	8.6
Tier 1 leverage ratio (%)	8.2	4.9	4.5

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	2.6	4.0
First-lien mortgages, domestic	0.2	1.6
Junior liens and HELOCs, domestic	0.0	9.3
Commercial and industrial ²	0.6	8.0
Commercial real estate, domestic	0.9	19.7
Credit cards	0.0	0.0
Other consumer ³	0.2	0.7
Other loans ⁴	0.6	4.1

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	390.6	409.8	482.2

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	4.1	0.5
Other revenue ³	0.0
less
Provisions	3.5
Realized losses/gains on securities (AFS/HTM)	0.2
Trading and counterparty losses ⁴	15.8
Other losses/gains ⁵	3.6
equals
Net income before taxes	-19.0	-2.2
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-0.6	-0.8

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.21.B. Morgan Stanley
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	15.0	14.0	12.2
Common equity tier 1 capital ratio (%) ²	15.2	11.9	10.7
Tier 1 risk-based capital ratio (%)	17.1	13.1	11.9
Total risk-based capital ratio (%)	19.8	15.5	14.4
Tier 1 leverage ratio (%)	8.2	7.0	6.7

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	1.5	2.3
First-lien mortgages, domestic	0.2	1.0
Junior liens and HELOCs, domestic	0.0	5.6
Commercial and industrial ²	0.4	4.4
Commercial real estate, domestic	0.5	10.8
Credit cards	0.0	0.0
Other consumer ³	0.1	0.7
Other loans ⁴	0.4	2.4

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	390.6	416.5	489.3

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	16.6	1.9
Other revenue ³	0.0
less
Provisions	2.0
Realized losses/gains on securities (AFS/HTM)	0.1
Trading and counterparty losses ⁴	8.1
Other losses/gains ⁵	1.7
equals
Net income before taxes	4.7	0.5
Memo items
Other comprehensive income ⁶	-3.7
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-0.6	-3.1

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.22.A. MUFG Americas Holdings Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	12.7	8.0	8.0
Common equity tier 1 capital ratio (%) ²	12.7	8.0	8.0
Tier 1 risk-based capital ratio (%)	12.7	8.0	8.0
Total risk-based capital ratio (%)	14.6	10.2	10.2
Tier 1 leverage ratio (%)	11.4	7.1	7.1

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	3.8	5.0
First-lien mortgages, domestic	0.9	3.1
Junior liens and HELOCs, domestic	0.1	4.2
Commercial and industrial ²	0.9	4.8
Commercial real estate, domestic	1.4	9.0
Credit cards	0.0	0.0
Other consumer ³	0.0	14.7
Other loans ⁴	0.3	4.1

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	96.2	99.3	99.7

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	1.1	1.0
Other revenue ³	0.0
less
Provisions	4.9
Realized losses/gains on securities (AFS/HTM)	0.6
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-4.4	-3.8
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	0.4	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.22.B. MUFG Americas Holdings Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	12.7	11.3	11.3
Common equity tier 1 capital ratio (%) ²	12.7	11.4	11.4
Tier 1 risk-based capital ratio (%)	12.7	11.4	11.4
Total risk-based capital ratio (%)	14.6	13.3	13.3
Tier 1 leverage ratio (%)	11.4	9.8	9.8

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	2.1	2.8
First-lien mortgages, domestic	0.6	1.9
Junior liens and HELOCs, domestic	0.1	1.8
Commercial and industrial ²	0.5	2.7
Commercial real estate, domestic	0.8	4.9
Credit cards	0.0	0.0
Other consumer ³	0.0	11.9
Other loans ⁴	0.2	2.2

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	96.2	103.3	103.1

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	2.2	1.9
Other revenue ³	0.0
less
Provisions	2.6
Realized losses/gains on securities (AFS/HTM)	0.3
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-0.7	-0.6
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	0.4	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.23.A. Northern Trust Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	12.8	12.4	12.3
Common equity tier 1 capital ratio (%) ²	12.8	10.9	10.8
Tier 1 risk-based capital ratio (%)	13.6	11.4	11.3
Total risk-based capital ratio (%)	16.0	13.6	13.6
Tier 1 leverage ratio (%)	7.9	7.4	7.4

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	1.5	4.9
First-lien mortgages, domestic	0.3	3.5
Junior liens and HELOCs, domestic	0.3	13.0
Commercial and industrial ²	0.2	4.0
Commercial real estate, domestic	0.3	8.5
Credit cards	0.0	0.0
Other consumer ³	0.0	13.1
Other loans ⁴	0.4	3.7

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	61.0	63.5	72.0

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	3.2	2.8
Other revenue ³	0.0
less
Provisions	1.9
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	1.3	1.1
Memo items
Other comprehensive income ⁶	0.1
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	0.0	-0.1

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.23.B. Northern Trust Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	12.8	14.3	12.5
Common equity tier 1 capital ratio (%) ²	12.8	11.7	10.9
Tier 1 risk-based capital ratio (%)	13.6	12.2	11.5
Total risk-based capital ratio (%)	16.0	14.0	13.5
Tier 1 leverage ratio (%)	7.9	7.8	7.4

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	1.0	3.1
First-lien mortgages, domestic	0.2	2.6
Junior liens and HELOCs, domestic	0.2	9.1
Commercial and industrial ²	0.1	2.2
Commercial real estate, domestic	0.2	5.0
Credit cards	0.0	0.0
Other consumer ³	0.0	10.4
Other loans ⁴	0.2	2.0

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	61.0	66.2	74.7

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	4.8	4.1
Other revenue ³	0.0
less
Provisions	1.1
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	3.7	3.1
Memo items
Other comprehensive income ⁶	-1.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	0.0	-0.8

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.24.A. The PNC Financial Services Group, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	11.0	9.5	9.5
Common equity tier 1 capital ratio (%) ²	11.1	8.4	8.4
Tier 1 risk-based capital ratio (%)	12.8	9.9	9.9
Total risk-based capital ratio (%)	16.1	12.5	12.5
Tier 1 leverage ratio (%)	11.1	8.7	8.7

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	9.6	4.7
First-lien mortgages, domestic	0.4	1.7
Junior liens and HELOCs, domestic	0.7	3.0
Commercial and industrial ²	3.7	5.7
Commercial real estate, domestic	3.1	9.3
Credit cards	0.5	12.1
Other consumer ³	0.8	3.2
Other loans ⁴	0.4	1.5

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	277.3	287.3	301.1

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	11.5	3.3
Other revenue ³	0.0
less
Provisions	10.8
Realized losses/gains on securities (AFS/HTM)	0.5
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.4
equals
Net income before taxes	-0.2	-0.1
Memo items
Other comprehensive income ⁶	-0.9
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	0.1	-0.3

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.24.B. The PNC Financial Services Group, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	11.0	11.2	10.7
Common equity tier 1 capital ratio (%) ²	11.1	9.8	9.5
Tier 1 risk-based capital ratio (%)	12.8	11.1	10.9
Total risk-based capital ratio (%)	16.1	13.5	13.5
Tier 1 leverage ratio (%)	11.1	9.7	9.6

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	6.1	2.9
First-lien mortgages, domestic	0.3	1.0
Junior liens and HELOCs, domestic	0.4	1.8
Commercial and industrial ²	2.3	3.4
Commercial real estate, domestic	1.8	5.5
Credit cards	0.4	9.5
Other consumer ³	0.6	2.6
Other loans ⁴	0.3	0.9

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	277.3	298.9	311.6

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	15.8	4.5
Other revenue ³	0.0
less
Provisions	6.0
Realized losses/gains on securities (AFS/HTM)	0.2
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.3
equals
Net income before taxes	9.3	2.6
Memo items
Other comprehensive income ⁶	-3.4
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	0.1	-1.8

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.25.A. Regions Financial Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	11.8	8.3	8.3
Common equity tier 1 capital ratio (%) ²	n/a	8.5	8.5
Tier 1 risk-based capital ratio (%)	12.7	9.0	9.0
Total risk-based capital ratio (%)	15.5	11.4	11.4
Tier 1 leverage ratio (%)	11.0	7.6	7.6

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	5.4	6.9
First-lien mortgages, domestic	0.7	4.7
Junior liens and HELOCs, domestic	0.6	6.5
Commercial and industrial ²	1.1	4.8
Commercial real estate, domestic	2.3	14.7
Credit cards	0.1	13.9
Other consumer ³	0.3	5.8
Other loans ⁴	0.3	2.8

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	98.4	101.7	102.5

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	3.7	3.0
Other revenue ³	0.0
less
Provisions	6.2
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-2.6	-2.1
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.25.B. Regions Financial Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	11.8	10.7	10.6
Common equity tier 1 capital ratio (%) ²	n/a	10.7	10.7
Tier 1 risk-based capital ratio (%)	12.7	11.4	11.4
Total risk-based capital ratio (%)	15.5	13.8	13.7
Tier 1 leverage ratio (%)	11.0	9.5	9.5

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	3.6	4.5
First-lien mortgages, domestic	0.6	4.0
Junior liens and HELOCs, domestic	0.4	4.8
Commercial and industrial ²	0.6	2.8
Commercial real estate, domestic	1.4	8.9
Credit cards	0.1	11.0
Other consumer ³	0.2	4.4
Other loans ⁴	0.2	1.7

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	98.4	105.4	105.4

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	4.9	3.9
Other revenue ³	0.0
less
Provisions	3.9
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	1.0	0.8
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.26.A. Santander Holdings USA, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	11.0	9.4	9.4
Common equity tier 1 capital ratio (%) ²	n/a	10.3	10.3
Tier 1 risk-based capital ratio (%)	13.1	10.7	10.7
Total risk-based capital ratio (%)	15.0	12.5	12.5
Tier 1 leverage ratio (%)	12.3	9.6	9.6

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	7.2	9.6
First-lien mortgages, domestic	0.4	4.5
Junior liens and HELOCs, domestic	0.3	4.5
Commercial and industrial ²	0.6	3.6
Commercial real estate, domestic	1.6	9.0
Credit cards	0.0	14.7
Other consumer ³	4.2	17.2
Other loans ⁴	0.1	3.8

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	97.0	99.2	102.2

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	6.2	5.2
Other revenue ³	0.0
less
Provisions	8.1
Realized losses/gains on securities (AFS/HTM)	0.1
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.1
equals
Net income before taxes	-2.1	-1.8
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.26.B. Santander Holdings USA, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	11.0	11.5	11.5
Common equity tier 1 capital ratio (%) ²	n/a	12.2	12.2
Tier 1 risk-based capital ratio (%)	13.1	13.0	13.0
Total risk-based capital ratio (%)	15.0	14.9	14.9
Tier 1 leverage ratio (%)	12.3	11.5	11.5

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	5.1	6.8
First-lien mortgages, domestic	0.3	3.6
Junior liens and HELOCs, domestic	0.2	3.2
Commercial and industrial ²	0.4	2.2
Commercial real estate, domestic	1.0	5.3
Credit cards	0.0	11.9
Other consumer ³	3.3	13.2
Other loans ⁴	0.0	2.2

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	97.0	103.2	105.2

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	6.6	5.5
Other revenue ³	0.0
less
Provisions	5.4
Realized losses/gains on securities (AFS/HTM)	0.1
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	1.1	0.9
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.27.A. State Street Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	13.9	14.3	12.0
Common equity tier 1 capital ratio (%) ²	15.0	9.7	8.1
Tier 1 risk-based capital ratio (%)	16.7	11.2	9.7
Total risk-based capital ratio (%)	19.1	13.1	11.6
Tier 1 leverage ratio (%)	6.4	5.4	4.8

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	0.6	3.3
First-lien mortgages, domestic	0.0	0.0
Junior liens and HELOCs, domestic	0.0	0.0
Commercial and industrial ²	0.1	4.8
Commercial real estate, domestic	0.1	29.4
Credit cards	0.0	0.0
Other consumer ³	0.0	0.6
Other loans ⁴	0.5	2.7

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	91.8	95.2	124.8

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	7.0	2.5
Other revenue ³	0.0
less
Provisions	0.8
Realized losses/gains on securities (AFS/HTM)	0.9
Trading and counterparty losses ⁴	2.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	3.3	1.2
Memo items
Other comprehensive income ⁶	-2.8
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-0.3	-1.8

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.27.B. State Street Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	13.9	17.5	12.8
Common equity tier 1 capital ratio (%) ²	15.0	10.0	8.7
Tier 1 risk-based capital ratio (%)	16.7	11.5	10.3
Total risk-based capital ratio (%)	19.1	13.3	12.0
Tier 1 leverage ratio (%)	6.4	5.5	5.0

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	0.4	2.0
First-lien mortgages, domestic	0.0	0.0
Junior liens and HELOCs, domestic	0.0	0.0
Commercial and industrial ²	0.0	2.6
Commercial real estate, domestic	0.1	17.0
Credit cards	0.0	0.0
Other consumer ³	0.0	0.6
Other loans ⁴	0.3	1.7

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	91.8	99.2	129.7

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	10.9	3.7
Other revenue ³	0.0
less
Provisions	0.5
Realized losses/gains on securities (AFS/HTM)	0.4
Trading and counterparty losses ⁴	0.8
Other losses/gains ⁵	0.0
equals
Net income before taxes	9.2	3.2
Memo items
Other comprehensive income ⁶	-6.5
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-0.3	-4.1

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.28.A. SunTrust Banks, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	9.6	8.2	8.2
Common equity tier 1 capital ratio (%) ²	n/a	8.2	8.2
Tier 1 risk-based capital ratio (%)	10.5	9.0	9.0
Total risk-based capital ratio (%)	12.3	10.8	10.8
Tier 1 leverage ratio (%)	9.5	7.6	7.6

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	6.1	4.5
First-lien mortgages, domestic	1.0	4.0
Junior liens and HELOCs, domestic	1.0	7.1
Commercial and industrial ²	1.8	4.5
Commercial real estate, domestic	1.2	6.9
Credit cards	0.1	13.9
Other consumer ³	0.7	3.4
Other loans ⁴	0.2	1.5

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	160.0	165.5	159.2

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	6.2	3.2
Other revenue ³	0.0
less
Provisions	6.6
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.7
equals
Net income before taxes	-1.0	-0.5
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.28.B. SunTrust Banks, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	9.6	10.0	9.4
Common equity tier 1 capital ratio (%) ²	n/a	10.3	9.8
Tier 1 risk-based capital ratio (%)	10.5	11.1	10.7
Total risk-based capital ratio (%)	12.3	12.8	12.4
Tier 1 leverage ratio (%)	9.5	9.2	9.0

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	4.2	3.1
First-lien mortgages, domestic	0.8	3.3
Junior liens and HELOCs, domestic	0.8	5.5
Commercial and industrial ²	1.1	2.5
Commercial real estate, domestic	0.7	4.1
Credit cards	0.1	10.7
Other consumer ³	0.5	2.5
Other loans ⁴	0.1	0.9

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	160.0	171.0	164.1

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	8.7	4.4
Other revenue ³	0.0
less
Provisions	4.1
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.3
equals
Net income before taxes	4.4	2.2
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.29.A. U.S. Bancorp
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	9.5	8.6	8.5
Common equity tier 1 capital ratio (%) ²	9.7	8.2	8.1
Tier 1 risk-based capital ratio (%)	11.3	9.6	9.6
Total risk-based capital ratio (%)	13.6	11.7	11.7
Tier 1 leverage ratio (%)	9.4	8.1	8.0

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	16.2	6.5
First-lien mortgages, domestic	1.4	2.4
Junior liens and HELOCs, domestic	0.9	5.3
Commercial and industrial ²	4.9	7.8
Commercial real estate, domestic	4.4	11.0
Credit cards	2.7	14.7
Other consumer ³	1.2	3.4
Other loans ⁴	0.8	3.7

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	311.9	321.0	335.1

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	22.8	5.6
Other revenue ³	0.0
less
Provisions	18.1
Realized losses/gains on securities (AFS/HTM)	0.1
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	4.7	1.2
Memo items
Other comprehensive income ⁶	0.2
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-0.1	-0.2

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.29.B. U.S. Bancorp
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	9.5	10.5	9.3
Common equity tier 1 capital ratio (%) ²	9.7	9.4	8.8
Tier 1 risk-based capital ratio (%)	11.3	10.8	10.3
Total risk-based capital ratio (%)	13.6	12.9	12.4
Tier 1 leverage ratio (%)	9.4	8.9	8.6

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	10.8	4.3
First-lien mortgages, domestic	1.0	1.8
Junior liens and HELOCs, domestic	0.6	3.5
Commercial and industrial ²	3.2	5.0
Commercial real estate, domestic	2.5	6.4
Credit cards	2.2	11.8
Other consumer ³	0.8	2.5
Other loans ⁴	0.5	2.2

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	311.9	335.0	347.0

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	27.1	6.5
Other revenue ³	0.0
less
Provisions	11.3
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	15.8	3.8
Memo items
Other comprehensive income ⁶	-3.7
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	-0.1	-2.5

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.30.A. Wells Fargo & Company
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	10.8	7.6	7.6
Common equity tier 1 capital ratio (%) ²	11.1	6.9	6.9
Tier 1 risk-based capital ratio (%)	12.6	8.2	8.2
Total risk-based capital ratio (%)	15.6	11.1	11.1
Tier 1 leverage ratio (%)	9.6	6.4	6.4

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	48.8	5.8
First-lien mortgages, domestic	7.3	2.9
Junior liens and HELOCs, domestic	6.3	7.9
Commercial and industrial ²	10.9	6.7
Commercial real estate, domestic	10.3	8.3
Credit cards	4.3	14.8
Other consumer ³	5.7	6.6
Other loans ⁴	4.0	3.4

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	1,222.9	1,255.4	1,313.6

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	42.7	2.5
Other revenue ³	0.0
less
Provisions	56.4
Realized losses/gains on securities (AFS/HTM)	5.0
Trading and counterparty losses ⁴	7.3
Other losses/gains ⁵	3.2
equals
Net income before taxes	-29.3	-1.7
Memo items
Other comprehensive income ⁶	-0.7
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	0.6	1.4

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.30.B. Wells Fargo & Company
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	10.8	10.0	9.8
Common equity tier 1 capital ratio (%) ²	11.1	8.4	8.4
Tier 1 risk-based capital ratio (%)	12.6	9.7	9.6
Total risk-based capital ratio (%)	15.6	12.3	12.3
Tier 1 leverage ratio (%)	9.6	7.4	7.4

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	32.0	3.7
First-lien mortgages, domestic	4.5	1.8
Junior liens and HELOCs, domestic	4.0	5.0
Commercial and industrial ²	7.2	4.3
Commercial real estate, domestic	6.0	4.8
Credit cards	3.5	12.0
Other consumer ³	4.5	5.1
Other loans ⁴	2.3	1.9

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	1,222.9	1,308.6	1,361.7

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	66.5	3.8
Other revenue ³	0.0
less
Provisions	33.2
Realized losses/gains on securities (AFS/HTM)	2.1
Trading and counterparty losses ⁴	4.0
Other losses/gains ⁵	1.7
equals
Net income before taxes	25.5	1.5
Memo items
Other comprehensive income ⁶	-21.9
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	0.6	-11.3

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

5. Other losses/gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option and goodwill impairment losses. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.31.A. Zions Bancorporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	11.9	5.1	5.1
Common equity tier 1 capital ratio (%) ²	n/a	6.0	6.0
Tier 1 risk-based capital ratio (%)	14.4	7.3	7.3
Total risk-based capital ratio (%)	16.3	9.4	9.4
Tier 1 leverage ratio (%)	11.9	5.9	5.9

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	2.6	6.5
First-lien mortgages, domestic	0.0	0.9
Junior liens and HELOCs, domestic	0.1	4.2
Commercial and industrial ²	0.8	6.8
Commercial real estate, domestic	1.5	8.2
Credit cards	0.0	14.7
Other consumer ³	0.1	11.6
Other loans ⁴	0.1	4.6

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	45.4	46.2	48.0

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	0.6	1.1
Other revenue ³	0.0
less
Provisions	3.0
Realized losses/gains on securities (AFS/HTM)	0.4
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-2.9	-5.0
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

Table C.31.B. Zions Bancorporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Actual 2014:Q3 projected stressed capital ratios through 2016:Q4
	Actual 2014:Q3	Stressed capital ratios ¹
	Actual 2014:Q3	Ending	Minimum
Tier 1 common ratio (%)	11.9	10.4	10.4
Common equity tier 1 capital ratio (%) ²	n/a	10.3	10.3
Tier 1 risk-based capital ratio (%)	14.4	12.3	12.3
Total risk-based capital ratio (%)	16.3	14.4	14.4
Tier 1 leverage ratio (%)	11.9	9.8	9.8

n/a Not applicable.

Projected loan losses, by type of loan, 2014:Q4-2016:Q4
	Billions of dollars	Portfolio loss rates (%) ¹
Loan losses	1.6	3.8
First-lien mortgages, domestic	0.0	0.4
Junior liens and HELOCs, domestic	0.1	2.6
Commercial and industrial ²	0.5	4.2
Commercial real estate, domestic	0.8	4.7
Credit cards	0.0	11.9
Other consumer ³	0.0	9.3
Other loans ⁴	0.1	2.7

2. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards. Return to table

3. Other consumer loans include student loans and automobile loans. Return to table

4. Other loans include international real estate loans. Return to table

Actual 2014:Q3 and projected 2016:Q4 risk-weighted assets
	Actual 2014:Q3	Projected 2016:Q4
	Actual 2014:Q3	General approach	Standardized approach
Risk-weighted assets (billions of dollars) ¹	45.4	48.3	49.2

Projected losses, revenue, net income and other comprehensive income through 2016:Q4
	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	1.5	2.6
Other revenue ³	0.0
less
Provisions	1.6
Realized losses/gains on securities (AFS/HTM)	0.1
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-0.2	-0.4
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2014:Q3	2016:Q4
AOCI included in capital (billions of dollars) ⁷	n/a	0.0

1. Average assets is the nine-quarter average of total assets. Return to table

2. Pre-provision net revenue includes losses from operational-risk events, mortgage repurchase expenses, and other real estate owned (OREO) costs. Return to table

3. Other revenue includes one-time income and (expense) items not included in pre-provision net revenue. Return to table

6. Other comprehensive income (OCI) is only calculated for advanced approaches BHCs, and other BHCs that opt into the advanced approaches treatment of AOCI. Return to table

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Last update: March 31, 2015

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Dodd-Frank Act Stress Test 2015: Supervisory Stress Test Methodology and Results

Appendix C: BHC-Specific Results

Table C.1.A. Ally Financial Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.1.B. Ally Financial Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.2.A. American Express Company Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.2.B. American Express Company Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.3.A. Bank of America Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.3.B. Bank of America Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.4.A. The Bank of New York Mellon Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.4.B. The Bank of New York Mellon Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.5.A. BB&T Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.5.B. BB&T Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.6.A. BBVA Compass Bancshares, Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.6.B. BBVA Compass Bancshares, Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.7.A. BMO Financial Corp. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.7.B. BMO Financial Corp. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.8.A. Capital One Financial Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.8.B. Capital One Financial Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.9.A. Citigroup Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.9.B. Citigroup Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.10.A. Citizens Financial Group, Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.10.B. Citizens Financial Group, Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.11.A. Comerica Incorporated Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.11.B. Comerica Incorporated Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.12.A. Deutsche Bank Trust Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.12.B. Deutsche Bank Trust Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.13.A. Discover Financial Services Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.13.B. Discover Financial Services Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.14.A. Fifth Third Bancorp Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.14.B. Fifth Third Bancorp Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.15.A. The Goldman Sachs Group, Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.15.B. The Goldman Sachs Group, Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.16.A. HSBC North America Holdings Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.16.B. HSBC North America Holdings Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.17.A. Huntington Bancshares Incorporated Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.17.B. Huntington Bancshares Incorporated Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.18.A. JPMorgan Chase & Co. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.18.B. JPMorgan Chase & Co. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.19.A. KeyCorp Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.19.B. KeyCorp Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.20.A. M&T Bank Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.20.B. M&T Bank Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.21.A. Morgan Stanley Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.21.B. Morgan Stanley Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.22.A. MUFG Americas Holdings Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.22.B. MUFG Americas Holdings Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.23.A. Northern Trust Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.23.B. Northern Trust Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.24.A. The PNC Financial Services Group, Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.24.B. The PNC Financial Services Group, Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.25.A. Regions Financial Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.25.B. Regions Financial Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.26.A. Santander Holdings USA, Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.26.B. Santander Holdings USA, Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.27.A. State Street Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.27.B. State Street Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.28.A. SunTrust Banks, Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.28.B. SunTrust Banks, Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.29.A. U.S. Bancorp Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.29.B. U.S. Bancorp Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.30.A. Wells Fargo & Company Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.30.B. Wells Fargo & Company Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.31.A. Zions Bancorporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.31.B. Zions Bancorporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

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Table C.1.A. Ally Financial Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.1.B. Ally Financial Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.2.A. American Express Company
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.2.B. American Express Company
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.3.A. Bank of America Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.3.B. Bank of America Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.4.A. The Bank of New York Mellon Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.4.B. The Bank of New York Mellon Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.5.A. BB&T Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.5.B. BB&T Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.6.A. BBVA Compass Bancshares, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.6.B. BBVA Compass Bancshares, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.7.A. BMO Financial Corp.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.7.B. BMO Financial Corp.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.8.A. Capital One Financial Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.8.B. Capital One Financial Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.9.A. Citigroup Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.9.B. Citigroup Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.10.A. Citizens Financial Group, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.10.B. Citizens Financial Group, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.11.A. Comerica Incorporated
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.11.B. Comerica Incorporated
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.12.A. Deutsche Bank Trust Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.12.B. Deutsche Bank Trust Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.13.A. Discover Financial Services
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.13.B. Discover Financial Services
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.14.A. Fifth Third Bancorp
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.14.B. Fifth Third Bancorp
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.15.A. The Goldman Sachs Group, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.15.B. The Goldman Sachs Group, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.16.A. HSBC North America Holdings Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.16.B. HSBC North America Holdings Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.17.A. Huntington Bancshares Incorporated
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.17.B. Huntington Bancshares Incorporated
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.18.A. JPMorgan Chase & Co.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.18.B. JPMorgan Chase & Co.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.19.A. KeyCorp
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.19.B. KeyCorp
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.20.A. M&T Bank Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.20.B. M&T Bank Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.21.A. Morgan Stanley
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.21.B. Morgan Stanley
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.22.A. MUFG Americas Holdings Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.22.B. MUFG Americas Holdings Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.23.A. Northern Trust Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.23.B. Northern Trust Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.24.A. The PNC Financial Services Group, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.24.B. The PNC Financial Services Group, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.25.A. Regions Financial Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.25.B. Regions Financial Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.26.A. Santander Holdings USA, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.26.B. Santander Holdings USA, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.27.A. State Street Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.27.B. State Street Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.28.A. SunTrust Banks, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.28.B. SunTrust Banks, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.29.A. U.S. Bancorp
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.29.B. U.S. Bancorp
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.30.A. Wells Fargo & Company
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.30.B. Wells Fargo & Company
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.31.A. Zions Bancorporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.31.B. Zions Bancorporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario