Comprehensive Capital Analysis and Review 2016: Assessment Framework and Results
PrintAppendix A: Disclosure Tables
- Table 1.A. Ally Financial Inc.
- Table 1.B. Ally Financial Inc.
- Table 2.A. American Express Company
- Table 2.B. American Express Company
- Table 3.A. BancWest Corporation
- Table 3.B. BancWest Corporation
- Table 4.A. Bank of America Corporation
- Table 4.B. Bank of America Corporation
- Table 5.A. The Bank of New York Mellon Corporation
- Table 5.B. The Bank of New York Mellon Corporation
- Table 6.A. BB&T Corporation
- Table 6.B. BB&T Corporation
- Table 7.A. BBVA Compass Bancshares, Inc.
- Table 7.B. BBVA Compass Bancshares, Inc.
- Table 8.A. BMO Financial Corp.
- Table 8.B. BMO Financial Corp.
- Table 9.A. Capital One Financial Corporation
- Table 9.B. Capital One Financial Corporation
- Table 10.A. Citigroup Inc.
- Table 10.B. Citigroup Inc.
- Table 11.A. Citizens Financial Group, Inc.
- Table 11.B. Citizens Financial Group, Inc.
- Table 12.A. Comerica Incorporated
- Table 12.B. Comerica Incorporated
- Table 13.A. Deutsche Bank Trust Corporation
- Table 13.B. Deutsche Bank Trust Corporation
- Table 14.A. Discover Financial Services
- Table 14.B. Discover Financial Services
- Table 15.A. Fifth Third Bancorp
- Table 15.B. Fifth Third Bancorp
- Table 16.A. The Goldman Sachs Group, Inc.
- Table 16.B. The Goldman Sachs Group, Inc.
- Table 17.A. HSBC North America Holdings Inc.
- Table 17.B. HSBC North America Holdings Inc.
- Table 18.A. Huntington Bancshares Incorporated
- Table 18.B. Huntington Bancshares Incorporated
- Table 19.A. JPMorgan Chase & Co.
- Table 19.B. JPMorgan Chase & Co.
- Table 20.A. KeyCorp
- Table 20.B. KeyCorp
- Table 21.A. M&T Bank Corporation
- Table 21.B. M&T Bank Corporation
- Table 22.A. Morgan Stanley
- Table 22.B. Morgan Stanley
- Table 23.A. MUFG Americas Holdings Corporation
- Table 23.B. MUFG Americas Holdings Corporation
- Table 24.A. Northern Trust Corporation
- Table 24.B. Northern Trust Corporation
- Table 25.A. The PNC Financial Services Group, Inc.
- Table 25.B. The PNC Financial Services Group, Inc.
- Table 26.A. Regions Financial Corporation
- Table 26.B. Regions Financial Corporation
- Table 27.A. Santander Holdings USA, Inc.
- Table 27.B. Santander Holdings USA, Inc.
- Table 28.A. State Street Corporation
- Table 28.B. State Street Corporation
- Table 29.A. SunTrust Banks, Inc.
- Table 29.B. SunTrust Banks, Inc.
- Table 30.A. TD Group US Holdings LLC
- Table 30.B. TD Group US Holdings LLC
- Table 31.A. U.S. Bancorp
- Table 31.B. U.S. Bancorp
- Table 32.A. Wells Fargo & Company
- Table 32.B. Wells Fargo & Company
- Table 33.A. Zions Bancorporation
- Table 33.B. Zions Bancorporation
These tables provide projections that represent hypothetical estimates involving an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the BHCs in their annual capital plans and, where applicable, reflect any adjustments to capital distributions made by BHCs after reviewing the Federal Reserve's stress test projections. The minimum capital ratios are for the period from the first quarter of 2016 to the first quarter of 2018 and do not necessarily occur in the same quarter.
Table 1.A. Ally Financial Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 9.2 | 5.2 | |
| Tier 1 capital ratio | 11.1 | 6.8 | |
| Total capital ratio | 12.5 | 8.8 | |
| Tier 1 leverage ratio | 9.7 | 5.9 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 1.B. Ally Financial Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 9.2 | 7.2 | |
| Tier 1 capital ratio | 11.1 | 8.8 | |
| Total capital ratio | 12.5 | 10.7 | |
| Tier 1 leverage ratio | 9.7 | 7.7 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 2.A. American Express Company
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 12.4 | 6.6 | |
| Tier 1 capital ratio | 13.5 | 7.7 | |
| Total capital ratio | 15.2 | 9.4 | |
| Tier 1 leverage ratio | 11.7 | 6.3 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 2.B. American Express Company
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 12.4 | 9.0 | |
| Tier 1 capital ratio | 13.5 | 10.1 | |
| Total capital ratio | 15.2 | 11.8 | |
| Tier 1 leverage ratio | 11.7 | 8.1 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 3.A. BancWest Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 12.3 | 9.0 | |
| Tier 1 capital ratio | 12.3 | 9.0 | |
| Total capital ratio | 14.6 | 11.5 | |
| Tier 1 leverage ratio | 10.1 | 7.4 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 3.B. BancWest Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 12.3 | 11.6 | |
| Tier 1 capital ratio | 12.3 | 11.6 | |
| Total capital ratio | 14.6 | 14.0 | |
| Tier 1 leverage ratio | 10.1 | 9.4 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 4.A. Bank of America Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 11.6 | 7.1 | |
| Tier 1 capital ratio | 12.9 | 8.8 | |
| Total capital ratio | 15.7 | 11.9 | |
| Tier 1 leverage ratio | 8.6 | 5.9 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 4.B. Bank of America Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 11.6 | 9.5 | |
| Tier 1 capital ratio | 12.9 | 11.2 | |
| Total capital ratio | 15.7 | 13.6 | |
| Tier 1 leverage ratio | 8.6 | 7.5 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 5.A. The Bank of New York Mellon Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 11.5 | 8.4 | |
| Tier 1 capital ratio | 13.1 | 10.2 | |
| Total capital ratio | 13.5 | 11.0 | |
| Tier 1 leverage ratio | 6.0 | 4.6 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 5.B. The Bank of New York Mellon Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 11.5 | 9.7 | |
| Tier 1 capital ratio | 13.1 | 11.5 | |
| Total capital ratio | 13.5 | 12.0 | |
| Tier 1 leverage ratio | 6.0 | 5.1 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 6.A. BB&T Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 10.3 | 6.1 | |
| Tier 1 capital ratio | 11.8 | 7.8 | |
| Total capital ratio | 14.3 | 10.1 | |
| Tier 1 leverage ratio | 9.8 | 6.4 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 6.B. BB&T Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 10.3 | 8.1 | |
| Tier 1 capital ratio | 11.8 | 9.7 | |
| Total capital ratio | 14.3 | 11.6 | |
| Tier 1 leverage ratio | 9.8 | 7.9 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 7.A. BBVA Compass Bancshares, Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 10.7 | 6.4 | |
| Tier 1 capital ratio | 11.1 | 6.7 | |
| Total capital ratio | 13.7 | 9.3 | |
| Tier 1 leverage ratio | 9.0 | 5.4 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 7.B. BBVA Compass Bancshares, Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 10.7 | 9.0 | |
| Tier 1 capital ratio | 11.1 | 9.3 | |
| Total capital ratio | 13.7 | 11.4 | |
| Tier 1 leverage ratio | 9.0 | 7.4 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 8.A. BMO Financial Corp.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 11.9 | 5.9 | |
| Tier 1 capital ratio | 11.9 | 6.4 | |
| Total capital ratio | 14.9 | 9.6 | |
| Tier 1 leverage ratio | 9.3 | 4.9 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 8.B. BMO Financial Corp.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 11.9 | 8.5 | |
| Tier 1 capital ratio | 11.9 | 8.9 | |
| Total capital ratio | 14.9 | 12.0 | |
| Tier 1 leverage ratio | 9.3 | 6.8 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 9.A. Capital One Financial Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 11.1 | 6.4 | |
| Tier 1 capital ratio | 12.4 | 7.9 | |
| Total capital ratio | 14.6 | 10.9 | |
| Tier 1 leverage ratio | 10.6 | 6.8 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 9.B. Capital One Financial Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 11.1 | 8.2 | |
| Tier 1 capital ratio | 12.4 | 9.7 | |
| Total capital ratio | 14.6 | 12.7 | |
| Tier 1 leverage ratio | 10.6 | 8.3 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 10.A. Citigroup Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 15.3 | 7.7 | |
| Tier 1 capital ratio | 15.5 | 9.2 | |
| Total capital ratio | 18.5 | 12.4 | |
| Tier 1 leverage ratio | 10.2 | 6.1 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 10.B. Citigroup Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 15.3 | 9.8 | |
| Tier 1 capital ratio | 15.5 | 11.2 | |
| Total capital ratio | 18.5 | 14.2 | |
| Tier 1 leverage ratio | 10.2 | 7.5 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 11.A. Citizens Financial Group, Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 11.7 | 7.7 | |
| Tier 1 capital ratio | 12.0 | 7.9 | |
| Total capital ratio | 15.3 | 10.6 | |
| Tier 1 leverage ratio | 10.5 | 6.9 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 11.B. Citizens Financial Group, Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 11.7 | 9.7 | |
| Tier 1 capital ratio | 12.0 | 9.9 | |
| Total capital ratio | 15.3 | 12.4 | |
| Tier 1 leverage ratio | 10.5 | 8.5 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 12.A. Comerica Incorporated
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 10.5 | 6.8 | |
| Tier 1 capital ratio | 10.5 | 6.8 | |
| Total capital ratio | 12.7 | 9.1 | |
| Tier 1 leverage ratio | 10.2 | 6.5 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 12.B. Comerica Incorporated
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 10.5 | 8.5 | |
| Tier 1 capital ratio | 10.5 | 8.5 | |
| Total capital ratio | 12.7 | 10.4 | |
| Tier 1 leverage ratio | 10.2 | 8.1 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 13.A. Deutsche Bank Trust Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 34.1 | 30.1 | |
| Tier 1 capital ratio | 34.1 | 30.1 | |
| Total capital ratio | 34.3 | 31.2 | |
| Tier 1 leverage ratio | 13.9 | 12.2 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 13.B. Deutsche Bank Trust Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 34.1 | 31.9 | |
| Tier 1 capital ratio | 34.1 | 31.9 | |
| Total capital ratio | 34.3 | 32.5 | |
| Tier 1 leverage ratio | 13.9 | 12.8 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 14.A. Discover Financial Services
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 13.9 | 8.7 | |
| Tier 1 capital ratio | 14.7 | 9.4 | |
| Total capital ratio | 16.5 | 11.2 | |
| Tier 1 leverage ratio | 12.9 | 8.2 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 14.B. Discover Financial Services
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 13.9 | 10.7 | |
| Tier 1 capital ratio | 14.7 | 11.4 | |
| Total capital ratio | 16.5 | 12.9 | |
| Tier 1 leverage ratio | 12.9 | 9.9 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 15.A. Fifth Third Bancorp
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 9.8 | 5.9 | |
| Tier 1 capital ratio | 10.9 | 7.2 | |
| Total capital ratio | 14.1 | 10.6 | |
| Tier 1 leverage ratio | 9.5 | 6.3 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 15.B. Fifth Third Bancorp
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 9.8 | 8.1 | |
| Tier 1 capital ratio | 10.9 | 9.4 | |
| Total capital ratio | 14.1 | 12.2 | |
| Tier 1 leverage ratio | 9.5 | 8.1 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 16.A. The Goldman Sachs Group, Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 13.6 | 7.6 | |
| Tier 1 capital ratio | 15.6 | 9.0 | |
| Total capital ratio | 18.7 | 11.7 | |
| Tier 1 leverage ratio | 9.3 | 5.8 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 16.B. The Goldman Sachs Group, Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 13.6 | 9.8 | |
| Tier 1 capital ratio | 15.6 | 11.2 | |
| Total capital ratio | 18.7 | 13.7 | |
| Tier 1 leverage ratio | 9.3 | 6.7 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 17.A. HSBC North America Holdings Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 15.7 | 7.0 | |
| Tier 1 capital ratio | 17.3 | 8.8 | |
| Total capital ratio | 22.6 | 13.0 | |
| Tier 1 leverage ratio | 10.0 | 5.0 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 17.B. HSBC North America Holdings Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 15.7 | 8.2 | |
| Tier 1 capital ratio | 17.3 | 10.3 | |
| Total capital ratio | 22.6 | 13.8 | |
| Tier 1 leverage ratio | 10.0 | 5.8 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 18.A. Huntington Bancshares Incorporated
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 9.8 | 5.6 | |
| Tier 1 capital ratio | 10.5 | 6.9 | |
| Total capital ratio | 12.6 | 9.2 | |
| Tier 1 leverage ratio | 8.8 | 5.5 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 18.B. Huntington Bancshares Incorporated
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 9.8 | 7.7 | |
| Tier 1 capital ratio | 10.5 | 8.9 | |
| Total capital ratio | 12.6 | 11.1 | |
| Tier 1 leverage ratio | 8.8 | 7.0 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 19.A. JPMorgan Chase & Co.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 12.0 | 6.8 | |
| Tier 1 capital ratio | 13.7 | 8.9 | |
| Total capital ratio | 16.0 | 11.2 | |
| Tier 1 leverage ratio | 8.5 | 5.6 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 19.B. JPMorgan Chase & Co.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 12.0 | 9.1 | |
| Tier 1 capital ratio | 13.7 | 11.2 | |
| Total capital ratio | 16.0 | 13.1 | |
| Tier 1 leverage ratio | 8.5 | 6.9 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 20.A. KeyCorp
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 10.9 | 6.4 | |
| Tier 1 capital ratio | 11.4 | 7.3 | |
| Total capital ratio | 13.0 | 9.4 | |
| Tier 1 leverage ratio | 10.7 | 6.4 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 20.B. KeyCorp
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 10.9 | 8.3 | |
| Tier 1 capital ratio | 11.4 | 9.2 | |
| Total capital ratio | 13.0 | 11.0 | |
| Tier 1 leverage ratio | 10.7 | 8.1 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 21.A. M&T Bank Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 11.1 | 4.6 | 5.0 |
| Tier 1 capital ratio | 12.7 | 5.3 | 6.2 |
| Total capital ratio | 14.9 | 7.5 | 8.4 |
| Tier 1 leverage ratio | 10.9 | 4.5 | 5.3 |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 21.B. M&T Bank Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 11.1 | 7.3 | 7.7 |
| Tier 1 capital ratio | 12.7 | 8.0 | 8.9 |
| Total capital ratio | 14.9 | 9.9 | 10.8 |
| Tier 1 leverage ratio | 10.9 | 6.7 | 7.5 |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 22.A. Morgan Stanley
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 16.4 | 7.7 | |
| Tier 1 capital ratio | 18.4 | 9.3 | |
| Total capital ratio | 22.0 | 12.2 | |
| Tier 1 leverage ratio | 8.3 | 4.5 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 22.B. Morgan Stanley
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 16.4 | 10.6 | |
| Tier 1 capital ratio | 18.4 | 12.8 | |
| Total capital ratio | 22.0 | 15.4 | |
| Tier 1 leverage ratio | 8.3 | 6.0 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 23.A. MUFG Americas Holdings Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 13.6 | 10.2 | |
| Tier 1 capital ratio | 13.6 | 10.2 | |
| Total capital ratio | 15.6 | 12.3 | |
| Tier 1 leverage ratio | 11.4 | 7.1 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 23.B. MUFG Americas Holdings Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 13.6 | 12.6 | |
| Tier 1 capital ratio | 13.6 | 12.6 | |
| Total capital ratio | 15.6 | 14.0 | |
| Tier 1 leverage ratio | 11.4 | 8.7 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 24.A. Northern Trust Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 10.8 | 8.7 | |
| Tier 1 capital ratio | 11.4 | 9.8 | |
| Total capital ratio | 13.2 | 12.0 | |
| Tier 1 leverage ratio | 7.5 | 6.3 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 24.B. Northern Trust Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 10.8 | 9.6 | |
| Tier 1 capital ratio | 11.4 | 10.7 | |
| Total capital ratio | 13.2 | 12.6 | |
| Tier 1 leverage ratio | 7.5 | 6.9 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 25.A. The PNC Financial Services Group, Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 10.6 | 6.1 | |
| Tier 1 capital ratio | 12.0 | 7.5 | |
| Total capital ratio | 14.6 | 9.8 | |
| Tier 1 leverage ratio | 10.2 | 6.4 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 25.B. The PNC Financial Services Group, Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 10.6 | 7.7 | |
| Tier 1 capital ratio | 12.0 | 9.1 | |
| Total capital ratio | 14.6 | 11.0 | |
| Tier 1 leverage ratio | 10.2 | 7.7 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 26.A. Regions Financial Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 10.9 | 6.2 | |
| Tier 1 capital ratio | 11.7 | 7.5 | |
| Total capital ratio | 13.9 | 10.2 | |
| Tier 1 leverage ratio | 10.3 | 6.5 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 26.B. Regions Financial Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 10.9 | 8.5 | |
| Tier 1 capital ratio | 11.7 | 9.9 | |
| Total capital ratio | 13.9 | 12.2 | |
| Tier 1 leverage ratio | 10.3 | 8.5 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 27.A. Santander Holdings USA, Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 12.0 | 11.9 | |
| Tier 1 capital ratio | 13.5 | 12.9 | |
| Total capital ratio | 15.3 | 14.7 | |
| Tier 1 leverage ratio | 11.6 | 10.1 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 27.B. Santander Holdings USA, Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 12.0 | 12.2 | |
| Tier 1 capital ratio | 13.5 | 13.4 | |
| Total capital ratio | 15.3 | 15.1 | |
| Tier 1 leverage ratio | 11.6 | 11.3 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 28.A. State Street Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 13.0 | 6.6 | |
| Tier 1 capital ratio | 15.9 | 10.3 | |
| Total capital ratio | 18.2 | 11.4 | |
| Tier 1 leverage ratio | 6.9 | 4.3 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 28.B. State Street Corporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 13.0 | 7.6 | |
| Tier 1 capital ratio | 15.9 | 11.2 | |
| Total capital ratio | 18.2 | 12.3 | |
| Tier 1 leverage ratio | 6.9 | 4.7 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 29.A. SunTrust Banks, Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 10.0 | 6.4 | |
| Tier 1 capital ratio | 10.8 | 7.5 | |
| Total capital ratio | 12.5 | 10.0 | |
| Tier 1 leverage ratio | 9.7 | 6.8 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 29.B. SunTrust Banks, Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 10.0 | 8.1 | |
| Tier 1 capital ratio | 10.8 | 9.2 | |
| Total capital ratio | 12.5 | 11.4 | |
| Tier 1 leverage ratio | 9.7 | 8.2 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 30.A. TD Group US Holdings LLC
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 13.1 | 8.7 | |
| Tier 1 capital ratio | 13.2 | 8.7 | |
| Total capital ratio | 14.3 | 10.0 | |
| Tier 1 leverage ratio | 8.3 | 5.2 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 30.B. TD Group US Holdings LLC
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 13.1 | 12.0 | |
| Tier 1 capital ratio | 13.2 | 12.0 | |
| Total capital ratio | 14.3 | 13.2 | |
| Tier 1 leverage ratio | 8.3 | 7.1 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 31.A. U.S. Bancorp
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 9.6 | 6.2 | |
| Tier 1 capital ratio | 11.3 | 7.8 | |
| Total capital ratio | 13.3 | 10.2 | |
| Tier 1 leverage ratio | 9.5 | 6.6 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 31.B. U.S. Bancorp
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 9.6 | 7.9 | |
| Tier 1 capital ratio | 11.3 | 9.4 | |
| Total capital ratio | 13.3 | 11.7 | |
| Tier 1 leverage ratio | 9.5 | 7.9 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 32.A. Wells Fargo & Company
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 11.1 | 6.1 | |
| Tier 1 capital ratio | 12.6 | 7.7 | |
| Total capital ratio | 15.8 | 11.0 | |
| Tier 1 leverage ratio | 9.4 | 5.8 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 32.B. Wells Fargo & Company
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 11.1 | 8.1 | |
| Tier 1 capital ratio | 12.6 | 9.7 | |
| Total capital ratio | 15.8 | 12.6 | |
| Tier 1 leverage ratio | 9.4 | 7.3 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 33.A. Zions Bancorporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 12.2 | 6.0 | |
| Tier 1 capital ratio | 14.1 | 7.1 | |
| Total capital ratio | 16.1 | 8.9 | |
| Tier 1 leverage ratio | 11.3 | 5.6 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
Table 33.B. Zions Bancorporation
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected
2016:Q1 to 2018:Q1
Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 | Projected minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| Common equity tier 1 capital ratio | 12.2 | 9.4 | |
| Tier 1 capital ratio | 14.1 | 10.5 | |
| Total capital ratio | 16.1 | 12.1 | |
| Tier 1 leverage ratio | 11.3 | 8.3 | |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in April 2016 by the bank holding companies in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by a bank holding company after reviewing the Federal Reserve's stress test. The minimum capital ratios are for the period 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 capital ratio | 6.0 |
| Total capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework. See 12 CFR 217. The use of the advanced approaches for calculating risk-weighted assets for projected regulatory capital ratios has been delayed indefinitely. See 12 CFR 225(d)(8).
