FRB: Appendix C: BHC-Specific Results, Dodd-Frank Act Stress Test 2016: Supervisory Stress Test Methodology and Results June-2016

Dodd-Frank Act Stress Test 2016: Supervisory Stress Test Methodology and Results

Appendix C: BHC-Specific Results

Table C.1.A. Ally Financial Inc.
Table C.1.B. Ally Financial Inc.
Table C.2.A. American Express Company
Table C.2.B. American Express Company
Table C.3.A. BancWest Corporation
Table C.3.B. BancWest Corporation
Table C.4.A. Bank of America Corporation
Table C.4.B. Bank of America Corporation
Table C.5.A. The Bank of New York Mellon Corporation
Table C.5.B. The Bank of New York Mellon Corporation
Table C.6.A. BB&T Corporation
Table C.6.B. BB&T Corporation
Table C.7.A. BBVA Compass Bancshares, Inc.
Table C.7.B. BBVA Compass Bancshares, Inc.
Table C.8.A. BMO Financial Corp.
Table C.8.B. BMO Financial Corp.
Table C.9.A. Capital One Financial Corporation
Table C.9.B. Capital One Financial Corporation
Table C.10.A. Citigroup Inc.
Table C.10.B. Citigroup Inc.
Table C.11.A. Citizens Financial Group, Inc.
Table C.11.B. Citizens Financial Group, Inc.
Table C.12.A. Comerica Incorporated
Table C.12.B. Comerica Incorporated
Table C.13.A. Deutsche Bank Trust Corporation
Table C.13.B. Deutsche Bank Trust Corporation
Table C.14.A. Discover Financial Services
Table C.14.B. Discover Financial Services
Table C.15.A. Fifth Third Bancorp
Table C.15.B. Fifth Third Bancorp
Table C.16.A. The Goldman Sachs Group, Inc.
Table C.16.B. The Goldman Sachs Group, Inc.
Table C.17.A. HSBC North America Holdings Inc.
Table C.17.B. HSBC North America Holdings Inc.
Table C.18.A. Huntington Bancshares Incorporated
Table C.18.B. Huntington Bancshares Incorporated
Table C.19.A. JPMorgan Chase & Co.
Table C.19.B. JPMorgan Chase & Co.
Table C.20.A. KeyCorp
Table C.20.B. KeyCorp
Table C.21.A. M&T Bank Corporation
Table C.21.B. M&T Bank Corporation
Table C.22.A. Morgan Stanley
Table C.22.B. Morgan Stanley
Table C.23.A. MUFG Americas Holdings Corporation
Table C.23.B. MUFG Americas Holdings Corporation
Table C.24.A. Northern Trust Corporation
Table C.24.B. Northern Trust Corporation
Table C.25.A. The PNC Financial Services Group, Inc.
Table C.25.B. The PNC Financial Services Group, Inc.
Table C.26.A. Regions Financial Corporation
Table C.26.B. Regions Financial Corporation
Table C.27.A. Santander Holdings USA, Inc.
Table C.27.B. Santander Holdings USA, Inc.
Table C.28.A. State Street Corporation
Table C.28.B. State Street Corporation
Table C.29.A. SunTrust Banks, Inc.
Table C.29.B. SunTrust Banks, Inc.
Table C.30.A. TD Group US Holdings LLC
Table C.30.B. TD Group US Holdings LLC
Table C.31.A. U.S. Bancorp
Table C.31.B. U.S. Bancorp
Table C.32.A. Wells Fargo & Company
Table C.32.B. Wells Fargo & Company
Table C.33.A. Zions Bancorporation
Table C.33.B. Zions Bancorporation

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	9.2	6.1	6.1
Tier 1 capital ratio	11.1	8.3	8.3
Total capital ratio	12.5	10.0	10.0
Tier 1 leverage ratio	9.7	7.2	7.2

1. The capital ratios are calculated using capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 CFR 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratio presented is for the period 2016:Q1 to 2018:Q1. Return to table

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent)¹
Loan losses	6.1	5.3
First-lien mortgages, domestic	0.3	3.5
Junior liens and HELOCs, domestic	0.2	8.4
Commercial and industrial²	1.9	4.5
Commercial real estate, domestic	0.1	3.1
Credit cards	0.0	0.0
Other consumer³	3.7	6.1
Other loans⁴	0.0	9.4

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

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets¹	135.8	146.7

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets¹
Pre-provision net revenue²	4.8	2.9
Other revenue³	0.0
less
Provisions	7.4
Realized losses/gains on securities (AFS/HTM)	0.5
Trading and counterparty losses⁴	0.0
Other losses/gains⁵	0.0
equals
Net income before taxes	-3.2	-1.9
Memo items
Other comprehensive income⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars)⁷	0.0	0.0

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

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

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

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

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

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

7. Certain aspects of AOCI are subject to transition arrangements for inclusion in projected regulatory capital. The transition arrangements are 40 percent included in projected regulatory capital for 2015, 60 percent included in projected regulatory capital for 2016, 80 percent included in projected regulatory capital for 2017, and 100 percent included in projected regulatory capital for 2018. See 12 CFR 217.300(b)(3). Return to table

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	9.2	8.1	8.1
Tier 1 capital ratio	11.1	10.2	10.2
Total capital ratio	12.5	11.9	11.9
Tier 1 leverage ratio	9.7	8.9	8.9

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent)¹
Loan losses	4.1	3.6
First-lien mortgages, domestic	0.2	2.3
Junior liens and HELOCs, domestic	0.1	5.6
Commercial and industrial²	1.2	2.7
Commercial real estate, domestic	0.1	1.6
Credit cards	0.0	0.0
Other consumer³	2.6	4.3
Other loans⁴	0.0	5.4

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets¹	135.8	149.5

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets¹
Pre-provision net revenue²	5.4	3.2
Other revenue³	0.0
less
Provisions	4.9
Realized losses/gains on securities (AFS/HTM)	0.3
Trading and counterparty losses⁴	0.0
Other losses/gains⁵	0.0
equals
Net income before taxes	0.1	0.1
Memo items
Other comprehensive income⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars)⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	12.4	12.3	11.4
Tier 1 capital ratio	13.5	13.4	12.6
Total capital ratio	15.2	15.1	14.3
Tier 1 leverage ratio	11.7	10.9	10.9

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent)¹
Loan losses	10.6	9.8
First-lien mortgages, domestic	0.0	0.0
Junior liens and HELOCs, domestic	0.0	0.0
Commercial and industrial²	3.6	10.5
Commercial real estate, domestic	0.0	0.0
Credit cards	6.8	9.5
Other consumer³	0.0	13.8
Other loans⁴	0.2	7.9

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	135.2	138.8

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets¹
Pre-provision net revenue²	19.2	11.4
Other revenue³	1.3
less
Provisions	13.9
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses⁴	0.0
Other losses/gains⁵	0.4
equals
Net income before taxes	6.2	3.7
Memo items
Other comprehensive income⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars)⁷	-2.2	-2.5

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	12.4	14.3	11.7
Tier 1 capital ratio	13.5	15.5	12.9
Total capital ratio	15.2	17.1	14.6
Tier 1 leverage ratio	11.7	12.4	11.3

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent)¹
Loan losses	8.1	7.4
First-lien mortgages, domestic	0.0	0.0
Junior liens and HELOCs, domestic	0.0	0.0
Commercial and industrial²	2.7	7.8
Commercial real estate, domestic	0.0	0.0
Credit cards	5.2	7.3
Other consumer³	0.0	12.0
Other loans⁴	0.1	4.6

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets¹	135.2	139.1

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets¹
Pre-provision net revenue²	20.1	11.8
Other revenue³	1.3
less
Provisions	10.4
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses⁴	0.0
Other losses/gains⁵	0.2
equals
Net income before taxes	10.8	6.3
Memo items
Other comprehensive income⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars)⁷	-2.2	-2.6

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	12.3	8.6	8.6
Tier 1 capital ratio	12.3	8.6	8.6
Total capital ratio	14.6	11.0	11.0
Tier 1 leverage ratio	10.1	7.0	7.0

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent)¹
Loan losses	4.5	6.7
First-lien mortgages, domestic	0.4	4.9
Junior liens and HELOCs, domestic	0.2	4.2
Commercial and industrial²	1.4	9.0
Commercial real estate, domestic	1.2	7.1
Credit cards	0.1	18.2
Other consumer³	0.9	5.7
Other loans⁴	0.4	6.3

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets¹	72.6	78.6

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets¹
Pre-provision net revenue²	2.7	2.7
Other revenue³	0.0
less
Provisions	5.5
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses⁴	0.0
Other losses/gains⁵	0.0
equals
Net income before taxes	-2.8	-2.8
Memo items
Other comprehensive income⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars)⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	12.3	11.2	11.2
Tier 1 capital ratio	12.3	11.2	11.2
Total capital ratio	14.6	13.6	13.6
Tier 1 leverage ratio	10.1	9.1	9.1

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent)¹
Loan losses	2.7	4.0
First-lien mortgages, domestic	0.3	3.5
Junior liens and HELOCs, domestic	0.1	2.5
Commercial and industrial²	0.8	5.5
Commercial real estate, domestic	0.6	3.5
Credit cards	0.1	14.8
Other consumer³	0.6	3.4
Other loans⁴	0.3	4.0

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets¹	72.6	79.4

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets¹
Pre-provision net revenue²	3.0	3.0
Other revenue³	0.0
less
Provisions	3.1
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses⁴	0.0
Other losses/gains⁵	0.0
equals
Net income before taxes	-0.1	-0.1
Memo items
Other comprehensive income⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars)⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	11.6	8.1	8.1
Tier 1 capital ratio	12.9	9.6	9.6
Total capital ratio	15.7	12.5	12.5
Tier 1 leverage ratio	8.6	6.4	6.4

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent)¹
Loan losses	53.7	5.6
First-lien mortgages, domestic	7.5	3.8
Junior liens and HELOCs, domestic	10.1	13.0
Commercial and industrial²	11.9	5.0
Commercial real estate, domestic	5.7	7.7
Credit cards	11.9	11.5
Other consumer³	1.8	2.2
Other loans⁴	4.8	2.6

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets¹	1,403.3	1,522.6

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets¹
Pre-provision net revenue²	45.7	2.0
Other revenue³	0.0
less
Provisions	59.2
Realized losses/gains on securities (AFS/HTM)	0.7
Trading and counterparty losses⁴	20.0
Other losses/gains⁵	2.2
equals
Net income before taxes	-36.3	-1.6
Memo items
Other comprehensive income ⁶	8.5
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-2.7	3.9

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	11.6	10.5	10.5
Tier 1 capital ratio	12.9	12.0	12.0
Total capital ratio	15.7	14.3	14.3
Tier 1 leverage ratio	8.6	8.0	8.0

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	35.8	3.7
First-lien mortgages, domestic	5.1	2.6
Junior liens and HELOCs, domestic	7.6	9.6
Commercial and industrial ²	7.1	3.0
Commercial real estate, domestic	2.6	3.5
Credit cards	9.3	9.0
Other consumer ³	1.2	1.5
Other loans ⁴	2.8	1.5

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	1,403.3	1,562.8

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	61.8	2.7
Other revenue ³	0.0
less
Provisions	35.3
Realized losses/gains on securities (AFS/HTM)	0.3
Trading and counterparty losses ⁴	7.8
Other losses/gains ⁵	1.8
equals
Net income before taxes	16.6	0.7
Memo items
Other comprehensive income ⁶	-0.9
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-2.7	-5.5

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

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

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

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

Table C.5.A. The Bank of New York Mellon Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	11.5	11.2	10.5
Tier 1 capital ratio	13.1	13.1	12.2
Total capital ratio	13.5	13.6	12.7
Tier 1 leverage ratio	6.0	5.9	5.5

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	2.1	3.2
First-lien mortgages, domestic	0.2	2.3
Junior liens and HELOCs, domestic	0.0	8.5
Commercial and industrial ²	0.1	2.6
Commercial real estate, domestic	0.2	8.6
Credit cards	0.0	0.0
Other consumer ³	0.3	11.2
Other loans ⁴	1.3	2.6

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	159.9	169.6

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	9.2	2.2
Other revenue ³	0.0
less
Provisions	2.6
Realized losses/gains on securities (AFS/HTM)	0.1
Trading and counterparty losses ⁴	1.5
Other losses/gains ⁵	0.0
equals
Net income before taxes	4.9	1.2
Memo items
Other comprehensive income ⁶	0.8
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-2.0	-1.8

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

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

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

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

Table C.5.B. The Bank of New York Mellon Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	11.5	12.4	11.3
Tier 1 capital ratio	13.1	14.3	12.8
Total capital ratio	13.5	14.6	13.2
Tier 1 leverage ratio	6.0	6.3	5.8

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	1.3	1.9
First-lien mortgages, domestic	0.1	1.4
Junior liens and HELOCs, domestic	0.0	6.0
Commercial and industrial ²	0.1	1.6
Commercial real estate, domestic	0.1	3.8
Credit cards	0.0	0.0
Other consumer ³	0.3	8.9
Other loans ⁴	0.8	1.5

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	159.9	171.9

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	12.7	3.0
Other revenue ³	0.0
less
Provisions	1.6
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.6
Other losses/gains ⁵	0.0
equals
Net income before taxes	10.3	2.5
Memo items
Other comprehensive income ⁶	-0.3
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-2.0	-2.9

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

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

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

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

Table C.6.A. BB&T Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	10.3	6.9	6.9
Tier 1 capital ratio	11.8	8.5	8.5
Total capital ratio	14.3	10.9	10.9
Tier 1 leverage ratio	9.8	7.0	7.0

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	7.7	5.3
First-lien mortgages, domestic	1.1	3.3
Junior liens and HELOCs, domestic	0.3	3.5
Commercial and industrial ²	1.2	4.7
Commercial real estate, domestic	3.0	7.7
Credit cards	0.3	13.3
Other consumer ³	1.3	6.6
Other loans ⁴	0.6	3.2

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	166.6	188.3

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	7.0	3.1
Other revenue ³	0.0
less
Provisions	9.1
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-2.2	-1.0
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

Table C.6.B. BB&T Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	10.3	8.9	8.9
Tier 1 capital ratio	11.8	10.5	10.5
Total capital ratio	14.3	12.4	12.4
Tier 1 leverage ratio	9.8	8.5	8.5

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	4.5	3.1
First-lien mortgages, domestic	0.7	2.1
Junior liens and HELOCs, domestic	0.2	2.2
Commercial and industrial ²	0.8	3.0
Commercial real estate, domestic	1.4	3.6
Credit cards	0.2	10.2
Other consumer ³	0.9	4.5
Other loans ⁴	0.3	1.8

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	166.6	189.5

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	8.6	3.7
Other revenue ³	0.0
less
Provisions	5.0
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	3.6	1.6
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	10.7	6.5	6.5
Tier 1 capital ratio	11.1	6.8	6.8
Total capital ratio	13.7	9.3	9.3
Tier 1 leverage ratio	9.0	5.4	5.4

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	3.4	5.4
First-lien mortgages, domestic	0.6	3.8
Junior liens and HELOCs, domestic	0.2	5.8
Commercial and industrial ²	1.1	5.4
Commercial real estate, domestic	1.1	8.6
Credit cards	0.1	15.7
Other consumer ³	0.2	5.5
Other loans ⁴	0.1	1.8

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	68.8	73.8

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	1.1	1.1
Other revenue ³	0.0
less
Provisions	3.8
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-2.8	-3.0
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	10.7	9.1	9.1
Tier 1 capital ratio	11.1	9.4	9.4
Total capital ratio	13.7	11.5	11.5
Tier 1 leverage ratio	9.0	7.5	7.5

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	2.0	3.1
First-lien mortgages, domestic	0.4	2.4
Junior liens and HELOCs, domestic	0.1	4.2
Commercial and industrial ²	0.6	3.3
Commercial real estate, domestic	0.5	4.0
Credit cards	0.1	12.6
Other consumer ³	0.2	4.1
Other loans ⁴	0.1	1.1

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	68.8	75.0

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	1.6	1.7
Other revenue ³	0.0
less
Provisions	2.0
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-0.4	-0.4
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	11.9	5.9	5.9
Tier 1 capital ratio	11.9	6.4	6.4
Total capital ratio	14.9	8.7	8.7
Tier 1 leverage ratio	9.3	4.9	4.9

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	4.0	5.8
First-lien mortgages, domestic	0.3	3.5
Junior liens and HELOCs, domestic	0.5	10.8
Commercial and industrial ²	1.8	6.9
Commercial real estate, domestic	0.6	7.3
Credit cards	0.0	11.0
Other consumer ³	0.1	2.1
Other loans ⁴	0.6	4.3

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	91.5	96.6

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	0.9	0.7
Other revenue ³	0.0
less
Provisions	4.9
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-3.9	-3.0
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	11.9	8.5	8.5
Tier 1 capital ratio	11.9	8.9	8.9
Total capital ratio	14.9	11.1	11.1
Tier 1 leverage ratio	9.3	6.8	6.8

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	2.6	3.7
First-lien mortgages, domestic	0.2	2.1
Junior liens and HELOCs, domestic	0.4	8.4
Commercial and industrial ²	1.2	4.6
Commercial real estate, domestic	0.3	3.5
Credit cards	0.0	8.6
Other consumer ³	0.1	1.4
Other loans ⁴	0.4	2.5

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	91.5	99.3

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	1.5	1.2
Other revenue ³	0.0
less
Provisions	3.0
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-1.4	-1.1
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	11.1	8.2	8.2
Tier 1 capital ratio	12.4	9.4	9.4
Total capital ratio	14.6	11.4	11.4
Tier 1 leverage ratio	10.6	8.0	8.0

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	26.7	11.2
First-lien mortgages, domestic	0.3	1.1
Junior liens and HELOCs, domestic	0.1	6.7
Commercial and industrial ²	2.7	9.8
Commercial real estate, domestic	1.3	4.4
Credit cards	18.0	19.3
Other consumer ³	3.5	8.1
Other loans ⁴	0.7	4.0

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	265.7	288.5

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	26.0	7.5
Other revenue ³	0.0
less
Provisions	30.4
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.1
equals
Net income before taxes	-4.6	-1.3
Memo items
Other comprehensive income ⁶	0.5
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-0.4	-0.3

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	11.1	10.0	9.8
Tier 1 capital ratio	12.4	11.2	11.0
Total capital ratio	14.6	13.1	13.1
Tier 1 leverage ratio	10.6	9.5	9.5

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	20.4	8.5
First-lien mortgages, domestic	0.2	0.8
Junior liens and HELOCs, domestic	0.1	5.3
Commercial and industrial ²	1.9	6.7
Commercial real estate, domestic	0.6	2.0
Credit cards	14.6	15.5
Other consumer ³	2.6	5.9
Other loans ⁴	0.4	2.2

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	265.7	289.8

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	27.1	7.7
Other revenue ³	0.0
less
Provisions	22.5
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.1
equals
Net income before taxes	4.6	1.3
Memo items
Other comprehensive income ⁶	-0.1
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-0.4	-0.8

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	15.3	9.2	9.2
Tier 1 capital ratio	15.5	10.5	10.3
Total capital ratio	18.5	13.5	13.4
Tier 1 leverage ratio	10.2	7.0	6.9

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	45.8	7.0
First-lien mortgages, domestic	2.2	2.8
Junior liens and HELOCs, domestic	2.3	9.3
Commercial and industrial ²	8.8	5.5
Commercial real estate, domestic	1.2	9.9
Credit cards	21.1	14.0
Other consumer ³	3.6	11.4
Other loans ⁴	6.5	3.3

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	1,138.7	1,230.5

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	43.7	2.4
Other revenue ³	0.3
less
Provisions	50.1
Realized losses/gains on securities (AFS/HTM)	1.6
Trading and counterparty losses ⁴	16.8
Other losses/gains ⁵	3.0
equals
Net income before taxes	-27.6	-1.5
Memo items
Other comprehensive income ⁶	2.6
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-25.1	-26.2

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	15.3	11.3	11.3
Tier 1 capital ratio	15.5	12.6	12.6
Total capital ratio	18.5	15.2	15.2
Tier 1 leverage ratio	10.2	8.3	8.3

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	32.5	4.9
First-lien mortgages, domestic	1.0	1.3
Junior liens and HELOCs, domestic	1.4	5.5
Commercial and industrial ²	5.9	3.6
Commercial real estate, domestic	0.6	4.3
Credit cards	16.8	11.1
Other consumer ³	3.1	9.8
Other loans ⁴	3.7	1.9

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	1,138.7	1,260.8

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	53.1	2.9
Other revenue ³	0.3
less
Provisions	32.5
Realized losses/gains on securities (AFS/HTM)	0.9
Trading and counterparty losses ⁴	8.4
Other losses/gains ⁵	2.5
equals
Net income before taxes	9.0	0.5
Memo items
Other comprehensive income ⁶	-3.2
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-25.1	-32.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	11.7	8.8	8.8
Tier 1 capital ratio	12.0	9.0	9.0
Total capital ratio	15.3	12.3	12.3
Tier 1 leverage ratio	10.5	7.8	7.8

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	5.0	4.8
First-lien mortgages, domestic	0.4	2.8
Junior liens and HELOCs, domestic	1.1	6.1
Commercial and industrial ²	1.4	4.9
Commercial real estate, domestic	0.8	6.6
Credit cards	0.2	12.1
Other consumer ³	0.9	4.5
Other loans ⁴	0.2	2.5

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	114.1	122.7

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	3.4	2.3
Other revenue ³	0.0
less
Provisions	5.7
Realized losses/gains on securities (AFS/HTM)	0.1
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.1
equals
Net income before taxes	-2.5	-1.7
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	11.7	10.8	10.8
Tier 1 capital ratio	12.0	11.0	11.0
Total capital ratio	15.3	14.0	14.0
Tier 1 leverage ratio	10.5	9.5	9.5

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	3.2	3.1
First-lien mortgages, domestic	0.3	1.8
Junior liens and HELOCs, domestic	0.8	4.3
Commercial and industrial ²	0.8	2.9
Commercial real estate, domestic	0.4	3.1
Credit cards	0.1	9.6
Other consumer ³	0.7	3.5
Other loans ⁴	0.1	1.4

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	114.1	124.5

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	4.2	2.9
Other revenue ³	0.0
less
Provisions	3.4
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	0.8	0.5
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	10.5	8.3	8.3
Tier 1 capital ratio	10.5	8.3	8.3
Total capital ratio	12.7	10.2	10.2
Tier 1 leverage ratio	10.2	7.9	7.9

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	2.3	4.4
First-lien mortgages, domestic	0.1	3.3
Junior liens and HELOCs, domestic	0.1	3.6
Commercial and industrial ²	1.0	3.6
Commercial real estate, domestic	0.6	5.6
Credit cards	0.0	0.0
Other consumer ³	0.1	8.5
Other loans ⁴	0.4	6.2

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	69.7	74.8

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	1.3	1.7
Other revenue ³	0.0
less
Provisions	2.4
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-1.1	-1.5
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	10.5	10.0	10.0
Tier 1 capital ratio	10.5	10.0	10.0
Total capital ratio	12.7	11.5	11.5
Tier 1 leverage ratio	10.2	9.5	9.5

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	1.2	2.4
First-lien mortgages, domestic	0.0	1.9
Junior liens and HELOCs, domestic	0.0	2.2
Commercial and industrial ²	0.6	2.1
Commercial real estate, domestic	0.3	2.5
Credit cards	0.0	0.0
Other consumer ³	0.0	6.8
Other loans ⁴	0.2	3.3

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	69.7	75.8

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	1.9	2.5
Other revenue ³	0.0
less
Provisions	1.0
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	0.8	1.1
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	34.1	30.1	30.1
Tier 1 capital ratio	34.1	30.1	30.1
Total capital ratio	34.3	31.2	31.2
Tier 1 leverage ratio	13.9	12.2	12.2

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	0.8	3.8
First-lien mortgages, domestic	0.1	2.4
Junior liens and HELOCs, domestic	0.0	8.4
Commercial and industrial ²	0.2	5.7
Commercial real estate, domestic	0.3	9.0
Credit cards	0.0	0.0
Other consumer ³	0.0	4.4
Other loans ⁴	0.2	1.8

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	21.9	23.6

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	0.5	1.0
Other revenue ³	0.0
less
Provisions	1.0
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-0.4	-0.8
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	34.1	31.9	31.9
Tier 1 capital ratio	34.1	31.9	31.9
Total capital ratio	34.3	32.5	32.5
Tier 1 leverage ratio	13.9	12.8	12.8

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	0.4	2.0
First-lien mortgages, domestic	0.1	1.6
Junior liens and HELOCs, domestic	0.0	6.0
Commercial and industrial ²	0.1	3.5
Commercial real estate, domestic	0.1	3.5
Credit cards	0.0	0.0
Other consumer ³	0.0	3.6
Other loans ⁴	0.1	1.0

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	21.9	23.8

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	0.7	1.3
Other revenue ³	0.0
less
Provisions	0.5
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	0.2	0.4
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	13.9	12.4	11.9
Tier 1 capital ratio	14.7	13.1	12.6
Total capital ratio	16.5	14.5	14.1
Tier 1 leverage ratio	12.9	11.4	11.3

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	9.3	12.4
First-lien mortgages, domestic	0.0	4.6
Junior liens and HELOCs, domestic	0.0	14.2
Commercial and industrial ²	0.0	15.5
Commercial real estate, domestic	0.0	22.9
Credit cards	7.6	12.8
Other consumer ³	1.6	10.8
Other loans ⁴	0.0	7.2

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	75.8	81.7

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	13.0	14.3
Other revenue ³	0.0
less
Provisions	11.3
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	1.7	1.9
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	13.9	14.4	12.9
Tier 1 capital ratio	14.7	15.0	13.7
Total capital ratio	16.5	16.5	15.4
Tier 1 leverage ratio	12.9	13.0	12.3

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	7.4	9.7
First-lien mortgages, domestic	0.0	3.3
Junior liens and HELOCs, domestic	0.0	9.4
Commercial and industrial ²	0.0	11.8
Commercial real estate, domestic	0.0	10.4
Credit cards	6.0	9.9
Other consumer ³	1.4	9.1
Other loans ⁴	0.0	4.1

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	75.8	82.7

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	13.3	14.5
Other revenue ³	0.0
less
Provisions	8.9
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	4.4	4.8
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

Table C.15.A. Fifth Third Bancorp
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	9.8	6.8	6.8
Tier 1 capital ratio	10.9	7.8	7.8
Total capital ratio	14.1	11.1	11.1
Tier 1 leverage ratio	9.5	6.8	6.8

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	5.5	5.8
First-lien mortgages, domestic	0.6	4.3
Junior liens and HELOCs, domestic	0.4	5.4
Commercial and industrial ²	2.1	5.7
Commercial real estate, domestic	1.3	12.2
Credit cards	0.4	16.2
Other consumer ³	0.4	3.0
Other loans ⁴	0.3	3.0

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	121.3	131.7

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	4.0	2.7
Other revenue ³	0.0
less
Provisions	6.0
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-2.1	-1.4
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

Table C.15.B. Fifth Third Bancorp
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	9.8	9.0	9.0
Tier 1 capital ratio	10.9	9.9	9.9
Total capital ratio	14.1	12.7	12.7
Tier 1 leverage ratio	9.5	8.6	8.6

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	3.4	3.6
First-lien mortgages, domestic	0.4	3.2
Junior liens and HELOCs, domestic	0.3	4.1
Commercial and industrial ²	1.3	3.4
Commercial real estate, domestic	0.6	5.6
Credit cards	0.3	12.2
Other consumer ³	0.3	2.1
Other loans ⁴	0.2	1.8

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	121.3	133.3

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	5.2	3.5
Other revenue ³	0.0
less
Provisions	3.3
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	1.9	1.3
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

Table C.16.A. The Goldman Sachs Group, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	13.6	10.2	8.4
Tier 1 capital ratio	15.6	11.5	9.8
Total capital ratio	18.7	14.3	12.6
Tier 1 leverage ratio	9.3	6.9	6.3

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	4.8	6.8
First-lien mortgages, domestic	0.4	50.1
Junior liens and HELOCs, domestic	0.0	8.0
Commercial and industrial ²	2.0	12.0
Commercial real estate, domestic	0.3	6.5
Credit cards	0.0	0.0
Other consumer ³	0.1	4.4
Other loans ⁴	2.1	4.3

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	524.1	567.1

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	12.1	1.4
Other revenue ³	0.0
less
Provisions	5.7
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	18.0
Other losses/gains ⁵	3.9
equals
Net income before taxes	-15.4	-1.7
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-0.6	-0.7

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

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

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

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

Table C.16.B. The Goldman Sachs Group, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	13.6	11.9	11.4
Tier 1 capital ratio	15.6	12.6	12.6
Total capital ratio	18.7	15.3	15.3
Tier 1 leverage ratio	9.3	7.5	7.4

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	2.9	4.1
First-lien mortgages, domestic	0.4	46.6
Junior liens and HELOCs, domestic	0.0	5.8
Commercial and industrial ²	1.1	6.9
Commercial real estate, domestic	0.1	2.7
Credit cards	0.0	0.0
Other consumer ³	0.1	3.7
Other loans ⁴	1.2	2.5

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	524.1	575.4

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	16.0	1.8
Other revenue ³	0.0
less
Provisions	3.3
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	10.1
Other losses/gains ⁵	3.1
equals
Net income before taxes	-0.5	-0.1
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-0.6	-0.7

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

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

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

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

Table C.17.A. HSBC North America Holdings Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	15.7	9.1	9.1
Tier 1 capital ratio	17.3	11.0	11.0
Total capital ratio	22.6	15.2	15.2
Tier 1 leverage ratio	10.0	6.2	6.2

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	5.4	5.9
First-lien mortgages, domestic	2.1	7.9
Junior liens and HELOCs, domestic	0.6	16.3
Commercial and industrial ²	1.5	4.0
Commercial real estate, domestic	0.7	6.3
Credit cards	0.1	15.0
Other consumer ³	0.0	8.0
Other loans ⁴	0.5	3.7

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	170.8	177.7

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	-1.2	-0.4
Other revenue ³	0.0
less
Provisions	5.8
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	1.7
equals
Net income before taxes	-8.8	-3.1
Memo items
Other comprehensive income ⁶	2.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-0.3	1.1

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

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

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

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

Table C.17.B. HSBC North America Holdings Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	15.7	10.2	10.2
Tier 1 capital ratio	17.3	12.0	12.0
Total capital ratio	22.6	15.3	15.3
Tier 1 leverage ratio	10.0	6.8	6.8

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	3.5	3.9
First-lien mortgages, domestic	1.5	5.7
Junior liens and HELOCs, domestic	0.5	13.3
Commercial and industrial ²	0.9	2.4
Commercial real estate, domestic	0.3	2.6
Credit cards	0.1	12.0
Other consumer ³	0.0	6.7
Other loans ⁴	0.3	2.0

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	170.8	182.9

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	1.0	0.3
Other revenue ³	0.0
less
Provisions	3.4
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	1.3
equals
Net income before taxes	-3.7	-1.3
Memo items
Other comprehensive income ⁶	0.1
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-0.3	-0.8

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	9.8	5.0	5.0
Tier 1 capital ratio	10.5	6.3	6.3
Total capital ratio	12.6	8.6	8.6
Tier 1 leverage ratio	8.8	5.0	5.0

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	3.1	4.8
First-lien mortgages, domestic	0.3	3.9
Junior liens and HELOCs, domestic	0.3	3.7
Commercial and industrial ²	0.9	5.0
Commercial real estate, domestic	0.7	7.0
Credit cards	0.1	15.1
Other consumer ³	0.5	4.2
Other loans ⁴	0.2	3.5

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	58.4	81.5

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	2.2	2.3
Other revenue ³	0.0
less
Provisions	3.7
Realized losses/gains on securities (AFS/HTM)	0.1
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-1.6	-1.8
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	9.8	7.7	7.7
Tier 1 capital ratio	10.5	8.9	8.9
Total capital ratio	12.6	11.1	11.1
Tier 1 leverage ratio	8.8	7.1	7.1

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	2.0	3.1
First-lien mortgages, domestic	0.2	2.8
Junior liens and HELOCs, domestic	0.2	2.7
Commercial and industrial ²	0.6	3.2
Commercial real estate, domestic	0.4	3.4
Credit cards	0.1	11.9
Other consumer ³	0.4	3.0
Other loans ⁴	0.1	2.0

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	58.4	82.9

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	2.8	2.9
Other revenue ³	0.0
less
Provisions	2.3
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	0.4	0.5
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	12.0	8.3	8.3
Tier 1 capital ratio	13.7	9.9	9.9
Total capital ratio	16.0	12.1	12.1
Tier 1 leverage ratio	8.5	6.2	6.2

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	53.4	6.1
First-lien mortgages, domestic	5.4	2.7
Junior liens and HELOCs, domestic	5.4	9.2
Commercial and industrial ²	13.7	9.4
Commercial real estate, domestic	4.5	4.6
Credit cards	13.9	11.0
Other consumer ³	2.5	3.6
Other loans ⁴	8.0	4.5

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	1,465.3	1,603.3

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	64.9	2.6
Other revenue ³	0.0
less
Provisions	60.2
Realized losses/gains on securities (AFS/HTM)	2.1
Trading and counterparty losses ⁴	32.6
Other losses/gains ⁵	0.5
equals
Net income before taxes	-30.5	-1.2
Memo items
Other comprehensive income ⁶	-3.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.1	-2.7

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	12.0	10.6	10.6
Tier 1 capital ratio	13.7	12.2	12.2
Total capital ratio	16.0	14.1	14.1
Tier 1 leverage ratio	8.5	7.5	7.5

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	33.9	3.8
First-lien mortgages, domestic	2.7	1.3
Junior liens and HELOCs, domestic	3.4	5.7
Commercial and industrial ²	8.6	5.9
Commercial real estate, domestic	2.0	2.1
Credit cards	10.7	8.4
Other consumer ³	2.0	2.8
Other loans ⁴	4.5	2.5

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	1,465.3	1,614.7

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	78.8	3.2
Other revenue ³	0.0
less
Provisions	34.3
Realized losses/gains on securities (AFS/HTM)	0.9
Trading and counterparty losses ⁴	13.7
Other losses/gains ⁵	0.4
equals
Net income before taxes	29.5	1.2
Memo items
Other comprehensive income ⁶	-4.4
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.1	-4.2

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	10.9	6.4	6.4
Tier 1 capital ratio	11.4	6.8	6.8
Total capital ratio	13.0	8.9	8.9
Tier 1 leverage ratio	10.7	6.0	6.0

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	4.1	5.1
First-lien mortgages, domestic	0.3	4.5
Junior liens and HELOCs, domestic	0.4	4.3
Commercial and industrial ²	1.4	5.2
Commercial real estate, domestic	0.9	6.1
Credit cards	0.1	12.5
Other consumer ³	0.5	7.4
Other loans ⁴	0.4	2.9

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	90.0	124.9

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	3.1	2.4
Other revenue ³	0.0
less
Provisions	4.7
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-1.7	-1.3
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	10.9	8.8	8.8
Tier 1 capital ratio	11.4	9.2	9.2
Total capital ratio	13.0	11.0	11.0
Tier 1 leverage ratio	10.7	8.1	8.1

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	2.5	3.0
First-lien mortgages, domestic	0.3	3.3
Junior liens and HELOCs, domestic	0.3	3.1
Commercial and industrial ²	0.8	2.9
Commercial real estate, domestic	0.4	2.8
Credit cards	0.1	9.6
Other consumer ³	0.4	5.6
Other loans ⁴	0.2	1.7

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	90.0	127.1

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	4.0	3.1
Other revenue ³	0.0
less
Provisions	2.7
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.1
equals
Net income before taxes	1.3	1.0
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	11.1	6.9	6.9
Tier 1 capital ratio	12.7	8.2	8.2
Total capital ratio	14.9	10.3	10.3
Tier 1 leverage ratio	10.9	6.9	6.9

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	5.2	5.8
First-lien mortgages, domestic	1.5	5.6
Junior liens and HELOCs, domestic	0.4	6.3
Commercial and industrial ²	0.7	4.1
Commercial real estate, domestic	2.1	6.8
Credit cards	0.1	15.0
Other consumer ³	0.4	6.4
Other loans ⁴	0.1	3.9

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	94.7	101.6

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	3.1	2.5
Other revenue ³	0.0
less
Provisions	6.1
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-2.9	-2.3
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	11.1	9.6	9.6
Tier 1 capital ratio	12.7	10.8	10.8
Total capital ratio	14.9	12.7	12.7
Tier 1 leverage ratio	10.9	9.1	9.1

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	3.2	3.5
First-lien mortgages, domestic	1.1	3.9
Junior liens and HELOCs, domestic	0.3	4.7
Commercial and industrial ²	0.5	2.7
Commercial real estate, domestic	1.0	3.2
Credit cards	0.0	12.0
Other consumer ³	0.2	4.4
Other loans ⁴	0.1	2.1

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	94.7	102.7

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	4.0	3.1
Other revenue ³	0.0
less
Provisions	3.3
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	0.6	0.5
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	16.4	10.0	9.1
Tier 1 capital ratio	18.4	11.6	10.2
Total capital ratio	22.0	14.6	13.5
Tier 1 leverage ratio	8.3	5.4	4.9

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	3.3	3.3
First-lien mortgages, domestic	0.4	1.7
Junior liens and HELOCs, domestic	0.0	8.0
Commercial and industrial ²	1.1	8.5
Commercial real estate, domestic	0.5	5.5
Credit cards	0.0	0.0
Other consumer ³	0.2	0.9
Other loans ⁴	1.2	3.0

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	362.9	403.0

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	7.8	1.0
Other revenue ³	0.0
less
Provisions	4.3
Realized losses/gains on securities (AFS/HTM)	0.1
Trading and counterparty losses ⁴	13.0
Other losses/gains ⁵	3.0
equals
Net income before taxes	-12.5	-1.5
Memo items
Other comprehensive income ⁶	1.1
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-1.2	-0.5

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	16.4	12.8	12.7
Tier 1 capital ratio	18.4	14.5	14.3
Total capital ratio	22.0	17.4	17.4
Tier 1 leverage ratio	8.3	6.5	6.5

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	2.0	1.9
First-lien mortgages, domestic	0.2	1.0
Junior liens and HELOCs, domestic	0.0	5.8
Commercial and industrial ²	0.7	5.1
Commercial real estate, domestic	0.2	2.2
Credit cards	0.0	0.0
Other consumer ³	0.1	0.8
Other loans ⁴	0.8	1.8

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	362.9	399.1

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	11.9	1.4
Other revenue ³	0.0
less
Provisions	2.4
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	7.2
Other losses/gains ⁵	2.3
equals
Net income before taxes	-0.1	0.0
Memo items
Other comprehensive income ⁶	-0.1
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-1.2	-1.8

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	13.6	10.1	10.1
Tier 1 capital ratio	13.6	10.1	10.1
Total capital ratio	15.6	12.2	12.2
Tier 1 leverage ratio	11.4	7.0	7.0

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	3.4	4.2
First-lien mortgages, domestic	0.6	2.0
Junior liens and HELOCs, domestic	0.1	5.3
Commercial and industrial ²	1.2	5.5
Commercial real estate, domestic	0.9	5.5
Credit cards	0.0	0.0
Other consumer ³	0.1	15.8
Other loans ⁴	0.4	4.3

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	94.8	109.3

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	1.2	0.8
Other revenue ³	0.0
less
Provisions	4.0
Realized losses/gains on securities (AFS/HTM)	0.4
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.1
equals
Net income before taxes	-3.3	-2.2
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	13.6	12.5	12.5
Tier 1 capital ratio	13.6	12.5	12.5
Total capital ratio	15.6	13.9	13.9
Tier 1 leverage ratio	11.4	8.7	8.7

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	1.7	2.1
First-lien mortgages, domestic	0.2	0.8
Junior liens and HELOCs, domestic	0.1	2.4
Commercial and industrial ²	0.7	3.1
Commercial real estate, domestic	0.4	2.3
Credit cards	0.0	0.0
Other consumer ³	0.1	12.5
Other loans ⁴	0.2	2.4

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	94.8	110.6

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	1.9	1.3
Other revenue ³	0.0
less
Provisions	1.7
Realized losses/gains on securities (AFS/HTM)	0.2
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.1
equals
Net income before taxes	-0.1	0.0
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

Table C.24.A. Northern Trust Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	10.8	9.6	9.6
Tier 1 capital ratio	11.4	10.1	10.1
Total capital ratio	13.2	11.9	11.9
Tier 1 leverage ratio	7.5	6.5	6.5

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	1.6	4.6
First-lien mortgages, domestic	0.2	3.1
Junior liens and HELOCs, domestic	0.2	9.6
Commercial and industrial ²	0.3	4.0
Commercial real estate, domestic	0.3	6.4
Credit cards	0.0	0.0
Other consumer ³	0.0	12.8
Other loans ⁴	0.6	4.4

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	74.0	79.2

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	2.4	2.0
Other revenue ³	0.0
less
Provisions	2.0
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	0.4	0.3
Memo items
Other comprehensive income ⁶	0.3
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-0.2	-0.1

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

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

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

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

Table C.24.B. Northern Trust Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	10.8	10.5	10.5
Tier 1 capital ratio	11.4	11.0	11.0
Total capital ratio	13.2	12.5	12.5
Tier 1 leverage ratio	7.5	7.1	7.1

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	0.9	2.6
First-lien mortgages, domestic	0.1	1.7
Junior liens and HELOCs, domestic	0.1	6.2
Commercial and industrial ²	0.2	2.3
Commercial real estate, domestic	0.1	2.8
Credit cards	0.0	0.0
Other consumer ³	0.0	9.6
Other loans ⁴	0.3	2.4

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	74.0	80.3

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	3.2	2.6
Other revenue ³	0.0
less
Provisions	1.0
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	2.2	1.8
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-0.2	-0.4

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	10.6	7.6	7.6
Tier 1 capital ratio	12.0	8.7	8.7
Total capital ratio	14.6	11.0	11.0
Tier 1 leverage ratio	10.2	7.4	7.4

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	11.4	5.3
First-lien mortgages, domestic	0.9	3.4
Junior liens and HELOCs, domestic	1.5	6.6
Commercial and industrial ²	4.7	6.7
Commercial real estate, domestic	2.4	6.8
Credit cards	0.5	12.2
Other consumer ³	0.8	3.8
Other loans ⁴	0.6	1.7

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	295.9	321.6

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	10.8	2.9
Other revenue ³	0.0
less
Provisions	13.0
Realized losses/gains on securities (AFS/HTM)	0.2
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.2
equals
Net income before taxes	-2.6	-0.7
Memo items
Other comprehensive income ⁶	0.7
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-0.2	0.4

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	10.6	9.2	9.2
Tier 1 capital ratio	12.0	10.3	10.3
Total capital ratio	14.6	12.1	12.1
Tier 1 leverage ratio	10.2	8.7	8.7

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	7.1	3.3
First-lien mortgages, domestic	0.6	2.3
Junior liens and HELOCs, domestic	1.1	4.9
Commercial and industrial ²	2.9	4.1
Commercial real estate, domestic	1.1	3.0
Credit cards	0.4	9.2
Other consumer ³	0.7	3.0
Other loans ⁴	0.3	1.0

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	295.9	327.6

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	13.4	3.5
Other revenue ³	0.0
less
Provisions	7.2
Realized losses/gains on securities (AFS/HTM)	0.1
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.2
equals
Net income before taxes	5.9	1.6
Memo items
Other comprehensive income ⁶	-0.3
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-0.2	-0.6

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	10.9	7.3	7.3
Tier 1 capital ratio	11.7	7.9	7.9
Total capital ratio	13.9	10.0	10.0
Tier 1 leverage ratio	10.3	6.9	6.9

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	5.2	6.1
First-lien mortgages, domestic	0.7	4.6
Junior liens and HELOCs, domestic	0.5	5.3
Commercial and industrial ²	1.6	6.3
Commercial real estate, domestic	1.6	9.9
Credit cards	0.2	14.3
Other consumer ³	0.4	6.5
Other loans ⁴	0.3	2.7

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	105.6	113.3

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	3.1	2.4
Other revenue ³	0.0
less
Provisions	5.8
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-2.8	-2.1
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	10.9	9.6	9.6
Tier 1 capital ratio	11.7	10.2	10.2
Total capital ratio	13.9	12.1	12.1
Tier 1 leverage ratio	10.3	8.8	8.8

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	3.2	3.8
First-lien mortgages, domestic	0.5	3.2
Junior liens and HELOCs, domestic	0.3	3.9
Commercial and industrial ²	0.9	3.7
Commercial real estate, domestic	0.8	5.0
Credit cards	0.1	10.7
Other consumer ³	0.3	4.9
Other loans ⁴	0.2	1.6

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	105.6	114.7

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	4.0	3.0
Other revenue ³	0.0
less
Provisions	3.3
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	0.7	0.5
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	12.0	11.8	11.8
Tier 1 capital ratio	13.5	12.7	12.7
Total capital ratio	15.3	14.2	14.2
Tier 1 leverage ratio	11.6	10.0	10.0

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	7.1	8.2
First-lien mortgages, domestic	0.3	3.8
Junior liens and HELOCs, domestic	0.2	3.8
Commercial and industrial ²	0.8	3.9
Commercial real estate, domestic	1.0	5.2
Credit cards	0.1	15.6
Other consumer ³	4.4	16.5
Other loans ⁴	0.3	4.2

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	108.5	117.3

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	6.3	4.4
Other revenue ³	0.0
less
Provisions	6.3
Realized losses/gains on securities (AFS/HTM)	0.1
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.1
equals
Net income before taxes	-0.2	-0.2
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	12.0	13.8	12.2
Tier 1 capital ratio	13.5	14.8	13.4
Total capital ratio	15.3	16.3	15.1
Tier 1 leverage ratio	11.6	11.6	11.3

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	4.9	5.5
First-lien mortgages, domestic	0.2	2.5
Junior liens and HELOCs, domestic	0.2	2.6
Commercial and industrial ²	0.5	2.4
Commercial real estate, domestic	0.5	2.4
Credit cards	0.1	11.6
Other consumer ³	3.3	12.3
Other loans ⁴	0.2	2.3

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	108.5	119.7

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	6.9	4.8
Other revenue ³	0.0
less
Provisions	3.3
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.1
equals
Net income before taxes	3.5	2.4
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	13.0	9.6	9.6
Tier 1 capital ratio	15.9	12.8	12.8
Total capital ratio	18.2	14.7	14.7
Tier 1 leverage ratio	6.9	5.4	5.4

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	0.4	1.9
First-lien mortgages, domestic	0.0	0.0
Junior liens and HELOCs, domestic	0.0	0.0
Commercial and industrial ²	0.2	5.4
Commercial real estate, domestic	0.0	5.7
Credit cards	0.0	0.0
Other consumer ³	0.0	0.6
Other loans ⁴	0.2	1.2

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	95.9	101.4

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	2.9	1.1
Other revenue ³	0.0
less
Provisions	0.4
Realized losses/gains on securities (AFS/HTM)	0.4
Trading and counterparty losses ⁴	1.5
Other losses/gains ⁵	0.0
equals
Net income before taxes	0.6	0.2
Memo items
Other comprehensive income ⁶	-0.2
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-1.4	-1.6

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	13.0	10.6	10.6
Tier 1 capital ratio	15.9	13.7	13.7
Total capital ratio	18.2	15.6	15.6
Tier 1 leverage ratio	6.9	5.7	5.7

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	0.2	1.2
First-lien mortgages, domestic	0.0	0.0
Junior liens and HELOCs, domestic	0.0	0.0
Commercial and industrial ²	0.1	3.0
Commercial real estate, domestic	0.0	2.3
Credit cards	0.0	0.0
Other consumer ³	0.0	0.6
Other loans ⁴	0.1	0.8

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	95.9	102.6

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	4.9	1.9
Other revenue ³	0.0
less
Provisions	0.3
Realized losses/gains on securities (AFS/HTM)	0.2
Trading and counterparty losses ⁴	0.7
Other losses/gains ⁵	0.0
equals
Net income before taxes	3.7	1.4
Memo items
Other comprehensive income ⁶	-1.1
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-1.4	-2.6

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	10.0	7.5	7.5
Tier 1 capital ratio	10.8	8.2	8.2
Total capital ratio	12.5	9.9	9.9
Tier 1 leverage ratio	9.7	7.4	7.4

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	6.4	4.5
First-lien mortgages, domestic	1.0	3.9
Junior liens and HELOCs, domestic	0.8	5.6
Commercial and industrial ²	2.2	4.7
Commercial real estate, domestic	1.0	5.4
Credit cards	0.2	14.0
Other consumer ³	1.1	4.9
Other loans ⁴	0.2	1.7

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	164.9	180.3

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	5.1	2.6
Other revenue ³	0.0
less
Provisions	7.1
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.4
equals
Net income before taxes	-2.4	-1.2
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	10.0	9.2	9.2
Tier 1 capital ratio	10.8	9.9	9.9
Total capital ratio	12.5	11.3	11.3
Tier 1 leverage ratio	9.7	8.8	8.8

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	4.0	2.8
First-lien mortgages, domestic	0.7	2.6
Junior liens and HELOCs, domestic	0.5	3.9
Commercial and industrial ²	1.3	2.7
Commercial real estate, domestic	0.5	2.6
Credit cards	0.1	10.5
Other consumer ³	0.8	3.6
Other loans ⁴	0.1	1.0

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	164.9	182.1

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	6.9	3.4
Other revenue ³	0.0
less
Provisions	4.0
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.4
equals
Net income before taxes	2.6	1.3
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

Table C.30.A. TD Group US Holdings LLC
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	13.1	8.4	8.4
Tier 1 capital ratio	13.2	8.4	8.4
Total capital ratio	14.3	9.8	9.8
Tier 1 leverage ratio	8.3	5.0	5.0

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	9.3	6.5
First-lien mortgages, domestic	0.8	3.7
Junior liens and HELOCs, domestic	0.6	6.4
Commercial and industrial ²	2.2	6.7
Commercial real estate, domestic	2.4	9.6
Credit cards	2.0	18.2
Other consumer ³	0.5	2.5
Other loans ⁴	0.8	3.8

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	157.3	191.5

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	4.3	1.4
Other revenue ³	0.0
less
Provisions	11.1
Realized losses/gains on securities (AFS/HTM)	0.1
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-6.9	-2.2
Memo items
Other comprehensive income ⁶	-0.2
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	-0.2

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

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

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

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

Table C.30.B. TD Group US Holdings LLC
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	13.1	11.8	11.7
Tier 1 capital ratio	13.2	11.8	11.8
Total capital ratio	14.3	13.0	13.0
Tier 1 leverage ratio	8.3	7.0	6.9

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	5.8	4.0
First-lien mortgages, domestic	0.5	2.4
Junior liens and HELOCs, domestic	0.5	4.9
Commercial and industrial ²	1.2	3.8
Commercial real estate, domestic	1.1	4.3
Credit cards	1.6	14.8
Other consumer ³	0.4	1.7
Other loans ⁴	0.5	2.3

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	157.3	198.1

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	5.5	1.7
Other revenue ³	0.0
less
Provisions	6.4
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-1.0	-0.3
Memo items
Other comprehensive income ⁶	-0.4
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	-0.4

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	9.6	7.5	7.5
Tier 1 capital ratio	11.3	8.9	8.9
Total capital ratio	13.3	10.8	10.8
Tier 1 leverage ratio	9.5	7.6	7.6

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	18.9	7.0
First-lien mortgages, domestic	1.6	2.8
Junior liens and HELOCs, domestic	0.9	5.1
Commercial and industrial ²	6.4	9.0
Commercial real estate, domestic	4.2	10.5
Credit cards	3.3	15.0
Other consumer ³	1.4	3.8
Other loans ⁴	1.1	4.8

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	341.4	371.7

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	21.4	4.9
Other revenue ³	0.0
less
Provisions	21.5
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-0.2	-0.1
Memo items
Other comprehensive income ⁶	1.1
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-0.4	0.2

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

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

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

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

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

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	9.6	9.1	9.0
Tier 1 capital ratio	11.3	10.6	10.5
Total capital ratio	13.3	12.4	12.4
Tier 1 leverage ratio	9.5	8.9	8.9

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	12.0	4.4
First-lien mortgages, domestic	1.1	1.8
Junior liens and HELOCs, domestic	0.6	3.3
Commercial and industrial ²	4.1	5.7
Commercial real estate, domestic	2.0	4.9
Credit cards	2.6	11.8
Other consumer ³	1.0	2.7
Other loans ⁴	0.7	2.9

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	341.4	377.3

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	24.6	5.5
Other revenue ³	0.0
less
Provisions	12.5
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	12.0	2.7
Memo items
Other comprehensive income ⁶	-0.2
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-0.4	-1.1

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

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

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

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

Table C.32.A. Wells Fargo & Company
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	11.1	7.2	7.2
Tier 1 capital ratio	12.6	8.7	8.7
Total capital ratio	15.8	11.7	11.7
Tier 1 leverage ratio	9.4	6.6	6.6

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	51.8	5.4
First-lien mortgages, domestic	7.3	2.8
Junior liens and HELOCs, domestic	4.7	6.5
Commercial and industrial ²	12.0	6.3
Commercial real estate, domestic	10.0	7.4
Credit cards	5.4	15.2
Other consumer ³	6.5	6.7
Other loans ⁴	5.8	3.4

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	1,303.1	1,455.3

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	51.0	2.7
Other revenue ³	0.0
less
Provisions	60.5
Realized losses/gains on securities (AFS/HTM)	4.6
Trading and counterparty losses ⁴	9.7
Other losses/gains ⁵	1.4
equals
Net income before taxes	-25.2	-1.3
Memo items
Other comprehensive income ⁶	-0.7
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-0.2	-1.0

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

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

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

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

Table C.32.B. Wells Fargo & Company
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	11.1	9.1	9.1
Tier 1 capital ratio	12.6	10.6	10.6
Total capital ratio	15.8	13.2	13.2
Tier 1 leverage ratio	9.4	8.0	8.0

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	31.2	3.2
First-lien mortgages, domestic	3.8	1.4
Junior liens and HELOCs, domestic	2.9	3.9
Commercial and industrial ²	7.5	3.9
Commercial real estate, domestic	4.5	3.3
Credit cards	4.3	12.0
Other consumer ³	5.0	5.1
Other loans ⁴	3.3	1.9

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	1,303.1	1,467.2

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	63.8	3.3
Other revenue ³	0.0
less
Provisions	32.5
Realized losses/gains on securities (AFS/HTM)	2.0
Trading and counterparty losses ⁴	4.0
Other losses/gains ⁵	1.6
equals
Net income before taxes	23.8	1.2
Memo items
Other comprehensive income ⁶	-3.7
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	-0.2	-4.0

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

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

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

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

Table C.33.A. Zions Bancorporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	12.2	6.6	6.6
Tier 1 capital ratio	14.1	8.3	8.3
Total capital ratio	16.1	10.1	10.1
Tier 1 leverage ratio	11.3	6.5	6.5

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	2.6	6.3
First-lien mortgages, domestic	0.1	1.1
Junior liens and HELOCs, domestic	0.1	3.4
Commercial and industrial ²	1.1	8.5
Commercial real estate, domestic	1.2	6.7
Credit cards	0.0	15.0
Other consumer ³	0.1	10.9
Other loans ⁴	0.1	5.5

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	46.7	49.8

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	0.7	1.1
Other revenue ³	0.0
less
Provisions	3.0
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-2.3	-3.7
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

Table C.33.B. Zions Bancorporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1
Percent
Regulatory ratio	Actual 2015:Q4	Stressed capital ratios ¹
Regulatory ratio	Actual 2015:Q4	Ending	Minimum
Common equity tier 1 capital ratio	12.2	10.0	10.0
Tier 1 capital ratio	14.1	11.7	11.7
Total capital ratio	16.1	13.2	13.2
Tier 1 leverage ratio	11.3	9.2	9.2

Projected loan losses, by type of loan, 2016:Q1-2018:Q1
Loan type	Billions of dollars	Portfolio loss rates (percent) ¹
Loan losses	1.5	3.5
First-lien mortgages, domestic	0.0	0.5
Junior liens and HELOCs, domestic	0.1	1.9
Commercial and industrial ²	0.7	5.3
Commercial real estate, domestic	0.6	3.2
Credit cards	0.0	12.0
Other consumer ³	0.0	8.2
Other loans ⁴	0.1	3.3

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

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

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

Risk-weighted assets, actual 2015:Q4 and projected 2018:Q1
Billions of dollars
Item	Actual 2015:Q4	Projected 2018:Q1
Risk-weighted assets ¹	46.7	51.0

1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 CFR part 217, subpart D. Return to table

Projected losses, revenue, and net income before taxes through 2018:Q1
Item	Billions of dollars	Percent of average assets ¹
Pre-provision net revenue ²	1.1	1.7
Other revenue ³	0.0
less
Provisions	1.4
Realized losses/gains on securities (AFS/HTM)	0.0
Trading and counterparty losses ⁴	0.0
Other losses/gains ⁵	0.0
equals
Net income before taxes	-0.4	-0.6
Memo items
Other comprehensive income ⁶	0.0
Other effects on capital	Actual 2015:Q4	2018:Q1
AOCI included in capital (billions of dollars) ⁷	0.0	0.0

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

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

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

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

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Dodd-Frank Act Stress Test 2016: Supervisory Stress Test Methodology and Results

Appendix C: BHC-Specific Results

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

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

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

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

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

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

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

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

Table C.5.A. The Bank of New York Mellon Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.5.B. The Bank of New York Mellon Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.6.A. BB&T Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.6.B. BB&T Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Table C.15.A. Fifth Third Bancorp Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.15.B. Fifth Third Bancorp Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.16.A. The Goldman Sachs Group, Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.16.B. The Goldman Sachs Group, Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.17.A. HSBC North America Holdings Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.17.B. HSBC North America Holdings Inc. Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

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

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

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

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

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

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

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

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

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

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

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

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

Table C.24.A. Northern Trust Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.24.B. Northern Trust Corporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

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

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

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

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

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

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

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

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

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

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

Table C.30.A. TD Group US Holdings LLC Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.30.B. TD Group US Holdings LLC Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

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

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

Table C.32.A. Wells Fargo & Company Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.32.B. Wells Fargo & Company Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

Table C.33.A. Zions Bancorporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Severely adverse scenario

Table C.33.B. Zions Bancorporation Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses Federal Reserve estimates: Adverse scenario

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

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

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

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

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

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

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

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

Table C.5.A. The Bank of New York Mellon Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.5.B. The Bank of New York Mellon Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.6.A. BB&T Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.6.B. BB&T Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Table C.15.A. Fifth Third Bancorp
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.15.B. Fifth Third Bancorp
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.16.A. The Goldman Sachs Group, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.16.B. The Goldman Sachs Group, Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.17.A. HSBC North America Holdings Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.17.B. HSBC North America Holdings Inc.
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

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

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

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

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

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

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

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

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

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

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

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

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

Table C.24.A. Northern Trust Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.24.B. Northern Trust Corporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

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

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

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

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

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

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

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

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

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

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

Table C.30.A. TD Group US Holdings LLC
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.30.B. TD Group US Holdings LLC
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

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

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

Table C.32.A. Wells Fargo & Company
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.32.B. Wells Fargo & Company
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario

Table C.33.A. Zions Bancorporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Severely adverse scenario

Table C.33.B. Zions Bancorporation
Projected stressed capital ratios, risk-weighted assets, losses, revenues, net income before taxes, and loan losses
Federal Reserve estimates: Adverse scenario