Appendix: Disclosure Tables

 

Table A.1. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
18 participating bank holding companies

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratios assuming the capital actions originally submitted by the BHCs in their January 2013 annual capital plans. The right column shows minimum ratios incorporating any adjustments to capital distributions made by BHCs after reviewing the Federal Reserve's stress test projections and original planned capital distributions for those BHCs that did not make adjustments. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

 

Table A.2. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
Ally Financial Inc.

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratio assuming the capital actions originally submitted by the BHC in its January 2013 annual capital plan. The right column shows minimum ratios incorporating any adjustments to capital distributions made by the BHC after reviewing the Federal Reserve's stress test projections. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

 

Table A.3. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
American Express Company

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratio assuming the capital actions originally submitted by the BHC in its January 2013 annual capital plan. The right column shows minimum ratios incorporating any adjustments to capital distributions made by the BHC after reviewing the Federal Reserve's stress test projections. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

 

Table A.4. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
Bank of America Corporation

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratio assuming the capital actions originally submitted by the BHC in its January 2013 annual capital plan. The right column shows minimum ratios incorporating any adjustments to capital distributions made by the BHC after reviewing the Federal Reserve's stress test projections. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

 

Table A.5. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
The Bank of New York Mellon Corporation

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratio assuming the capital actions originally submitted by the BHC in its January 2013 annual capital plan. The right column shows minimum ratios incorporating any adjustments to capital distributions made by the BHC after reviewing the Federal Reserve's stress test projections. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

 

Table A.6. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
BB&T Corporation

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratio assuming the capital actions originally submitted by the BHC in its January 2013 annual capital plan. The right column shows minimum ratios incorporating any adjustments to capital distributions made by the BHC after reviewing the Federal Reserve's stress test projections. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

 

Table A.7. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
Capital One Financial Corporation

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratio assuming the capital actions originally submitted by the BHC in its January 2013 annual capital plan. The right column shows minimum ratios incorporating any adjustments to capital distributions made by the BHC after reviewing the Federal Reserve's stress test projections. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

 

Table A.8. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
Citigroup Inc.

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratio assuming the capital actions originally submitted by the BHC in its January 2013 annual capital plan. The right column shows minimum ratios incorporating any adjustments to capital distributions made by the BHC after reviewing the Federal Reserve's stress test projections. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

 

Table A.9. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
Fifth Third Bancorp

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratio assuming the capital actions originally submitted by the BHC in its January 2013 annual capital plan. The right column shows minimum ratios incorporating any adjustments to capital distributions made by the BHC after reviewing the Federal Reserve's stress test projections. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

 

Table A.10. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
The Goldman Sachs Group, Inc.

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratio assuming the capital actions originally submitted by the BHC in its January 2013 annual capital plan. The right column shows minimum ratios incorporating any adjustments to capital distributions made by the BHC after reviewing the Federal Reserve's stress test projections. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

 

Table A.11. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
JPMorgan Chase & Co.

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratio assuming the capital actions originally submitted by the BHC in its January 2013 annual capital plan. The right column shows minimum ratios incorporating any adjustments to capital distributions made by the BHC after reviewing the Federal Reserve's stress test projections. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

 

Table A.12. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
KeyCorp

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratio assuming the capital actions originally submitted by the BHC in its January 2013 annual capital plan. The right column shows minimum ratios incorporating any adjustments to capital distributions made by the BHC after reviewing the Federal Reserve's stress test projections. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

 

Table A.13. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
Morgan Stanley

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratio assuming the capital actions originally submitted by the BHC in its January 2013 annual capital plan. The right column shows minimum ratios incorporating any adjustments to capital distributions made by the BHC after reviewing the Federal Reserve's stress test projections. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

 

Table A.14. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
The PNC Financial Services Group, Inc.

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratio assuming the capital actions originally submitted by the BHC in its January 2013 annual capital plan. The right column shows minimum ratios incorporating any adjustments to capital distributions made by the BHC after reviewing the Federal Reserve's stress test projections. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

Projected capital ratios through Q4 2014 under the severely adverse scenario

	Actual	Stressed ratios with original planned capital actions	Stressed ratios with adjusted planned capital actions
	Q3 2012	Minimum	Minimum
Tier 1 common ratio (%)	9.48	8.55
Tier 1 capital ratio (%)	11.68	10.82
Total risk-based capital ratio (%)	14.49	14.18
Tier 1 leverage ratio (%)	10.38	8.63

 

Table A.15. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
Regions Financial Corporation

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratio assuming the capital actions originally submitted by the BHC in its January 2013 annual capital plan. The right column shows minimum ratios incorporating any adjustments to capital distributions made by the BHC after reviewing the Federal Reserve's stress test projections. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

 

Table A.16. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
State Street Corporation

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratio assuming the capital actions originally submitted by the BHC in its January 2013 annual capital plan. The right column shows minimum ratios incorporating any adjustments to capital distributions made by the BHC after reviewing the Federal Reserve's stress test projections. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

 

Table A.17. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
SunTrust Banks, Inc.

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratio assuming the capital actions originally submitted by the BHC in its January 2013 annual capital plan. The right column shows minimum ratios incorporating any adjustments to capital distributions made by the BHC after reviewing the Federal Reserve's stress test projections. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

 

Table A.18. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
U.S. Bancorp

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratio assuming the capital actions originally submitted by the BHC in its January 2013 annual capital plan. The right column shows minimum ratios incorporating any adjustments to capital distributions made by the BHC after reviewing the Federal Reserve's stress test projections. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

 

Table A.19. Comprehensive Capital Analysis and Review 2013
Projected minimum regulatory capital ratios and tier 1 common ratios,
Q4 2012 to Q4 2014
Federal Reserve estimates in the severely adverse scenario
Wells Fargo & Company

The capital ratios are calculated using original and adjusted planned capital actions from 2013 annual capital plans. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The center column shows the minimum ratio assuming the capital actions originally submitted by the BHC in its January 2013 annual capital plan. The right column shows minimum ratios incorporating any adjustments to capital distributions made by the BHC after reviewing the Federal Reserve's stress test projections. The two minimum capital ratios presented below are for the period Q4 2012 to Q4 2014 and do not necessarily occur in the same quarter.

The minimum ratios for BHCs are 4 percent for the tier 1 capital ratio, 8 percent for the total capital ratio, and 3 or 4 percent for the tier 1 leverage ratio (3 percent only for a BHC with a composite supervisory rating of "1" or that is subject to the Federal Reserve Board's market-risk rule [12 CFR part 225, appendix E]). Ally Financial Inc., American Express Company, and Capital One Financial Corporation are not subject to the market risk rule (12 CFR part 225, appendix E). All other BHCs that participated in CCAR 2013 are subject to the market risk rule, and accordingly, their minimum leverage ratio is 3 percent. The capital plan rule stipulates that a BHC must demonstrate the ability to maintain a tier 1 common ratio above 5 percent.

 

 

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