Board of Governors of the Federal Reserve System

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

n/a Not applicable.

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

n/a Not applicable.

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

n/a Not applicable.

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

n/a Not applicable.

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

n/a Not applicable.

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

n/a Not applicable.

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

n/a Not applicable.

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

*Note: The Federal Reserve revised this report on June 24, 2021:

• BNP Paribas USA, Inc., CET1 capital ratio (%), Ending has been revised from 11.5 to 11.2.
• BNP Paribas USA, Inc., CET1 capital ratio (%), Minimum has been revised from 11.5 to 11.2.
• BNP Paribas USA, Inc., Tier 1 capital ratio (%), Ending has been revised from 11.5 to 11.2.
• BNP Paribas USA, Inc., Tier 1 capital ratio (%), Minimum has been revised from 11.5 to 11.2.
• BNP Paribas USA, Inc., Total capital ratio (%), Ending has been revised from 13.8 to 13.5.
• BNP Paribas USA, Inc., Total capital ratio (%), Minimum has been revised from 13.8 to 13.5.
• BNP Paribas USA, Inc., Tier 1 leverage ratio (%), Ending has been revised from 6.2 to 6.1.
• BNP Paribas USA, Inc., Tier 1 leverage ratio (%), Minimum has been revised from 6.2 to 6.1.
• BNP Paribas USA, Inc., Risk-weighted assets, Projected 2022:Q3 has been revised from 89.0 to 88.9.
• BNP Paribas USA, Inc., Pre-provision net revenue, Billions of dollars has been revised from 1.1 to 0.8.
• BNP Paribas USA, Inc., Pre-provision net revenue, Percent of average assets has been revised from 0.8 to 0.6.
• BNP Paribas USA, Inc., Net interest income, Billions of dollars has been revised from 5.6 to 5.4.
• BNP Paribas USA, Inc., Net interest income, Percent of average assets has been revised from 3.9 to 3.8.
• BNP Paribas USA, Inc., Noninterest income, Billions of dollars has been revised from 3.7 to 4.0.
• BNP Paribas USA, Inc., Noninterest income, Percent of average assets has been revised from 2.6 to 2.8.
• BNP Paribas USA, Inc., Noninterest expense, Billions of dollars has been revised from 8.2 to 8.6.
• BNP Paribas USA, Inc., Noninterest expense, Percent of average has been revised from 5.8 to 6.1.
• BNP Paribas USA, Inc., Net income before taxes, Billions of dollars has been revised from -3.9 to -4.2.
• BNP Paribas USA, Inc., Net income before taxes, Percent of average has been revised from -2.8 to -2.9.

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

n/a Not applicable.

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

*Note: The Federal Reserve revised this report on June 24, 2021:

• BNP Paribas USA, Inc., CET1 capital ratio (%), Ending has been revised from 11.1 to 10.8.
• BNP Paribas USA, Inc., CET1 capital ratio (%), Minimum has been revised from 11.1 to 10.8.
• BNP Paribas USA, Inc., Tier 1 capital ratio (%), Ending has been revised from 11.1 to 10.8.
• BNP Paribas USA, Inc., Tier 1 capital ratio (%), Minimum has been revised from 11.1 to 10.8.
• BNP Paribas USA, Inc., Total capital ratio (%), Ending has been revised from 13.8 to 13.5.
• BNP Paribas USA, Inc., Total capital ratio (%), Minimum has been revised from 13.8 to 13.5.
• BNP Paribas USA, Inc., Tier 1 leverage ratio (%), Ending has been revised from 6.0 to 5.8.
• BNP Paribas USA, Inc., Tier 1 leverage ratio (%), Minimum has been revised from 6.0 to 5.8.
• BNP Paribas USA, Inc., Risk-weighted assets, Projected 2022:Q3 has been revised from 88.8 to 88.7.
• BNP Paribas USA, Inc., Pre-provision net revenue, Billions of dollars has been revised from 1.0 to 0.8.
• BNP Paribas USA, Inc., Pre-provision net revenue, Percent of average has been revised from 0.7 to 0.6.
• BNP Paribas USA, Inc., Net interest income, Billions of dollars has been revised from 5.6 to 5.5.
• BNP Paribas USA, Inc., Net interest income, Percent of average has been revised from 4.0 to 3.9.
• BNP Paribas USA, Inc., Noninterest income, Billions of dollars has been revised from 3.7 to 3.9.
• BNP Paribas USA, Inc., Noninterest income, Percent of average has been revised from 2.6 to 2.7.
• BNP Paribas USA, Inc., Noninterest expense, Billions of dollars has been revised from 8.3 to 8.6.
• BNP Paribas USA, Inc., Noninterest expense, Percent of average has been revised from 5.8 to 6.1.
• BNP Paribas USA, Inc., Net income before taxes, Billions of dollars has been revised from -4.3 to -4.6.
• BNP Paribas USA, Inc., Net income before taxes, Percent of average has been revised from -3.1 to -3.2.

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

n/a Not applicable.

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

n/a Not applicable.

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D.
The risk-weighted assets are sourced from the FR Y-14A reports filed by firms in November. In mid-December, Credit Suisse revised its risk-weighted assets reported in the FR Y-9C as of June 30, 2020 to $79.3 billion. The revised risk-weighted assets reported in mid-December would result in risk-based capital ratios that are approximately 5 to 7 basis points lower. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D.
The risk-weighted assets are sourced from the FR Y-14A reports filed by firms in November. In mid-December, Credit Suisse revised its risk-weighted assets reported in the FR Y-9C as of June 30, 2020 to $79.3 billion. The revised risk-weighted assets reported in mid-December would result in risk-based capital ratios that are approximately 5 to 7 basis points lower. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

 2. DWS USA Corporation, the second U.S. intermediate holding company subsidiary of Deutsche Bank AG, was subject to December 2020 Stress Test and maintained capital above each minimum regulatory capital ratio on a post-stress basis. DWS USA Corporation had about $2 billion in assets as of the end of second quarter of 2020. Return to table

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

 2. DWS USA Corporation, the second U.S. intermediate holding company subsidiary of Deutsche Bank AG, was subject to December 2020 Stress Test and maintained capital above each minimum regulatory capital ratio on a post-stress basis. DWS USA Corporation had about $2 billion in assets as of the end of second quarter of 2020. Return to table

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

n/a Not applicable.

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

n/a Not applicable.

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

n/a Not applicable.

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

n/a Not applicable.

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

n/a Not applicable.

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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

 2. Noninterest expense includes losses from operational-risk events 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. For firms that have adopted ASU 2016-13, the Federal Reserve incorporated its projection of expected credit losses on securities in the allowance for credit losses. Return to table

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

 6. Other losses/gains include 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

 7. Other comprehensive income is only calculated for firms subject to Category I or II standards or firms that opt in to including accumulated other comprehensive income (AOCI) in their calculation of capital. Return to table

 1. The capital ratios are calculated using the same capital action assumptions provided within the Dodd-Frank Act stress testing rule. See 12 C.F.R. § 252.56(b). These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The minimum capital ratios are for the period 2020:Q3 to 2022:Q3. Supplementary leverage ratio projections only include estimates for firms subject to Category I, II, or III standards. Return to table

n/a Not applicable.

 1. Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans 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

 1. For each quarter, risk-weighted assets are calculated under the Board's standardized capital risk-based approach in 12 C.F.R. pt. 217, subpt. D. Return to table

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