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Comprehensive Capital Analysis and Review 2012 Table 1: Federal Reserve Estimates in the Supervisory Stress Scenario 19 Participating These projections not forecasts represent hypothetical of expected losses, revenues, estimates Bank Holding Companies that involve an economic outcome that is more adverse than expected. net income before taxes or capital ratios. These estimates The two minimum capital ratios presented period Q4 2011 through Q4 2013 and do not necessarily occur in the same are below are for the quarter. [this is a template, there are no ratio values provided in these tables.] Projected Capital Ratios through Q4 2013 Under the Hypothetical Supervisory Stress Scenario Stressed ratios assuming no S t r e s s e dratioswithall [beginning p r o p o s e dcapitalactions through Q4 2013 t h r o u g hQ42013 of header row:] Q4 Actual Tier 1 Common Capital Ratio (%) 2013 Minimum capital actions after Q1 2012[se fotn e](1) Minimum[endofheaderrow.] Q3 2011 Tier 1 Capital Ratio (%) Total Risk-Based Capital Ratio (%) Tier 1 Leverage Ratio (%) Tier 1 Common Capital ($B) Tier 1 Capital ($B) Total Risk-Based Capital ($B) Risk-Weighted Assets ($B) Average Total Assets ($B) Projected Losses, Revenue and Net Income before Taxes for Q4 2011 through Q4 2013 Under the Hypothetical Supervisory Stress Scenario Percent of Average Billions of Dollars Pre-Provision Net Revenue[se fotnoe](2) Assets [beginning of header row:] [end of header row.] Other Revenue[se fotnoe](3) less Provisions Realized Losses/Gains on Securities (AFS/HTM) Trading and Counterparty Losses[se fo tnoe](4) Other Losses/Gains[se fo tnoe](5) equals Net Income before Taxes Projected Loan Losses by Type of Loans for Q4 2011 through Q4 2013 Under the Hypothetical Supervisory Stress Scenario Portfolio Loss Rates (%) Loan Losses[se fotnoe](6) First Lien Mortgages [beginning of header row:] Billions of Dollars [end of header row.] Junior Liens and HELOCs Commercial and Industrial Commercial Real Estate Credit Cards Other Consumer Other Loans [footnote] (1) Assumes planned capital actions through Q1 2012, but assuming no material capital issuances from March 16 through March 31, 2012.[endoffootnote1.] [footnote] (2) Pre-Provision Net Revenue includes losses from operational risk events, mortgage put-back expenses, and OREO costs.[endoffootnote2.] [footnote] (3) Other Revenue includes one time income and (expense) items not included in Pre-Provision Net Revenue.[endoffootnote3.] [footnote] (4) Trading and Counterparty includes mark-to-market losses, changes in credit valuation adjustments (CVA) and incremental default losses.[endoffootnote4.] [footnote] (5) Other Losses/Gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair value option, and goodwill impairment charges.[endoffootnote5.] [footnote] (6) Commercial and industrial loans include small and medium enterprise loans and corporate cards. Average loan balances used to calculate portfolio loss rates exclude loans held for sale and loans held for investment under the fair value option.[endoffootnote6.] Notes: The two minimum capital ratios presented here are for the period Q4 2011 through Q4 2013 and do not necessarily occur in the same quarter. Capital actions include common dividends, common share repurchases, and common share issuance. Average balances used for profitablity ratios and portfolio loss rates are averages over the nine-quarter period. Estimates may not sum precisely due to rounding. Aggregate ratios are weighted averages. Source: Federal Reserve estimates in the Supervisory Stress scenario. Comprehensive Capital Analysis and Review 2012 Table 2: Projections for 19 Participating Bank Holding Companies Billions of Dollars These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of expected losses, revenues, net income before taxes or capital ratios.[thisisatemplate,therearenoratiovaluesprovidedinthesetables.] The Bank of [beginning of header row:] The PNC Bank of AmericaNew York Ally Financial Inc. Express Company Corporation Capital One Mellon BB&T Financial Corporation Corporation Corporation American Citigroup Inc. Fifth Third Bancorp The Goldman Sachs Group, Inc. JPMorgan Chase & Co. Morgan Keycorp MetLife, Inc. Stanley 19 Financial Regions Services Financial State Street SunTrust Participating Corporation Corporation Banks, Inc. U.S. group, Bancorp inc. Wells Fargo & Bank Holding Company Companies Projected Losses, Revenue and Net Income before Taxes for Q4 2011 through Q4 2013 Under the Hypothetical Supervisory Stress Scenario Pre-Provision Net Revenue[seefootnote](1) Other Revenue[seefootnote](2) Provisions Realized Losses/Gains on Securities (AFS/HTM) Trading and Counterparty Losses[seef o o t n o t e ] ( 3 ) Other Losses/Gains[seefootnote](4) equals Net Income before Taxes Projected Loan Losses by Type of Loans for Q4 2011 through Q4 2013 Under the Hypothetical Supervisory Stress Scenario Loan Losses[seef o o t n o t e ] ( 5 ) First Lien Mortgages Junior Liens and HELOCs Commercial and Industrial Commercial Real Estate Credit Cards Other Consumer Other Loans Portfolio Loss Rates by Type of Loans for Q4 2011 through Q4 2013 Under the Hypothetical Supervisory Stress Scenario (% of Average Balances) Loan Losses ( 5 ) First Lien Mortgages Junior Liens and HELOCs Commercial and Industrial Commercial Real Estate Credit Cards Other Consumer Other Loans Profitability Rates for Q4 2011 through Q4 2013 Under the Hypothetical Supervisory Stress Scenario (% of Average Assets) PPNR Net Income before Taxes [footnote] [footnote] [footnote] [footnote] (1) Pre-Provision Net Revenue includes losses from operational risk events, mortgage put-back expenses, and OREO costs.[endoffootnote1.] (2) Other Revenue includes one time income and (expense) items not included in Pre-Provision Net Revenue. [end of (3) Trading and Counterparty includes mark-to-market losses, changes in credit valuation adjustments (CVA) and incremental default losses.[endoffootnote3.] (4) Other Losses/Gains includes projected change in fair value of loans held for sale and loans held for investment measured under the fair value option, and goodwill impairment [footnote] (5) Commercial and industrial loans include small and medium enterprise loans and corporate cards. Average loan balances used to calculate portfolio loss rates exclude loans hel Notes: Average balances used for profitability ratios and portfolio loss rates are averages over the nine-quarter period. Estimates may not sum precisely due to rounding. Source: Federal Reserve estimates in the Supervisory Stress scenario. Comprehensive Capital Analysis and Review 2012 Table 3: Projected Capital Ratios for 19 Participating Bank Holding Companies in the Supervisory Stress Scenario These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. The two minimum capital ratios presented These estimates are not forecasts of expected losses, revenues, net income before taxes or capital below are for the period Q4 2011 through Q4 2013 and do not necessarily The Bank of Bank of [beginning of header row] Ally Financial Actual Q3 2011 Inc. Company ratios. occur in the same quarter.[thisisatemplate,therearenoratiovaluesprovidedinthesetables.] The PNC New York Capital One Mellon BB&T Corporation Corporation Financial express American Corporation The Goldman Fifth Third Citigroup Inc. Bancorp Sachs Group, America Inc. JPMorgan Chase & Co. Keycorp MetLife, Inc. 19 Financial Regions Morgan Services Financial State Street SunTrust Participating Stanley Group, Inc. Corporation Corporation Banks, Inc. Corporation Tier 1 Common Capital Ratio (%) Tier 1 Capital Ratio (%) Total Risk-Based Capital Ratio (%) Tier 1 Leverage Ratio (%) Q4 2013 Under the Hypothetical Supervisory Stress Scenario - Stressed ratios with all proposed capital actions through Q4 2013 Tier 1 Common Capital Ratio (%) Tier 1 Capital Ratio (%) Total Risk-Based Capital Ratio (%) Tier 1 Leverage Ratio (%) Minimum Capital Ratios Under the Hypothetical Supervisory Stress Scenario - Stressed ratios with all proposed capital actions through Q4 2013 Tier 1 Common Capital Ratio (%) Tier 1 Capital Ratio (%) Total Risk-Based Capital Ratio (%) Tier 1 Leverage Ratio (%) Minimum Capital Ratios Under the Hypothetical Supervisory Stress Scenario - Stressed ratios assuming no capital actions after Q1 2012[se fotnoe](1) Tier 1 Common Capital Ratio (%) Tier 1 Capital Ratio (%) Total Risk-Based Capital Ratio (%) Tier 1 Leverage Ratio (%) [footnote] (1) Assumes planned capital actions through Q1 2012, but assuming no material capital issuances from March 16 through March 31, 2012.[endoffootnote1.] Notes: The two minimum capital ratios presented here are for the period Q4 2011 through Q4 2013 and do not necessarily occur in the same quarter. Capital actions include common dividends, common share repurchases, and common share issuance. Estimates may not sum precisely due to rounding. Source: Federal Reserve estimates in the Supervisory Stress scenario. U.S. Bancorp Wells Fargo & Bank Holding Company Companies Comprehensive Capital Analysis and Review 2012 Table C.X.: Federal Reserve Estimates in the Supervisory Stress Scenario XYZ, These projections forecasts represent of expected losses, hypothetical revenues, estimates net income Inc. that involve an economic before Q4 2011 through taxes or capital outcome ratios. that is more adverse The two minimum Q4 2013 and do not necessarily capital than expected. ratios presented These estimates are not below are for the period occur in the samequarter.[thisisatemplate,therearenoratiovaluesprovidedinthesetables.] Projected Capital Ratios through Q 4 2013 U n d e r the Hypothetical Supervisory Stress Scenario Stressed ratios a s s u m i n g n o Stressedratioswithall [beginning of header row] Actual Q3 2011 proposedcapitalactions through Q4 2013 throughQ42013 Minimum Q 4 2013 capital actions after Q1 2 0 1 2[se fo tnoe](1) M i n i m u m[endofheaderrow.] Tier 1 C o m m o n Capital Ratio (%) Tier 1 Capital Ratio (%) Total Risk-Based Capital Ratio (%) Tier 1 L e v e r a g e Ratio (%) Projected Losses, Revenue and Net Income before Taxes for Q 4 2011 through Q 4 2013 U n d e r the Hypothetical Supervisory Stress Scenario P e r c e n t of Average Billions of Pre-Provision N e t R e v e n u e[seefootnote](2) Dollars Assets [beginning of header row:] [end of header row.] O t h e r R e v e n u e[seefootnote](3) less Provisions Realized Losses/Gains on Securities ( A F S / H T M ) T r a d i n g a n d C o u n t e r p a r t y Losses[seefootnote](4) O t h e r Losses/Gains[seefootnote](5) equals Net Income before Taxes Projected Loan Losses by Type of Loans for Q 4 2011 through Q 4 2013 U n d e r the Hypothetical Supervisory Stress Scenario Portfolio Loss Rates (%) row.] [end of header [beginning of header row:] Billions of Loan Losses[seefootnote](6) Dollars First Lien Mortgages Junior Liens and H E L O C s C o m m e r c i a l and Industrial C o m m e r c i a l Real E s t a t e Credit Cards Other C o n s u m e r Other Loans [footnote] (1) A s s u m e s planned capital actions through Q1 2 0 1 2 , b u t a s s u m i n g no material capital issuances f r o m M a r c h 16 through M a r c h 3 1 , 2 0 1 2 .[endoffootnote1.] [footnote] (2) Pre-Provision N e t R e v e n u e includes losses f r o m operational risk e v e n t s , mortgage put-back e x p e n s e s , and OREO costs.[endoffootnote2.] [footnote] (3) O t h e r R e v e n u e includes o n e t i m e income and (expense) items not included in Pre-Provision N e t R e v e n u e .[endoffootnote3.] [footnote] (4) T r a d i n g a n d C o u n t e r p a r t y includes mark-to-market losses, changes in credit v a l u a t i o n a d j u s t m e n t s (CVA) a n d incremental default losses.[endoffootnote4.] [footnote] (5) O t h e r Losses/Gains includes p r o j e c t e d change in fair v a l u e of loans held for sale a n d loans held for i n v e s t m e n t m e a s u r e d under the fair v a l u e o p t i o n , and goodwill i m p a i r m e n t charges.[endoffootnote5.] [footnote] (6) C o m m e r c i a l a n d industrial loans include small a n d m e d i u m e n t e r p r i s e loans a n d c o r p o r a t e cards. A v e r a g e loan balances used to calculate portfolio loss rates exclude loans held for sale and loans held for i n v e s t m e n t under the fair v a l u e o p t i o n .[endoffootnote6.] N o t e s : T h e t w o m i n i m u m capital ratios presented here a r e for t h e period Q 4 2 0 1 1 through Q 4 2 0 1 3 and do not necessarily occur in the s a m e q u a r t e r . Capital actions include c o m m o n dividends, c o m m o n s h a r e r e p u r c h a s e s , a n d c o m m o n share issuance. Average balances used for profitablity ratios a n d portfolio loss rates a r e averages over the nine-quarter period. E s t i m a t e s m a y not s u m precisely due to rounding. S o u r c e : F e d e r a l Reserve e s t i m a t e s in t h e Supervisory Stress s c e n a r i o .