Requirements for Domestic and Foreign Banking Organizations*

Category I Category II Category III Category IV Other Firms

U.S. GSIBs ≥ $700b Total Assets or ≥ $250b Total Assets or Other firms with $100b to $50b to $100b Total Assets ≥ $75b in Cross- ≥ $75b in nonbank assets, $250b Total Assets Jurisdictional Activity wSTWF, or off-balance sheet exposure

TLAC/Long-term debt

Stress Testing • Annual company-run stress testing • Annual supervisory stress Stress Testing testing • Annual company-run stress Stress Testing • Annual capital plan testing • Company-run stress testing Capital submission • Annual supervisory stress every other year Risk-Based Capital testing • Annual supervisory stress • GSIB surcharge • Annual capital plan testing Stress Testing • • Advanced approaches submission • Annual capital plan Supervisory stress testing • Countercyclical Buffer Risk-Based Capital submission (two-year cycle) • • No opt-out of AOCI capital • Advanced approaches Risk-Based Capital Annual capital plan impact • Countercyclical Buffer • Countercyclical Buffer submission • No opt-out of AOCI capital • Allow opt-out of AOCI Risk-Based Capital Risk-Based Capital Leverage capital impact capital impact • Allow opt-out of AOCI • Allow opt-out of AOCI • Enhanced supplementary Leverage capital Leverage capital capital impact capital impact leverage ratio • Supplementary leverage • Supplementary leverage Leverage capital Leverage capital Ratio ratio Single-counterparty credit SCCL SCCL lim its (SCCL) • BHC/IHC level SCCL • BHC/IHC level SCCL SCCL SCCL SCCL • BHC/IHC level SCCL • • • FBOs: Meet home country • FBOs: Meet home country FBOs: Meet home country FBOs: Meet home country • FBOs: Meet home country requirement requirement requirement if global requirement if global requirement assets≥$250B assets≥$250B

Standardized Standardized Standardized • Standardized Liquidity If wSTWF < $75b: • Full daily LCR (100%) • Full daily LCR (100%) • If wSTWF < $50b: No (Holding Reduced daily LCR and • Proposed full daily NSFR† • Proposed full daily NSFR† LCR Company) NSFR† (85%) (100%) (100%) • If wSTWF ≥ $75b: Full • If wSTWF ≥ $50b: daily LCR and proposed Reduced monthly LCR and NSFR† (100%) proposed NSFR† (70%)

Reporting Reporting Reporting • If wSTWF < $75b: Report • Report FR 2052a daily • Report FR 2052a daily FR 2052a monthly • If wSFWF ≥ $75b: Report Liquidity FR 2052a daily Reporting (Combined • Report FR 2052a monthly U.S. Operation) Internal Internal Internal Internal • Liquidity stress tests • Liquidity stress tests • Liquidity stress tests • Liquidity stress tests (monthly) (monthly) (monthly) (quarterly) • Liquidity risk management • Liquidity risk management • Liquidity risk management • Tailored liquidity risk management Holding U.S. IHC Requirem ent U.S. IHC Requirem ent U.S. IHC Requirem ent U.S. IHC Requirem ent U.S. IHC Requirem ent Company ______* Certain requirements for a foreign bank are determined by the risk profile of its intermediate holding company, whereas other requirements are determined by the risk profile of the firm’s combined U.S. operations. Capital and standardized liquidity standards are determined by the risk profile of the intermediate holding company and other standards are determined by the risk profile of the firm’s combined U.S. operations. Other foreign banks with limited U.S. presence and global assets of $100 billion or more would be subject to certain minimum standards.† The proposed net stable funding ratio (NSFR) rule will not be finalized as a result of the tailoring final rule. Glossary: wSTWF – weighted short-term wholesale funding; HCs –bank, savings and loan, or intermediate holding company; CUSO – combined U.S. operations; AOCI – accumulated other comprehensive income; CCAR – Comprehensive Capital Analysis and Review; LCR – liquidity coverage ratio.

Page 1 of 2 List of Domestic Firms by Projected Category (based on estimated data) ǂ1 Category I Category II Category III Category IV Other firms

≥ $700b Total Assets or ≥ $250b Total Assets or Other firms with $100b to U.S. GSIBs $50b to $100b Total Assets ≥ $75b in Cross-Jurisdictional ≥ $75b in NBA, wSTWF, or $250b Total Assets Activity Off-balance sheet exposure

Ally Financial American Express Bank of America BB&T Corp. Bank of New York Mellon Citizens Financial Comerica Inc. Citigroup Capital One Discover CIT Group Inc. U.S. Domestic Goldman Sachs Charles Schwab Fifth Third Northern Trust E*TRADE Financial Banking Org. JPMorgan Chase PNC Financial Huntington NY Community Bancorp Morgan Stanley U.S. Bancorp KeyCorp Silicon Valley Bank State Street M&T Bank Wells Fargo Regions Financial SunTrust Inc. Synchrony Financial

2 List of Foreign Firms by Projected Category (standards vary by legal entity) Category I Category II Category III Category IV Other firms

≥ $700b Total Assets or ≥ $250b Total Assets or Other firms with $100b to U.S. GSIBs $50b to $100b Total Assets ≥ $75b in Cross-Jurisdictional ≥ $75b in NBA, wSTWF, or $250b Total Assets Activity Off-balance sheet exposure

Barclays* Credit Suisse Bank of Montreal Intermediate Deutsche Bank BNP Paribas Holding BBVA Company HSBC MUFG Toronto-Dominion Royal Bank of Canada UBS Santander

Banco Santander Bank of Nova Scotia HSBC Canadian Imperial Bank of Montreal Combined Barclays Mizuho Crédit Agricole Credit Suisse BBVA U.S. Royal Bank of Canada I & C bank of China Deutsche Bank BNP Paribas Operations Toronto-Dominion Norinchukin MUFG BPCE UBS Rabobank Société Genéralé Sumitomo Mitsui

ǂ Projected categories are based on data for Q1 2019. Actual categories would be based on 4-quarter averages. For certain measures for foreign banks, conservative assumptions were used to estimate incomplete data. * Identifies firms that would be subject to Category III standards with weighted short-term wholesale funding of more than $75 billion. Firms subject to Category III standards with weighted short-term wholesale funding of $75 billion or more would be subject to full standardized liquidity requirements.

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