Form FR Y-14A FR Y-14A Operational Risk Form

FR Y-14A Schedule E - Operational Risk

Institution Name:
RSSD ID:
Source:
Submission Date (MM/DD/YYYY):

BHC or IHC

FR Y-14A Schedule E.1 - Legal Reserves Reporting

Annual Reporting of Legal Reserves

a. For each year in the chart below, report the total dollar value of the institution’s legal reserve balance, representing the total legal reserve balance that was included on the institution’s financial statements for the as-of quarter. The BHC’s
or IHC's initial submission should contain annual legal reserve balances from Q4 of the as-of reporting quarter as well as Q4 from the prior four years.

Total Legal Reserve Balance
Year

Total Legal Reserves:

$ Balance (Millions)

As-of Q4

CAORW923

Q4 - HY1

CAORW924

Q4 - HY2

CAORW925

Q4 - HY3

CAORW926

Q4 - HY4

CAORW927

*HY = Historical Year

b. Legal Reserves Pertaining to Repurchase Litigation (Voluntary): For the as-of quarter, on a voluntary basis, report the total dollar value of the institution’s legal reserves pertaining to repurchase litigation which was
included on the institution’s financial statements as part of the total legal reserve for the as-of quarter. Also please report the subset of this amount which is related only to contractual Representation and Warranty
(R&W) claims (excluding any amounts set aside for damages, penalties, etc).

Total Repurchase Litigation Reserve Balance
As of Quarter
Voluntary Reporting of Legal Reserves Pertaining to Repurchase Litigation:

Q4

$ Balance (Millions)
CAORW928

Repurchase Litigation Reserve
Balance related only to
contractual R&W claims
$ Balance (Millions)
CAORW929

FR Y-14A Schedule E.2 - Material Operational Risk Identification

Material Operational Risk Identification

List all material operational risks identified within the firm, the risk segments in which each risk appears and the loss projection amount for each risk/risk segment combination. Add additional rows when necessary.

Material Operational Risks
Material Operational Risks included in the firm's loss projections:

…
Material Operational Risks excluded from the firm's loss projections:

…

Risk Name

Risk Segment

BHC Baseline Projection Amount - BHC Stress Projection Amount 9 Quarter Loss Projection
9 Quarter Loss Projection

FR Y-14A Schedule E.3 - Operational Risk Scenarios
Operational Risk Scenarios
Firm name:
Operational Risk Scenario Name

What percentage of the operational loss estimates were generated using scenarios?
Total number of operational risk scenarios used in loss projections

Operational Risk BHC
Baseline 9 Quarter
Projection
0
0
0
0
0
0

Operational Risk BHC
Stress 9 Quarter
Projection
0
0
0
0
0
0

%
0

%
0

Methodology for Applying Operational Risk
Scenario Results