Large Bank Examination Workshop February 2026

DFA and Capital Modifications to risk-weighting for certain assets, consistent with Dodd-Frank Section 939A, including: 1. Residential mortgage exposures 2. High volatility commercial real estate 3. Past due assets 4. Securitization exposures (MBS, ABS, CDO, CLO, etc.) 5. Other Assets Effective Date was January 1, 2015

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Dodd-Frank Act Stress Testing • FRB requires annual supervisory stress tests to assess the potential impact of various hypothetical economic scenarios on the earnings, losses and regulatory capital of certain large U.S. BHCs over nine quarters  Projects each BHC’s balance sheet, net income, and resulting post-stress capital levels, regulatory capital ratios, and a Tier 1 Common risk-based capital ratio under three scenarios (baseline, adverse and severely adverse)

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