32
Non-GAAP Financial Measures
March 31,
December 31,
September 30,
June 30,
March 31,
(Dollars in Millions, Unaudited)
2015
2014
2014
2014
2014
Total equity
$44,965
$44,168
$43,829
$43,386
$42,743
Preferred stock
(4,756)
(4,756)
(4,756)
(4,756)
(4,756)
Noncontrolling interests
(688)
(689)
(688)
(686)
(689)
Goodwill (net of deferred tax liability) (1)
(8,360)
(8,403)
(8,503)
(8,548)
(8,352)
Intangible assets, other than mortgage servicing rights
(783)
(824)
(877)
(925)
(804)
Tangible common equity (a)
30,378
29,496
29,005
28,471
28,142
Tangible common equity (as calculated above)
30,378
29,496
29,005
28,471
28,142
Adjustments (2)
158
172
187
224
239
Common equity tier 1 capital estimated for the Basel III fully
implemented standardized and advanced approaches (b)
30,536
29,668
29,192
28,695
28,381
Total assets
410,233
402,529
391,284
389,065
371,289
Goodwill (net of deferred tax liability) (1)
(8,360)
(8,403)
(8,503)
(8,548)
(8,352)
Intangible assets, other than mortgage servicing rights
(783)
(824)
(877)
(925)
(804)
Tangible assets (c)
401,090
393,302
381,904
379,592
362,133
Risk-weighted assets, determined in accordance with
prescribed regulatory requirements (d)
327,709
317,398
311,914
309,929
302,841
Adjustments (3)
3,153
11,110
12,837
12,753
13,238
Risk-weighted assets estimated for the Basel III fully
implemented standardized approach
(e) 330,862
328,508
324,751
322,682
316,079
Risk-weighted assets, determined in accordance with
prescribed transitional advanced approaches regulatory
requirements 254,892
248,596
243,909
241,929
Adjustments (4)
3,321
3,270
3,443
3,383
Risk-weighted assets estimated for the Basel III fully
implemented advanced approaches
(f) 258,213
251,866
247,352
245,312
Ratios
Tangible common equity to tangible assets (a)/(c)
7.6
%
7.5
%
7.6
%
7.5
%
7.8
%
Tangible common equity to risk-weighted assets (a)/(d)
9.3
9.3
9.3
9.2
9.3
Common equity tier 1
capital to risk-weighted assets estimated for the Basel III
fully implemented standardized approach (b)/(e) 9.2
9.0
9.0
8.9
9.0
Common equity tier 1 capital to risk-weighted assets estimated for
the Basel III fully implemented advanced approaches (b)/(f)
11.8
11.8
11.8
11.7
(1) Includes goodwill related to certain investments in unconsolidated
financial institutions per prescribed regulatory requirements.
(2) Includes net losses on cash flow hedges included in accumulated
other comprehensive income and other adjustments. (3) Includes
higher risk-weighting for unfunded loan commitments, investment securities, residential mortgages, mortgage servicing rights and other adjustments.
(4)
Primarily reflects higher risk-weighting for mortgage servicing
rights. |