Appendix B: Sample Peer Group Average Report

This appendix presents sample
pages of the Peer Group Average
Report which is produced for Peer
Groups 1 through 5 (refer to page 2-2
for a description of each peer group).
Definitions of ratios contained in this
report are, for the most part, identi­
cal to those that appear in individual
BHCPRs and are found in Section 3
of this manual.

BHCPR User’s Guide • March 2007

B-1

BHCPR PEER GROUP DATA

Number of BHCs in Peer Group
EARNINGS AND PROFITABILITY
-------------------------PERCENT OF AVERAGE ASSETS:
Net Interest Income (TE)
+ Non-interest Income
- Overhead Expense
- Provision for Losses
+ Securities Gains (Losses)
+ Other Tax Equiv Adjustments
= Pretax Net Oper Income (TE)
Net Operating Income
Net Income
Net Income (Sub S Adjusted)
PERCENT OF AVG EARNING ASSETS:
Interest Income (TE)
Interest Expense
Net Interest Income (TE)
LOSSES, ALLOW, AND PAST DUE+NONACCR:
Net Ln&Ls Losses/Avg Loans & Leases
Earnings Coverage of Net Losses (X)
Ln&Ls Allowance/Total Loans & Leases
Nonaccr Lns&Ls+RE Acq/Lns&Ls+RE Acq
30-89 Days Past Due Loans and Leases
LIQUIDITY AND FUNDING:
Net Noncore Funding Dependence
Net ST Noncore Funding Dependence
Net Loans and Leases/Total Assets
CAPITALIZATION:
Tier 1 Leverage Ratio
Equity Capital/Total Assets
Net Loans&Ls/Equity Capital (X)
Cash Dividends/Net Income
Cash Dividends/Net Income (Sub S Adjusted)
Retained Earnings/Avg Equity Cap
PARENT COMPANY RATIOS:
Short-Term Debt/Equity Capital
Long-Term Debt/Equity Capital
Equity Investment in Subs/Equity Cap
Cash FR Oper+Noncash+Op Exp/Op Exp+Div

B-2

SUMMARY RATIOS
PEER GROUP 01
MM/DD/YYYY
---------67

PAGE 1
MM/DD/YYYY
---------66

MM/DD/YYYY
---------68

MM/DD/YYYY
---------69

MM/DD/YYYY
---------66

2.99
1.91
3.01
0.17
0.02
0.00
1.71
1.11
1.11
N/A

3.09
2.00
3.04
0.13
0.00
0.00
1.87
1.20
1.23
N/A

3.09
1.91
2.97
0.15
-0.01
0.00
1.83
1.18
1.21
N/A

3.08
2.04
3.06
0.15
0.01
0.00
1.93
1.25
1.26
N/A

3.16
2.13
3.24
0.18
0.03
0.00
1.94
1.26
1.28
N/A

6.77
3.43
3.33

6.20
2.76
3.45

6.60
3.16
3.42

5.65
2.21
3.44

5.01
1.48
3.54

0.24
15.68
1.11
0.60
0.75

0.21
21.81
1.13
0.51
0.64

0.23
33.33
1.11
0.57
0.81

0.28
22.75
1.13
0.48
0.69

0.35
18.87
1.28
0.58
0.64

37.73
23.63
63.18

36.73
23.05
62.05

37.53
23.42
62.64

37.84
23.54
60.09

35.51
19.41
59.70

7.67
9.25
7.02
38.81
N/A
7.15

7.52
8.98
7.03
32.35
N/A
8.97

7.89
9.22
6.97
36.79
N/A
8.58

7.44
8.88
6.97
39.51
N/A
8.47

7.57
9.05
6.80
33.11
N/A
9.27

3.13
12.03
111.14
137.44

3.18
12.43
108.92
121.69

3.12
11.77
110.23
134.43

2.55
12.45
108.78
147.51

3.47
12.04
109.21
136.30

BHCPR User’s Guide • March 2007

BHCPR PEER GROUP DATA
PERCENT OF AVERAGE ASSETS
------------------------Interest Income (TE)
Less: Interest Expense
Equals: Net Interest Income (TE)
Plus: Non-Interest Income
Equals: Adj Operating Income (TE)
Less: Overhead Expense
Less: Provision for Loan and Lease Losses
Plus: Realized G/L on HTM Sec
Plus: Realized G/L on AFS Sec
Plus: Other Tax Equiv Adjustments
Equals: Pretax Net Oper Inc (TE)

RELATIVE INCOME STATEMENT AND MARGIN ANALYSIS
PEER GROUP 01
MM/DD/YYYY
MM/DD/YYYY
MM/DD/YYYY
---------------------------6.10
5.57
5.95
3.08
2.47
2.85
2.99
3.09
3.09
1.91
2.00
1.91
4.93
5.05
4.98
3.01
3.04
2.97
0.17
0.13
0.15
0.00
0.00
0.00
0.02
0.00
-0.01
0.00
0.00
0.00
1.71
1.87
1.83

PAGE 2
MM/DD/YYYY
---------5.07
1.98
3.08
2.04
5.14
3.06
0.15
0.00
0.01
0.00
1.93

MM/DD/YYYY
---------4.46
1.32
3.16
2.13
5.31
3.24
0.18
0.00
0.03
0.00
1.94

Less: Applicable Income Taxes (TE)
Less: Minority Interest
Equals: Net Operating Income

0.59
0.01
1.11

0.65
0.01
1.20

0.63
0.01
1.18

0.67
0.01
1.25

0.67
0.01
1.26

Plus: Net Extraordinary Items
Equals: Net Income
Memo: Net Income (Last Four Qtrs)
MARGIN ANALYSIS:
Avg Earning Assets / Avg Assets
Avg Int-Bearing Funds / Avg Assets
Int Income (TE) / Avg Earning Assets
Int Expense / Avg Earning Assets
Net Int Inc (TE) / Avg Earn Assets

0.00
1.11
1.16

0.00
1.23
1.24

0.01
1.21
1.21

0.00
1.26
1.26

0.00
1.28
1.30

90.07
76.23
6.77
3.43
3.33

89.81
75.13
6.20
2.76
3.45

90.18
75.81
6.60
3.16
3.42

89.84
74.48
5.65
2.21
3.44

89.69
73.82
5.01
1.48
3.54

YIELD OR COST:
Total Loans and Leases (TE)
Interest-Bearing Bank Balances
Fed Funds Sold & Reverse Repos
Trading Assets
Total Earning Assets

7.37
5.07
5.31
3.27
6.70

6.78
3.83
4.44
2.85
6.12

7.24
5.07
5.08
2.87
6.53

6.23
3.49
3.24
2.47
5.58

5.48
2.01
1.49
3.33
4.94

Investment Securities (TE)
U.S. Treasury & Agency Sec (excl MBS)
Mortgage-Backed Securities
All Other Securities

5.23
6.82
4.99
7.22

4.75
4.11
4.53
7.39

4.95
4.48
4.70
8.27

4.42
3.64
4.31
7.48

4.19
3.24
4.17
7.01

Interest-Bearing Deposits
Time Deposits of $100K or More
Time Deposits < $100K
Other Domestic Deposits
Foreign Deposits

3.55
4.71
4.39
2.50
4.46

2.73
3.89
3.45
1.88
3.71

3.22
4.44
3.99
2.26
4.23

2.13
3.09
2.90
1.41
2.79

1.33
2.16
2.42
0.79
1.39

Fed Funds Purchased and Repos
Other Borrowed Funds & Trading Liab
All Interest-Bearing Funds

4.77
4.75
4.06

4.10
4.04
3.30

4.53
4.52
3.77

3.10
3.51
2.64

1.47
2.91
1.82

BHCPR User’s Guide • March 2007

B-3

BHCPR PEER GROUP DATA

Avg Personnel Exp Per Employee ($000)
Avg Assets per Employee ($000)
ANALYSIS RATIOS
--------------Mutual Fund Fee Inc / Non-Int Income

NON-INTEREST INCOME AND EXPENSES
PEER GROUP 01
MM/DD/YYYY
MM/DD/YYYY
----------------------20
19
5,238
4,915

Overhead Exp / NII + Non-Int Income
PERCENT OF AVERAGE ASSETS:
Total Overhead Expense
Personnel Expense
Net Occupancy Expense
Other Operating Expenses
Overhead Less Non-Interest Income
PERCENT OF ADJUSTED OPERATING INCOME (TE):
Total Overhead Expense
Personnel Expense
Net Occupancy Expense
Other Operating Expenses
Total Non-Interest Income
Fiduciary Activities Income
Serv Charges on Deposit Accts - Domestic
Trading Revenue
Investment Banking Fees & Commissions
Venture Capital Revenue
Net Servicing Fees
Net Securitization Income
Insurance Activities Revenue
Net Gain (Loss) - Sales Loans, OREO, Oth
Other Non-Interest Income
Overhead Less Non-Interest Income
TAX RATIOS:
Appl Inc Taxes/Pretax NOI (TE)
Appl Inc Tax+TE/Pretax NOI+TE

B-4

PAGE 3
MM/DD/YYYY
-----------74
5,056

MM/DD/YYYY
-----------73
4,727

MM/DD/YYYY
-----------68
4,581

3.51

3.80

3.54

4.02

4.37

61.98

61.49

60.94

60.58

61.78

3.01
1.65
0.41
0.92

3.04
1.69
0.41
0.93

2.97
1.61
0.40
0.94

3.06
1.65
0.42
0.98

3.24
1.65
0.43
1.10

1.06

1.04

1.03

0.95

1.01

61.29
33.36
8.31
19.14

60.69
33.08
8.22
18.95

60.19
32.05
8.03
19.46

59.87
31.93
8.03
19.59

61.19
31.43
8.10
20.55

36.89
4.60
6.81
1.32
3.09
0.17
0.72
0.31
1.33
1.38
11.31

37.48
4.88
7.15
1.39
3.15
0.16
1.19
0.26
1.68
1.20
10.35

36.23
4.66
6.77
1.15
2.97
0.19
0.76
0.33
1.43
1.36
10.80

38.15
5.19
7.26
1.03
3.72
0.18
1.12
0.24
1.49
1.60
10.84

39.49
3.61
7.62
1.05
4.06
0.18
0.99
0.29
1.84
1.52
11.04

23.67

22.18

22.88

21.28

21.04

30.95
34.39

31.25
35.05

30.56
34.16

31.62
34.64

31.18
34.68

BHCPR User’s Guide • March 2007

BHCPR PEER GROUP DATA
PERCENT OF TOTAL ASSETS
----------------------Real Estate Loans
Commercial and Industrial Loans
Loans to Individuals
Loans to Depository Institutions
Agricultural Loans
Other Loans and Leases
Net Loans and Leases
Debt Securities Over 1 Year
Mutual Funds and Equity Securities
Subtotal
Interest-Bearing Bank Balances
Federal Funds Sold & Reverse Repos
Debt Securities 1 Year or Less
Trading Assets
Total Earning Assets
Non-Int Cash and Due From Dep Inst
Other Real Estate Owned
All Other Assets
MEMORANDA:
Short-Term Investments
U.S. Treasury Securities
U.S. Agency Securities (excl MBS)
Municipal Securities
Mortgage-Backed Securities
Asset-Backed Securities
Other Debt Securities
RE Loans Secured by 1-4 Family
Revolving
Closed-End, Sec by First Liens
Closed-End, Sec by Junior Liens
Commercial Real Estate Loans
Construction and Land Dev
Multifamily
Nonfarm Nonresidential
RE Loans Secured by Farmland
LOAN MIX, % OF GROSS LOANS & LEASES:
Real Estate Loans
RE Loans Secured by 1-4 Family
Revolving
Closed-End
Commercial Real Estate Loans
Construction and Land Dev
Multifamily
Nonfarm Nonresidential
RE Loans Secured by Farmland
Loans to Depository Institutions
Commercial and Industrial Loans
Loans to Individuals
Credit Card Loans
Agricultural Loans
Loans to Foreign Govts and Inst
Other Loans and Leases

BHCPR User’s Guide • March 2007

PERCENT COMPOSITION OF ASSETS AND LOAN MIX
PEER GROUP 01
MM/DD/YYYY
MM/DD/YYYY
MM/DD/YYYY
---------------------------40.18
38.74
39.86
12.32
11.72
11.89
5.45
5.67
5.36
0.08
0.10
0.11
0.22
0.20
0.21
3.10
3.39
3.16
63.18
62.05
62.64
13.51
16.36
13.87
0.21
0.22
0.26
77.74
80.34
77.53
0.61
0.65
0.55
3.36
2.39
2.68
2.76
1.95
3.12
1.51
1.20
1.15
88.40
88.22
88.09
2.07
2.37
2.38
0.06
0.05
0.06
9.40
9.29
9.34

PAGE 4
MM/DD/YYYY
---------37.12
11.37
5.62
0.11
0.20
3.45
60.09
17.30
0.24
79.60
0.69
2.18
1.65
1.51
87.92
2.74
0.04
9.23

MM/DD/YYYY
---------36.78
10.79
5.97
0.16
0.20
3.31
59.70
18.70
0.31
80.29
0.79
2.13
1.54
1.50
88.42
2.24
0.05
9.23

7.79
0.20
3.04
1.11
9.65
0.22
0.58
16.63
3.84
10.74
1.72
21.19
7.64
1.41
11.29
0.24

5.81
0.55
3.32
0.89
11.00
0.24
0.78
18.01
4.43
11.78
1.47
18.42
6.12
1.27
10.30
0.22

8.04
0.32
3.46
1.07
9.67
0.22
0.60
16.64
3.86
10.76
1.67
20.92
7.45
1.55
11.02
0.23

5.73
0.46
3.19
0.89
11.62
0.25
0.74
17.72
4.51
11.62
1.38
17.20
5.51
1.21
9.86
0.21

5.43
0.58
3.56
0.83
12.02
0.32
0.82
18.10
4.65
11.74
1.16
15.68
4.30
1.33
9.46
0.21

61.76
26.56
5.84
20.25
31.91
11.33
2.18
16.97
0.36
0.15
19.39
8.77
1.17
0.33
0.00
6.04

60.46
28.70
6.84
21.39
28.44
9.35
2.03
15.81
0.33
0.18
18.84
9.26
1.11
0.32
0.01
6.95

62.02
26.62
5.88
20.26
31.95
11.10
2.45
16.63
0.34
0.18
18.83
8.68
1.18
0.33
0.01
6.18

60.26
29.55
7.07
21.94
27.42
8.61
2.00
15.76
0.31
0.21
18.76
9.50
1.33
0.32
0.01
7.23

60.42
28.88
7.36
20.82
26.07
7.02
2.28
15.87
0.31
0.39
17.76
10.26
1.48
0.32
0.01
6.29

B-5

BHCPR PEER GROUP DATA
PERCENT OF TOTAL ASSETS
----------------------Short-Term Investments
Liquid Assets
Investment Securities
Net Loans and Leases
Net Lns, Ls & Stdby Ltrs of Credit
Core Deposits
Noncore Funding
Time Deposits of $100K or More
Foreign Deposits
Fed Funds Purchased and Repos
Net Fed Funds Purchased (Sold)
Commercial Paper
Oth Borrowings W/Rem Mat 1 Yr or Less
Earning Assets Repr in 1 Year
Int-Bearing Liab Repr in 1 Year
Long-Term Debt Repr in 1 Year
Net Assets Repriceable in 1 Year

PAGE 5
MM/DD/YYYY
---------8.04
22.46
18.55
62.64
65.81
48.23
36.07
11.73
2.70
7.73
4.92
0.41

MM/DD/YYYY
---------5.73
23.88
20.03
60.09
63.42
49.27
34.97
9.23
2.55
8.72
5.91
0.38

MM/DD/YYYY
---------5.43
24.17
21.17
59.70
62.92
48.79
33.37
7.71
2.72
8.39
5.47
0.39

3.47
43.63
22.02
2.35
17.23

3.41
44.15
19.30
2.19
21.04

3.45
44.16
22.38
2.14
18.21

3.62
43.89
17.46
2.13
22.38

3.64
41.75
14.06
2.30
23.95

37.73
23.63
28.01
-4.50
98.29
159.98
-0.42
-1.34
-0.05

36.73
23.05
23.86
-0.44
97.02
147.13
-1.17
-4.57
-0.18

37.53
23.42
26.52
-3.24
97.36
156.40
-0.59
-1.93
-0.07

37.84
23.54
23.69
1.73
97.40
146.08
-0.69
-3.10
-0.14

35.51
19.41
28.10
5.74
103.28
154.08
0.01
0.54
-0.05

PERCENT OF INVESTMENT SECURITIES:
Held-To-Maturity Securities
Available-For-Sale Securities
U.S. Treasury Securities
U.S. Agency Securities (excl MBS)
Municipal Securities
Mortgage-Backed Securities
Asset-Backed Securities
Other Debt Securities
Mutual Funds and Equity Securities

7.45
92.55
1.53
16.27
6.52
61.10
1.50
4.29
1.59

8.86
91.14
3.54
16.60
4.46
60.30
1.58
4.54
1.41

7.53
92.47
2.12
17.98
5.90
59.07
1.46
3.96
1.72

8.21
91.79
2.93
15.52
4.29
60.53
1.64
4.62
1.59

7.38
92.62
3.33
16.80
3.91
59.40
1.71
5.01
1.81

Debt Securities 1 Year
Debt Securities 1 To 5
Debt Securities Over 5
Pledged Securities
Structured Notes, Fair

15.70
19.45
59.54
62.09
0.22

11.04
21.39
63.62
58.67
0.26

16.46
21.65
56.12
61.97
0.20

10.24
22.50
62.90
59.46
0.27

7.66
23.40
64.40
57.43
0.38

OTHER LIQUIDITY AND FUNDING RATIOS:
Net Noncore Funding Dependence
Net ST Noncore Funding Dependence
Short-Term Inv/ST Noncore Funding
Liq Asts-ST Noncore Fndg/Nonliq Asts
Net Loans and Leases/Total Deposits
Net Loans and Leases/Core Deposits
Held-To-Mat Sec Appr(Depr)/T1 Cap
Avail-For-Sale Sec Appr(Depr)/T1 Cap
Struct Notes Appr(Depr)/T1 Cap

B-6

LIQUIDITY AND FUNDING
PEER GROUP 01
MM/DD/YYYY
MM/DD/YYYY
------------------7.79
5.81
21.57
22.86
17.03
19.32
63.18
62.05
66.39
65.36
48.35
49.93
35.95
34.34
11.47
9.84
2.54
2.36
7.46
8.14
4.32
5.42
0.45
0.46

or Less
Years
Years
Value

BHCPR User’s Guide • March 2007

BHCPR PEER GROUP DATA
ANALYSIS RATIOS
--------------Provision for Ln&Ls Losses/Avg Assets
Provision for Ln&Ls Losses/Avg Lns&Ls
Provision for Ln&Ls Losses/Net Losses

ALLOWANCE AND NET LOAN AND LEASE LOSSES
PEER GROUP 01
MM/DD/YYYY
MM/DD/YYYY
MM/DD/YYYY
---------------------------0.17
0.13
0.15
0.28
0.21
0.25
117.64
98.42
109.77

PAGE 6
MM/DD/YYYY
---------0.15
0.26
94.06

MM/DD/YYYY
---------0.18
0.32
97.31

Ln&Ls Allowance/Total Loans & Leases
Ln&Ls Allowance/Net Ln&Ls Losses (X)
ALLL/Nonaccrual Assets
Ln&Ls Allow/90+ Days PD+Nonaccr Ln&Ls

1.11
7.53
318.93
224.66

1.13
9.33
342.49
245.12

1.11
11.75
330.96
231.67

1.13
8.01
349.71
249.50

1.28
6.86
282.98
227.94

Gross Ln&Ls Losses/Avg Loans & Leases
Recoveries/Avg Loans and Leases
Net Losses/Avg Loans and Leases
Write-downs, Trans Lns HFS/Avg Lns&Ls
Recoveries/Prior Year-End Losses
Earnings Coverage of Net Losses (X)

0.33
0.09
0.24
0.00
7.37
15.68

0.30
0.10
0.21
0.00
7.79
21.81

0.33
0.10
0.23
0.00
31.82
33.33

0.38
0.11
0.28
0.00
30.96
22.75

0.48
0.12
0.35
0.00
25.00
18.87

NET LOAN AND LEASE LOSSES BY TYPE
--------------------------------Real Estate Loans
RE Loans Secured By 1-4 Family
Revolving
Closed-End
Commercial Real Estate Loans
Construction and Land Dev
Multifamily
Nonfarm Nonresidential
RE Loans Secured by Farmland

0.09
0.12
0.18
0.10
0.04
0.05
0.00
0.03
-0.04

0.07
0.08
0.11
0.07
0.02
0.01
0.01
0.03
-0.01

0.08
0.09
0.12
0.08
0.04
0.03
0.02
0.04
0.04

0.06
0.08
0.07
0.07
0.03
0.01
0.02
0.04
0.01

0.07
0.08
0.08
0.08
0.05
0.04
0.02
0.06
0.06

Commercial and Industrial Loans
Loans to Depository Institutions

0.24
0.00

0.17
0.00

0.26
-0.01

0.26
0.00

0.39
-0.02

Loans to Individuals
Credit Card Loans

1.25
3.26

1.02
2.86

1.08
1.79

1.26
3.03

1.44
22.98

0.03
-0.44
0.15

0.02
-0.42
0.24

0.00
-0.13
0.22

0.06
0.00
0.41

0.25
0.00
0.26

Agricultural Loans
Loans to Foreign Governments & Inst
Other Loans and Leases

BHCPR User’s Guide • March 2007

B-7

BHCPR PEER GROUP DATA
PERCENT OF LOANS AND LEASES
--------------------------30-89 Days PD Loans and Leases
90+ Days PD Loans and Leases
Nonaccrual Loans and Leases

PAGE 7
MM/DD/YYYY
---------0.81
0.15
0.50

MM/DD/YYYY
---------0.69
0.16
0.42

MM/DD/YYYY
---------0.64
0.15
0.50

90+ Days PD and Nonaccrual Loans and Leases

0.69

0.61

0.68

0.60

0.67

30-89 Days PD Restructured
90+ Days PD Restructured
Nonaccrual Restructured

0.00
0.00
0.01

0.00
0.00
0.01

0.00
0.00
0.00

0.00
0.00
0.00

0.00
0.00
0.01

PERCENT OF LNS&LS + OTHER ASSETS
30+ DAYS PAST DUE AND NONACCRUAL
-------------------------------30-89 Days Past Due Assets
90+ Days Past Due Assets
Nonaccrual Assets
30+ Days PD & Nonaccrual Assets

0.75
0.14
0.51
1.45

0.65
0.14
0.44
1.27

0.81
0.15
0.50
1.50

0.69
0.16
0.43
1.31

0.65
0.15
0.52
1.34

PERCENT OF TOTAL ASSETS
----------------------90+ Days PD and Nonaccrual Assets
90+ PD & Nonaccrual Assets + OREO

0.43
0.51

0.38
0.43

0.42
0.48

0.36
0.42

0.40
0.46

0.37
52.73
4.18
4.65
0.60

0.31
45.04
3.52
4.06
0.52

0.35
50.70
3.89
4.30
0.58

0.29
42.14
3.34
3.84
0.49

0.34
48.07
3.83
4.22
0.59

RESTRUCTURED & NONACCRUAL LNS&LS
+ REAL ESTATE ACQUIRED AS PERCENT OF:
------------------------------------Total Assets
Allowance for Loan & Lease Losses
Equity Cap + ALLL
Tier 1 Cap + ALLL
Loans & Leases + RE Acquired

B-8

PAST DUE AND NONACCRUAL ASSETS
PEER GROUP 01
MM/DD/YYYY
MM/DD/YYYY
------------------0.75
0.64
0.14
0.14
0.51
0.44

BHCPR User’s Guide • March 2007

BHCPR PEER GROUP DATA

30+ DAYS PAST DUE AND NONACCRUAL

LNS&LS AS A PERCENT OF LOAN TYPE
-------------------------------Real Estate - 30-89 Days PD
- 90+ Days Past Due
- Nonaccrual
Coml & Indl - 30-89 Days PD
- 90+ Days Past Due
- Nonaccrual
Individuals - 30-89 Days PD
- 90+ Days Past Due
- Nonaccrual
Dep Inst Lns - 30-89 Days PD
- 90+ Days Past Due
- Nonaccrual
Agricultural - 30-89 Days PD
- 90+ Days Past Due
- Nonaccrual
Foreign Govts- 30-89 Days PD
- 90+ Days Past Due
- Nonaccrual
Other Lns&Ls - 30-89 Days PD
- 90+ Days Past Due
- Nonaccrual
MEMORANDA:

1-4 Family

Revolving
Closed-End Commercial RE Const & Dev Multifamily Nonfarm NresFarmland
Credit Card
-

30-89 Days PD
90+ Days Past Due
Nonaccrual
30-89 Days PD
90+ Days Past Due
Nonaccrual
30-89 Days PD
90+ Days Past Due
Nonaccrual
Jr Lien 30-89 Days PD
Jr Lien 90+ Days PD
Jr Lien Nonaccrual
30-89 Days PD
90+ Days Past Due
Nonaccrual
30-89 Days PD
90+ Days Past Due
Nonaccrual
30-89 Days PD
90+ Days Past Due
Nonaccrual
30-89 Days PD
90+ Days Past Due
Nonaccrual
30-89 Days PD
90+ Days Past Due
Nonaccrual
30-89 Days PD
90+ Days Past Due
Nonaccrual

BHCPR User’s Guide • March 2007

PAST DUE AND NONACCRUAL LOANS AND LEASES
PEER GROUP 01

PAGE 7A

MM/DD/YYYY
---------0.79
0.13
0.60
0.55
0.06
0.47
1.41
0.29
0.16
0.00
0.00
0.00
0.37
0.02
0.44
0.00
0.19
0.00
0.42
0.03
0.12

MM/DD/YYYY
---------0.61
0.12
0.46
0.57
0.06
0.65
1.28
0.26
0.15
0.02
0.00
0.01
0.28
0.02
0.36
0.02
0.00
0.05
0.44
0.03
0.19

MM/DD/YYYY
---------0.81
0.14
0.55
0.50
0.05
0.52
1.58
0.31
0.14
0.00
0.00
0.00
0.27
0.02
0.36
1.35
0.00
0.00
0.49
0.02
0.14

0.88
0.18
0.60
0.59
0.07
0.33
0.99
0.23
0.68
0.09
0.01
0.06
0.69
0.06
0.59
1.02
0.07
0.69
0.59
0.06
0.43
0.47
0.04
0.48
0.44
0.06
0.59
1.49
0.94
0.14

0.70
0.18
0.44
0.36
0.05
0.18
0.84
0.24
0.52
0.06
0.01
0.04
0.55
0.03
0.46
0.69
0.02
0.35
0.45
0.01
0.45
0.48
0.03
0.53
0.43
0.03
0.76
1.46
0.77
0.10

1.04
0.20
0.50
0.65
0.08
0.26
1.19
0.24
0.58
0.10
0.01
0.05
0.63
0.05
0.54
0.87
0.05
0.50
0.43
0.04
0.38
0.47
0.03
0.51
0.44
0.05
0.58
1.69
0.98
0.13

MM/DD/YYYY
---------0.66

0.13
0.43
0.58

0.07
0.61
1.41
0.29
0.16
0.00
0.00
0.03
0.28
0.01
0.35
0.35
0.00
0.00
0.43
0.02
0.23

0.82
0.20
0.42
0.39
0.05
0.14
1.01
0.27
0.50
0.07
0.01
0.04
0.54
0.04
0.42
0.63
0.05
0.24
0.50
0.03
0.29
0.45
0.03
0.53
0.39
0.02
0.89
1.52
0.82
0.08

MM/DD/YYYY

---------0.57

0.11

0.44

0.55

0.07

0.85

1.36

0.32

0.20

0.02

0.00

0.05

0.27

0.03

0.60

0.03

0.00

0.43

0.56

0.04

0.32

0.71

0.15

0.39

0.31

0.04

0.13

0.91

0.19

0.50

0.08

0.01

0.05

0.43

0.04

0.45

0.63

0.03

0.27

0.26

0.01

0.27

0.37

0.03

0.55

0.37

0.06

1.14

1.56

0.83

0.05

B-9

BHCPR PEER GROUP DATA
CAPITAL RATIOS
-------------Tier 1 Leverage Ratio
Tier 1 RBC Ratio
Total Risk-Based Capital Ratio
Tangible Tier 1 Leverage Ratio
Tangible Common Eq Cap/Tan Assets
DERIVATIVES AND
OFF-BALANCE-SHEET TRANSACTIONS
-----------------------------PERCENT OF TOTAL ASSETS:
Loan Commitments
Standby Letters of Credit
Commercial & Similar Letters of Credit

PAGE 8
MM/DD/YYYY
---------7.57
9.98
12.75

7.32
5.85

7.17
5.72

7.57
5.91

7.11
5.67

7.26
5.90

31.82
3.13
0.12

31.70
3.21
0.11

31.82
3.13
0.12

30.69
3.22
0.11

29.68
3.22
0.13

Securities Lent
Credit Derivatives (BHC as Guarantor)
Credit Derivatives (BHC as Beneficiary)
TYPE OF DERIVATIVE INSTRUMENT:
Derivative Contracts
Interest Rate Contracts
Interest Rate Futures & Forward Contr
Written Options Contr (Int Rate)
Purchased Options Contr (Int Rate)
Interest Rate Swaps

3.12
0.61
1.82

2.69
0.93
1.22

3.15
1.21
1.48

6.42
0.90
1.34

4.99
0.56
0.75

83.19
63.95
8.94
8.12
8.57
29.99

74.10
57.10
9.85
6.27
5.97
28.18

76.04
59.23
8.77
7.12
7.14
28.41

74.39
55.47
8.98
5.92
5.54
28.66

73.17
54.87
8.57
7.01
6.07
30.23

Foreign Exchange Contracts
Futures & Forward Foreign Exch Contr
Written Options Contr (Foreign Exch)
Purchased Options Contr (Foreign Exch)
Foreign Exchange Rate Swaps

12.11
7.75
0.67
0.70
0.88

9.05
6.17
0.54
0.57
0.72

10.78
7.01
0.54
0.58
0.83

11.30
7.71
0.73
0.78
1.03

10.76
7.03
0.73
0.78
1.21

2.45
0.12
0.68
0.91
0.42

1.96
0.11
0.49
0.67
0.37

2.11
0.11
0.60
0.78
0.36

1.86
0.10
0.47
0.60
0.41

1.61
0.10
0.47
0.45
0.35

57.86

62.26

62.15

68.48

67.31

Equity,Commodity, & Other Deriv Contr
Commodity & Other Fut & Forward Contr
Written Options Contr (Comm & Other)
Purchased Options Contr (Comm & Oth)
Commodity & Other Swaps
PERCENT OF AVERAGE LOANS AND LEASES:
Loan Commitments

B-10

RISK-BASED CAPITAL AND DERIVATIVES AND OFF-BALANCE-SHEET TRANSACTIONS
PEER GROUP 01
MM/DD/YYYY
MM/DD/YYYY
MM/DD/YYYY
MM/DD/YYYY
------------------------------------7.67
7.52
7.89
7.44
9.45
9.47
9.71
9.57
12.04
12.26
12.27
12.32

BHCPR User’s Guide • March 2007

BHCPR PEER GROUP DATA
PERCENT OF NOTIONAL AMOUNT
-------------------------Interest Rate Contracts
Foreign Exchange Contracts
Equity, Comm, & Other Contracts

DERIVATIVES ANALYSIS
PEER GROUP 01
MM/DD/YYYY
MM/DD/YYYY
------------------87.10
90.90
8.21
6.65
1.96
1.24

PAGE 9
MM/DD/YYYY
---------87.06
8.39
1.83

MM/DD/YYYY
---------89.88
7.66
1.11

MM/DD/YYYY
---------92.92
4.46
0.91

Futures and Forwards
Written Options
Exchange-Traded
Over-The-Counter
Purchased Options
Exchange-Traded
Over-The-Counter
Swaps

20.28
7.28
0.38
6.31
6.76
0.41
5.85
59.54

18.74
7.85
0.28
7.20
5.95
0.26
5.17
60.66

19.00
6.76
0.41
5.74
6.76
0.39
5.82
60.99

19.53
7.72
0.16
7.09
6.32
0.21
5.52
60.02

19.51
6.30
0.49
4.85
5.02
0.72
3.93
64.59

Held for Trading
Interest Rate Contracts
Foreign Exchange Contracts
Equity, Comm, & Other Contracts

38.53
27.62
3.87
1.12

37.90
27.37
4.39
0.73

38.64
27.48
4.27
0.94

40.54
29.61
5.61
0.73

37.55
27.35
3.57
0.55

Non-Traded
Interest Rate Contracts
Foreign Exchange Contracts
Equity, Comm, & Other Contracts

61.47
54.96
0.61
0.12

62.10
59.31
0.42
0.02

61.36
55.09
0.65
0.11

59.46
56.96
0.37
0.02

62.45
61.17
0.41
0.01

Deriv Contr (Excl Fut & FX LE 14 Days)
One Year or Less
Over 1 Year to 5 Years
Over 5 Years
Gross Negative Fair Value (Abs Val)
Gross Positive Fair Value

84.48
25.91
29.40
19.39
0.61
0.67

86.34
27.47
27.94
20.71
1.11
0.83

86.62
26.33
33.22
19.26
0.78
0.75

83.96
25.04
27.91
20.78
0.96
0.79

85.72
24.18
29.84
25.50
0.99
1.06

PERCENT OF TIER 1 CAPITAL:
Gross Negative Fair Value, Abs Val (X)
Gross Positive Fair Value (X)
Held for Trading (X)
Non-Traded (X)
Current Credit Exposure (X)
Credit Losses on Derivative Contracts

0.09
0.09
0.07
0.01
0.05
0.00

0.11
0.10
0.08
0.01
0.05
0.00

0.09
0.09
0.07
0.01
0.05
0.00

0.11
0.11
0.09
0.01
0.06
0.00

0.13
0.14
0.11
0.02
0.08
0.00

0.00
0.00

0.00
0.00

0.00
0.00

0.00
0.00

0.00
0.00

0.50

0.54

0.47

0.57

0.71

PAST DUE DERIVATIVE INSTRUMENTS
FAIR VALUE:
30-89 Days Past Due
90+ Days Past Due
OTHER RATIOS:
Current Credit Exposure/Risk Wtd Asts

BHCPR User’s Guide • March 2007

B-11

BHCPR PEER GROUP DATA
INSURANCE ACTIVITIES
-------------------ANALYSIS RATIOS:
Ins Underwriting Assets/Consol Assets
Ins Under Assets(P/C)/Tot Ins Und Ast
Ins Under Assets(L/H)/Tot Ins Und Ast
Sep Acct Assets(L/H)/Total Life Ast

INSURANCE, BROKER-DEALER AND FOREIGN ACTIVITIES
PEER GROUP 01
MM/DD/YYYY
MM/DD/YYYY
MM/DD/YYYY
----------------------------

PAGE 10
MM/DD/YYYY
----------

MM/DD/YYYY
----------

0.05
40.94
59.06
0.83

N/A
41.97
58.03
0.60

N/A
44.70
55.30
0.74

N/A
39.72
60.28
0.48

N/A
34.12
65.88
1.83

1.33
8.74
73.92
26.08

1.68
9.38
73.64
26.36

1.43
8.77
75.39
24.61

1.49
11.36
73.61
26.39

1.84
13.71
70.68
29.32

Ins Under Net Income/Consol Net Income
Ins Net Inc (P/C)/Equity (P/C)
Ins Net Inc (L/H)/Equity (L/H)
Insur Ben, Losses, Exp/Insur Premiums

0.28
18.94
4.85
122.98

0.30
10.04
6.15
142.50

0.21
7.90
6.78
88.63

0.33
10.09
12.57
107.42

0.66
13.36
6.40
111.73

Reinsurance Recov(P/C)/Tot Assets(P/C)
Reinsurance Recov(L/H)/Tot Assets(L/H)

0.96
0.23

1.27
0.62

2.64
0.29

1.48
0.66

1.26
0.73

0.01
12.61

0.01
12.01

0.01
11.98

0.00
10.03

0.02
9.25

0.99

1.06

0.98

1.22

1.15

3.36
4.46

2.74
3.71

2.65
4.23

2.35
2.79

2.52
1.39

25.50
0.21
-0.44

88.21
0.38
-0.42

68.14
0.22
-0.13

28.10
10.52
0.00

8.46
1.85
0.00

23.43
28.18
31.27

29.98
45.83
19.50

148.47
67.27
33.71

16.66
16.65
18.44

19.96
16.57
47.84

Ins Activities Revenue/Adj Oper Inc
Premium Inc/Ins Activities Revenue
Credit Rel Prem Inc/Tot Prem Inc
Other Prem Inc/Total Prem Inc

Net Assets Ins Under Subs/Cons Assets
CSV Life Insurance/Tier 1 Cap + ALLL
BROKER-DEALER ACTIVITIES
-----------------------Net Assets Broker-Dealer Subs/Cons Asts
FOREIGN ACTIVITIES
-----------------Yield: Foreign Loans
Cost: Interest-Bearing Deposits
NET LOSSES AS % OF FOREIGN LNS&LS BY TYPE:
Real Estate Loans
Commercial and Industrial Loans
Foreign Governments and Inst
GROWTH RATES:
Net Loans and Leases
Total Selected Assets
Deposits

B-12

BHCPR User’s Guide • March 2007

BHCPR PEER GROUP DATA
PROFITABLITY:
------------Net Income/Avg Equity Capital
Bank Net Inc/Avg Eq Inv in Banks
Nonbk Net Inc/Avg Eq Inv in Nonbanks
Sub BHCs Net Inc/Avg Eq Inv in Sub BHCs
Bank Net Income/Parent Net Income
Nonbank Net Income/Parent Net Income
Sub BHCs Net Inc/Parent Net Income

PARENT COMPANY ANALYSIS - PART I
PEER GROUP 01
MM/DD/YYYY
MM/DD/YYYY
------------------12.13
14.15
12.61
15.21
10.17
11.87
8.98
10.25
76.90
74.98
6.90
5.73
69.96
70.10

PAGE 11
MM/DD/YYYY
---------13.94
14.64
9.27
8.90
76.65
4.94
69.36

MM/DD/YYYY
---------14.36
14.14
8.80
10.94
71.56
5.57
65.03

MM/DD/YYYY
---------14.66
14.53
7.90
11.50
69.69
6.15
60.50

LEVERAGE:
Total Liabilities/Equity
Total Debt/Equity Capital
Tot Debt+NP to Subs Iss Tr Pref/Equity
Tot Debt+Lns Guaranteed for Affl/Equity
Total Debt/Eq Cap - Exc Over Fair Value
Long-Term Debt/Equity Capital
Short-Term Debt/Equity Capital
Current Portion of LT Debt/Equity
Exc Cost Over Fair Value/Equity Cap
Long-Term Debt/Consolidated LT Debt

35.27
16.09
25.70
17.95
16.33
12.03
3.13
0.37
0.41
14.09

33.81
16.65
25.03
19.25
17.03
12.43
3.18
0.14
0.47
15.60

35.29
15.66
25.31
17.33
15.89
11.77
3.12
0.28
0.40
14.84

33.49
15.82
24.23
20.12
16.27
12.45
2.55
0.12
1.06
15.07

34.75
15.86
24.63
19.67
17.12
12.04
3.47
0.24
1.52
15.90

DOUBLE LEVERAGE:
Equity Investment in Subs/Equity
Total Investment in Subs/Equity
Eq Inv Sub/Eq Cap,QualTPS+Oth PS in T1
Tot Inv Sub/Eq Cap,QualTPS+Oth PS in T1

111.14
121.50
100.25
109.26

108.92
119.98
99.26
108.75

110.23
121.05
99.43
108.63

108.78
119.79
99.21
108.70

109.21
120.81
99.20
108.30

DOUBLE LEVERAGE PAYBACK:
Equity Inv in Subs - Eq Cap/Net Inc (X)
Eq Inv in Subs - Eq Cap/Net Inc-Div (X)

1.16
3.11

0.74
1.87

0.91
2.27

0.71
1.90

0.77
1.79

COVERAGE ANALYSIS:
Op Inc-Tax + Noncash/Oper Exp + Div
Cash Fl Fr Op+Noncash+Op Ex/Op Ex+Div
Adj Cash Fl/Op Exp+Repaid LT Debt+Div
Pretax Oper Inc + Int Exp/Int Expense
Div + Int From Subs/Int Exp + Div
Fees+Other Inc From Subs/Sal + Oth Exp
Net Inc/Curr Port of LT Debt+Pfd Div(X)

130.38
137.44
100.95
1992.69
145.24
17.27
37.51

134.10
121.69
118.01
2925.93
150.27
17.90
151.16

136.59
134.43
114.51
3185.46
157.02
15.33
128.91

145.11
147.51
98.70
3255.79
176.18
19.65
813.95

134.06
136.30
117.81
3475.33
157.38
20.14
209.81

0.64

-0.11

0.78

0.40

0.60

0.00
11.39
11.39

0.00
10.59
10.59

0.00
11.33
11.33

0.00
0.62
11.11

0.00
0.62
0.62

0.00
0.28
0.00
0.37

0.00
0.38
0.00
0.52

0.00
0.25
0.01
0.36

0.00
1.22
0.01
1.76

0.00
0.65
0.00
1.21

5.88
0.25
0.14

6.30
0.32
0.11

5.81
0.39
0.11

6.98
0.35
0.14

9.38
0.42
0.15

OTHER RATIOS:
Net Assets Repr in 1 Yr/Total Assets
PAST DUE AND NONACCRUAL AS % OF LNS&LS:
90+ Days Past Due
Nonaccrual
Total
GUARANTEED LOANS AS % OF EQUITY CAP:
To Bank Subsidiaries
To Nonbank Subsidiaries
To Subsidiary BHCs
Total
AS A % OF CONSOLIDATED BHC ASSETS:
Nonbank Assets of Nonbank Subsidiaries
Combined Thrift Assets
Combined Foreign Nonbank Sub Assets

BHCPR User’s Guide • March 2007

B-13

BHCPR PEER GROUP DATA
PAYOUT RATIOS - PARENT
---------------------Div Paid/Inc Before Undist Inc
Dividends Paid/Net Income
Net Income - Dividends/Avg Equity
PERCENT OF DIVIDENDS PAID:
Dividends From Bank Subs
Dividends From Nonbank Subs
Dividends From Subsidiary BHCs
Dividends From All Subsidiaries
PAYOUT RATIOS - SUBSIDIARIES:
PERCENT OF BANK NET INCOME:
Dividends From Bank Subs
Interest Income From Bank Subs
Mgt & Service Fees From Bank Subs
Other Income From Bank Subs
Operating Income From Bank Subs

PARENT COMPANY ANALYSIS - PART II
PEER GROUP 01
MM/DD/YYYY
MM/DD/YYYY
------------------74.09
69.74
38.81
32.35
7.15
8.97

PAGE 12
MM/DD/YYYY
---------68.73
36.79
8.58

MM/DD/YYYY
---------68.89
39.47
8.47

MM/DD/YYYY
---------77.37
33.11
9.27

119.83
3.60
13.19
178.31

137.03
3.81
12.71
175.18

125.44
6.21
17.75
175.07

138.97
11.16
21.35
197.28

111.04
6.40
21.50
159.89

60.42
3.21
4.31
0.00
77.29

58.16
2.67
3.76
0.02
78.30

66.50
3.06
3.61
0.01
76.64

59.78
2.56
3.56
0.27
68.32

57.09
1.57
4.69
0.14
63.56

PERCENT OF NONBANK NET INCOME:
Dividends From Nonbank Subs
Interest Income From Nonbank Subs
Mgt & Serv Fees From Nonbank Subs
Other Income From Nonbank Subs
Operating Inc From Nonbank Subs
PERCENT OF SUB BHCs' NET INCOME:
Dividends From Subsidiary BHCs
Interest Inc From Subsidiary BHCs
Mgt & Serv Fees From Sub BHCs
Other Income From Subsidiary BHCs
Operating Income From Sub BHCs

40.09
24.79
2.63
0.00
83.01

38.12
26.35
3.12
0.01
89.51

55.89
30.14
3.76
0.02
109.39

47.31
24.40
2.75
0.01
101.72

64.19
19.71
3.41
0.08
103.99

36.75
5.17
2.30
0.00
50.59

29.13
3.87
0.03
0.00
36.64

46.80
4.08
0.44
0.00
54.75

48.92
4.48
3.17
0.00
60.70

39.35
4.05
1.17
0.00
59.22

DEPENDENCE ON SUBSIDIARIES:
PERCENT OF TOTAL OPERATING INCOME:
Dividends From Bank Subsidiaries
Interest Income From Bank Subs
Mgt & Serv Fees From Bank Subs
Other Income From Bank Subs
Operating Income From Bank Subs

49.35
4.03
3.32
0.00
62.88

51.80
4.55
3.92
0.01
66.58

57.66
2.76
3.23
0.00
67.12

55.37
2.40
2.62
0.02
64.11

55.17
2.57
3.05
0.02
71.35

Dividends From Nonbank Subs
Interest Income From Nonbank Subs
Mgt & Serv Fees From Nonbank Subs
Other Income From Nonbank Subs
Operating Inc From Nonbank Subs

3.18
2.79
0.19
0.00
8.28

2.22
2.80
0.09
0.00
7.17

3.00
1.87
0.09
0.00
5.90

4.35
1.51
0.12
0.00
7.27

3.40
0.95
0.11
0.01
5.39

Dividends From Subsidiary BHCs
Interest Inc From Subsidiary BHCs
Mgt & Serv Fees From Sub BHCs
Other Income From Subsidiary BHCs
Operating Income From Sub BHCs

9.80
0.37
0.00
0.00
11.69

9.73
0.39
0.00
0.00
11.20

11.45
0.33
0.01
0.00
13.21

12.67
0.42
0.06
0.00
14.69

12.19
0.07
0.00
0.00
13.84

1500.70
262.33

1078.21
101.25

459.84
135.19

487.31
138.66

262.37
170.26

Loans and Adv From Subs/ST Debt
Loans and Adv From Subs/Total Debt

B-14

BHCPR User’s Guide • March 2007

BHCPR PERCENTILE DISTRIBUTION REPORT
PEER GROUP 1

SUMMARY RATIOS

PAGE 1

PEER
RATIO
------

5%
-------

10%
-------

25%
-------

50%
-------

75%
-------

90%
-------

95%
-------

BHC

COUNT

---67

2.99
1.91
3.01
0.17
0.01
-0.00
1.71
1.11
1.10
N/A

1.32
0.34
1.20
-0.01
-0.15
-0.01
0.59
0.32
0.32
N/A

1.72
0.45
1.68
0.00
-0.01
-0.00
0.85
0.52
0.55
N/A

2.63
1.04
2.40
0.06
0.00
0.00
1.17
0.74
0.74
N/A

3.06
1.66
2.96
0.13
0.00
0.00
1.73
1.14
1.11
N/A

3.32
2.43
3.42
0.26
0.02
0.00
2.17
1.40
1.40
N/A

3.84
3.84
4.46
0.41
0.09
0.00
2.55
1.65
1.64
N/A

4.05
4.89
4.96
0.58
0.11
0.00
2.83
1.82
1.82
N/A

67

67

67

67

67

67

67

67

67

0

6.77
3.43
3.32

5.15
2.13
1.46

5.77
2.73
1.94

6.33
3.17
2.95

6.88
3.43
3.44

7.23
3.70
3.71

7.46
4.03
4.21

7.71
4.36
4.58

67

67

67

LOSSES, ALLOW, AND PAST DUE+NONACCR:

Net Ln&Ls Losses/Avg Loans & Leases
Earnings Coverage of Net Losses (X)
Ln&Ls Allowance/Total Loans & Leases
Nonaccr Lns&Ls+RE Acq/Lns&Ls+RE Acq
30-89 Days Past Due Loans and Leases

0.23
15.67
1.10
0.59
0.74

-0.00
-222.94
0.36
0.07
0.06

0.00
2.03
0.60
0.15
0.24

0.07
5.55
0.93
0.27
0.46

0.15
10.89
1.11
0.47
0.67

0.30
24.45
1.28
0.77
0.94

0.75
44.17
1.51
1.36
1.37

0.90
119.40
1.61
2.11
1.96

67

65

67

67

67

LIQUIDITY AND FUNDING:

Net Noncore Funding Dependence
Net ST Noncore Funding Dependence
Net Loans and Leases/Total Assets

37.72
23.63
63.17

1.37
-9.38
17.92

12.85
8.32
35.31

24.29
15.28
56.54

33.28
22.83
67.40

46.99
31.60
71.91

75.35
42.35
74.78

90.46
46.44
76.20

67

67

67

CAPITALIZATION:

Tier 1 Leverage Ratio
Equity Capital/Total Assets
Net Loans&Ls/Equity Capital (X)
Cash Dividends/Net Income
Cash Dividends/Net Income (Sub S Adjusted)
Retained Earnings/Avg Equity Cap

7.67
9.25
7.01
38.80
N/A
7.14

3.87
4.44
3.12
0.00
N/A
0.50

5.79
6.35
3.90
0.00
N/A
1.81

6.91
7.83
5.94
19.99
N/A
4.13

7.77
9.16
7.03
43.12
N/A
7.42

8.54
10.81
8.21
54.88
N/A
9.42

9.23
11.73
9.12
75.47
N/A
12.67

9.86
14.87
10.55
80.16
N/A
14.33

67

67

67

67

0

67

3.12
12.03
111.14
137.44

0.00
0.00
91.55
-7.55

0.00
0.00
95.92
18.99

0.00
0.00
103.51
69.01

0.00
5.16
109.40
106.66

5.98
21.68
118.48
162.83

15.12
45.19
127.62
315.10

22.37
60.01
136.89
428.49

67

67

67

67

Number of BHCs in Peer Group
EARNINGS AND PROFITABILITY

-------------------------PERCENT OF AVERAGE ASSETS:

Net Interest Income (TE)
+ Non-interest Income
- Overhead Expense
- Provision for Losses
+ Securities Gains (Losses)
+ Other Tax Equiv Adjustments
= Pretax Net Oper Income (TE)
Net Operating Income
Net Income
Net Income (Sub S Adjusted)
PERCENT OF AVG EARNING ASSETS:

Interest Income (TE)
Interest Expense
Net Interest Income (TE)

PARENT COMPANY RATIOS:

Short-Term Debt/Equity Capital
Long-Term Debt/Equity Capital
Equity Investment in Subs/Equity Cap
Cash FR Oper+Noncash+Op Exp/Op Exp+Div

BHCPR User’s Guide • March 2007

B-15

BHCPR PERCENTILE DISTRIBUTION REPORT
PEER GROUP 1

PAGE 2

PEER
RATIO
-----6.10
3.08
2.99
1.91
4.92
3.01
0.17
0.00
0.01
-0.00
1.71

5%
------4.67
1.93
1.32
0.34
2.52
1.20
-0.01
0.00
-0.15
-0.01
0.59

10%
------5.17
2.29
1.72
0.45
3.06
1.68
0.00
0.00
-0.01
-0.00
0.85

25%
------5.72
2.78
2.63
1.04
4.05
2.40
0.06
0.00
0.00
0.00
1.17

50%
------6.06
3.09
3.06
1.66
4.83
2.96
0.13
0.00
0.00
0.00
1.73

75%
------6.52
3.29
3.32
2.43
5.64
3.42
0.26
0.00
0.02
0.00
2.17

90%
------6.90
3.75
3.84
3.84
6.72
4.46
0.41
0.00
0.09
0.00
2.55

95%
------7.12
4.20
4.05
4.89
7.73
4.96
0.58
0.00
0.11
0.00
2.83

BHC

COUNT

----67

67

67

67

67

67

67

67

67

67

67

0.58
0.00
1.11

0.19
-0.00
0.32

0.29
0.00
0.52

0.38
0.00
0.74

0.60
0.00
1.14

0.76
0.00
1.40

0.86
0.03
1.65

0.98
0.05
1.82

67

67

67

Plus: Net Extraordinary Items
Equals: Net Income
Memo: Net Income (Last Four Qtrs)

-0.00
1.10
1.15

-0.00
0.32
0.45

0.00
0.55
0.55

0.00
0.74
0.81

0.00
1.11
1.18

0.00
1.40
1.42

0.00
1.64
1.64

0.00
1.82
1.93

67

67

67

MARGIN ANALYSIS:

Avg Earning Assets / Avg Assets
Avg Int-Bearing Funds / Avg Assets
Int Income (TE) / Avg Earning Assets
Int Expense / Avg Earning Assets
Net Int Inc (TE) / Avg Earn Assets

90.06
76.23
6.77
3.43
3.32

82.85
61.01
5.15
2.13
1.46

86.12
65.51
5.77
2.73
1.94

87.96
71.90
6.33
3.17
2.95

90.21
76.77
6.88
3.43
3.44

91.96
80.58
7.23
3.70
3.71

93.54
85.20
7.46
4.03
4.21

94.62
88.04
7.71
4.36
4.58

67

67

67

67

67

YIELD OR COST:

Total Loans and Leases (TE)
Interest-Bearing Bank Balances
Fed Funds Sold & Reverse Repos
Trading Assets
Total Earning Assets

7.37
5.06
5.30
3.27
6.70

5.51
0.03
4.55
0.00
5.13

6.30
1.08
4.81
0.01
5.71

6.88
3.21
5.14
0.63
6.28

7.43
4.80
5.25
3.29
6.81

7.75
6.30
5.39
5.14
7.06

8.28
8.61
5.86
7.83
7.44

8.54
17.23
6.54
9.14
7.70

67

66

67

47

67

Investment Securities (TE)
U.S. Treasury & Agency Sec (excl MBS)
Mortgage-Backed Securities
All Other Securities

5.23
6.81
4.98
7.21

4.48
3.58
4.07
4.09

4.68
3.87
4.24
4.65

4.87
4.12
4.54
5.37

5.14
4.59
4.96
6.26

5.58
5.50
5.29
8.21

5.86
7.29
6.02
11.00

6.35
69.20
6.57
18.14

67

66

67

67

Interest-Bearing Deposits
Time Deposits of $100K or More
Time Deposits < $100K
Other Domestic Deposits
Foreign Deposits

3.54
4.71
4.39
2.49
4.46

2.36
2.54
2.84
1.16
1.92

2.79
3.59
3.61
1.56
2.99

3.14
4.36
4.07
1.98
3.99

3.59
4.79
4.37
2.42
4.60

3.89
5.11
4.71
2.99
5.01

4.24
5.28
5.01
3.42
5.26

4.31
5.61
5.61
3.97
5.42

67

67

65

67

42

Fed Funds Purchased and Repos
Other Borrowed Funds & Trading Liab
All Interest-Bearing Funds

4.76
4.74
4.06

3.52
2.35
2.90

3.94
2.99
3.23

4.47
3.86
3.82

4.81
4.83
4.01

5.08
5.28
4.33

5.28
6.18
4.82

5.60
6.94
5.02

67

67

67

PERCENT OF AVERAGE ASSETS
------------------------Interest Income (TE)
Less: Interest Expense
Equals: Net Interest Income (TE)
Plus: Non-Interest Income
Equals: Adj Operating Income (TE)
Less: Overhead Expense
Less: Provision for Loan and Lease Losses
Plus: Realized G/L on HTM Sec
Plus: Realized G/L on AFS Sec
Plus: Other Tax Equiv Adjustments
Equals: Pretax Net Oper Inc (TE)
Less: Applicable Income Taxes (TE)
Less: Minority Interest
Equals: Net Operating Income

B-16

RELATIVE INCOME STATEMENT AND MARGIN ANALYSIS

BHCPR User’s Guide • March 2007

BHCPR PERCENTILE DISTRIBUTION REPORT
PEER GROUP 1

NON-INTEREST INCOME AND EXPENSES

PAGE 3

PEER
RATIO
-----19.81
5237.56

5%
------12.32
2520.98

10%
------14.30
3014.21

25%
------15.56
3896.51

50%
------18.54
4523.28

75%
------23.33
5591.74

90%
------28.10
9358.44

95%
------31.26
12450.9

BHC

COUNT

---67

67

3.51

0.00

0.10

1.47

3.06

6.05

7.79

9.05

67

61.98

44.36

50.05

57.26

60.51

66.94

74.08

78.94

67

3.01
1.65
0.41
0.92

1.20
0.61
0.12
0.36

1.68
0.87
0.21
0.53

2.40
1.31
0.31
0.73

2.96
1.66
0.38
0.85

3.42
1.90
0.49
1.16

4.46
2.55
0.60
1.31

4.96
2.80
0.75
1.53

67

67

67

67

1.05

-0.60

-0.13

0.64

1.06

1.56

1.84

2.31

67

61.29
33.36
8.30
19.13

43.01
21.11
4.13
12.44

49.16
24.58
5.38
14.12

56.65
30.85
6.65
15.87

60.08
33.58
8.04
18.97

66.42
36.39
9.70
21.62

73.50
39.67
11.62
25.60

78.20
43.30
13.46
30.51

67

67

67

67

Total Non-Interest Income
Fiduciary Activities Income
Serv Charges on Deposit Accts - Domestic
Trading Revenue
Investment Banking Fees & Commissions
Venture Capital Revenue
Net Servicing Fees
Net Securitization Income
Insurance Activities Revenue
Net Gain (Loss) - Sales Loans, OREO, Oth
Other Non-Interest Income

36.88
4.59
6.80
1.32
3.08
0.17
0.72
0.31
1.32
1.38
11.31

10.83
0.00
0.55
-1.08
0.02
-0.01
-0.00
0.00
0.00
-0.19
2.04

16.94
0.00
1.26
0.00
0.33
0.00
0.00
0.00
0.01
0.00
3.76

26.96
0.55
3.19
0.00
0.99
0.00
0.02
0.00
0.09
0.28
6.49

34.53
2.55
7.46
0.28
1.88
0.00
0.22
0.00
0.53
1.05
9.07

46.47
5.62
9.59
1.70
3.91
0.04
1.21
0.00
2.16
2.15
13.99

59.48
10.72
11.77
5.38
9.36
0.81
2.17
1.52
4.31
3.42
26.01

75.80
51.30
13.08
9.81
15.82
2.03
3.78
4.38
5.42
4.83
27.20

67

67

67

67

67

67

67

67

67

67

67

Overhead Less Non-Interest Income

23.67

-10.10

-3.61

10.93

25.39

35.91

42.37

48.27

67

30.94
34.39

18.41
24.76

21.28
27.73

28.86
32.17

31.61
34.88

33.69
36.70

35.75
38.55

36.19
40.80

67

67

Avg Personnel Exp Per Employee ($000)
Avg Assets per Employee ($000)

ANALYSIS RATIOS

--------------Mutual Fund Fee Inc / Non-Int Income
Overhead Exp / NII + Non-Int Income
PERCENT OF AVERAGE ASSETS:

Total Overhead Expense
Personnel Expense
Net Occupancy Expense
Other Operating Expenses
Overhead Less Non-Interest Income
PERCENT OF ADJUSTED OPERATING INCOME (TE):

Total Overhead Expense
Personnel Expense
Net Occupancy Expense
Other Operating Expenses

TAX RATIOS:

Appl Inc Taxes/Pretax NOI (TE)
Appl Inc Tax+TE/Pretax NOI+TE

BHCPR User’s Guide • March 2007

B-17

BHCPR PERCENTILE DISTRIBUTION REPORT
PEER GROUP 1

PERCENT OF TOTAL ASSETS
----------------------Real Estate Loans
Commercial and Industrial Loans
Loans to Individuals
Loans to Depository Institutions
Agricultural Loans
Other Loans and Leases
Net Loans and Leases
Debt Securities Over 1 Year
Mutual Funds and Equity Securities
Subtotal
Interest-Bearing Bank Balances
Federal Funds Sold & Reverse Repos
Debt Securities 1 Year or Less
Trading Assets
Total Earning Assets
Non-Int Cash and Due From Dep Inst
Other Real Estate Owned
All Other Assets
MEMORANDA:

Short-Term Investments
U.S. Treasury Securities
U.S. Agency Securities (excl MBS)
Municipal Securities
Mortgage-Backed Securities
Asset-Backed Securities
Other Debt Securities
RE Loans Secured by 1-4 Family
Revolving
Closed-End, Sec by First Liens
Closed-End, Sec by Junior Liens
Commercial Real Estate Loans
Construction and Land Dev
Multifamily
Nonfarm Nonresidential
RE Loans Secured by Farmland
LOAN MIX, % OF GROSS LOANS & LEASES:

Real Estate Loans
RE Loans Secured by 1-4 Family
Revolving
Closed-End
Commercial Real Estate Loans
Construction and Land Dev
Multifamily
Nonfarm Nonresidential
RE Loans Secured by Farmland
Loans to Depository Institutions
Commercial and Industrial Loans
Loans to Individuals
Credit Card Loans
Agricultural Loans
Loans to Foreign Govts and Inst
Other Loans and Leases

B-18

PERCENT COMPOSITION OF ASSETS AND LOAN MIX

PAGE 4

PEER
RATIO
-----40.17
12.31
5.45
0.07
0.21
3.10
63.17
13.50
0.21
77.73
0.61
3.35
2.75
1.51
88.40
2.07
0.06
9.39

5%
------4.32
1.52
0.04
0.00
0.00
0.05
17.92
3.90
0.00
39.50
0.00
0.01
0.03
0.00
80.18
0.60
0.00
3.58

10%
------14.26
4.20
0.17
0.00
0.00
0.40
35.31
4.80
0.00
49.53
0.00
0.03
0.11
0.00
83.68
0.79
0.00
5.52

25%
------30.19
8.39
0.97
0.00
0.01
1.43
56.54
8.67
0.03
72.29
0.02
0.44
0.34
0.00
86.27
1.47
0.01
7.03

50%
------42.30
11.55
4.21
0.00
0.08
2.41
67.40
12.22
0.13
82.52
0.09
1.55
1.48
0.22
88.45
2.10
0.03
9.16

75%
------50.12
16.38
9.03
0.07
0.37
4.42
71.91
17.19
0.29
85.50
0.60
4.94
4.11
1.35
90.47
2.48
0.09
11.48

90%
------58.13
20.82
14.37
0.41
0.74
7.20
74.78
23.12
0.64
87.63
2.66
13.77
9.08
7.87
92.16
3.32
0.17
13.72

95%
------61.72
23.57
15.78
0.56
1.35
9.19
76.20
32.83
1.19
88.63
4.82
18.36
16.22
13.10
94.49
4.05
0.19
16.05

BHC

COUNT

----67

67

67

67

67

67

67

67

67

67

67

67

67

67

67

67

67

67

7.79
0.19
3.03
1.10
9.64
0.21
0.57
16.62
3.84
10.73
1.71
21.19
7.63
1.40
11.28
0.24

0.56
0.00
0.00
0.00
0.40
0.00
0.00
0.48
0.00
0.37
0.00
0.81
0.03
0.01
0.32
0.00

0.76
0.00
0.00
0.00
2.47
0.00
0.00
4.50
0.06
3.21
0.01
2.03
0.41
0.26
1.49
0.00

2.04
0.01
0.10
0.13
4.45
0.00
0.02
10.05
1.23
5.56
0.58
11.69
2.94
0.48
5.84
0.00

4.68
0.08
1.45
0.56
9.24
0.00
0.14
16.10
3.49
10.10
1.57
20.18
6.25
0.93
10.24
0.09

9.67
0.21
4.69
2.23
12.31
0.17
0.68
22.40
6.62
14.67
2.41
29.99
11.63
1.80
16.85
0.40

20.43
0.94
11.03
2.84
20.14
1.36
2.69
29.84
8.22
21.08
4.31
42.22
16.88
3.53
21.42
0.94

44.66
1.26
13.48
4.14
24.32
2.61
3.67
33.21
9.69
24.25
5.86
47.99
20.23
8.73
24.10
1.33

67

67

67

67

67

67

67

67

67

67

67

67

67

67

67

67

61.76
26.55
5.83
20.25
31.91
11.32
2.17
16.97
0.35
0.15
19.39
8.76
1.17
0.32
0.00
6.03

12.89
1.10
0.02
0.84
2.16
0.10
0.04
0.85
0.00
0.00
3.39
0.18
0.00
0.00
0.00
0.08

39.92
7.59
0.15
5.68
7.41
0.98
0.43
4.73
0.00
0.00
9.03
0.44
0.00
0.00
0.00
0.70

51.51
15.74
1.79
11.12
17.49
5.17
0.91
9.63
0.01
0.00
13.34
1.98
0.00
0.02
0.00
2.13

63.17
26.89
5.03
18.57
29.52
10.02
1.41
15.26
0.15
0.00
17.90
6.43
0.06
0.12
0.00
4.54

72.52
36.23
10.18
27.58
43.14
17.26
2.58
24.92
0.58
0.15
23.24
15.11
1.07
0.51
0.00
7.79

78.88
45.42
11.95
37.77
61.43
23.78
5.12
29.32
1.35
0.67
32.27
21.50
5.98
1.28
0.01
14.38

83.13
50.47
13.02
44.21
69.27
29.48
12.91
35.18
1.86
1.73
38.98
24.79
13.12
2.27
0.11
33.22

67

67

67

67

67

67

67

67

67

67

67

67

67

67

67

67

BHCPR User’s Guide • March 2007

BHCPR PERCENTILE DISTRIBUTION REPORT
PEER GROUP 1

LIQUIDITY AND FUNDING

PAGE 5

PEER
RATIO
-----7.79
21.56
17.02
63.17
66.39
48.35
35.95
11.46
2.53
7.46
4.32
0.45

5%
------0.56
9.30
5.72
17.92
18.71
4.33
13.35
2.06
0.00
0.35
-4.94
0.00

10%
------0.76
11.20
6.83
35.31
40.97
12.27
19.52
4.22
0.00
0.93
-2.15
0.00

25%
------2.04
13.38
11.50
56.54
59.63
40.02
24.53
7.13
0.00
3.05
0.13
0.00

50%
------4.68
18.22
16.08
67.40
69.13
51.61
31.96
10.85
0.85
6.20
4.23
0.00

75%
------9.67
28.06
20.35
71.91
75.67
60.80
44.55
14.05
3.33
10.80
7.73
0.64

90%
------20.43
42.27
28.38
74.78
78.48
65.82
67.39
21.34
8.46
15.67
11.05
2.49

95%
------44.66
52.15
41.03
76.20
83.39
69.91
77.37
26.16
20.80
20.02
13.26
3.23

BHC

COUNT

----67

67

67

67

67

67

67

67

67

67

67

67

3.47
43.62
22.02
2.34
17.22

0.02
17.02
0.39
0.00
-6.13

0.05
21.51
10.26
0.00
-1.85

0.38
36.37
16.54
0.00
6.73

2.24
44.97
21.37
0.90
16.98

5.34
50.32
27.07
4.95
24.04

9.44
61.77
35.22
7.31
34.63

15.63
67.02
45.67
9.16
48.32

67

67

67

67

67

37.72
23.63
28.01
-4.49
98.28
159.97
-0.42
-1.33
-0.04

1.37
-9.38
2.03
-30.72
39.39
64.08
-7.36
-4.51
-0.47

12.85
8.32
3.25
-21.06
69.21
97.57
-3.26
-4.29
-0.29

24.29
15.28
9.21
-12.19
84.76
113.37
-0.23
-3.16
-0.04

33.28
22.83
18.98
-5.57
98.99
132.38
0.00
-1.09
-0.00

46.99
31.60
44.80
1.39
108.52
157.60
0.02
0.04
0.00

75.35
42.35
66.84
12.96
123.52
410.90
0.08
1.09
0.00

90.46
46.44
104.46
34.23
144.37
520.77
0.30
1.98
0.01

67

67

67

67

67

67

44

66

17

PERCENT OF INVESTMENT SECURITIES:

Held-To-Maturity Securities
Available-For-Sale Securities
U.S. Treasury Securities
U.S. Agency Securities (excl MBS)
Municipal Securities
Mortgage-Backed Securities
Asset-Backed Securities
Other Debt Securities
Mutual Funds and Equity Securities

7.45
92.54
1.53
16.26
6.51
61.09
1.49
4.29
1.58

0.00
27.06
0.00
0.00
0.00
1.64
0.00
0.00
0.00

0.00
44.11
0.00
0.05
0.07
14.54
0.00
0.02
0.01

0.00
93.03
0.08
1.11
0.64
39.67
0.00
0.12
0.11

0.28
99.61
0.37
8.15
4.38
64.60
0.00
1.00
0.99

6.51
100.00
1.47
27.41
10.98
81.62
1.89
4.23
2.20

51.97
100.00
6.67
53.87
18.22
91.83
7.90
22.26
4.62

64.33
100.00
12.57
63.76
19.88
94.44
16.11
31.83
11.00

67

67

67

67

67

67

67

67

67

Debt Securities 1 Year
Debt Securities 1 To 5
Debt Securities Over 5
Pledged Securities
Structured Notes, Fair

15.70
19.44
59.53
62.08
0.21

0.26
0.20
8.61
6.36
0.00

0.64
0.51
15.31
27.65
0.00

2.97
5.11
33.87
46.33
0.00

11.11
13.16
63.66
64.61
0.00

21.33
32.54
85.89
78.20
0.00

45.68
49.86
93.16
86.26
1.32

66.86
58.43
95.32
89.02
3.68

67

67

67

67

67

PERCENT OF TOTAL ASSETS
----------------------Short-Term Investments
Liquid Assets
Investment Securities
Net Loans and Leases
Net Lns, Ls & Stdby Ltrs of Credit
Core Deposits
Noncore Funding
Time Deposits of $100K or More
Foreign Deposits
Fed Funds Purchased and Repos
Net Fed Funds Purchased (Sold)
Commercial Paper
Oth Borrowings W/Rem Mat 1 Yr or Less
Earning Assets Repr in 1 Year
Int-Bearing Liab Repr in 1 Year
Long-Term Debt Repr in 1 Year
Net Assets Repriceable in 1 Year
OTHER LIQUIDITY AND FUNDING RATIOS:

Net Noncore Funding Dependence
Net ST Noncore Funding Dependence
Short-Term Inv/ST Noncore Funding
Liq Asts-ST Noncore Fndg/Nonliq Asts
Net Loans and Leases/Total Deposits
Net Loans and Leases/Core Deposits
Held-To-Mat Sec Appr(Depr)/T1 Cap
Avail-For-Sale Sec Appr(Depr)/T1 Cap
Struct Notes Appr(Depr)/T1 Cap

or Less
Years
Years
Value

BHCPR User’s Guide • March 2007

B-19

BHCPR PERCENTILE DISTRIBUTION REPORT
PEER GROUP 1

PAGE 6

ANALYSIS RATIOS
--------------Provision for Ln&Ls Losses/Avg Assets
Provision for Ln&Ls Losses/Avg Lns&Ls
Provision for Ln&Ls Losses/Net Losses

PEER
RATIO
-----0.17
0.27
117.63

5%
-------0.01
-0.03
-125.00

10%
------0.00
0.00
15.27

25%
------0.06
0.10
94.00

50%
------0.13
0.20
107.71

75%
------0.26
0.43
144.12

90%
------0.41
0.76
204.30

95%
------0.58
1.04
265.47

BHC

COUNT

----

67

67

65

Ln&Ls Allowance/Total Loans & Leases
Ln&Ls Allowance/Net Ln&Ls Losses (X)
ALLL/Nonaccrual Assets
Ln&Ls Allow/90+ Days PD+Nonaccr Ln&Ls

1.10
7.52
318.92
224.65

0.36
1.22
60.70
51.79

0.60
1.52
114.59
66.71

0.93
2.86
171.04
121.06

1.11
5.65
251.81
179.46

1.28
9.59
421.33
273.46

1.51
16.71
722.06
538.20

1.61
34.14
915.88
621.72

67

60

66

65

Gross Ln&Ls Losses/Avg Loans & Leases
Recoveries/Avg Loans and Leases
Net Losses/Avg Loans and Leases
Write-downs, Trans Lns HFS/Avg Lns&Ls
Recoveries/Prior Year-End Losses
Earnings Coverage of Net Losses (X)

0.32
0.09
0.23
0.00
7.37
15.67

0.00
0.00
-0.00
0.00
0.14
-222.94

0.00
0.00
0.00
0.00
3.08
2.03

0.10
0.03
0.07
0.00
5.17
5.55

0.24
0.07
0.15
0.00
6.83
10.89

0.45
0.13
0.30
0.00
8.19
24.45

0.91
0.20
0.75
0.00
13.58
44.17

1.10
0.29
0.90
0.00
19.56
119.40

67

67

67

67

65

65

NET LOAN AND LEASE LOSSES BY TYPE

--------------------------------

Real Estate Loans
RE Loans Secured By 1-4 Family
Revolving
Closed-End
Commercial Real Estate Loans
Construction and Land Dev
Multifamily
Nonfarm Nonresidential
RE Loans Secured by Farmland

0.09
0.12
0.18
0.10
0.03
0.04
0.00
0.03
-0.03

-0.01
-0.00
-0.00
-0.00
-0.03
-0.00
-0.09
-0.06
-0.68

-0.00
-0.00
0.00
0.00
-0.01
-0.00
-0.03
-0.01
-0.24

0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
-0.01

0.04
0.08
0.09
0.04
0.01
0.00
0.00
0.00
0.00

0.15
0.19
0.34
0.13
0.05
0.04
0.00
0.06
0.00

0.29
0.31
0.48
0.31
0.14
0.25
0.03
0.13
0.00

0.45
0.64
0.67
0.69
0.28
0.40
0.06
0.18
0.00

65

65

65

65

65

65

64

65

54

Commercial and Industrial Loans
Loans to Depository Institutions

0.23
-0.00

-0.17
-0.56

-0.04
0.00

0.06
0.00

0.19
0.00

0.37
0.00

0.66
0.00

0.81
0.00

67

39

1.24
3.25

0.10
-4.86

0.22
0.32

0.54
1.44

0.97
3.38

1.71
4.26

3.38
6.37

3.86
8.80

59

46

0.03
-0.44
0.14

-0.34
-5.26
-0.46

-0.04
-4.22
-0.19

0.00
-0.00
-0.01

0.00
0.00
0.01

0.00
0.00
0.26

0.18
0.00
0.73

0.66
0.00
1.18

58

12

67

Loans to Individuals
Credit Card Loans
Agricultural Loans
Loans to Foreign Governments & Inst
Other Loans and Leases

B-20

ALLOWANCE AND NET LOAN AND LEASE LOSSES

BHCPR User’s Guide • March 2007

BHCPR PERCENTILE DISTRIBUTION REPORT
PEER GROUP 1

PERCENT OF LOANS AND LEASES
--------------------------30-89 Days PD Loans and Leases
90+ Days PD Loans and Leases
Nonaccrual Loans and Leases

PAST DUE AND NONACCRUAL ASSETS
PEER
RATIO
-----0.74
0.14
0.50

5%
------0.06
0.00
0.07

10%
------0.24
0.00
0.12

PAGE 7

25%
------0.46
0.02
0.21

50%
------0.67
0.10
0.38

75%
------0.94
0.23
0.62

90%
------1.37
0.40
1.02

95%
------1.96
0.58
1.93

BHC

COUNT

----

67

67

67

90+ Days PD and Nonaccrual Loans and Leases

0.69

0.12

0.16

0.34

0.60

0.87

1.64

2.08

67

30-89 Days PD Restructured
90+ Days PD Restructured
Nonaccrual Restructured

0.00
0.00
0.00

0.00
0.00
0.00

0.00
0.00
0.00

0.00
0.00
0.00

0.00
0.00
0.00

0.00
0.00
0.00

0.00
0.00
0.03

0.00
0.00
0.06

67

67

67

PERCENT OF LNS&LS + OTHER ASSETS

30+ DAYS PAST DUE AND NONACCRUAL

-------------------------------

30-89 Days Past Due Assets
90+ Days Past Due Assets
Nonaccrual Assets
30+ Days PD & Nonaccrual Assets

0.75
0.14
0.50
1.44

0.06
0.00
0.07
0.24

0.24
0.00
0.12
0.61

0.46
0.03
0.23
0.89

0.67
0.10
0.41
1.30

0.96
0.23
0.63
1.84

1.37
0.40
1.02
2.44

1.96
0.58
1.93
3.52

67

67

67

67

PERCENT OF TOTAL ASSETS

----------------------

90+ Days PD and Nonaccrual Assets
90+ PD & Nonaccrual Assets + OREO

0.42
0.50

0.06
0.06

0.08
0.09

0.20
0.26

0.39
0.43

0.58
0.68

0.91
1.06

1.32
1.49

67

67

0.37
52.73
4.18
4.64
0.60

0.03
7.00
0.38
0.13
0.07

0.08
12.68
0.80
0.90
0.15

0.15
27.74
1.52
1.83
0.27

0.31
47.10
3.07
3.93
0.47

0.51
71.60
5.45
6.69
0.77

0.83
118.08
9.88
9.64
1.36

1.10
154.01
16.63
13.66
2.11

67

67

67

67

67

RESTRUCTURED & NONACCRUAL LNS&LS

+ REAL ESTATE ACQUIRED AS PERCENT OF:

------------------------------------

Total Assets
Allowance for Loan & Lease Losses
Equity Cap + ALLL
Tier 1 Cap + ALLL
Loans & Leases + RE Acquired

BHCPR User’s Guide • March 2007

B-21

BHCPR PERCENTILE DISTRIBUTION REPORT
PEER GROUP 1

30+ DAYS PAST DUE AND NONACCRUAL
LNS&LS AS A PERCENT OF LOAN TYPE
-------------------------------Real Estate - 30-89 Days PD
- 90+ Days Past Due
- Nonaccrual
Coml & Indl - 30-89 Days PD
- 90+ Days Past Due
- Nonaccrual
Individuals - 30-89 Days PD
- 90+ Days Past Due
- Nonaccrual
Dep Inst Lns - 30-89 Days PD
- 90+ Days Past Due
- Nonaccrual
Agricultural - 30-89 Days PD
- 90+ Days Past Due
- Nonaccrual
Foreign Govts- 30-89 Days PD
- 90+ Days Past Due
- Nonaccrual
Other Lns&Ls - 30-89 Days PD
- 90+ Days Past Due
- Nonaccrual
MEMORANDA:

1-4 Family

Revolving
Closed-End Commercial RE Const & Dev Multifamily Nonfarm NresFarmland
Credit Card
-

B-22

30-89 Days PD
90+ Days Past Due
Nonaccrual
30-89 Days PD
90+ Days Past Due
Nonaccrual
30-89 Days PD
90+ Days Past Due
Nonaccrual
Jr Lien 30-89 Days PD
Jr Lien 90+ Days PD
Jr Lien Nonaccrual
30-89 Days PD
90+ Days Past Due
Nonaccrual
30-89 Days PD
90+ Days Past Due
Nonaccrual
30-89 Days PD
90+ Days Past Due
Nonaccrual
30-89 Days PD
90+ Days Past Due
Nonaccrual
30-89 Days PD
90+ Days Past Due
Nonaccrual
30-89 Days PD
90+ Days Past Due
Nonaccrual

PAST DUE AND NONACCRUAL LOANS AND LEASES

PAGE 7A

PEER
RATIO
-----0.79
0.13
0.60
0.54
0.05
0.47
1.41
0.28
0.15
0.00
0.00
0.00
0.37
0.02
0.44
0.00
0.19
0.00
0.41
0.02
0.12

5%
------0.14
0.00
0.11
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00

10%
------0.30
0.00
0.13
0.09
0.00
0.12
0.54
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00

25%
------0.48
0.01
0.27
0.24
0.00
0.20
0.75
0.01
0.01
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.05
0.00
0.00

50%
------0.71
0.07
0.44
0.43
0.03
0.38
1.14
0.15
0.07
0.00
0.00
0.00
0.09
0.00
0.13
0.00
0.00
0.00
0.39
0.00
0.05

75%
------0.97
0.20
0.85
0.82
0.10
0.61
1.98
0.38
0.21
0.00
0.00
0.00
0.66
0.00
0.64
0.00
0.00
0.00
0.71
0.04
0.24

90%
------1.38
0.41
1.44
1.30
0.16
1.16
3.05
1.08
0.62
0.00
0.00
0.00
1.43
0.10
1.33
0.00
0.00
0.00
1.20
0.10
0.37

95%
------2.46
0.75
2.23
1.48
0.26
1.40
3.54
1.39
0.87
0.08
0.00
0.03
1.76
0.31
2.81
0.00
0.92
0.00
1.39
0.29
0.54

BHC

COUNT

----

65

65

65

67

67

67

67

67

67

39

39

39

58

58

58

12

12

12

67

67

67

0.88
0.18
0.59
0.58
0.07
0.33
0.98
0.22
0.67
0.08
0.01
0.05
0.69
0.05
0.59
1.01
0.06
0.68
0.59
0.05
0.43
0.47
0.03
0.48
0.44
0.05
0.59
1.48
0.94
0.13

0.12
0.00
0.05
0.00
0.00
0.00
0.12
0.00
0.06
0.00
0.00
0.00
0.07
0.00
0.04
0.01
0.00
0.00
0.00
0.00
0.00
0.03
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00

0.25
0.00
0.07
0.02
0.00
0.00
0.22
0.00
0.08
0.00
0.00
0.00
0.18
0.00
0.09
0.12
0.00
0.03
0.00
0.00
0.00
0.12
0.00
0.06
0.00
0.00
0.00
0.00
0.00
0.00

0.45
0.00
0.14
0.31
0.00
0.04
0.45
0.00
0.19
0.02
0.00
0.00
0.31
0.00
0.23
0.37
0.00
0.22
0.05
0.00
0.03
0.21
0.00
0.17
0.00
0.00
0.00
0.69
0.07
0.00

0.80
0.09
0.36
0.60
0.01
0.22
0.90
0.08
0.40
0.08
0.00
0.04
0.56
0.03
0.46
0.87
0.00
0.53
0.38
0.00
0.21
0.39
0.00
0.40
0.23
0.00
0.27
1.29
0.67
0.00

1.10
0.26
0.72
0.79
0.11
0.43
1.28
0.28
0.87
0.14
0.01
0.10
0.99
0.10
0.94
1.39
0.11
0.95
0.88
0.03
0.57
0.63
0.07
0.63
0.77
0.01
1.06
2.17
1.69
0.12

1.80
0.60
1.79
1.06
0.31
1.28
2.06
0.88
2.19
0.24
0.04
0.16
1.31
0.20
1.29
2.67
0.32
1.75
1.86
0.23
1.81
1.07
0.15
1.13
1.29
0.22
1.67
3.47
2.56
0.87

2.69
1.28
3.12
1.32
0.41
1.88
2.93
1.93
3.15
0.27
0.06
0.25
2.00
0.32
1.50
3.26
0.49
1.93
3.25
0.62
3.20
1.41
0.23
1.49
1.96
0.63
2.94
4.50
3.14
1.13

65

65

65

65

65

65

65

65

65

65

65

65

65

65

65

65

65

65

64

64

64

65

65

65

54

54

54

46

46

46

BHCPR User’s Guide • March 2007

BHCPR PERCENTILE DISTRIBUTION REPORT
PEER GROUP 1

RISK-BASED CAPITAL AND DERIVATIVES AND OFF-BALANCE-SHEET TRANSACTIONS

PAGE 8

PEER
RATIO
-----7.67
9.45
12.03

5%
------3.87
5.55
7.78

10%
------5.79
7.52
10.66

25%
------6.91
8.40
11.36

50%
------7.77
9.23
11.95

75%
------8.54
10.53
12.60

90%
------9.23
11.56
13.48

95%
------9.86
12.40
14.35

BHC

COUNT

----67

67

67

7.32
5.84

3.68
1.87

4.27
3.40

6.35
4.73

7.63
5.96

8.34
6.68

8.94
7.83

9.62
8.19

67

67

31.82
3.12
0.12

5.66
0.21
0.00

12.21
0.39
0.00

21.51
1.13
0.02

29.70
2.59
0.08

41.90
4.73
0.19

51.60
6.90
0.32

74.67
8.96
0.40

67

67

67

Securities Lent
Credit Derivatives (BHC as Guarantor)
Credit Derivatives (BHC as Beneficiary)

3.11
0.60
1.82

0.00
0.00
0.00

0.00
0.00
0.00

0.00
0.00
0.00

0.00
0.00
0.00

0.00
0.06
0.11

16.29
1.16
3.94

61.61
18.28
50.19

67

67

67

TYPE OF DERIVATIVE INSTRUMENT:

Derivative Contracts
Interest Rate Contracts
Interest Rate Futures & Forward Contr
Written Options Contr (Int Rate)
Purchased Options Contr (Int Rate)
Interest Rate Swaps

83.18
63.95
8.94
8.11
8.56
29.98

0.02
0.00
0.00
0.00
0.00
0.00

0.19
0.09
0.00
0.00
0.00
0.00

4.54
3.19
0.00
0.01
0.00
2.50

17.88
13.56
0.53
0.46
0.33
9.69

48.53
32.41
4.11
3.07
4.30
22.28

291.57
148.40
50.76
14.80
16.43
60.36

971.37
831.49
97.49
166.19
162.53
408.66

67

67

67

67

67

67

Foreign Exchange Contracts
Futures & Forward Foreign Exch Contr
Written Options Contr (Foreign Exch)
Purchased Options Contr (Foreign Exch)
Foreign Exchange Rate Swaps

12.10
7.74
0.67
0.69
0.88

0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00

0.13
0.13
0.00
0.00
0.00

3.07
1.74
0.09
0.09
0.07

100.43
62.95
1.05
1.11
3.59

176.65
109.86
14.54
14.86
19.88

67

67

67

67

67

2.45
0.11
0.67
0.91
0.42

0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00

0.85
0.00
0.13
0.10
0.08

16.44
0.58
2.85
4.54
2.86

35.54
2.43
12.90
16.03
5.54

67

67

67

67

67

57.86

12.46

25.03

33.95

45.18

60.21

127.28

212.69

67

CAPITAL RATIOS
-------------Tier 1 Leverage Ratio
Tier 1 RBC Ratio
Total Risk-Based Capital Ratio
Tangible Tier 1 Leverage Ratio
Tangible Common Eq Cap/Tan Assets

DERIVATIVES AND

OFF-BALANCE-SHEET TRANSACTIONS

-----------------------------PERCENT OF TOTAL ASSETS:

Loan Commitments
Standby Letters of Credit
Commercial & Similar Letters of Credit

Equity,Commodity, & Other Deriv Contr
Commodity & Other Fut & Forward Contr
Written Options Contr (Comm & Other)
Purchased Options Contr (Comm & Oth)
Commodity & Other Swaps
PERCENT OF AVERAGE LOANS AND LEASES:

Loan Commitments

BHCPR User’s Guide • March 2007

B-23

BHCPR PERCENTILE DISTRIBUTION REPORT
PEER GROUP 1

DERIVATIVES ANALYSIS

PAGE 9

PEER
RATIO
-----87.09
8.20
1.95

5%
------1.88
0.00
0.00

10%
------24.51
0.00
0.00

25%
------79.77
0.01
0.00

50%
------94.66
1.26
0.00

75%
------99.49
8.50
2.21

90%
------100.00
35.72
9.85

95%
------100.00
95.26
20.11

BHC

COUNT

----

64

64

64

Futures and Forwards
Written Options
Exchange-Traded
Over-The-Counter
Purchased Options
Exchange-Traded
Over-The-Counter
Swaps

20.27
7.27
0.37
6.31
6.76
0.40
5.85
59.54

0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.13

0.00
0.00
0.00
0.00
0.00
0.00
0.00
6.60

3.95
2.00
0.00
1.42
0.00
0.00
0.00
36.16

12.64
6.10
0.00
5.48
3.27
0.00
2.94
64.00

28.24
12.00
0.00
9.30
13.10
0.00
9.03
83.36

68.90
21.36
3.06
21.09
22.23
2.77
20.90
92.57

94.55
24.17
6.05
23.99
25.36
6.03
25.36
98.25

64

64

64

64

64

64

64

64

Held for Trading
Interest Rate Contracts
Foreign Exchange Contracts
Equity, Comm, & Other Contracts

38.52
27.61
3.87
1.11

0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00

34.57
23.33
0.13
0.00

77.18
57.88
5.94
1.47

97.31
82.48
13.07
5.93

99.30
87.84
47.12
13.73

64

64

64

64

Non-Traded
Interest Rate Contracts
Foreign Exchange Contracts
Equity, Comm, & Other Contracts

61.47
54.95
0.60
0.12

0.54
0.24
0.00
0.00

2.02
1.13
0.00
0.00

21.70
9.16
0.00
0.00

65.11
56.42
0.00
0.00

100.00
91.54
0.51
0.00

100.00
99.88
3.08
0.49

100.00
100.00
10.22
2.94

64

64

64

64

Deriv Contr (Excl Fut & FX LE 14 Days)
One Year or Less
Over 1 Year to 5 Years
Over 5 Years
Gross Negative Fair Value (Abs Val)
Gross Positive Fair Value

84.47
25.90
29.39
19.39
0.61
0.66

36.77
0.13
0.00
0.00
0.02
0.02

61.72
1.86
0.00
0.00
0.12
0.24

72.76
8.39
16.80
9.75
0.36
0.44

88.92
19.82
30.17
17.43
0.55
0.62

95.37
34.67
45.79
32.01
0.86
0.87

99.02
70.47
60.20
40.61
1.05
1.13

100.00
91.19
73.54
62.09
2.17
1.28

64

64

64

64

64

64

PERCENT OF TIER 1 CAPITAL:

Gross Negative Fair Value, Abs Val (X)
Gross Positive Fair Value (X)
Held for Trading (X)
Non-Traded (X)
Current Credit Exposure (X)
Credit Losses on Derivative Contracts

0.08
0.08
0.07
0.01
0.04
0.00

0.00
0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00
0.00

0.01
0.01
0.00
0.00
0.01
0.00

0.04
0.04
0.02
0.01
0.04
0.00

0.46
0.43
0.42
0.03
0.22
0.00

1.16
1.19
1.12
0.05
0.42
0.00

67

67

67

67

67

67

PAST DUE DERIVATIVE INSTRUMENTS

FAIR VALUE:

30-89 Days Past Due
90+ Days Past Due

0.00
0.00

0.00
0.00

0.00
0.00

0.00
0.00

0.00
0.00

0.00
0.00

0.00
0.00

0.00
0.00

67

67

OTHER RATIOS:

Current Credit Exposure/Risk Wtd Asts

0.50

0.00

0.00

0.02

0.14

0.36

2.29

4.38

67

PERCENT OF NOTIONAL AMOUNT
-------------------------Interest Rate Contracts
Foreign Exchange Contracts
Equity, Comm, & Other Contracts

B-24

BHCPR User’s Guide • March 2007

BHCPR PERCENTILE DISTRIBUTION REPORT
PEER GROUP 1
INSURANCE ACTIVITIES
-------------------ANALYSIS RATIOS:
Ins Underwriting Assets/Consol Assets
Ins Under Assets(P/C)/Tot Ins Und Ast
Ins Under Assets(L/H)/Tot Ins Und Ast
Sep Acct Assets(L/H)/Total Life Ast

INSURANCE, BROKER-DEALER AND FOREIGN ACTIVITIES
PEER
RATIO
5%
------------

PAGE 10

10%
-------

25%
-------

50%
-------

75%
-------

90%
-------

95%
-------

BHC
COUNT
-----

0.05
40.94
59.05
0.82

0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00

0.00
0.00
14.42
0.00

0.00
17.98
77.14
0.00

0.06
80.35
100.00
0.00

0.23
100.00
100.00
0.00

0.64
100.00
100.00
15.48

67
28
28
23

1.32
8.74
73.92
26.07

0.00
0.00
0.00
-7.14

0.01
0.00
0.00
0.00

0.09
0.00
44.81
0.00

0.53
0.00
100.00
0.00

2.16
11.91
100.00
37.40

4.31
48.80
100.00
99.07

5.42
66.54
100.00
100.00

67
63
25
25

Ins Under Net Income/Consol Net Income
Ins Net Inc (P/C)/Equity (P/C)
Ins Net Inc (L/H)/Equity (L/H)
Insur Ben, Losses, Exp/Insur Premiums

0.28
18.93
4.85
122.98

0.00
-0.43
-1.89
-0.76

0.00
1.34
-0.39
0.00

0.00
5.12
1.38
26.71

0.00
14.50
4.20
61.70

0.18
18.16
5.69
110.45

1.25
24.47
10.90
437.76

3.65
37.86
13.02
754.00

67
18
23
25

Reinsurance Recov(P/C)/Tot Assets(P/C)
Reinsurance Recov(L/H)/Tot Assets(L/H)

0.95
0.23

0.00
0.00

0.00
0.00

0.00
0.00

0.00
0.00

0.64
0.18

4.28
0.97

8.45
2.37

19
23

0.00
12.60

0.00
0.00

0.00
0.00

0.00
2.07

0.00
13.35

0.00
23.21

0.02
26.58

0.09
31.29

67
66

BROKER-DEALER ACTIVITIES
-----------------------Net Assets Broker-Dealer Subs/Cons Asts

0.98

0.00

0.00

0.00

0.00

0.17

5.59

15.52

67

FOREIGN ACTIVITIES
-----------------Yield: Foreign Loans
Cost: Interest-Bearing Deposits

3.36
4.46

0.00
1.92

0.00
2.99

0.00
3.99

0.00
4.60

5.05
5.01

12.00
5.26

20.73
5.42

54
42

NET LOSSES AS % OF FOREIGN LNS&LS BY TYPE:
Real Estate Loans
Commercial and Industrial Loans
Foreign Governments and Inst

25.49
0.20
-0.44

0.03
0.04
-5.26

0.03
0.04
-4.22

0.03
0.06
-0.00

0.24
0.11
0.00

0.25
0.22
0.00

60.98
0.36
0.00

81.22
0.44
0.00

4
6
12

GROWTH RATES:
Net Loans and Leases
Total Selected Assets
Deposits

23.42
28.17
31.27

-87.14
-95.37
-55.78

-62.42
-56.38
-36.84

-25.77
-13.44
2.82

7.18
5.27
18.27

40.73
46.93
46.04

81.48
117.14
137.68

441.35
441.19
200.39

51
65
41

Ins Activities Revenue/Adj Oper Inc
Premium Inc/Ins Activities Revenue
Credit Rel Prem Inc/Tot Prem Inc
Other Prem Inc/Total Prem Inc

Net Assets Ins Under Subs/Cons Assets
CSV Life Insurance/Tier 1 Cap + ALLL

BHCPR User’s Guide • March 2007

B-25

BHCPR PERCENTILE DISTRIBUTION REPORT
PEER GROUP 1

PROFITABLITY:
------------Net Income/Avg Equity Capital
Bank Net Inc/Avg Eq Inv in Banks
Nonbk Net Inc/Avg Eq Inv in Nonbanks
Sub BHCs Net Inc/Avg Eq Inv in Sub BHCs
Bank Net Income/Parent Net Income
Nonbank Net Income/Parent Net Income
Sub BHCs Net Inc/Parent Net Income

PEER
RATIO
5%
-----------12.12
4.32
12.61
2.50
10.16
-1.27
8.97
-17.65
76.89
0.00
6.90
0.00
69.96
0.03

PAGE 11

10%
------5.67
5.34
0.00
-0.02
0.00
0.00
0.62

25%
------8.39
8.66
1.58
3.63
66.60
0.08
12.05

50%
------12.56
12.04
6.86
9.46
96.19
3.68
84.28

75%
------15.40
15.74
16.11
13.07
105.45
8.37
105.09

90%
------17.23
19.01
25.95
17.06
114.79
31.08
122.73

95%
------20.73
25.14
45.68
19.26
121.09
38.44
129.57

BHC

COUNT

----67

57

62

25

66

62

21

LEVERAGE:

Total Liabilities/Equity
Total Debt/Equity Capital
Tot Debt+NP to Subs Iss Tr Pref/Equity
Tot Debt+Lns Guaranteed for Affl/Equity
Total Debt/Eq Cap - Exc Over Fair Value
Long-Term Debt/Equity Capital
Short-Term Debt/Equity Capital
Current Portion of LT Debt/Equity
Exc Cost Over Fair Value/Equity Cap
Long-Term Debt/Consolidated LT Debt

35.26
16.09
25.70
17.95
16.33
12.03
3.12
0.37
0.40
14.09

0.72
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00

2.59
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00

15.05
0.00
11.95
0.00
0.00
0.00
0.00
0.00
0.00
0.00

24.13
6.60
20.77
7.50
6.64
5.16
0.00
0.00
0.00
7.78

48.07
26.42
38.62
30.87
26.53
21.68
5.98
0.14
0.10
24.27

105.67
55.44
65.01
56.76
55.76
45.19
15.12
2.41
2.58
52.28

117.99
84.52
95.78
101.73
86.14
60.01
22.37
3.33
5.11
67.78

67

67

67

67

67

67

67

67

67

67

DOUBLE LEVERAGE:

Equity Investment in Subs/Equity
Total Investment in Subs/Equity
Eq Inv Sub/Eq Cap,QualTPS+Oth PS in T1
Tot Inv Sub/Eq Cap,QualTPS+Oth PS in T1

111.14
121.49
100.25
109.25

91.55
96.41
84.67
87.24

95.92
99.64
86.97
91.92

103.51
106.42
95.56
97.84

109.40
114.48
99.28
101.51

118.48
131.07
102.84
115.25

127.62
162.68
115.37
147.54

136.89
182.02
122.24
166.37

67

67

67

67

DOUBLE LEVERAGE PAYBACK:

Equity Inv in Subs - Eq Cap/Net Inc (X)
Eq Inv in Subs - Eq Cap/Net Inc-Div (X)

1.16
3.11

-0.72
0.43

-0.17
0.50

0.26
0.92

0.84
1.89

1.61
4.49

2.76
7.78

5.92
11.43

67

53

COVERAGE ANALYSIS:

Op Inc-Tax + Noncash/Oper Exp + Div
Cash Fl Fr Op+Noncash+Op Ex/Op Ex+Div
Adj Cash Fl/Op Exp+Repaid LT Debt+Div
Pretax Oper Inc + Int Exp/Int Expense
Div + Int From Subs/Int Exp + Div
Fees+Other Inc From Subs/Sal + Oth Exp
Net Inc/Curr Port of LT Debt+Pfd Div(X)

130.38
137.44
100.95
1992.69
145.24
17.27
37.50

10.63
-7.55
-76.26
-187.00
0.85
0.00
0.25

32.23
18.99
-8.28
-4.84
4.70
0.00
0.61

80.04
69.01
43.63
212.77
88.49
0.00
1.44

107.30
106.66
99.85
633.91
116.57
0.00
3.65

155.99
162.83
131.76
2953.01
172.32
31.07
29.94

292.38
315.10
241.50
7443.43
393.31
72.17
155.41

382.17
428.49
272.74
11728.3
477.00
100.71
252.61

67

67

67

50

64

66

30

0.64

-25.42

-10.32

-1.57

0.90

4.10

7.19

14.23

67

0.00
11.39
11.39

0.00
0.00
0.00

0.00
0.00
0.00

0.00
0.00
0.00

0.00
0.00
0.00

0.00
0.00
0.00

0.00
15.35
15.35

0.00
100.00
100.00

20

20

20

0.00
0.28
0.00
0.36

0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00

0.00
0.32
0.00
2.15

0.10
7.64
0.00
8.59

67

67

67

67

5.88
0.24
0.13

0.00
0.00
0.00

0.00
0.00
0.00

0.03
0.00
0.00

1.16
0.00
0.00

5.97
0.00
0.00

27.56
1.53
1.01

41.92
4.43
1.79

67

67

67

OTHER RATIOS:

Net Assets Repr in 1 Yr/Total Assets
PAST DUE AND NONACCRUAL AS % OF LNS&LS:

90+ Days Past Due
Nonaccrual
Total
GUARANTEED LOANS AS % OF EQUITY CAP:

To Bank Subsidiaries
To Nonbank Subsidiaries
To Subsidiary BHCs
Total
AS A % OF CONSOLIDATED BHC ASSETS:

Nonbank Assets of Nonbank Subsidiaries
Combined Thrift Assets
Combined Foreign Nonbank Sub Assets

B-26

PARENT COMPANY ANALYSIS - PART I

BHCPR User’s Guide • March 2007

BHCPR PERCENTILE DISTRIBUTION REPORT
PEER GROUP 1

PAYOUT RATIOS - PARENT
---------------------Div Paid/Inc Before Undist Inc
Dividends Paid/Net Income
Net Income - Dividends/Avg Equity
PERCENT OF DIVIDENDS PAID:

Dividends From Bank Subs
Dividends From Nonbank Subs
Dividends From Subsidiary BHCs
Dividends From All Subsidiaries

PARENT COMPANY ANALYSIS - PART II
PEER
RATIO
5%
-----------74.08
0.71
38.81
0.00
7.14
0.50

PAGE 12

10%
------16.23
0.00
1.81

25%
------32.75
19.99
4.13

50%
------74.89
43.12
7.40

75%
------101.91
54.88
9.42

90%
------127.36
75.47
12.67

95%
------180.77
80.16
14.33

BHC

COUNT

----

54

67

67

119.82
3.60
13.18
178.31

0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.20

0.00
0.00
0.00
90.09

100.00
0.00
0.00
128.67

167.08
1.15
0.00
201.79

395.53
16.17
116.87
460.37

551.33
58.65
129.39
689.51

60

60

60

60

60.41
3.20
4.30
-0.00
77.29

0.00
0.00
0.00
-0.15
0.11

0.00
0.00
0.00
0.00
1.93

16.35
0.05
0.00
0.00
37.87

61.66
1.29
0.00
0.00
65.86

91.68
3.48
3.76
0.00
105.08

146.22
14.17
22.36
0.00
164.78

188.35
20.01
28.74
0.00
210.77

55

55

55

55

55

40.08
24.79
2.63
0.00
83.01

0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
10.95

0.53
6.24
0.00
0.00
55.19

100.14
31.43
1.59
0.00
126.94

156.61
91.56
15.88
0.00
227.03

193.49
191.30
21.38
0.07
395.57

51

51

51

51

51

36.74
5.16
2.29
0.00
50.59

0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
2.35

15.46
0.00
0.00
0.00
54.96

68.60
4.99
0.00
0.00
90.92

105.77
24.39
10.60
0.00
108.12

108.22
31.11
32.45
0.00
132.68

21

21

21

21

21

DEPENDENCE ON SUBSIDIARIES:

PERCENT OF TOTAL OPERATING INCOME:

Dividends From Bank Subsidiaries
Interest Income From Bank Subs
Mgt & Serv Fees From Bank Subs
Other Income From Bank Subs
Operating Income From Bank Subs

49.34
4.03
3.31
0.00
62.87

0.00
0.00
0.00
-0.06
0.00

0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
14.61

67.67
1.42
0.00
0.00
88.80

90.85
5.91
1.99
0.00
97.98

97.53
15.17
22.38
0.00
99.77

99.11
29.36
31.08
0.00
99.95

67

67

67

67

67

Dividends From Nonbank Subs
Interest Income From Nonbank Subs
Mgt & Serv Fees From Nonbank Subs
Other Income From Nonbank Subs
Operating Inc From Nonbank Subs

3.17
2.79
0.19
0.00
8.27

0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00

0.00
0.13
0.00
0.00
1.09

0.66
4.31
0.00
0.00
9.07

20.89
15.01
0.67
0.00
40.43

45.61
22.88
4.59
0.00
60.61

67

67

67

67

67

Dividends From Subsidiary BHCs
Interest Inc From Subsidiary BHCs
Mgt & Serv Fees From Sub BHCs
Other Income From Subsidiary BHCs
Operating Income From Sub BHCs

9.80
0.37
0.00
0.00
11.69

0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.00

0.00
0.00
0.00
0.00
0.61

73.73
1.93
0.00
0.00
90.25

93.39
8.40
0.12
0.00
97.06

67

67

67

67

67

1500.69
262.32

5.91
0.00

14.95
2.46

64.41
15.17

191.40
55.46

803.92
239.88

3681.91
849.54

13421.4
2502.81

30

49

PAYOUT RATIOS - SUBSIDIARIES:

PERCENT OF BANK NET INCOME:

Dividends From Bank Subs
Interest Income From Bank Subs
Mgt & Service Fees From Bank Subs
Other Income From Bank Subs
Operating Income From Bank Subs
PERCENT OF NONBANK NET INCOME:

Dividends From Nonbank Subs
Interest Income From Nonbank Subs
Mgt & Serv Fees From Nonbank Subs
Other Income From Nonbank Subs
Operating Inc From Nonbank Subs
PERCENT OF SUB BHCs' NET INCOME:

Dividends From Subsidiary BHCs
Interest Inc From Subsidiary BHCs
Mgt & Serv Fees From Sub BHCs
Other Income From Subsidiary BHCs
Operating Income From Sub BHCs

Loans and Adv From Subs/ST Debt
Loans and Adv From Subs/Total Debt

BHCPR User’s Guide • March 2007

B-27

BHCPR Reporters for Quarter Ending MM/DD/YYYY
Peer Group 1 by BHC Name
Consolidated
ID_RSSD Assets($000)
------- -----------1379552
156,420,349
1199563
20,507,556
1097614
12,964,663
1025608
68,686,360
1073757 1,509,618,809
1025309
10,491,957
1033470
99,960,000
1074156
121,694,315
1883693
18,226,127
2277860
148,698,605
1951350 2,020,966,000
1205688
13,330,227
1132449
159,464,911
1027518
15,270,628
1080465
23,072,737
1199844
57,830,077
1117679
47,421,065
1049341
15,214,526
1078529
34,447,570
1102367
13,246,168
2734233
10,655,868
1130780
14,470,594
1070345
99,823,708
2744894
17,192,745
1118797
10,387,828
1075612
15,853,778
1094640
38,830,743
1020902
13,782,767
1070804
10,348,812
1117129
14,670,336
1245415
59,844,210
3232316
483,682,338
1068191
34,979,265
1104231
11,226,493
2337045
14,207,844
1039502 1,408,918,000
1068025
93,075,955
1037003
57,842,471
1199497
56,560,444
1069125
138,570,626
2132932
27,990,200
3212091
15,206,214
1199611
59,532,356
1129382
47,165,000
1826056
25,522,201
3242838
138,069,628
1071203
17,623,009
1141599
14,158,145
1111435
110,091,129
3152245
11,405,832
1131787
186,384,841

B-28

BHC Name
-------ABN AMRO NORTH AMERICA HOLDING
ASSOCIATED BANC-CORP
BANCORPSOUTH, INC.
BANCWEST CORPORATION
BANK OF AMERICA CORPORATION
BANK OF HAWAII CORPORATION
BANK OF NEW YORK COMPANY, INC.
BB&T CORPORATION
BOK FINANCIAL CORPORATION
CAPITAL ONE FINANCIAL CORPORAT
CITIGROUP INC.
CITIZENS BANKING CORPORATION
CITIZENS FINANCIAL GROUP, INC.
CITY NATIONAL CORPORATION
COLONIAL BANCGROUP, INC., THE
COMERICA INCORPORATED
COMMERCE BANCORP, INC.
COMMERCE BANCSHARES, INC.
COMPASS BANCSHARES, INC.
CULLEN/FROST BANKERS, INC.
EAST WEST BANCORP, INC.
FBOP CORPORATION
FIFTH THIRD BANCORP
FIRST BANCORP
FIRST BANKS, INC.
FIRST CITIZENS BANCSHARES, INC
FIRST HORIZON NATIONAL CORPORA
FIRST NATIONAL OF NEBRASKA, IN
FIRSTMERIT CORPORATION
FULTON FINANCIAL CORPORATION
HARRIS FINANCIAL CORP.
HSBC NORTH AMERICA HOLDINGS IN
HUNTINGTON BANCSHARES INCORPOR
INTERNATIONAL BANCSHARES CORPO
INVESTORS FINANCIAL SERVICES
JPMORGAN CHASE & CO.
KEYCORP
M&T BANK CORPORATION
MARSHALL & ILSLEY CORPORATION
NATIONAL CITY CORPORATION
NEW YORK COMMUNITY BANCORP, IN
NEW YORK PRIVATE BANK & TRUST
NORTHERN TRUST CORPORATION
POPULAR, INC.
RBC CENTURA BANKS, INC.
REGIONS FINANCIAL CORPORATION
SKY FINANCIAL GROUP, INC.
SOUTH FINANCIAL GROUP, THE
STATE STREET CORPORATION
STERLING FINANCIAL CORPORATION
SUNTRUST BANKS, INC.

Home Office
Location
----------CHICAGO, IL
GREEN BAY, WI
TUPELO, MS
HONOLULU, HI
CHARLOTTE, NC
HONOLULU, HI
NEW YORK, NY
WINSTON-SALEM, NC
TULSA, OK
MCLEAN, VA
NEW YORK, NY
FLINT, MI
PROVIDENCE, RI
BEVERLY HILLS, CA
MONTGOMERY, AL
DETROIT, MI
CHERRY HILL, NJ
KANSAS CITY, MO
BIRMINGHAM, AL
SAN ANTONIO, TX
PASADENA, CA
OAK PARK, IL
CINCINNATI, OH
SAN JUAN, PR
HAZELWOOD, MO
RALEIGH, NC
MEMPHIS, TN
OMAHA, NE
AKRON, OH
LANCASTER, PA
WILMINGTON, DE
PROSPECT HEIGHTS, IL
COLUMBUS, OH
LAREDO, TX
BOSTON, MA
NEW YORK, NY
CLEVELAND, OH
BUFFALO, NY
MILWAUKEE, WI
CLEVELAND, OH
WESTBURY, NY
NEW YORK, NY
CHICAGO, IL
SAN JUAN, PR
RALEIGH, NC
BIRMINGHAM, AL
BOWLING GREEN, OH
GREENVILLE, SC
BOSTON, MA
SPOKANE, WA
ATLANTA, GA

Change From MM/DD/YYYY
and Other Notes
----------------------

Moved from Peer 2

BHCPR User’s Guide • March 2007

BHCPR Reporters for Quarter Ending MM/DD/YYYY
Peer Group 1 by BHC Name

ID_RSSD
------1078846
2816906
2389941
1249196
1119794
2694814
1378434
2307280
1048773
2801546
1073551
1145476
1120754
1079740
1888193
1027004

Consolidated
Assets($000)
-----------32,760,632
536,664,000
14,984,200
41,271,671
221,448,000
10,306,383
54,616,849
79,592,197
12,302,728
17,555,439
706,406,000
16,894,010
485,901,000
10,592,452
11,094,808
48,558,866

BHC Name
-------SYNOVUS FINANCIAL CORP.
TAUNUS CORPORATION
TCF FINANCIAL CORPORATION
TD BANKNORTH INC.
U.S. BANCORP
UCBH HOLDINGS, INC.
UNIONBANCAL CORPORATION
UTRECHT-AMERICA HOLDINGS, INC.
VALLEY NATIONAL BANCORP
W HOLDING COMPANY, INC.
WACHOVIA CORPORATION
WEBSTER FINANCIAL CORPORATION
WELLS FARGO & COMPANY
WHITNEY HOLDING CORPORATION
WILMINGTON TRUST CORPORATION
ZIONS BANCORPORATION

Note: Peer Group 1 has

BHCPR User’s Guide • March 2007

Home Office
Location
----------COLUMBUS, GA
NEW YORK, NY
WAYZATA, MN
PORTLAND, ME
MINNEAPOLIS, MN
SAN FRANCISCO, CA
SAN FRANCISCO, CA
NEW YORK, NY
WAYNE, NJ
MAYAGUEZ, PR
CHARLOTTE, NC
WATERBURY, CT
SAN FRANCISCO, CA
NEW ORLEANS, LA
WILMINGTON, DE
SALT LAKE CITY, UT

Change From MM/DD/YYYY
and Other Notes
----------------------

67 bank holding companies.

B-29