Section 402 Impact Estimates: Required {Enhanced} Supplementary Leverage Ratio Tier 1 Capital
Bank Holding Companies

 

Required Tier 1 capital
{Current vs. Proposed]

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Central Bank . Current Pro osed SLR
BHC or IDI on: Name Total Assetsl ma' ms?? Derusits ?and? Tm 1 his?! Current leisut? im?lsim mm Required 1 If??
Assets 3 Capital. 5 7. Capitol due to CED Exclusion
(Estimate) Threshold from Exposure]

EHC CHASE Bi CO. 51563.!? 521,023,418 5425.650 5212.353 5.095 5159.554 5133.221 11.433) -13 4%
EH: INC. 51.364.053 $13,423,448 5171.65? 513.544 5.056 5121.093 5112.508 {58.585} 4.195

BHC STATE STREET 5233.2'1'5 523,352,007 554.928 515.165 5.055 512.196 53.949 {53.2-16.1 -26 6%
BHC OF EW TURN MELLON 5354.815 525510.300 555.505 521.854 5.095 31?.653 513.383 {54.2 F5) 2 96
an: Inornn can TRUST CORPORATION 5125.505 9.379.600 535.313 39.525 3.095 $4.105 52.940 {51.1551 es 4 s:
3 Custody Banks BIC. NT): {58.688} 25.6%

TOTAL: {538. 3?05) -12. 3%

telSLR Required Tier 1 Capital
Insured Dep'uosilnoriiI Institution (IDI) Subsidiaries of the Above Bani: Holding Companies {Current vs. Proposed}
Central Bank Current Proposed 
?Elm Cert IDI Na me Total Assets? Deposits ?[13:13? 1 5 Current rays?? (exclusion of 
(Estimate) Threshold from Exposure]

IDI 52.9 lFMorgan Chase sent, up. $2,152,0os 522.295.443 5423.550 $131141 scar. $154,153 $139,049 r525. r191 15.51:
IDI 1213 Citibank, NA $1,401,303 snazssos $171,591 $129,099 soar. $115,021 51m,119 (510,902; .9093
IDI 539 The Bank of New Tori. Mellon 5230,06 524,539,302 532,206 519,39? 6.0% $12,219 $12.25? {513.9523 23.85%
IDI 1945 our Mellon, on $23,212 $203,341 $2,300 $1,134 soar 51,315 $1,201 {51ch 12.295
IDI 1: 5m: Street Bank and Trust to. 52 34,339 530,253,519 554.923 515,002 soar. guess $10,599 (53,395.! .2101:
IDI 91! The Northern Trust companyI $125,135 $33,873- some 54,096 $2.530 {51.156} 28.5 
TOTAL. IDI Subs of the 3 Custody Banks BIC. "Ti: {$10,192} 211%
TOTAL: ($45,213,! 44.6%

 

 

 

None: DollarArnounts in Millions

Snumes: FFIEC Call Fleport, FR FR "l"-15 Data as of 06.30.2017

Note: the IDI subsidiaries C. er: and NT Ihat are subject to Mint reouirements and that reported a non-rend amount olCuitodesetr have been included in 
Lrotrl Mature [tom the FR Schedule H: for or [tom the Call Report. Schedule RI: 312 for IDIs

zTotal custody Assets are from lhe FR r- 1.5. Schedule I: for BHEI. insets held as a custodian on behrll' oicustomers}: or from the Cell Report. Schedule the sum of l10lAlH'l10iE-lnnd runs} [or IDIs lFIdcuiary Accounts 5. Safeleeping neoounlsl

lcentral Bard: Depodts [Estimatejils comprised of the sum of the following (all Report. Schedule HIE-A Items lorlDIs:lt1.b. Currency E: Coin: ill. baianoes Due I'rom Federal Reserve Banks: and lab. Balances Due from Other Banks in Foreign Countries and Foreign Central Banks. This
number mayI be for some institutions because ofthe inclusion of Balances Due from Other Banks in Foreign Countries [which cannot be disaggregated from Balances Due from Foreign llier'itral Banks}: or! the other hand. the estimate does not include any-amounts due to
lhe Fed overnight res-arse moo program. For holding oonipanles. the central Bani: Deposits Estimate] Is the sum of Iheir IDI subsidiaries estimate In the lower table. This estimate would not include any funds deposited with a central band: by anv IDI subsidiaries not Included In this

analysis nor Iwould it include the funds of am: subsidiaries not af?liated with the holding comoanv?s Insured droosilorv Inslilulions or deposited by the holding oomoauv Itself.

lisp-broad Tier 1 Capital ls from the FR SrJIedule Part I 026 for or from the Call Report. Schedule RIC-I Part I #25for IDIs

sCurrent is 595 for LLS. GSIBs and Bifor the subsidiaries of the U.S. Northern Trust Is not a GSIB, therefore, Northern Trust and its subsidiary IDI are subject toa 396 SLR requirement in place ofthe requirements described above

iEur-rent Required Her 1 Capital is the Current leiSLR Thruhiold multiplied by the reported SLR Exposure Amount. The reported SLR Exposure Amount is from the FFIEE 101 Schedule A. - 2.21 forthe and thetall Report Schedule RC-R Part I #353. for lDIs

?Proposed Emosurel is the Current Threshold multiplied by [the reported SLR Exposure Amount LBS the minimum 0! the 'Central Bank Deposits [CBDHEstimateF or 'Total Custodv lasse?is'

INote: Theestim-ated Change in Required Tier 1 Capital due to CED Exclusion does not factorintlle badrstop ofanfotherpoterrtiallv binding Tier]. Capital requirements the US. Leverage Ratio orTler 1 Risk-Based lCapital ratios]