EFTA00597104Set 9
2016-07-2595p54,885w
EFTA00597115
buffer to the minimum TLAC requirement, which must consist only of CETI. and breaching this buffer would
result in graduated constraints on, among other things, capital distributions based ... reduced. See - Use of Proceeds" on page S-I4.
The common equity tier 1 ("CETI"), Tier 1 and Total risk-based capital ratios presented below were
calculated using the Advanced ... capital
requirements.
As of June 30.2016'
Actual As-Adjusted
(dollars in millions) (unaudited) (unaudited)
CETI $18.278 $17.718
Additional Tier 1 capital $ 2,395 $ 3,385
Tier 2 capital
https://www.justice.gov/epstein/files/DataSet%209/EFTA00597104.pdf
stressed CET1 ratio in-line with peers
CET1 ratio, fully loaded 2018 adverse scenario CETI ratio, fully loaded
II Net stress delta
CET1 ratio under the adverse scenario ... expected to benchmark results in the adverse scenario against a December 2018 CETI ratio threshold o 17%, including a
phase-in buffer for systemic instRubons of 1.5%
Deutsche Bank
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01377165.pdf