Interest Rate Risk Sample Information on IRA Bank Monitor by Institutional Risk Analytics

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Sample Interest Rate Exposure Estimates, June-2010
Data Source: IRA Bank Monitor/FDIC.

CERT	BANK UNIT	SAMPLE REPORT	HOLDING COMPANY
628	JPMorgan Chase Bank, National Association 1111 POLARIS PARKWAY COLUMBUS, OH	SAMPLE	JPMORGAN CHASE & CO.
3510	Bank of America, National Association 101 S TRYON ST CHARLOTTE, NC	SAMPLE	BANK OF AMERICA CORPORATION
7213	Citibank, National Association 3900 PARADISE RD, SUITE 127 LAS VEGAS, NV	SAMPLE	CITIGROUP INC.
3511	Wells Fargo Bank, National Association 101 N. PHILLIPS AVENUE SIOUX FALLS, SD	SAMPLE	WELLS FARGO & COMPANY
6548	U.S. Bank National Association 425 WALNUT STREET CINCINNATI, OH	SAMPLE	U.S. BANCORP
6384	PNC Bank, National Association 222 DELAWARE AVENUE WILMINGTON, DE	SAMPLE	PNC FINANCIAL SERVICES GROUP, INC., THE
33318	FIA Card Services, National Association 1100 NORTH KING STREET WILMINGTON, DE	SAMPLE	BANK OF AMERICA CORPORATION
57890	HSBC Bank USA, National Association 1800 TYSONS BLVD MC LEAN, VA	SAMPLE	HSBC HOLDINGS PLC
639	The Bank of New York Mellon ONE WALL STREET NEW YORK, NY	SAMPLE	BANK OF NEW YORK MELLON CORPORATION, THE
867	SunTrust Bank 303 PEACHTREET ST, N.E. ATLANTA, GA	SAMPLE	SUNTRUST BANKS, INC.
14	State Street Bank and Trust Company 225 FRANKLIN STREET BOSTON, MA	SAMPLE	STATE STREET CORPORATION
18409	TD Bank, National Association 2035 LIMESTONE ROAD WILMINGTON, DE	SAMPLE	TORONTO-DOMINION BANK, THE
9846	Branch Banking and Trust Company 200 WEST SECOND STREET WINSTON SALEM, NC	SAMPLE	BB&T CORPORATION
23360	Citibank (South Dakota), N.A. 701 EAST 60TH STREET NORTH SIOUX FALLS, SD	SAMPLE	CITIGROUP INC.
23702	Chase Bank USA, National Association 200 WHITE CLAY CENTER DRIVE NEWARK, DE	SAMPLE	JPMORGAN CHASE & CO.
12368	Regions Bank 1900 FIFTH AVENUE NORTH BIRMINGHAM, AL	SAMPLE	REGIONS FINANCIAL CORPORATION
4297	Capital One, National Association 1680 CAPITAL ONE DRIVE MCLEAN, VA	SAMPLE	CAPITAL ONE FINANCIAL CORPORATION
57957	RBS Citizens, National Association ONE CITIZENS PLAZA PROVIDENCE, RI	SAMPLE	UK FINANCIAL INVESTMENTS LIMITED
6672	Fifth Third Bank 38 FOUNTAIN SQUARE PLAZA CINCINNATI, OH	SAMPLE	FIFTH THIRD BANCORP
33124	Goldman Sachs Bank USA 85 BROAD STREET NEW YORK, NY	SAMPLE	GOLDMAN SACHS GROUP, INC., THE
17534	KeyBank National Association 127 PUBLIC SQUARE CLEVELAND, OH	SAMPLE	KEYCORP
35489	ING Bank, fsb 1 SOUTH ORANGE STREET WILMINGTON, DE	SAMPLE	N/A
22826	Union Bank, National Association 400 CALIFORNIA STREET SAN FRANCISCO, CA	SAMPLE	MITSUBISHI UFJ FINANCIAL GROUP, INC.
29950	Sovereign Bank 1130 BERKSHIRE BLVD WYOMISSING, PA	SAMPLE	BANCO SANTANDER, S.A.
33954	Capital One Bank (USA), National Association 4851 COX ROAD GLEN ALLEN, VA	SAMPLE	CAPITAL ONE FINANCIAL CORPORATION

Unlike investment portfolios, banks take years to position their capital. Therefore, institutions use buffers to protect themselves against interest rate shocks.

Equity to Assets - The classic cushion against market shocks including interest rate changes.

Non-Interest Deposits to Total Deposits - Non-interest paying deposits reduce exposure.

Securitization and Underwriting Fees to Total Gross Income - These classes of fee income are considered at-risk aka low-quality sources as interest rates rise.

Repriced Commercial and Agricultural Loans versus Total Loans and Leases - Unlike mortgage and consumer lending, commercial loans then to maintain margin and stability regardless of interest rate shifts.

MBS Securities and REPO Holdings Exposure - Large holdings in interest rate sensitive instruments could affect operating ratios with respect to Tier 1 Capital requirements.

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