Chart 1: Probability Distribution of Potential Losses (Pg 69291)

Table 1: Table A-Transitional Floors (Pg 69301)

Table 2: Table B-IRB Risk-Based Capital Formulas for Wholesale Exposures to Non-Defaulted Obligors and Segments of Non-Defaulted Retail Exposures (Pg 69335)

Table 3: Table C (Pg 69338)

Chart 2: EAD and LGD for Eligible Margin Loans and Repo-Style Transactions (Pg 69340)

Table 4: Table D-Standard Supervisory Market Price Volatility Haircuts (Pg 69343)

Chart 3: EAD and LGD for OTC Derivative Contracts (Pg 69345)

Table 5: Table E-Risk Weights for Unsettled DvP and PvP Transactions (Pg 69357)

Table 6: Table F-Long Term Credit Rating Risk Weights Under RBA and IAA (Pg 69363-69364)

Table 7: Table G-Short-Term Credit Rating Risk Weights Under RBA and IAA (Pg 69364)

Table 8: Table H-Controlled Early Amoritization Provisions (Pg 69374)

Table 9: Table I-Non-Controlled Early Amoritization Provisions (Pg 69375)

Table 10: Table J (Pg 69377-69378)

Table 11: Table K (Pg 69379)

Table 12: Table L-Modified Look-Through Approaches for Equity Exposures to Investment Funds (Pg 69382)

Table 13: Table 1-Transitional Floors (Pg 69406)

Table 14: Table 2-IRB Risk-Based Capital Formulas for Wholesale Exposures to Non-Defaulted Obligors and Segments of Non-Defaulted Retail Exposures (Pg 69411)

Table 15: Table 3-Standard Supervisory Market Price Volatility Haircuts (Pg 69412-69413)

Table 16: Table 4-Conversion Factor Matrix for OTC Derivative Contracts (Pg 69414)

Table 17: Table 5-Risk Weights for Unsettled DvP and PvP Transactions (Pg 69418)

Table 18: Table 6-Long-Term Credit Rating Risk Weights Under RBA and IAA (Pg 69421)

Table 19: Table 7-Short-Term Credit Rating Risk Weights Under RBA and IAA (Pg 69421)

Table 20: Table 8-Controlled Early Amortization Provisions (Pg 69425)

Table 21: Table 9-Non-Controlled Early Amortization Provisions (Pg 69425)

Table 22: Table 10-Modified Look-Through Approaches for Equity Exposures to Investment Funds (Pg 69428)

Table 23: Table 11.1-Scope of Application (Pg 69432)

Table 24 Table 11.2-Capital Structure (Pg 69433)

Table 25: Table 11.3-Capital Adequacy (Pg 69433)

Table 26: Table 11.4-Credit Risk: General Disclosures (Pg 69433-69434)

Table 27: Table 11.5-Credit Risk: Disclosures for Portfolios Subject to IRB Risk-Based Capital Formulas (Pg 69434)

Table 28: Table 11.6-General Disclosure for Counterparty Credit Risk of OTC Derivative Contracts, Repo-Style Transactions, and Eligible Margin Loans (Pg 69435)

Table 29: Table 11.7-Credit Risk Mitigation (Pg 69435)

Table 30: Table 11.8-Securitization (Pg 69435-69436)

Table 31: Table 11.9-Operational Risk (Pg 69436)

Table 32: Table 11.10-Equitities Not Subject to Market Risk Rule (Pg 69436)

Table 33: Table 11.11-Interest Rate Risk for Non-Trading Activities (Pg 69437)

Table 34: Table 11.1-Scope of Application (Pg 69441)

Table 35: Table 11.2-Capital Structure (Pg 69441)

Table 36: Table 11.3-Capital Adequacy (Pg 69441)

Table 37: Table 11.4-Credit Risk: General Disclosures (Pg 69442)

Table 38: Table 11.5-Credit Risk: Disclosures for Portfolios Subject to IRB Risk-Based Capital Formulas (Pg 69442-69443)

Table 39: Table 11.6-General Disclosure for Counterparty Credit Risk of OTC Derivative Contracts, Repo-Style Transactions, and Eligible Margin Loans (Pg 69443)

Table 40: Table 11.7-Credit Risk Mitigation (Pg 6943)

Table 41: Table 11.8-Securitization (Pg 69444)

Table 42: Table 11.9-Operational Risk (Pg 69444)

Table 43: Table 11.10-Equitities Not Subject to Market Risk Rule (Pg 69444-69445)

Table 44: Table 11.11-Interest Rate Risk for Non-Trading Activities (Pg 69445)