BAC Stress Test

Trading Assets: 159 bil --Mortgage loan and ABS: 7 bil, loss rate -20%, -loss <1 bil --rest: 150 bil, loss rate -5%, -$7.5bil Securities (AFS available for sale): 285 bil --MBS: 230 bil, majority of them are Agency based, loss rate -5%, loss -11.5 bil Consumer loan and Leases: 588 bil --res mortgage: 248 bil a.23% exposure LTV > 90%, 50 bil, loss rate -30%, -15 bil b.rest 200 bil, loss rate -15%, -30 bil --home equity: 153 bil, a.37% of assets LTV > 90%, 50 bil, loss rate -20%, -10 bil b.rest, 100 bil, loss rate -10%, -10 bil --credit cards: 81 bil, loss rate -7%, -5.6 bil Commercial: 342 bil --CRE: 65 bil, loss rate -10%, -6.5 bil --rest: 280 bil, loss rate -5%, -14 bil subtotal: -90bil allowance: 25 bil short: 65 bil potential loss: 80 bil current equity: 177 bil