Investor Presentaiton
Allowance For Credit Losses ("ACL")
Allowance ratio stable QoQ
December 31,
September 30,
December 31,
Allowance Ratios
2022
2022
2021
(Dollars in Millions)
(Unaudited)
(Unaudited)
(Audited)
Total loans held for investment
$97,338
$96,826
$92,076
("LHFI")
Total ACL1
$6,866
$6,757
$6,566
Total Allowance Ratio
7.1%
7.0%
7.1%
Under the Federal Reserve's April 2022 stress test (severely adverse scenario):
■ Q4 2022 ending ACL represents ~72% of stress test losses
■
SHUSA's stressed capital ratio² of 18.7% ranked in the top quartile among participating banks
■
PPNR³ of $7.3B (4.6% of average assets) ranked in the top quartile among participating banks
Santander
Includes ACL for unfunded commitments.
2 Projected minimum CET1 ratio (minimum and ending) under the severely adverse scenario over the nine-quarter projection horizon, 2022:Q1-2024:Q1
3 Projected PPNR under the severely adverse scenario through the nine-quarter projection horizon, 2022:Q1-2024:Q1
17
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