| Segment | Balance ($B) | Yield (%) | NCO (%) | Stage 2 (%) | CoR (bps) | RoRWA (%) |
|---|---|---|---|---|---|---|
| Mortgages | 290 | 3.80 | 0.05 | 4.2 | 5 | 1.2 |
| Credit Cards | 185 | 22.00 | 3.60 | 8.5 | 360 | 4.8 |
| Auto | 82 | 7.50 | 0.90 | 5.1 | 85 | 2.1 |
| C&I | 245 | 6.80 | 0.25 | 3.8 | 40 | 1.5 |
| CRE | 110 | 5.50 | 0.30 | 6.2 | 45 | 0.9 |
| SME | 50 | 7.20 | 0.50 | 5.5 | 75 | 1.8 |
| Other | 38 | 9.50 | 1.00 | 7.0 | 150 | 2.5 |
| Total | 1,000 | 6.80 | 0.65 | 5.0 | 55 | 1.9 |
| Product | Balance ($B) | Rate (%) | Beta | Core % | LCR Runoff |
|---|---|---|---|---|---|
| Checking | 420 | 0.01 | 0.05 | 85% | 3% |
| Savings | 300 | 2.40 | 0.45 | 70% | 10% |
| High-Yield | 120 | 4.50 | 0.70 | 40% | 15% |
| CDs | 180 | 4.80 | 0.85 | 0% | 0% |
| Money Market | 180 | 3.50 | 0.65 | 55% | 10% |
| Total | 1,200 | 2.07 | — | — | — |
| Metric | Current | Base | Adverse | Severe |
|---|---|---|---|---|
| NIM (%) | 2.85 | 2.70 | 2.35 | 1.90 |
| CoR (bps) | 55 | 65 | 120 | 250 |
| CET1 (%) | 14.2 | 13.8 | 12.1 | 10.5 |
| LCR (%) | 125 | 120 | 105 | 92 |
| ALCO Action | — | None | Slow origination 85% | Raise deposits +25bp, slow origination 70% |