Exhibit 2: Range of Minimum Required Capital (MRC) Changes for Wholesale Portfolios
Wholesale Portfolios Change in MRC (extreme values were excluded)
Total Wholesale -80%
Total Wholesale -64%
Total Wholesale -54%
Total Wholesale -52%
Total Wholesale -45%
Total Wholesale -41%
Total Wholesale -40%
Total Wholesale -40%
Total Wholesale -36%
Total Wholesale -34%
Total Wholesale -31%
Total Wholesale -28%
Total Wholesale -26%
Total Wholesale -23%
Total Wholesale -22%
Total Wholesale -21%
Total Wholesale -18%
Total Wholesale -14%
Total Wholesale -13%
Total Wholesale -11%
Total Wholesale -11%
Total Wholesale -9%
Total Wholesale 10%
Total Wholesale 12%
Total Wholesale 41%
Total Wholesale 56%
Corporate, Bank, and Sovereign -80%
Corporate, Bank, and Sovereign -70%
Corporate, Bank, and Sovereign -56%
Corporate, Bank, and Sovereign -51%
Corporate, Bank, and Sovereign -43%
Corporate, Bank, and Sovereign -40%
Corporate, Bank, and Sovereign -38%
Corporate, Bank, and Sovereign -24%
Corporate, Bank, and Sovereign -38%
Corporate, Bank, and Sovereign -32%
Corporate, Bank, and Sovereign -31%
Corporate, Bank, and Sovereign -19%
Corporate, Bank, and Sovereign -28%
Corporate, Bank, and Sovereign -14%
Corporate, Bank, and Sovereign -33%
Corporate, Bank, and Sovereign -19%
Corporate, Bank, and Sovereign -52%
Corporate, Bank, and Sovereign -44%
Corporate, Bank, and Sovereign -2%
Corporate, Bank, and Sovereign -9%
Corporate, Bank, and Sovereign -7%
Corporate, Bank, and Sovereign -3%
Corporate, Bank, and Sovereign 31%
Corporate, Bank, and Sovereign 9%
Corporate, Bank, and Sovereign 45%
Corporate, Bank, and Sovereign 56%
Small Business 0%
Small Business -81%
Small Business -40%
Small Business -73%
Small Business -51%
Small Business -53%
Small Business -37%
Small Business -43%
Small Business -25%
Small Business -30%
Small Business 0%
Small Business -30%
Small Business -26%
Small Business 5%
Small Business -55%
Small Business -16%
Small Business 13%
Small Business -13%
Small Business -16%
Small Business -28%
Small Business -20%
Small Business -19%
Small Business 0%
Small Business 30%
Small Business 1%
Small Business 0%
High Volatility CRE 0%
High Volatility CRE -44%
High Volatility CRE -38%
High Volatility CRE -43%
High Volatility CRE -53%
High Volatility CRE -22%
High Volatility CRE -50%
High Volatility CRE -50%
High Volatility CRE -34%
High Volatility CRE 58%
High Volatility CRE 0%
High Volatility CRE -24%
High Volatility CRE -11%
High Volatility CRE -60%
High Volatility CRE 10%
High Volatility CRE -38%
High Volatility CRE 0%
High Volatility CRE 3%
High Volatility CRE -42%
High Volatility CRE -11%
High Volatility CRE -23%
High Volatility CRE -14%
High Volatility CRE -13%
High Volatility CRE -12%
High Volatility CRE 110%
High Volatility CRE 60%
Income Producing RE 0%
Income Producing RE -79%
Income Producing RE -56%
Income Producing RE -44%
Income Producing RE -52%
Income Producing RE -42%
Income Producing RE -58%
Income Producing RE -57%
Income Producing RE -37%
Income Producing RE -54%
Income Producing RE 0%
Income Producing RE -54%
Income Producing RE -21%
Income Producing RE -69%
Income Producing RE -13%
Income Producing RE -45%
Income Producing RE 0%
Income Producing RE 6%
Income Producing RE -59%
Income Producing RE -55%
Income Producing RE -65%
Income Producing RE -9%
Income Producing RE -36%
Income Producing RE 0%
Income Producing RE 30%
Income Producing RE 0%