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Tj ET Q BT /F2 20.00 Tf ET q 0 0 0 rg BT 150.35 451.50 Td (Liquidity Coverage Ratio Disclosur) Tj ET Q q 0 0 0 rg BT 452.76 451.50 Td (e) Tj ET Q BT /F2 20.00 Tf ET q 0 0 0 rg BT 247.90 416.70 Td (June30, 2019) Tj ET Q BT /F2 20.00 Tf ET q 0 0 0 rg BT 364.02 416.70 Td ( ) Tj ET Q endstream endobj 5 0 obj <> endobj 6 0 obj <> stream BT /F2 11.00 Tf ET 0 0 0 RG /GS0 gs 1.05 w 0 i [] 0 d 1 J 1 j 3 M 50 739.878564453125 m 132.71484375 739.878564453125 l s q 0 0 0 rg BT 50.00 741.60 Td (T) Tj ET Q q 0 0 0 rg BT 56.33 741.60 Td (able of Contents) Tj ET Q BT /F1 10.00 Tf ET 0 0 0 RG /GS0 gs 0.49 w 0 i [] 0 d 1 J 1 j 3 M 52 707.4333984375 m 81.9951171875 707.4333984375 l s q 0 0 0 rg BT 52.00 708.77 Td (Section) Tj ET Q BT /F1 10.00 Tf ET 0 0 0 RG /GS0 gs 0.49 w 0 i [] 0 d 1 J 1 j 3 M 538.55 707.4333984375 m 557.9884765625 707.4333984375 l s q 0 0 0 rg BT 538.55 708.77 Td (Page) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 52.00 693.77 Td (Introduction) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 552.65 693.77 Td (1) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 52.00 678.77 Td (Liquidity Coverage Ratio) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 552.65 678.77 Td (2) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 52.00 663.77 Td (High Quality Liquid ) Tj ET Q q 0 0 0 rg BT 135.88 663.77 Td (Assets) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 552.65 663.77 Td (4) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 52.00 648.77 Td (Funding Sources) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 552.65 648.77 Td (4) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 52.00 633.77 Td (Net Cash Outflows) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 552.65 633.77 Td (4) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 52.00 618.77 Td (Deposits) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 552.65 618.77 Td (4) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 52.00 603.77 Td (Commitments) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 552.65 603.77 Td (5) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 52.00 588.77 Td (Maturity Mismatch ) Tj ET Q q 0 0 0 rg BT 131.71 588.77 Td (Add-on) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 552.65 588.77 Td (5) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 52.00 573.77 Td (Liquidity Risk Management) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 552.65 573.77 Td (5) Tj ET Q BT /F1 10.00 Tf ET endstream endobj 7 0 obj <> endobj 8 0 obj <> stream BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 86.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 122.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 158.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 194.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 230.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 266.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 302.00 772.60 Td ( PNC Liquidity Coverage Ratio Disclosure - June 30, 2019) Tj ET Q BT /F2 8.00 Tf ET q 0 0 0 rg BT 304.00 33.10 Td (1) Tj ET Q BT /F2 11.00 Tf ET q 0 0 0 rg BT 49.50 741.60 Td (Intr) Tj ET Q q 0 0 0 rg BT 68.25 741.60 Td (oduction) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 729.60 Td (The PNC Financial Services Group, Inc. \(PNC\) is one of the lar) Tj ET Q q 0 0 0 rg BT 304.54 729.60 Td (gest diversified financial services companies in the United ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 717.60 Td (States and is headquartered in Pittsbur) Tj ET Q q 0 0 0 rg BT 202.34 717.60 Td (gh, Pennsylvania. ) Tj ET Q q 0 0 0 rg BT 277.99 717.60 Td (W) Tj ET Q q 0 0 0 rg BT 286.62 717.60 Td (e have businesses engaged in retail banking, including residential ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 705.60 Td (mortgage, corporate and institutional banking and asset management, providing many of our products and services nationally) Tj ET Q q 0 0 0 rg BT 550.11 705.60 Td (. ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 693.60 Td (Our retail branch network is located in markets across the Mid-Atlantic, Midwest, and Southeast. ) Tj ET Q q 0 0 0 rg BT 440.61 693.60 Td (W) Tj ET Q q 0 0 0 rg BT 449.25 693.60 Td (e also have strategic ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 681.60 Td (international of) Tj ET Q q 0 0 0 rg BT 110.69 681.60 Td (fices in four countries outside the U.S. ) Tj ET Q q 0 0 0 rg BT 268.99 681.60 Td (At ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 281.49 681.60 Td (June30, 2019) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 337.32 681.60 Td (, consolidated total assets, total deposits and total ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 669.60 Td (shareholders) Tj ET Q q 0 0 0 rg BT 102.63 669.60 Td ( equity were ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 154.55 669.60 Td ($405.8) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 182.05 669.60 Td ( billion, ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 215.66 669.60 Td ($273.3) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 243.16 669.60 Td ( billion and ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 291.21 669.60 Td ($49.3) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 313.71 669.60 Td ( billion, respectively) Tj ET Q q 0 0 0 rg BT 394.99 669.60 Td (.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 645.60 Td (PNC is a bank holding company registered under the Bank Holding Company ) Tj ET Q q 0 0 0 rg BT 363.34 645.60 Td (Act of 1956 and a financial holding company ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 633.60 Td (under the Gramm-Leach-Bliley ) Tj ET Q q 0 0 0 rg BT 177.51 633.60 Td (Act. Our bank subsidiary is PNC Bank, National ) Tj ET Q q 0 0 0 rg BT 376.66 633.60 Td (Association \(PNC Bank\), a national bank ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 621.60 Td (headquartered in Pittsbur) Tj ET Q q 0 0 0 rg BT 149.85 621.60 Td (gh, Pennsylvania. ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 597.60 Td (The Liquidity Coverage Ratio \(LCR\) disclosures are required by the LCR rules issued by the Board of Governors of the Federal ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 585.60 Td (Reserve System. ) Tj ET Q q 0 0 0 rg BT 118.47 585.60 Td (These disclosures provide information about our LCR, liquidity risk management, sources of liquidity and ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 573.60 Td (contractual obligations and commitments and should be read in conjunction with our Securities and Exchange Commission ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 561.60 Td (\(SEC\) filings, including the ) Tj ET Q q 0 0 0 rg BT 162.00 561.60 Td (Annual Report on Form 10-K for the year ended December31, 2018 \(2018 Form 10-K\) and ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 549.60 Td (Quarterly Report on Form 10-Q for the period ended ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 263.05 549.60 Td (June30, 2019) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 318.88 549.60 Td ( \(June 30, 2019 Form 10-Q\). ) Tj ET Q q 0 0 0 rg BT 435.92 549.60 Td (These SEC filings are available ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 537.60 Td (at www) Tj ET Q q 0 0 0 rg BT 80.23 537.60 Td (.pnc.com/secfilings. ) Tj ET Q q 0 0 0 rg BT 162.81 537.60 Td (The LCR disclosures and other regulatory disclosures are available at www) Tj ET Q q 0 0 0 rg BT 464.29 537.60 Td (.pnc.com/) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 525.60 Td (regulatorydisclosures. ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 501.60 Td (Further) Tj ET Q q 0 0 0 rg BT 78.54 501.60 Td (, the financial information presented within this LCR disclosure may dif) Tj ET Q q 0 0 0 rg BT 366.91 501.60 Td (fer from similar information presented in the ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 489.60 Td (Consolidated Financial Statements and Notes ) Tj ET Q q 0 0 0 rg BT 233.46 489.60 Td (T) Tj ET Q q 0 0 0 rg BT 238.87 489.60 Td (o Consolidated Financial Statements on Form 10-K/Q. Unless specified ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 477.60 Td (otherwise, all amounts and information within are presented in conformity with the definitions and requirements of the LCR ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 465.60 Td (rules.) Tj ET Q BT /F3 10.00 Tf ET q 0 0 0 rg BT 49.50 441.60 Td (Forward-Looking Statements) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 429.60 Td (This disclosure may contain forward-looking statements. Forward-looking statements are subject to numerous assumptions, ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 417.60 Td (risks and uncertainties, which change over time. ) Tj ET Q q 0 0 0 rg BT 246.66 417.60 Td (Actual results or future events could dif) Tj ET Q q 0 0 0 rg BT 405.33 417.60 Td (fer) Tj ET Q q 0 0 0 rg BT 416.02 417.60 Td (, possibly materially) Tj ET Q q 0 0 0 rg BT 496.75 417.60 Td (, from those ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 405.60 Td (anticipated in forward-looking statements, as well as from historical performance. Forward-looking statements are qualified by ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 393.60 Td (the factors af) Tj ET Q q 0 0 0 rg BT 101.51 393.60 Td (fecting forward-looking statements identified in the Cautionary Statement Regarding Forward-Looking ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 381.60 Td (Information included in PNC) Tj ET Q q 0 0 0 rg BT 169.21 381.60 Td (s ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 175.60 381.60 Td (June30, 2019) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 231.43 381.60 Td ( Form 10-Q accessible on PNC's website at www) Tj ET Q q 0 0 0 rg BT 428.11 381.60 Td (.pnc.com/secfilings and on the ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 369.60 Td (SEC's website at www) Tj ET Q q 0 0 0 rg BT 139.81 369.60 Td (.sec.gov) Tj ET Q q 0 0 0 rg BT 171.93 369.60 Td (. Our forward-looking statements may also be subject to other risks and uncertainties, including ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 357.60 Td (those we may discuss in our SEC filings. Forward-looking statements speak only as of the date made. ) Tj ET Q q 0 0 0 rg BT 463.42 357.60 Td (W) Tj ET Q q 0 0 0 rg BT 472.05 357.60 Td (e do not assume any ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 345.60 Td (duty to update forward-looking statements.) Tj ET Q endstream endobj 9 0 obj <> endobj 10 0 obj <> stream BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 86.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 122.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 158.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 194.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 230.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 266.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 302.00 772.60 Td ( PNC Liquidity Coverage Ratio Disclosure - June 30, 2019) Tj ET Q BT /F2 8.00 Tf ET q 0 0 0 rg BT 304.00 33.10 Td (2) Tj ET Q BT /F2 11.00 Tf ET q 0 0 0 rg BT 49.50 728.90 Td (Liquidity Coverage Ratio) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 716.90 Td (The LCR is a regulatory minimum liquidity requirement designed to ensure that covered banking or) Tj ET Q q 0 0 0 rg BT 449.22 716.90 Td (ganizations maintain an ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 704.90 Td (adequate level of unencumbered high quality liquid assets \(HQLA\) to meet net liquidity needs over the course of a hypothetical ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 692.90 Td (30-day stress scenario. ) Tj ET Q q 0 0 0 rg BT 142.63 692.90 Td (The LCR, for disclosure purposes, is calculated as the quarterly average of the daily amount of an ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 680.90 Td (institution's HQLA, as defined and calculated in accordance with the LCR rules, divided by its estimated net cash outflows, ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 668.90 Td (with net cash outflows determined by applying the prescribed outflow factors in the LCR rules. ) Tj ET Q q 0 0 0 rg BT 433.12 668.90 Td (The resulting quotient is ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 656.90 Td (expressed as a percentage. ) Tj ET Q q 0 0 0 rg BT 157.32 656.90 Td (The regulatory minimum LCR that we are required to maintain is 100%. PNC is required to calculate ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 644.90 Td (the LCR on a daily basis.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 620.90 Td (The following table summarizes PNC's average LCR for the three months ended ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 374.00 620.90 Td (June30, 2019) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 429.83 620.90 Td ( based on the LCR rules:) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 596.90 Td (T) Tj ET Q q 0 0 0 rg BT 55.25 596.90 Td (able 1: Liquidity Coverage Ratio) Tj ET Q 0.8 0.9333333333333333 1 rg /GS0 gs 49.50 565.40 400.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 449.50 565.40 108.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 557.50 565.40 4.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 49.50 535.40 400.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 449.50 535.40 108.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 557.50 535.40 4.00 -15.00 re f /GS0 gs 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 49.5 565.4 m 449.5 565.4 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 449.5 586.4 m 557.5 586.4 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 449.5 565.4 m 557.5 565.4 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 561.5 586.4 m 561.5 565.4 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 557.5 586.4 m 561.5 586.4 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 557.5 565.4 m 561.5 565.4 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 561.5 565.4 m 561.5 550.4 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 449.5 535.4 m 557.5 535.4 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 561.5 550.4 m 561.5 535.4 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 49.5 535.4 m 449.5 535.4 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 49.5 520.4 m 449.5 520.4 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 449.5 535.4 m 557.5 535.4 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 449.5 520.4 m 557.5 520.4 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 561.5 535.4 m 561.5 520.4 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 557.5 535.4 m 561.5 535.4 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 557.5 520.4 m 561.5 520.4 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 49.5 505.4 m 449.5 505.4 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 449.5 505.4 m 557.5 505.4 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 561.5 520.4 m 561.5 505.4 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 557.5 505.4 m 561.5 505.4 l s BT /F1 7.50 Tf ET q 0 0 0 rg BT 52.00 569.55 Td (A) Tj ET Q q 0 0 0 rg BT 56.86 569.55 Td (verage weighted amount \(in millions\)) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 469.20 577.65 Td (Three Months Ended) Tj ET Q BT /F1 8.00 Tf ET q 0 0 0 rg BT 480.65 569.65 Td (June 30, 2019) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 52.00 555.07 Td (HQLA) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 452.00 555.07 Td ($) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 519.50 555.07 Td (69,717) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 52.00 540.07 Td (Estimated net cash outflows) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 519.50 540.07 Td (63,268) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 52.00 525.08 Td (LCR) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 532.00 525.08 Td (1) Tj ET Q q 0 0 0 rg BT 537.00 525.08 Td (10) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 547.00 525.08 Td (%) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 52.00 510.07 Td (HQLA) Tj ET Q q 0 0 0 rg BT 79.22 510.07 Td ( in excess of estimated net cash outflows) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 452.00 510.07 Td ($) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 524.50 510.07 Td (6,449) Tj ET Q BT /F1 10.00 Tf ET BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 479.50 Td (PNC's average LCR for the three months ended ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 242.37 479.50 Td (June30, 2019) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 298.20 479.50 Td ( was ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 318.75 479.50 Td (1) Tj ET Q q 0 0 0 rg BT 323.38 479.50 Td (10%) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 341.71 479.50 Td (, which decreased slightly compared to our average ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 467.50 Td (LCR for the three months ended ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 181.14 467.50 Td (March31, 2019) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 244.73 467.50 Td ( of 1) Tj ET Q q 0 0 0 rg BT 262.69 467.50 Td (1) Tj ET Q q 0 0 0 rg BT 267.32 467.50 Td (1%. ) Tj ET Q q 0 0 0 rg BT 285.47 467.50 Td (The reduction is primarily attributable to increased deposit and ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 455.50 Td (unfunded commitment outflows increasing more than HQLA. ) Tj ET Q q 0 0 0 rg BT 298.89 455.50 Td (Although HQLA) Tj ET Q q 0 0 0 rg BT 366.39 455.50 Td ( increased during the quarter) Tj ET Q q 0 0 0 rg BT 480.39 455.50 Td (, the amount of ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 443.50 Td (HQLA) Tj ET Q q 0 0 0 rg BT 76.72 443.50 Td ( that was determined to be transferable from PNC Bank, N.A. declined due to a change in PNC's interpretation of ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 431.50 Td (transferable liquidity) Tj ET Q q 0 0 0 rg BT 132.43 431.50 Td (.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 407.50 Td (HQLA) Tj ET Q q 0 0 0 rg BT 76.72 407.50 Td ( consists of cash balances held with the Federal Reserve Bank of Cleveland and Level 1 and Level 2 securities. ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 395.50 Td (Estimated net cash outflows primarily relate to our deposits and lending-related commitments. Refer to ) Tj ET Q q 0 0 0 rg BT 466.99 395.50 Td (T) Tj ET Q q 0 0 0 rg BT 472.40 395.50 Td (able 2: Liquidity ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 383.50 Td (Coverage Ratio and Related Components and ) Tj ET Q q 0 0 0 rg BT 234.28 383.50 Td (T) Tj ET Q q 0 0 0 rg BT 239.69 383.50 Td (able 3: HQLA) Tj ET Q q 0 0 0 rg BT 296.34 383.50 Td ( Composition for additional information.) Tj ET Q endstream endobj 11 0 obj <> endobj 12 0 obj <> stream BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 86.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 122.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 158.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 194.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 230.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 266.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 302.00 772.60 Td ( PNC Liquidity Coverage Ratio Disclosure - June 30, 2019) Tj ET Q BT /F2 8.00 Tf ET q 0 0 0 rg BT 304.00 33.10 Td (3) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 706.10 Td (The following table provides additional detail on PNC's average LCR, average unweighted and weighted amount of HQLA, ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 694.10 Td (cash outflows and cash inflows for the three months ended ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 286.66 694.10 Td (June30, 2019) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 342.49 694.10 Td (:) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 670.10 Td (T) Tj ET Q q 0 0 0 rg BT 55.25 670.10 Td (able 2: Liquidity Coverage Ratio and Related Components) Tj ET Q 1 1 1 rg /GS0 gs 50.50 659.60 29.00 -11.00 re f /GS0 gs 1 1 1 rg /GS0 gs 79.50 659.60 313.00 -11.00 re f /GS0 gs 1 1 1 rg /GS0 gs 392.50 659.60 164.00 -11.00 re f /GS0 gs 1 1 1 rg /GS0 gs 50.50 637.60 342.00 -20.00 re f /GS0 gs 1 1 1 rg /GS0 gs 392.50 637.60 80.00 -20.00 re f /GS0 gs 1 1 1 rg /GS0 gs 472.50 637.60 4.00 -20.00 re f /GS0 gs 1 1 1 rg /GS0 gs 476.50 637.60 80.00 -20.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 50.50 603.60 29.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 79.50 603.60 313.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 392.50 603.60 80.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 472.50 603.60 4.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 476.50 603.60 80.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 556.50 603.60 4.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 50.50 574.60 29.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 79.50 574.60 313.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 392.50 574.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 472.50 574.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 476.50 574.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 556.50 574.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 50.50 546.60 342.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 392.50 546.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 472.50 546.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 476.50 546.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 556.50 546.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 50.50 518.60 29.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 79.50 518.60 313.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 392.50 518.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 472.50 518.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 476.50 518.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 556.50 518.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 50.50 490.60 29.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 79.50 490.60 313.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 392.50 490.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 472.50 490.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 476.50 490.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 556.50 490.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 50.50 462.60 29.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 79.50 462.60 313.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 392.50 462.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 472.50 462.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 476.50 462.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 556.50 462.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 50.50 434.60 29.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 79.50 434.60 313.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 392.50 434.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 472.50 434.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 476.50 434.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 556.50 434.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 50.50 406.60 29.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 79.50 406.60 313.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 392.50 406.60 80.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 472.50 406.60 4.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 476.50 406.60 80.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 556.50 406.60 4.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 50.50 376.60 29.00 -20.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 79.50 376.60 313.00 -20.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 392.50 376.60 80.00 -20.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 472.50 376.60 4.00 -20.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 476.50 376.60 80.00 -20.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 556.50 376.60 4.00 -20.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 50.50 342.60 29.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 79.50 342.60 313.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 392.50 342.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 472.50 342.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 476.50 342.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 556.50 342.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 50.50 314.60 342.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 392.50 314.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 472.50 314.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 476.50 314.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 556.50 314.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 50.50 286.60 29.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 79.50 286.60 313.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 392.50 286.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 472.50 286.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 476.50 286.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 556.50 286.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 50.50 258.60 29.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 79.50 258.60 313.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 392.50 258.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 472.50 258.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 476.50 258.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 556.50 258.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 50.50 230.60 29.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 79.50 230.60 313.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 392.50 230.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 472.50 230.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 476.50 230.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 556.50 230.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 50.50 202.60 29.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 79.50 202.60 313.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 392.50 202.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 472.50 202.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 476.50 202.60 80.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 556.50 202.60 4.00 -14.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 50.50 174.60 29.00 -22.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 79.50 174.60 313.00 -22.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 392.50 174.60 80.00 -22.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 472.50 174.60 4.00 -22.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 476.50 174.60 80.00 -22.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 556.50 174.60 4.00 -22.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 50.50 137.60 29.00 -21.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 79.50 137.60 313.00 -21.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 392.50 137.60 80.00 -21.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 472.50 137.60 4.00 -21.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 476.50 137.60 80.00 -21.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 556.50 137.60 4.00 -21.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 50.50 101.60 29.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 79.50 101.60 313.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 392.50 101.60 80.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 472.50 101.60 4.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 476.50 101.60 80.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 556.50 101.60 4.00 -15.00 re f /GS0 gs 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 392.5 659.6 m 472.5 659.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 472.5 659.6 m 476.5 659.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 659.6 m 556.5 659.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 659.6 m 560.5 648.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 556.5 659.6 m 560.5 659.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 50.5 637.6 m 79.5 637.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 79.5 637.6 m 392.5 637.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 392.5 637.6 m 472.5 637.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 472.5 637.6 m 476.5 637.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 637.6 m 556.5 637.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 648.6 m 560.5 637.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 556.5 637.6 m 560.5 637.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 50.5 617.6 m 79.5 617.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 79.5 617.6 m 392.5 617.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 392.5 617.6 m 472.5 617.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 637.6 m 476.5 617.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 472.5 617.6 m 476.5 617.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 617.6 m 556.5 617.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 637.6 m 560.5 617.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 556.5 617.6 m 560.5 617.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 617.6 m 476.5 603.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 617.6 m 560.5 603.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 603.6 m 476.5 588.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 603.6 m 560.5 588.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 588.6 m 476.5 574.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 588.6 m 560.5 574.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 574.6 m 476.5 560.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 574.6 m 560.5 560.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 560.6 m 476.5 546.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 560.6 m 560.5 546.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 546.6 m 476.5 532.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 546.6 m 560.5 532.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 532.6 m 476.5 518.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 532.6 m 560.5 518.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 518.6 m 476.5 504.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 518.6 m 560.5 504.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 504.6 m 476.5 490.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 504.6 m 560.5 490.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 490.6 m 476.5 476.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 490.6 m 560.5 476.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 476.6 m 476.5 462.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 476.6 m 560.5 462.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 462.6 m 476.5 448.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 462.6 m 560.5 448.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 448.6 m 476.5 434.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 448.6 m 560.5 434.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 434.6 m 476.5 420.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 434.6 m 560.5 420.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 420.6 m 476.5 406.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 420.6 m 560.5 406.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 406.6 m 476.5 391.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 406.6 m 560.5 391.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 391.6 m 476.5 376.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 391.6 m 560.5 376.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 376.6 m 476.5 356.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 376.6 m 560.5 356.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 356.6 m 476.5 342.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 356.6 m 560.5 342.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 50.5 328.6 m 79.5 328.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 79.5 328.6 m 392.5 328.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 392.5 328.6 m 472.5 328.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 342.6 m 476.5 328.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 472.5 328.6 m 476.5 328.6 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 476.5 328.6 m 556.5 328.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 342.6 m 560.5 328.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 556.5 328.6 m 560.5 328.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 328.6 m 476.5 314.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 328.6 m 560.5 314.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 314.6 m 476.5 300.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 314.6 m 560.5 300.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 300.6 m 476.5 286.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 300.6 m 560.5 286.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 286.6 m 476.5 272.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 286.6 m 560.5 272.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 272.6 m 476.5 258.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 272.6 m 560.5 258.6 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 258.6 m 476.5 244.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 258.6 m 560.5 244.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 244.60000000000002 m 476.5 230.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 244.60000000000002 m 560.5 230.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 230.60000000000002 m 476.5 216.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 230.60000000000002 m 560.5 216.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 216.60000000000002 m 476.5 202.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 216.60000000000002 m 476.5 202.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 216.60000000000002 m 560.5 202.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 392.5 188.60000000000002 m 472.5 188.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 202.60000000000002 m 476.5 188.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 202.60000000000002 m 476.5 188.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 476.5 188.60000000000002 m 556.5 188.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 202.60000000000002 m 560.5 188.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 50.5 188.60000000000002 m 79.5 188.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 50.5 174.60000000000002 m 79.5 174.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 79.5 188.60000000000002 m 392.5 188.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 79.5 174.60000000000002 m 392.5 174.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 392.5 174.60000000000002 m 472.5 174.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 188.60000000000002 m 476.5 174.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 472.5 188.60000000000002 m 476.5 188.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 472.5 174.60000000000002 m 476.5 174.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 174.60000000000002 m 556.5 174.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 188.60000000000002 m 560.5 174.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 556.5 188.60000000000002 m 560.5 188.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 556.5 174.60000000000002 m 560.5 174.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 174.60000000000002 m 560.5 152.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 50.5 152.60000000000002 m 79.5 152.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 50.5 137.60000000000002 m 79.5 137.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 79.5 152.60000000000002 m 392.5 152.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 79.5 137.60000000000002 m 392.5 137.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 392.5 152.60000000000002 m 472.5 152.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 392.5 137.60000000000002 m 472.5 137.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 472.5 152.60000000000002 m 476.5 152.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 472.5 137.60000000000002 m 476.5 137.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 152.60000000000002 m 556.5 152.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 137.60000000000002 m 556.5 137.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 152.60000000000002 m 560.5 137.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 556.5 152.60000000000002 m 560.5 152.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 556.5 137.60000000000002 m 560.5 137.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 137.60000000000002 m 560.5 116.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 476.5 101.60000000000002 m 556.5 101.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 116.60000000000002 m 560.5 101.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 50.5 101.60000000000002 m 79.5 101.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 50.5 86.60000000000002 m 79.5 86.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 79.5 101.60000000000002 m 392.5 101.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 79.5 86.60000000000002 m 392.5 86.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 392.5 101.60000000000002 m 472.5 101.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 392.5 86.60000000000002 m 472.5 86.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 472.5 101.60000000000002 m 476.5 101.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 472.5 86.60000000000002 m 476.5 86.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 476.5 86.60000000000002 m 556.5 86.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 101.60000000000002 m 560.5 86.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 556.5 101.60000000000002 m 560.5 101.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 556.5 86.60000000000002 m 560.5 86.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 50.5 71.60000000000002 m 79.5 71.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 79.5 71.60000000000002 m 392.5 71.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 392.5 71.60000000000002 m 472.5 71.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 472.5 71.60000000000002 m 476.5 71.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 476.5 71.60000000000002 m 556.5 71.60000000000002 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 560.5 86.60000000000002 m 560.5 71.60000000000002 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 556.5 71.60000000000002 m 560.5 71.60000000000002 l s BT /F1 7.50 Tf ET q 0 0 0 rg BT 443.35 651.90 Td (Three months ended) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 453.05 640.90 Td (June 30, 2019) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 53.00 621.75 Td (Dollars in millions) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 400.30 629.25 Td (A) Tj ET Q q 0 0 0 rg BT 405.44 629.25 Td (verage Unweighted) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 419.70 621.75 Td (Amount) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 488.40 629.25 Td (A) Tj ET Q q 0 0 0 rg BT 493.26 629.25 Td (verage ) Tj ET Q q 0 0 0 rg BT 514.98 629.25 Td (W) Tj ET Q q 0 0 0 rg BT 521.46 629.25 Td (eighted) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 498.60 621.75 Td (Amount \(a\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 53.00 608.05 Td (High Quality Liquid ) Tj ET Q q 0 0 0 rg BT 133.53 608.05 Td (Assets) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 593.06 Td (1) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 593.05 Td ( ) Tj ET Q q 0 0 0 rg BT 90.92 593.05 Td (T) Tj ET Q q 0 0 0 rg BT 96.43 593.05 Td (otal eligible HQLA, of which:) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 395.00 593.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 444.25 593.05 Td (74,161) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 479.00 593.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 522.25 593.05 Td (69,717) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 579.06 Td (2) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 88.00 579.06 Td ( Eligible level 1 liquid assets) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 444.25 579.06 Td (44,533) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 522.25 579.06 Td (44,533) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 565.06 Td (3) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 88.00 565.06 Td ( Eligible level 2A) Tj ET Q q 0 0 0 rg BT 167.24 565.06 Td ( liquid assets) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 444.25 565.06 Td (29,628) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 522.25 565.06 Td (25,184) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 551.06 Td (4) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 88.00 551.06 Td ( Eligible level 2B liquid assets) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 53.00 537.05 Td (Cash Outflow ) Tj ET Q q 0 0 0 rg BT 108.26 537.05 Td (Amounts) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 523.06 Td (5) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 523.05 Td ( Deposit outflow fr) Tj ET Q q 0 0 0 rg BT 160.41 523.05 Td (om r) Tj ET Q q 0 0 0 rg BT 178.49 523.05 Td (etail customers and counterparties, of which:) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 395.00 523.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 439.75 523.05 Td (177,169) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 479.00 523.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 526.75 523.05 Td (9,996) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 509.06 Td (6) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 88.00 509.06 Td ( Stable retail deposit outflow) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 439.75 509.06 Td (120,805) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 526.75 509.06 Td (3,624) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 495.06 Td (7) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 88.00 495.06 Td ( Other retail funding outflow) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 444.25 495.06 Td (51,147) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 526.75 495.06 Td (5,278) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 481.06 Td (8) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 88.00 481.06 Td ( Brokered deposit outflow) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 448.75 481.06 Td (5,217) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 526.75 481.06 Td (1,094) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 467.06 Td (9) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 467.05 Td ( Unsecur) Tj ET Q q 0 0 0 rg BT 122.92 467.05 Td (ed wholesale funding outflow) Tj ET Q q 0 0 0 rg BT 234.35 467.05 Td (, of which:) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 444.25 467.05 Td (90,922) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 522.25 467.05 Td (31,686) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 453.06 Td (10) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 88.00 453.06 Td ( Operational deposit outflow) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 444.25 453.06 Td (50,541) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 522.25 453.06 Td (12,471) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 439.06 Td (1) Tj ET Q q 0 0 0 rg BT 69.33 439.06 Td (1) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 88.00 439.06 Td ( Non-operational funding outflow) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 444.25 439.06 Td (39,593) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 522.25 439.06 Td (18,427) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 425.06 Td (12) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 88.00 425.06 Td ( Unsecured debt outflow) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 455.50 425.06 Td (788) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 533.50 425.06 Td (788) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 411.06 Td (13) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 411.05 Td ( Secur) Tj ET Q q 0 0 0 rg BT 112.91 411.05 Td (ed wholesale funding and asset exchange outflow) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 448.75 411.05 Td (9,017) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 526.75 411.05 Td (1,509) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 396.06 Td (14) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 396.05 Td ( ) Tj ET Q q 0 0 0 rg BT 90.75 396.05 Td (Additional outflow r) Tj ET Q q 0 0 0 rg BT 168.93 396.05 Td (equir) Tj ET Q q 0 0 0 rg BT 189.27 396.05 Td (ements, of which:) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 439.75 396.05 Td (138,689) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 522.25 396.05 Td (23,143) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 381.06 Td (15) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 88.00 381.06 Td ( Outflow related to derivative exposures and other collateral requirements) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 448.75 381.06 Td (2,531) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 526.75 381.06 Td (2,187) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 361.06 Td (16) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 88.00 367.86 Td ( Outflow related to credit and liquidity facilities including unconsolidated ) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 88.00 358.91 Td ( structured transactions and mortgage commitments) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 439.75 361.06 Td (136,158) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 522.25 361.06 Td (20,956) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 347.06 Td (17) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 347.05 Td ( Other) Tj ET Q q 0 0 0 rg BT 113.91 347.05 Td ( contractual funding obligation outflow) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 455.50 347.05 Td (281) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 533.50 347.05 Td (281) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 333.06 Td (18) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 333.05 Td ( Other) Tj ET Q q 0 0 0 rg BT 113.91 333.05 Td ( contingent funding obligations outflow) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 448.75 333.05 Td (1,998) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 538.00 333.05 Td (59) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 319.06 Td (19) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 319.05 Td ( ) Tj ET Q q 0 0 0 rg BT 90.92 319.05 Td (T) Tj ET Q q 0 0 0 rg BT 96.43 319.05 Td (otal Cash Outflow) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 395.00 319.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 439.75 319.05 Td (418,076) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 479.00 319.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 522.25 319.05 Td (66,674) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 53.00 305.05 Td (Cash Inflow ) Tj ET Q q 0 0 0 rg BT 101.76 305.05 Td (Amounts) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 291.06 Td (20) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 291.05 Td ( Secur) Tj ET Q q 0 0 0 rg BT 112.91 291.05 Td (ed lending and asset exchange cash inflow) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 395.00 291.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 448.75 291.05 Td (4,832) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 479.00 291.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 538.00 291.05 Td (36) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 277.06 Td (21) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 277.05 Td ( Retail cash inflow) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 448.75 277.05 Td (1,1) Tj ET Q q 0 0 0 rg BT 460.00 277.05 Td (14) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 533.50 277.05 Td (557) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 263.06 Td (22) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 263.05 Td ( Unsecur) Tj ET Q q 0 0 0 rg BT 122.92 263.05 Td (ed wholesale cash inflow) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 448.75 263.05 Td (2,042) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 526.75 263.05 Td (1,151) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 249.06 Td (23) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 249.05 Td ( Other) Tj ET Q q 0 0 0 rg BT 113.91 249.05 Td ( cash inflows, of which:) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 448.75 249.05 Td (2,410) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 526.75 249.05 Td (2,410) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 235.06 Td (24) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 88.00 235.06 Td ( Net derivative cash inflow) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 448.75 235.06 Td (1,865) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 526.75 235.06 Td (1,865) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 221.06 Td (25) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 88.00 221.06 Td ( Securities cash inflow) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 455.50 221.06 Td (545) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 533.50 221.06 Td (545) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 207.06 Td (26) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 88.00 207.06 Td ( Broker) Tj ET Q q 0 0 0 rg BT 128.65 207.06 Td (-dealer segregated account inflow) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 193.06 Td (27) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 88.00 193.06 Td ( Other cash inflow) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 65.00 179.06 Td (28) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 179.05 Td ( ) Tj ET Q q 0 0 0 rg BT 90.92 179.05 Td (T) Tj ET Q q 0 0 0 rg BT 96.43 179.05 Td (otal Cash Inflow) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 395.00 179.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 444.25 179.05 Td (10,398) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 479.00 179.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 526.75 179.05 Td (4,154) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 486.80 165.86 Td (A) Tj ET Q q 0 0 0 rg BT 492.63 165.86 Td (verage ) Tj ET Q q 0 0 0 rg BT 518.70 165.86 Td (W) Tj ET Q q 0 0 0 rg BT 526.47 165.86 Td (eighted) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 510.75 156.86 Td (Amount \(b\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 65.00 142.05 Td (29) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 142.05 Td ( HQLA) Tj ET Q q 0 0 0 rg BT 117.25 142.05 Td ( ) Tj ET Q q 0 0 0 rg BT 119.01 142.05 Td (Amount) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 479.00 142.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 522.25 142.05 Td (69,717) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 65.00 121.05 Td (30) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 129.00 Td ( ) Tj ET Q q 0 0 0 rg BT 90.84 129.00 Td (T) Tj ET Q q 0 0 0 rg BT 96.01 129.00 Td (otal Estimated Net Cash Outflow ) Tj ET Q q 0 0 0 rg BT 224.76 129.00 Td (Amount Excluding the Maturity ) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 120.00 Td ( Mismatch ) Tj ET Q q 0 0 0 rg BT 140.25 120.00 Td (Add-on) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 479.00 121.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 522.25 121.05 Td (62,520) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 65.00 106.05 Td (31) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 106.05 Td ( Maturity Mismatch ) Tj ET Q q 0 0 0 rg BT 168.73 106.05 Td (Add-on) Tj ET Q BT /F1 9.00 Tf ET q 0 0 0 rg BT 533.50 106.06 Td (748) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 65.00 91.05 Td (32) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 91.05 Td ( ) Tj ET Q q 0 0 0 rg BT 90.92 91.05 Td (T) Tj ET Q q 0 0 0 rg BT 96.43 91.05 Td (otal Estimated Net Cash Outflow ) Tj ET Q q 0 0 0 rg BT 225.01 91.05 Td (Amount) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 479.00 91.05 Td ($) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 522.25 91.05 Td (63,268) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 65.00 76.05 Td (33) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 82.00 76.05 Td ( Liquidity Coverage Ratio \(%\)) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 533.50 76.05 Td (1) Tj ET Q q 0 0 0 rg BT 538.00 76.05 Td (10) Tj ET Q BT /F2 9.00 Tf ET q 0 0 0 rg BT 547.00 76.05 Td (%) Tj ET Q BT /F1 10.00 Tf ET BT /F1 7.50 Tf ET q 0 0 0 rg BT 49.50 63.10 Td (\(a\) ) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 67.50 63.10 Td (A) Tj ET Q q 0 0 0 rg BT 72.36 63.10 Td (verage weighted amount represents the average balances after applying HQLA) Tj ET Q q 0 0 0 rg BT 308.31 63.10 Td ( haircuts and outflow/inflow rates prescribed by the LCR rules.) Tj ET Q endstream endobj 13 0 obj <> endobj 14 0 obj <> stream BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 86.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 122.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 158.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 194.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 230.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 266.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 302.00 772.60 Td ( PNC Liquidity Coverage Ratio Disclosure - June 30, 2019) Tj ET Q BT /F2 8.00 Tf ET q 0 0 0 rg BT 304.00 33.10 Td (4) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 49.50 743.80 Td (\(b\) ) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 67.50 743.80 Td (The amounts reported in this column may not equal the calculation of those amounts using component amounts reported in rows 1-28 due to technical factors such ) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 67.50 734.80 Td (as the application of the level 2 asset caps, the total inflow cap, and for depository institution holding companies subject to subpart G, the application of the ) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 67.50 725.80 Td (modification to total net cash outflows.) Tj ET Q BT /F2 11.00 Tf ET q 0 0 0 rg BT 49.50 686.20 Td (High Quality Liquid ) Tj ET Q q 0 0 0 rg BT 147.62 686.20 Td (Assets) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 674.20 Td (HQLA) Tj ET Q q 0 0 0 rg BT 76.72 674.20 Td ( is the amount of liquid assets that qualify for inclusion in the LCR. HQLA) Tj ET Q q 0 0 0 rg BT 376.41 674.20 Td ( primarily consists of unencumbered cash and ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 662.20 Td (high quality liquid securities as defined in the LCR rules. ) Tj ET Q q 0 0 0 rg BT 283.17 662.20 Td (The average weighted amount of HQLA) Tj ET Q q 0 0 0 rg BT 444.50 662.20 Td ( was ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 465.05 662.20 Td ($69.7 billion) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 516.17 662.20 Td ( for the ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 650.20 Td (three months ended ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 130.31 650.20 Td (June30, 2019) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 186.14 650.20 Td (.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 626.20 Td (The following table presents the composition of PNC's HQLA) Tj ET Q q 0 0 0 rg BT 298.49 626.20 Td ( by asset class for the three months ended ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 467.06 626.20 Td (June30, 2019) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 522.89 626.20 Td (:) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 49.50 602.20 Td (T) Tj ET Q q 0 0 0 rg BT 55.25 602.20 Td (able 3: HQLA) Tj ET Q q 0 0 0 rg BT 115.26 602.20 Td ( Composition) Tj ET Q 0.8 0.9333333333333333 1 rg /GS0 gs 49.50 555.70 378.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 427.50 555.70 4.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 431.50 555.70 126.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 557.50 555.70 4.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 49.50 525.70 378.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 427.50 525.70 4.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 431.50 525.70 126.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 557.50 525.70 4.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 49.50 495.70 378.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 427.50 495.70 4.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 431.50 495.70 126.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 557.50 495.70 4.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 49.50 465.70 378.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 427.50 465.70 4.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 431.50 465.70 126.00 -15.00 re f /GS0 gs 0.8 0.9333333333333333 1 rg /GS0 gs 557.50 465.70 4.00 -15.00 re f /GS0 gs 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 431.5 591.7 m 557.5 591.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 431.5 570.7 m 557.5 570.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 561.5 591.7 m 561.5 570.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 557.5 591.7 m 561.5 591.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 557.5 570.7 m 561.5 570.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 49.5 555.7 m 427.5 555.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 427.5 555.7 m 431.5 555.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 431.5 555.7 m 557.5 555.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 561.5 570.7 m 561.5 555.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 557.5 555.7 m 561.5 555.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 561.5 555.7 m 561.5 540.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 561.5 540.7 m 561.5 525.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 431.5 510.7 m 557.5 510.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 561.5 525.7 m 561.5 510.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 49.5 510.7 m 427.5 510.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 49.5 495.7 m 427.5 495.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 427.5 510.7 m 431.5 510.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 427.5 495.7 m 431.5 495.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 431.5 510.7 m 557.5 510.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 431.5 495.7 m 557.5 495.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 561.5 510.7 m 561.5 495.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 557.5 510.7 m 561.5 510.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 557.5 495.7 m 561.5 495.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 431.5 495.7 m 557.5 495.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 561.5 495.7 m 561.5 480.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 431.5 465.7 m 557.5 465.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 561.5 480.7 m 561.5 465.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 49.5 465.7 m 427.5 465.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 49.5 450.7 m 427.5 450.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 427.5 465.7 m 431.5 465.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 427.5 450.7 m 431.5 450.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 431.5 465.7 m 557.5 465.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 431.5 450.7 m 557.5 450.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 561.5 465.7 m 561.5 450.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 557.5 465.7 m 561.5 465.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 557.5 450.7 m 561.5 450.7 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 49.5 435.7 m 427.5 435.7 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 427.5 435.7 m 431.5 435.7 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 431.5 435.7 m 557.5 435.7 l s 0 0 0 RG /GS0 gs 0.50 w 0 i [] 0 d 0 J 0 j 3 M 561.5 450.7 m 561.5 435.7 l s 0 0 0 RG /GS0 gs 1.00 w 0 i [] 0 d 0 J 0 j 3 M 557.5 435.7 m 561.5 435.7 l s BT /F1 7.50 Tf ET q 0 0 0 rg BT 462.30 582.35 Td (Three Months Ended) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 473.05 574.85 Td (June 30, 2019) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 52.00 559.85 Td (\(in millions\)) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 454.70 559.85 Td (A) Tj ET Q q 0 0 0 rg BT 459.56 559.85 Td (verage weighted amount) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 52.00 545.38 Td (HQLA) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 52.00 530.37 Td (Eligible cash ) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 106.43 530.37 Td (\(a\)) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 434.00 530.37 Td ($) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 526.15 530.37 Td (13,178) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 52.00 515.37 Td (Eligible level 1 securities ) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 155.86 515.37 Td (\(b\)) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 526.15 515.37 Td (31,355) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 52.00 500.38 Td (T) Tj ET Q q 0 0 0 rg BT 58.21 500.38 Td (otal eligible Level 1 assets) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 526.15 500.38 Td (44,533) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 52.00 485.37 Td (Eligible level 2a securities ) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 160.30 485.37 Td (\(c\)) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 526.15 485.37 Td (25,184) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 52.00 470.37 Td (Eligible level 2b securities) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 52.00 455.38 Td (T) Tj ET Q q 0 0 0 rg BT 58.21 455.38 Td (otal eligible Level 2 assets) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 526.15 455.38 Td (25,184) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 52.00 440.38 Td (T) Tj ET Q q 0 0 0 rg BT 57.75 440.38 Td (otal HQLA) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 434.00 440.38 Td ($) Tj ET Q BT /F2 10.00 Tf ET q 0 0 0 rg BT 526.15 440.38 Td (69,717) Tj ET Q BT /F1 10.00 Tf ET BT /F1 7.50 Tf ET q 0 0 0 rg BT 49.50 427.20 Td (\(a\) ) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 67.50 427.20 Td (Cash represents balances held with the Federal Reserve Bank of Cleveland.) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 49.50 418.20 Td (\(b\) ) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 67.50 418.20 Td (Level 1 securities are U.S. ) Tj ET Q q 0 0 0 rg BT 148.38 418.20 Td (T) Tj ET Q q 0 0 0 rg BT 152.70 418.20 Td (reasuries and securities guaranteed by sovereign entities with no prescribed HQLA) Tj ET Q q 0 0 0 rg BT 400.96 418.20 Td ( haircut under the LCR rules.) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 49.50 409.20 Td (\(c\) ) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 67.50 409.20 Td (Level 2 securities are primarily securities guaranteed by a U.S. government sponsored enterprise, sovereign entity) Tj ET Q q 0 0 0 rg BT 408.79 409.20 Td (, or multilateral development bank net of ) Tj ET Q BT /F1 7.50 Tf ET q 0 0 0 rg BT 67.50 400.20 Td (prescribed HQLA) Tj ET Q q 0 0 0 rg BT 121.03 400.20 Td ( haircuts under the LCR rules.) Tj ET Q BT /F2 11.00 Tf ET q 0 0 0 rg BT 49.50 378.00 Td (Funding Sour) Tj ET Q q 0 0 0 rg BT 114.42 378.00 Td (ces) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 366.00 Td (Our lar) Tj ET Q q 0 0 0 rg BT 77.92 366.00 Td (gest source of liquidity on a consolidated basis is the customer deposit base generated by our banking businesses.) Tj ET Q q 0 0 0 rg BT 533.47 366.00 Td (These ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 354.00 Td (deposits provide relatively stable and low-cost funding.) Tj ET Q q 0 0 0 rg BT 273.71 354.00 Td (W) Tj ET Q q 0 0 0 rg BT 282.35 354.00 Td (e also obtain liquidity through various forms of funding, including ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 342.00 Td (long-term debt \(senior notes, subordinated debt and Federal Home Loan Bank \(FHLB\) borrowings\) and short-term borrowings ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 330.00 Td (\(securities sold under repurchase agreements, commercial paper and other short-term borrowings\).) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 306.00 Td (PNC Bank maintains additional secured borrowing capacity with the FHLB-Pittsbur) Tj ET Q q 0 0 0 rg BT 386.77 306.00 Td (gh and through the Federal Reserve Bank ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 294.00 Td (discount window) Tj ET Q q 0 0 0 rg BT 117.46 294.00 Td (.) Tj ET Q q 0 0 0 rg BT 122.28 294.00 Td (The Federal Reserve Bank, however) Tj ET Q q 0 0 0 rg BT 267.65 294.00 Td (, is not viewed as a primary means of funding our routine business ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 282.00 Td (activities, but rather as a potential source of liquidity in a stressed environment or during a market disruption.) Tj ET Q q 0 0 0 rg BT 488.84 282.00 Td (At ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 501.34 282.00 Td (June30, 2019) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 557.17 282.00 Td (, ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 270.00 Td (our unused secured borrowing capacity at the FHLB-Pittsbur) Tj ET Q q 0 0 0 rg BT 293.43 270.00 Td (gh and the Federal Reserve Bank totaled $) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 463.10 270.00 Td (35.2) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 480.60 270.00 Td ( billion.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 246.00 Td (For additional information on funding sources and sources of liquidity) Tj ET Q q 0 0 0 rg BT 330.19 246.00 Td (, refer to the Funding Sources section of the Consolidated ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 234.00 Td (Balance Sheet Review and the Liquidity and Capital Management section of Risk Management in Part I, Item 2 of our ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 525.76 234.00 Td (June30, ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 222.00 Td (2019) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 69.50 222.00 Td ( Form 10-Q.) Tj ET Q BT /F2 11.00 Tf ET q 0 0 0 rg BT 50.00 196.80 Td (Net Cash Outflows) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 184.80 Td (T) Tj ET Q q 0 0 0 rg BT 55.41 184.80 Td (otal net cash outflows are defined as the total expected cash outflows minus the total expected cash inflows in the hypothetical ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 172.80 Td (30-day stress scenario. Cash outflows and cash inflows are calculated by multiplying unweighted balances of PNC's funding, ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 160.80 Td (assets and obligations by prescribed rates that are defined in the LCR rules. ) Tj ET Q q 0 0 0 rg BT 355.75 160.80 Td (As detailed in ) Tj ET Q q 0 0 0 rg BT 413.61 160.80 Td (T) Tj ET Q q 0 0 0 rg BT 419.02 160.80 Td (able 2, our lar) Tj ET Q q 0 0 0 rg BT 474.38 160.80 Td (gest average ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 148.80 Td (weighted cash outflows for the three months ended ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 256.61 148.80 Td (June30, 2019) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 312.44 148.80 Td ( were deposits and credit and liquidity facilities related to ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 136.80 Td (unfunded commitments which are discussed in further detail below) Tj ET Q q 0 0 0 rg BT 318.17 136.80 Td (. Other cash outflows, including outflows associated with ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 124.80 Td (unsecured debt, secured wholesale funding, derivatives, and other contractual/contingent funding obligations, as well as cash ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 112.80 Td (inflows associated with secured lending, retail lending, unsecured wholesale lending, derivatives and securities composed the ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 100.80 Td (remainder of the average weighted net cash outflows for the three months ended ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 373.49 100.80 Td (June30, 2019) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 429.32 100.80 Td (, excluding the maturity ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 88.80 Td (mismatch add-on. ) Tj ET Q BT /F2 11.00 Tf ET q 0 0 0 rg BT 50.00 63.60 Td (Deposits) Tj ET Q endstream endobj 15 0 obj <> endobj 16 0 obj <> stream BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 86.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 122.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 158.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 194.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 230.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 266.00 772.60 Td ( ) Tj ET Q q 0 0 0 rg BT 302.00 772.60 Td ( PNC Liquidity Coverage Ratio Disclosure - June 30, 2019) Tj ET Q BT /F2 8.00 Tf ET q 0 0 0 rg BT 304.00 33.10 Td (5) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 742.10 Td (As noted previously) Tj ET Q q 0 0 0 rg BT 129.90 742.10 Td (, our lar) Tj ET Q q 0 0 0 rg BT 161.09 742.10 Td (gest source of liquidity on a consolidated basis is our customer deposit base, which provides a ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 730.10 Td (relatively stable source of funding and limits our reliance on wholesale funding markets. ) Tj ET Q q 0 0 0 rg BT 406.38 730.10 Td (The majority of PNC) Tj ET Q q 0 0 0 rg BT 493.87 730.10 Td (s deposits are ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 718.10 Td (retail or wholesale operational, which are both considered to be stable sources of liquidity) Tj ET Q q 0 0 0 rg BT 408.68 718.10 Td (. For the three months ended ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 528.10 718.10 Td (June30, ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 706.10 Td (2019) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 70.00 706.10 Td (, PNC had total average retail deposits of ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 236.90 706.10 Td ($177.2 billion) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 293.01 706.10 Td ( and average associated weighted cash outflows of ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 497.38 706.10 Td ($10.0 billion) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 548.50 706.10 Td (, ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 694.10 Td (resulting in an implied cash outflow rate of 6%. PNC also had for the three months ended ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 412.97 694.10 Td (June30, 2019) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 468.80 694.10 Td (, total average ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 682.10 Td (operational wholesale deposits of $) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 193.57 682.10 Td (50.5 billion) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 239.69 682.10 Td (, with average associated weighted cash outflows of $) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 454.90 682.10 Td (12.5 billion) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 501.01 682.10 Td (, which ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 670.10 Td (resulted in an implied cash outflow rate of 25%. ) Tj ET Q q 0 0 0 rg BT 246.89 670.10 Td (Additionally) Tj ET Q q 0 0 0 rg BT 296.80 670.10 Td (, PNC had total average non-operational wholesale deposits of ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 658.10 Td ($) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 55.00 658.10 Td (39.6 billion) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 101.11 658.10 Td (, with average associated weighted cash outflows of $) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 316.32 658.10 Td (18.4 billion) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 362.44 658.10 Td (, which resulted in an implied cash outflow rate ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 646.10 Td (of 46%. ) Tj ET Q q 0 0 0 rg BT 83.98 646.10 Td (The prescribed outflow rates for non-operational wholesale funding are higher than the outflow rates for other deposit ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 50.00 634.10 Td (sources under the LCR rules.) Tj ET Q BT /F2 11.00 Tf ET q 0 0 0 rg BT 49.50 612.90 Td (Commitments ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 600.90 Td (The LCR rules require us to apply prescribed outflow rates against of) Tj ET Q q 0 0 0 rg BT 326.74 600.90 Td (f-balance sheet obligations and transactions. In the normal ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 588.90 Td (course of business, we have various commitments outstanding, such as commitments to extend credit, net outstanding standby ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 576.90 Td (letters of credit and other commitments. Commitments to extend credit represent arrangements to lend funds or provide ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 564.90 Td (liquidity subject to specified contractual conditions to commercial and consumer customers. Net outstanding standby letters of ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 552.90 Td (credit, including those issued by other financial institutions where we share the risk, support obligations of our customers to ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 540.90 Td (third parties, such as insurance agreements and the facilitation of transactions involving capital markets product execution. For ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 528.90 Td (additional information refer to Note 13 Commitments in our ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 293.06 528.90 Td (June30, 2019) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 348.89 528.90 Td ( Form 10-Q and Note 20 Commitments in our 2018 ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 516.90 Td (Form 10-K.) Tj ET Q BT /F2 11.00 Tf ET q 0 0 0 rg BT 49.50 491.70 Td (Maturity Mismatch ) Tj ET Q q 0 0 0 rg BT 144.20 491.70 Td (Add-on) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 479.70 Td (The maturity mismatch add-on identifies gaps between the contractual inflows and outflows of liquidity during the period, ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 467.70 Td (specifically when there are early outflows and late inflows in the 30-day stress period.In ) Tj ET Q q 0 0 0 rg BT 406.98 467.70 Td (T) Tj ET Q q 0 0 0 rg BT 412.39 467.70 Td (able 2, the quarterly average for the ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 455.70 Td (maturity mismatch add-on did not have a material impact on the total estimated net cash outflow amount.) Tj ET Q BT /F2 11.00 Tf ET q 0 0 0 rg BT 49.50 430.50 Td (Liquidity Risk Management) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 418.50 Td (Management monitors liquidity through a series of early warning indicators that may indicate a potential market, or PNC-) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 406.50 Td (specific, liquidity stress event. In addition, management performs a set of liquidity stress tests over multiple time horizons with ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 394.50 Td (varying levels of severity and maintains a contingency funding plan to address a potential liquidity stress event. In the most ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 382.50 Td (severe liquidity stress simulation, we assume that our liquidity position is under pressure, while the market in general is under ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 370.50 Td (systemic pressure. ) Tj ET Q q 0 0 0 rg BT 125.13 370.50 Td (The simulation considers, among other things, the impact of restricted access to both secured and unsecured ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 358.50 Td (external sources of funding, accelerated run-of) Tj ET Q q 0 0 0 rg BT 235.90 358.50 Td (f of customer deposits, valuation pressure on assets and heavy demand to fund ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 346.50 Td (committed obligations. Liquidity-related risk limits are established within our Enterprise Liquidity Management Policy and ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 334.50 Td (supporting policies. Management committees, including the ) Tj ET Q q 0 0 0 rg BT 291.12 334.50 Td (Asset and Liability Committee, and the Board of Directors and its ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 322.50 Td (Risk Committee regularly review compliance with key established limits.) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 298.50 Td (For discussion of Enterprise Risk Management, including our Risk Culture, Enterprise Strategy) Tj ET Q q 0 0 0 rg BT 430.74 298.50 Td (, Risk Governance and ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 286.50 Td (Framework, Risk Identification, Risk ) Tj ET Q q 0 0 0 rg BT 200.59 286.50 Td (Assessment, Risk Controls and Monitoring, and Risk ) Tj ET Q q 0 0 0 rg BT 415.33 286.50 Td (Aggregation and Reporting, see the ) Tj ET Q BT /F1 10.00 Tf ET q 0 0 0 rg BT 49.50 274.50 Td (Risk Management section of Item 7 of our 2018 Form 10-K.) 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