BASEL II - DISCLOSURES

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1 Disclosure 1 Scope of Application BANK OF AMERICA N.A. (INDIA BRANCHES) BASEL II - DISCLOSURES The Basel II disclosures contained herein relate to Bank of America, N.A. India Branches herein referred to as the Bank or BANA for the year ended March 31, These are compiled in accordance with Reserve Bank of India (the RBI ) regulations on Prudential guidelines on Capital Adequacy and Market Discipline - New Capital Adequacy Framework ( NCAF ) vide DBOD. No. BP.BC. 15/ / dated July 1, The provisions of Accounting Standard (AS) 21 - Consolidated Financial statements, AS 23 Accounting for Investments in Associates in Consolidated Financial statements & AS 27 - Financial Reporting of Interest in Joint Ventures, issued by The Institute of Chartered Accountants of India ( ICAI ) and notified by the Companies (Accounting Standards) Rules, 2006 do not apply to the Bank. Further the Bank does not have any interest in insurance entities. Hence the qualitative disclosures are only made for BANA as a standalone entity. Quantitative Disclosures For the reasons mentioned above, the quantitative disclosures are only made for BANA as a standalone entity. Disclosure 2 Capital Structure The capital funds of the Bank include the following: Tier I Capital 1. Interest-free funds from Head Office specifically for the purpose of meeting the capital adequacy norms prescribed by the RBI. These include amount brought in as startup capital and Tier 1 capital augmented by Head Office. 2. Statutory reserves upon transfer of 25% of profits of each year, in accordance with Section 17 of The Banking Regulation Act, Remittable surplus retained in Indian books which the Bank has undertaken not repatriate and credited to a separate account titled as Amount retained in India for the purposes of Capital to Risk Weighted Assets Ratio (CRAR). 4. Capital reserves representing surplus arising out of sale of assets in India and held in a separate account and not eligible for repatriation so long as the Bank functions in India. Tier II Capital 1. Revaluation reserves on account of revaluation of the premises owned by the Bank. As per the RBI guidelines, a discount of 55 percent is considered while determining the value for inclusion in Tier II capital. 2. Reserves included under Tier II comprise of reserves that are not attributable to the actual diminution in value or identifiable potential loss in any specific asset and are available to meet unexpected losses. The Bank includes the Provision on Standard Assets, Provisions held for Country Exposures and General Provision in Tier II capital. These are reckoned for Tier II capital up to a maximum of 1.25% of the total risk-weighted assets. 3. Subordinated debt includes amounts borrowed from Head Office and swapped in rupees. These borrowings are of initial maturity of not less than 5 and are progressively discounted in accordance with the RBI guidelines based on their residual maturity. Subordinated debt is considered for inclusion in Tier 2 capital up to a limit of 50% of Tier 1 capital. Annual Accounts

2 Quantitative Disclosures a) Tier I Capital Amount brought in as start-up capital 2,000 2,000 Tier I Capital augmented by Head Office 9,851,492 9,851,492 Statutory Reserves 7,204,447 6,147,858 Amount retained in India for CRAR 9,077,363 9,077,363 Capital Reserves 3,221,517 3,221,517 29,356,819 28,300,230 Less: Eligible deductions Deferred Tax Asset 127,626 37,287 Software 34,661 Nil Suspense Assets 13, , ,947 Tier 1 Capital 29,181,155 28,262,283 b) Tier II Capital Revaluation Reserves 25,515 25,515 General Provision 6,000 6,000 Provision held for Country Risk 6,000 5,000 Provision for Standard Assets 767, ,415 Subordinated Debt Nil 225,500 Tier 2 Capital 804, ,430 c) Details of subordinated debt, forming part of the Tier 2 capital, borrowed from Head Office swapped in rupees is as follows: As at March 31, 2011 Date of Allotment Final Maturity Amount Outstanding Amount eligible to be reckoned under Tier 2 capital November 2005 October ,114,875 Nil As at March 31, 2010 Date of Allotment Final Maturity Amount Outstanding Amount eligible to be reckoned under Tier 2 capital November 2005 October ,127, , Bank of America N.A.

3 d) The Bank has not issued any Debt Capital Instrument during the year (Previous year: Rs. Nil). e) Total Eligible Capital is as under: Tier I 29,181,155 28,262,283 Tier II 804, ,430 Total 29,986,085 29,252,713 Disclosure 3 Capital Adequacy Internal Capital Adequacy Assessment Process BANA-India is required to comply with all applicable laws and regulations in India including guidelines issued by RBI and other relevant regulatory bodies. The BANA-India Local Management Team (LMT) is responsible for ensuring that branch complies with global policies, procedures and corporate governance practices. These include policies relating to Basel II and, in particular, the ICAAP framework described in Bank of America Corporation (BAC) Interim Internal Capital Adequacy Assessment Process (ICAAP) for International Entities. The LMT is comprised of members from various key functional areas of the Bank such as Treasury, Risk, Corporate Banking, Finance, Operations and others. The Committee is headed by the Country Manager. ICAAP establishes a framework for banks to perform a comprehensive assessment of the risks they face and relate capital to those risks. The capital analysis performed by the Bank is expected to encompass all risks, not just the risks captured by the Basel II Pillar 1 minimum regulatory capital calculation. Successful risk identification and measurement requires having a comprehensive process to quantify, measure and aggregate these various risks in order to ensure that the Bank s capital resources are sufficient to cushion volatility in earnings due to unexpected losses. This measurement process constitutes a key element of the Bank s ICAAP and is principally based on BAC s economic capital framework. BANA-India is leveraging the BAC Economic Capital (EC) framework by aggregating the EC allocations to the various businesses housed within it. EC is a measure of risk. It represents a probabilistic assessment of unexpected future losses at a selected confidence interval. The Enterprise Capital Management (ECM), which is part of BAC Corporate Treasury, is responsible for the EC model and calculations. Currently, BAC uses EC for (1) measuring business unit performance and (2) internally assessing the adequacy of capital in relation to the risks in its consolidated operations. Pillar 1 The Bank has adopted Standardised Approach (SA) for credit risk, Standardised Duration Approach (SDA) for market risk and Basic Indicator Approach (BIA) for operational risk for computing its capital requirement. Under the Standardised Approach for credit risk, ratings assigned by the eligible external credit rating agencies support the measure of credit risk. The Bank relies upon the ratings issued by the external credit rating agencies specified by the RBI for assigning risk weights for capital adequacy purposes under the Basel II guidelines. The risk weights applicable for claims against bank, sovereign, corporate, retail portfolio (employee loans) are as per the Basel II guidelines. In compiling the credit exposure, the Bank does not reduce cash collateral received against credit exposures as eligible credit mitigants, as permitted by the RBI. The Bank does not have any exposure in relation to securitisation transactions as at March 31, Annual Accounts

4 Under the Standardised Duration Approach for computing the capital requirement for market risk, the Bank has adopted the duration method for measuring interest rate risk. The minimum capital requirement is computed in terms of: "Specific risk" charge for each security, to protect against an adverse movement in the price of an individual security owing to factors related to the individual issuer. "General market risk" charge towards interest rate risk in the portfolio, where long and short positions in different securities or instruments can be offset. Under the Basic Indicator Approach, the Bank holds capital for operational risk equal to 15% of average positive gross annual for the previous three financial. Quantitative Disclosures a) Credit risk The Risk Weighted Assets (RWA) for credit risk is as follows: Funded Assets 58,224,480 34,761,310 Non Funded Assets 13,888,271 10,314,653 Foreign exchange contracts & derivatives 55,507,110 43,593,731 Total 127,619,861 88,669,694 b) Market risk Standardised Duration Approach a) Capital Charge on account of Specific risk 199,065 1,525,900 i) On interest rate related instruments 198,984 1,525,819 ii) On Equities iii) On Derivatives b) Capital Charge on account of general market risk 5,339,540 6,109,490 i) On interest rate related instruments 564, ,593 ii) On Equities iii) On Foreign exchange and gold open positions iv) On Precious metals v) On Derivatives (including Options) 4,774,544 5,222,897 c) Open foreign exchange position 360, ,000 d) Total Capital Charge (a + b + c) 5,898,605 7,995,390 Total Risk Weighted Assets (d/9%) 65,540,049 88,837, Bank of America N.A.

5 c) Operational risk In line with RBI guidelines, the Bank has adopted the Basic Indicator Approach for Operational risk. The operational risk is calculated at 15% of average gross income of the previous three financial. The risk weighted assets for operational risk are calculated by dividing the operational risk capital charge by 9% (the minimum CRAR required by RBI). The RWA for Operational risk is Rs.13,457,510 thousand (Previous year: Rs. 11,337,176 thousand). d) Total and Tier I & II Capital ratio Sr. No. i) CRAR 14.51% 15.49% ii) CRAR Tier I Capital 14.12% 14.97% iii) CRAR Tier II Capital 0.39% 0.52% Disclosure 4 Credit Risk: General disclosures for all banks Credit Risk The Bank has comprehensive policies in place for measurement, reporting, monitoring and mitigating of credit risk. The Bank is focussed on quality of assets, return on those assets / risk capital required on account of these assets and select target segment of corporate with strong credit profiles. The Bank examines its portfolio and monitors these factors on an on-going basis. Consequently the Bank exits relationships on account of credit concerns or inadequate returns on the risk capital required to continue the lending relationship, as and when warranted. The Bank believes that this exercise has improved the overall quality of credit portfolio, and has also made credit portfolio more resilient to industry and economic downturns. The Bank manages credit risk based on the risk profile of the borrower or counterparty, repayment sources, the nature of underlying collateral, and other support given current events, conditions and expectations. Credit risk management begins with an assessment of the credit risk profile of the borrower or counterparty based on an analysis of their financial position. As part of the overall credit risk assessment of a borrower or counterparty, credit exposures are assigned a risk rating and are subject to approval based on defined credit approval standards. Subsequent to loan origination, risk ratings are monitored on an ongoing basis. If necessary, risk ratings are adjusted to reflect changes in the financial condition, cash flow or financial situation of a borrower or counterparty. Risk ratings are also a factor in determining the allowance for credit losses. The Bank has a policy of internal rating on a scale of Risk Rating (RR) 1-11, and the RR is continuously monitored, with a change in RR as and when it is warranted. Exposures with RR of 8 or more are subject to intensive scrutiny by the senior management. Tight credit risk management controls as above have ensured strong credit risk management systems as demonstrated by very low level of non-performing assets of 0.01% (Previous year 0.02%) of total advances. Net NPA levels have been consistently at zero percent over the past several. The Bank s strong credit risk management systems are reflected in the selective client base, stringent and regular monitoring and conservative Criticised Asset policy. As a result, Bank is able to start tracking potential problem assets in the initial stage itself and can manage early exit, resulting in low or nil NPAs. NORMS FOR DETERMINING WHEN TO CLASSIFY VARIOUS TYPES OF ASSETS AS NON-PERFORMING Term loans are treated as non-performing if the interest and/or instalments of principal remain overdue for a period of more than 90. Cash credits & overdrafts are treated as non-performing if these remain out of order for a period of more than 90. An account will be treated out of order if the outstanding balance remains continuously in excess of the sanctioned limit/drawing power. In case where the outstanding balance is less than the sanctioned limit/drawing power, but there are no credits continuously for three as at balance-sheet date or credits are not enough to cover the interest debited during the same period, these accounts will be treated as out of order. Annual Accounts

6 Bills purchased/discounted are treated as non-performing if the bill remains overdue and unpaid for a period of more than 90 during the financial year. Any overdue receivables representing positive mark-to-market value of a foreign exchange and interest rate derivative contracts will be treated as non-performing asset if these remain unpaid for 90 or more, upon becoming due. Any other facility will be treated as non-performing if any amount to be received remains overdue for a period of more than 90 during the financial year. Quantitative Disclosures a) Total Gross credit exposures Funded 73,074,715 50,980,402 Market & Non-market related exposure 164,837, ,645,660 b) Geographic Distribution Funded Market & Nonmarket related exposure Funded Market & Nonmarket related exposure Domestic* 73,074, ,837,124 50,980, ,645,660 Overseas Nil Nil Nil Nil *The Bank operates as a single unit in India and as such has no identifiable geographical segments subject to dissimilar risks and returns. Hence, all the exposures have been disclosed under Domestic segment. c) Industry wise distribution of Advances and Non-market related exposures (Rs. Crores) Sector As at March 31, 2011 As at March 31, 2010 Advances Non-market related Advances Non-market related All Engineering Banks Basic Metal & Metal Products Chemicals & Chemical Products Construction Food Processing Infrastructure 1, Non Banking Financial Companies Paper & Paper Products Petroleum, Coal Products & Nuclear Fuel Rubber, Plastic & Their Products Services Textiles Vehicles, Vehicle parts & Transport Equipments Employee Loans 1 - Other Industries 1, Total 5,859 1,326 3,672 1, Bank of America N.A.

7 d) Residual maturity breakdown of assets As at March 31, 2011 (Rs. Crores) Particulars Next day 2 to 7 8 to to and upto 3 Over 3 and upto 6 Over 6 and upto 1 year Over 1 year and upto 3 Over 3 and upto 5 Over 5 Total Advances 222 1, , , Nil Nil 5,859 Investment in Securities 2, ,861 Deposits , ,992 Borrowings Nil 1,468 Nil Nil Nil 1,862 Foreign Currency Assets Nil Nil 974 Foreign Currency Liabilities Nil Nil Nil 1,539 Note: Foreign Currency Assets and Foreign Currency Liabilities only include respect of Advances and Deposits & Borrowings As at March 31, 2010 Particulars Next day 2 to 7 8 to to and upto 3 Over 3 and upto 6 Over 6 and upto 1 year Over 1 year and upto 3 Over 3 and upto 5 (Rs. Crores) Over Total 5 Advances , Nil Nil 3,631 Investment in Securities 2,850 4, ,383 Deposits ,391 Nil 4 5,490 Borrowings Nil 3, Nil Nil 4,369 Foreign Currency Assets Nil Nil Nil 687 Foreign Currency Liabilities Nil Nil 1,431 Note: Foreign Currency Assets include balances in respect of Advances and foreign currency liabilities include balances in respect of Deposits & Borrowings e) Amount of NPAs (Gross) Category of NPA As at March 31, 2011 As at March 31, 2010 Substandard Nil Nil Doubtful 1 Nil Nil Doubtful 2 Nil Nil Doubtful 3 Nil Nil Loss 6,978 6,978 Annual Accounts

8 f) Net NPAs Nil g) NPA ratios Gross NPA ratio: 0.01% (Previous year 0.02%) Net NPA ratio: Nil (Previous year : Nil) h) Movement in NPAs Sr. No. Items As at March 31, 2011 As at March 31, ) Net NPAs to Net Advances (%) Nil Nil 2) Movement of NPAs (Gross) a) Opening balance 6,978 6,978 b) Additions during the year Nil Nil c) Recoveries / write offs Nil Nil d) Closing balance 6,978 6,978 3) Movement of Net NPAs a) Opening balance Nil Nil b) Additions during the year Nil Nil c) Recoveries / write offs Nil Nil d) Closing balance Nil Nil 4) Movement of provisions for NPAs (excluding provisions on standard assets) a) Opening balance 6,978 6,978 b) Provisions made during the year Nil Nil c) Recoveries / write offs Nil Nil d) Closing balance 6,978 6,978 i) Non-performing Investments : Rs. Nil (Previous year : Rs. Nil) j) Provision for NPIs : Rs. Nil (Previous year : Rs. Nil) k) Movement of provisions held towards depreciation on investments Particulars Year ended March 31, 2011 Year ended March 31, 2010 i) Opening balance 74,706 34,839 ii) Add: Provisions made during the year Nil 40,057 iii) Less: Write-off / write-back of excess provisions during the year 44, iv) Closing balance 30,203 74, Bank of America N.A.

9 Disclosure 5 Credit Risk: disclosures for portfolios subject to the standardised approach The Bank adopts the following basis: All exposures to scheduled banks for the purpose of Pillar 1 calculation, have been applied a 20% risk weight, since these exposures are made to counterparty banks having capital adequacy ratio of 9% and above. Ratings for foreign banks have been sourced from Standard & Poor s. Where the obligors have obtained rating of the facility from any of the accredited credit rating agencies specified by the Reserve Bank of India, the Bank has applied the risk weights relevant to the ratings assigned by the credit rating agencies. Further where the longterm rating is worse off than the short term rating and vice-versa, the Bank has applied the most conservative risk weight across the portfolio. Where the obligors have not obtained a rating, the exposure would be taken as unrated and appropriate risk weights applied. Quantitative disclosures March 31, 2011 Funded Exposure Rated Unrated Sovereign Scheduled Total Below 100% risk weight 1,169,867 5,303,971 6,557,695 2,781,714 15,813, % risk weight - 57,261,467 57,261,467 More than 100% risk weight - Deducted - Total 1,169,867 62,565,438 6,557,695 2,781,714 73,074,714 Market & Non-market related Exposure Rated Unrated Sovereign Scheduled Total Below 100% risk weight 25,671,287 8,076 2,484, ,135, ,298, % risk weight 115,498 36,422,762 36,538,260 More than 100% risk weight - Deducted - Total 25,786,785 36,430,838 2,484, ,135, ,837,124 March 31, 2010 Funded Exposure Rated Unrated Sovereign Scheduled Total Below 100% risk weight 2,641,850 4,109,661 9,380,773 1,104,762 17,237, % risk weight - 33,743,356 33,743,356 More than 100% risk weight - Deducted - Total 2,641,850 37,852,017 9,380,773 1,104,762 50,980,402 Market & Non-market related Exposure Rated Unrated Sovereign Scheduled Total Below 100% risk weight 26,067,228-6,319,295 62,949,591 95,336, % risk weight 77,922 28,231,624 28,309,546 More than 100% risk weight - Deducted - Total 26,145,150 28,231,624 6,319,295 62,949, ,645,660 Annual Accounts

10 Disclosure 6 - Credit Risk Mitigation: disclosures for standardised approaches In determining credit risk capital, the Bank has not reduced the facility amounts by the corresponding eligible collateral amount in the form of cash margins. The Bank assesses the credit facility based on the future projection of the cash flows, financial soundness, and liquidity profile and repayment capacity, of the potential / existing clients. The Bank lays more emphasis on cash flow of the client and not on the units, stocks or assets mortgaged / pledged by the client. Hence conservative view is taken by not reducing the collaterals. Further, credit portfolio also includes responsibility credit (R-credits) which are used to offer credit facilities to subsidiaries and affiliates of existing credit takers that are located in areas served by credit jurisdictions other than one serving the parent entity and are unable to access credit facilities without parent support. Here the facility is provided to the Indian borrower on the support of the parent credit taker. These are secured by corporate guarantees from the parent companies or standby letter of credit from the concerned branches. The risk weighted assets are computed based on the gross outstanding facility amount. Quantitative disclosures Nil Disclosure 7 - Securitisation: disclosure for standardised approach During the current year ended March 31, 2011, the Bank has not undertaken any securitisation activities. Further the Bank does not intend to undertake securitisation in near future and will put in place a new policy consistent with future regulatory guidelines on the subject prior to undertaking securitisation activity in future. Quantitative disclosures BANKING BOOK Year Ended March 31, 2011 Year Ended March 31, 2010 a) Total amount of exposures securitised by the bank b) For exposures securitised losses recognized by bank during current period broken by exposure type c) Amount of assets intended to be securitised within a year d) Of (c), amount of assets originated within a year before securitisation e) Total amount of assets securitised and unrecognised gain or losses on sale by exposure type f) Aggregate amount of:- -On balance sheet securitisation exposures retained or purchased -Off balance sheet securitisation exposures g) Aggregate amount of securitisation exposures retained or purchased and the associated capital charges, broken down between exposures and further broken down into different risk weight bands for each regulatory capital approach Exposures that have been deducted entirely from Tier 1 capital, credit enhancing I/Os deducted from total capital, and other exposures deducted from total capital 54 Bank of America N.A.

11 TRADING BOOK a) Aggregate amount of exposures securitised by bank for which bank has retained some exposures and which is subject to market risk approach b) Aggregate amount of:- - On balance sheet securitisation exposures retained or purchased - Off balance sheet securitisation exposures c) Aggregate amount of securitisation exposures retained or purchased separately for:- - Securitisation exposures retained or purchased subject to Comprehensive Risk Measure for specific risk - Securitisation exposures subject to the securitisation framework for specific risk broken down into different risk weight bands d) Aggregate amount of :- - Capital requirements for securitization exposures, subject to securitisation framework for specific risk broken down into different risk weight bands - Securitisation exposures that are deducted entirely from Tier 1 capital, credit enhancing I/Os deducted from total capital, and other exposures deducted from total capital Year Ended March 31, 2011 Year Ended March 31, 2010 Disclosure 8 - Market Risk in trading book Market Risk Market risk is defined as the risk of losses in on-balance sheet and off-balance sheet positions arising from movements in market prices. The market risk positions subject to capital charge requirement are: i) The risks pertaining to interest rate related instruments and equities in the trading book; and ii) Foreign exchange risk throughout the bank. The minimum capital requirement is expressed in terms of two separately calculated charges: "Specific risk" charge for each security, to protect against an adverse movement in the price of an individual security owing to factors related to the individual issuer. "General market risk" charge towards interest rate risk in the portfolio, where long and short positions in different securities or instruments can be offset. The general market risk captures the risk of loss arising from changes in market interest rates. The capital charge is the sum of four components: the net short/long position in the whole trading book; a small proportion of the matched positions in each time-band - vertical disallowance; a larger proportion of the matched positions across different time bands - horizontal disallowance, and a net charge for positions in options. Annual Accounts

12 The general market risk charge is measured by using the modified duration method. Capital charge for market risk in foreign exchange open position is at 9%. The option risk is the sum of capital charges arising from delta risk, gamma and Vega risk. Quantitative Disclosures a) Capital Charge on account of Specific Risk 199,065 1,525,900 i) On interest rate related instruments 198,984 1,525,819 ii) On Equities iii) On Derivatives b) Capital Charge on account of General Market Risk 5,339,540 6,109,490 i) On interest rate related instruments 564, ,593 ii) On Equities iii) On Foreign exchange and gold open positions iv) On Precious metals v) On Derivatives (including options) 4,774,544 5,222,897 c) Open foreign exchange position 360, ,000 d) Total Capital Charge (a + b + c) 5,898,605 7,995,390 Total Risk Weighted Assets (d / 9%) 65,540,049 88,837,670 Disclosure 9 - Operational Risk The operational risk management is primarily based on the global policies, procedures and corporate governance practices of BAC and are as follows: A. Operational Risk Definition, Focus and Classification The Bank defines Operational Risk as the risk of loss resulting from inadequate or failed internal processes, people and systems or from external events. The Bank classifies Operational Risk using the Basel II Categories and definitions as follows: Internal Fraud, External Fraud, Employment Practices and Workplace Safety, Clients, Products, and Business Practices, Damage to Physical Assets, Business Disruption and System Failures, Execution, Delivery, and Process Management. B. Roles Accountabilities and Process Owners BAC s Enterprise Operational Risk policies and standards are established by Corporate Operational Risk (COR) and implemented by the Lines of Business (LOBs) with independent oversight from the LOB/Enterprise Control Function (ECF) Risk Teams. Operational Risk Management Responsibilities and Governance and Control functions are provided by: Lines of Business (LOB), Enterprise Control Functions (ECFs), Corporate Operational Risk (COR), and Independent LOB/ECF Risk Teams. C. Operational Risk Governance of BAC Operational Risk Committee (ORC) The ORC is a senior management-level risk committee that reports directly to the Audit Committee and performs ongoing oversight and governance of the Operational Risk Management Program. The ORC members include the direct reports of the CEO, the Chief Compliance Officer and the COR Executive, who is the committee chair. This committee generally meets monthly. 56 Bank of America N.A.

13 Operational and Compliance Risk Council (OCRC) In support of the ORC, oversight and direction of the program is provided by a working group, the OCRC. OCRC primarily focusses on the review of key compliance and operational risks, mitigation strategies and actions, as well as review of risk management policies, procedures and project activity. OCRC also discusses, reviews and agrees on actions, as appropriate, regarding top risk issues and mitigation strategies. OCRC identifies top risk issues for escalation to COR. The OCRC members include the COOs of the LOBs, the LOB CROs, the COR Executive and the Chief Compliance Officer, who is the committee chair. This committee generally meets monthly. D. Operational Risk Management Program Overview COR has defined the Operational Risk Management Program using the Risk Management Process defined in the Risk Framework. It is a dynamic process that will move from step to step in both directions, as new risks are identified and known risks are further analysed. The four steps in that process are the following: identify/measure, mitigate/control, monitor/test, and report/review. E. Key Elements of the Operational Risk Management Program In support of the Risk Management Process, the following key elements facilitate the Operational Risk Management Program: Risk and Control Self Assessment (RCSA), Loss Data Collection and Scenario Analysis. Disclosure 10 Interest Rate Risk in the Banking Book (IRRBB) Qualitative Disclosure IRRBB represents the banking book s exposure to adverse movements in interest rates. IRRBB is measured as the potential volatility in the Bank s non-trading (core) net interest income caused by changes in market interest rates. Client facing activities, primarily lending and deposit-taking, create interest rate sensitive positions on the balance sheet. BANA-India is currently funded through local Treasury operations and BAC International Treasury operations. For the portion of funding that is match funded by International Treasury, any IRRBB is managed and held by International Treasury. For the portion of funding which is sourced externally i.e., outside International Treasury - the EC for IRRBB is principally captured by the Balance Sheet Management (BSM) division of BAC Corporate Treasury. Currently, the EC allocation for this portion captured by BSM is mostly retained at a higher corporate level and not pushed down to the entity level. Annual Accounts

14 Statement of Interest Rate Sensitivity as at March 31, 2011 Upto Over 5 Non sensitive (Rs. Crores) OUTFLOWS 1. Capital Reserves & Surplus - 2,536 2, Deposits (i) Current Deposits - 2,082 2,082 (ii) Savings Bank Deposits (iii) Term Deposits 1, ,611 (iv) Certificates of Deposits - 4. Borrowings (i) Call and Short Notices (ii) Inter-Bank (Term) - (iii) Refinances - (iv) Others CBLO Other Liabilities & Provisions (i) Bills Payable (ii) Inter-Office Adjustments (iii) Provisions (iv) Other Lines of Credit committed to (i) Institutions - (ii) Customers - 7. Unavailed portion of Cash/ Overdraft/Demand Loan component of Working Capital - 8. Letters of Credit/Guarantees - 9. Repos/LAF Bills Rediscounted (DUPN) Swaps (Buy/Sell)/maturing forwards 6,310 16,127 12,373 20,761 2, , Interest Payable Others (specify) - A. TOTAL OUTFLOWS 8,654 16,574 13,145 20,792 3, ,220 69,654 Total 58 Bank of America N.A.

15 INFLOWS Upto Over 5 Non sensitive 1. Cash Balance with RBI Balances with other Banks - (i) Current Account (ii) Money at Call and Short Notices, Term Deposits and other placement - 4. Investments 4, ,861 4A. Of which held to maturity - 5. Advances (Performing) - (i) Bills Purchased and Discounted (ii) Overdrafts, Cash credit & Repayable on demand 1, ,253 3,693 (iiii) Term Loan NPAs (Advances) Fixed Assets Other Assets (i) Inter-office Adjustment - (ii) Others Reverse Repos Swaps (Sell/Buy)/maturing forwards 5,650 18,555 15,957 17, , Bills Rediscounted Interest receivable Committed Lines of Credit 14. Others - Deferred tax B. TOTAL INFLOWS 11,585 19,563 17,078 18,675 1, ,181 69,190 C. MISMATCH (B-A) 2,931 2,989 3,933 (2,117) (2,420) (669) (72) (5,039) (464) Other Products (Interest Rate) BANK OF AMERICA N.A. (INDIA BRANCHES) Statement of Interest Rate Sensitivity as at March 31, 2011 (Rs. Crores) (i) Swaps 739 2,178 (3,727) 449 1,236 (1,279) D. Total Other Products 739 2,178 (3,727) 449 1,236 (1,279) E. Net GAP (C-D) 2, ,660 (2,566) (3,656) 610 (476) (5,039) (464) Total - Annual Accounts

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