EX-99.1 2 octobercreditmetricsexhibi.htm EXHIBIT 99.1 Exhibit
                        


Exhibit 99.1
 
Capital One Financial Corporation
Monthly Charge-off and Delinquency Statistics
As of and for the month ended October 31, 2015
(Dollars in millions)
 
October 2015
Domestic Card Metrics(1)
 
 
Net charge-offs
 
$
231

Average loans held for investment
 
81,997

Net charge-off rate(2)
 
3.38
%
30+ day performing delinquencies
 
$
2,813

Period-end loans held for investment
 
82,844

30+ day performing delinquency rate(3)
 
3.40
%
 
 
 
International Card Metrics(1)
 
 
Net charge-offs
 
$
17

Average loans held for investment
 
7,935

Net charge-off rate(2) 
 
2.52
%
30+ day performing delinquencies
 
$
235

Nonperforming loans
 
63

Period-end loans held for investment
 
8,184

30+ day performing delinquency rate(3)
 
2.87
%
Nonperforming loan rate(4)
 
0.77

 
 
 
Auto Metrics
 
 
Net charge-offs
 
$
72

Average loans held for investment
 
41,160

Net charge-off rate(2)
 
2.10
%
30+ day performing delinquencies
 
$
2,506

Nonperforming loans
 
184

Period-end loans held for investment
 
41,242

30+ day performing delinquency rate(3)
 
6.08
%
Nonperforming loan rate(4)
 
0.45

___________________
(1)
Period-end loans held for investment and average loans held for investment include accrued finance charges and fees, net of the estimated uncollectible amount. We recognize billed finance charges and fee income on open-ended loans in accordance with the contractual provisions of the credit arrangements and estimate the uncollectible amount on a quarterly basis. The estimated uncollectible amount of billed finance charges and fees is reflected as a reduction in revenue and is not included in our net charge-offs.
(2)
Calculated by dividing annualized net charge-offs for the period by average loans held for investment during the period for the specified loan category. Net charge-offs and the net charge-off rate are impacted periodically by fluctuations in recoveries, including impacts of debt sales.
(3)
Calculated by dividing 30+ day performing delinquent loans as of the end of the period by period-end loans held for investment for the specified loan category.
(4)
Calculated by dividing nonperforming loans as of the end of the period by period-end loans held for investment for the specified loan category.