EX-99.1 2 januarycreditmetricsexhibi.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 January 31, 2016
(Dollars in millions)
 
January 2016
Domestic Card Metrics(1)
 
 
Net charge-offs
 
$
292

Average loans held for investment
 
86,759

Net charge-off rate(2)
 
4.04
%
30+ day performing delinquencies
 
$
3,063

Period-end loans held for investment
 
86,380

30+ day performing delinquency rate(3)
 
3.55
%
 
 
 
International Card Metrics(1)
 
 
Net charge-offs
 
$
20

Average loans held for investment
 
8,010

Net charge-off rate(2) 
 
3.07
%
30+ day performing delinquencies
 
$
254

Nonperforming loans
 
50

Period-end loans held for investment
 
7,807

30+ day performing delinquency rate(3)
 
3.25
%
Nonperforming loan rate(4)
 
0.64

 
 
 
Auto Metrics
 
 
Net charge-offs
 
$
79

Average loans held for investment
 
41,709

Net charge-off rate(2)
 
2.28
%
30+ day performing delinquencies
 
$
2,732

Nonperforming loans
 
211

Period-end loans held for investment
 
41,786

30+ day performing delinquency rate(3)
 
6.54
%
Nonperforming loan rate(4)
 
0.50

___________________
(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.