Company: WFC-PC
Filing Date: 2025-10-31
Form Type: 10-Q
Source: 0000072971-25-000253
Chunk: 110

Company: WELLS FARGO & COMPANY/MN
Filing Date: 2025-10-31
Form: 10-Q
Item: Item 1
Chunk 110
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 65 (41)73 4,529 Less: Other comprehensive income from noncontrolling interests— — — — — — — Balance, end of period$(5,344)(33)(164)(1,608)(87)(411)(7,647)Nine months ended September 30, 2024Balance, beginning of period$(8,564)(61)(788)(1,833)(15)(319)(11,580)Net unrealized gains (losses) arising during the period2,096 12 (102)— (25)12 1,993 Amounts reclassified from accumulated other comprehensive income643 — 509 63 — — 1,215 Net change2,739 12 407 63 (25)12 3,208 Less: Other comprehensive income from noncontrolling interests— — — — — — — Balance, end of period$(5,825)(49)(381)(1,770)(40)(307)(8,372)(1)At September 30, 2025 and 2024, accumulated other comprehensive loss includes unamortized after-tax unrealized losses of $2.8 billion and $3.2 billion, respectively, associated with the transfer of securities from AFS to HTM. These amounts are subsequently amortized into earnings over the same period as the related unamortized premiums and discounts.(2)Substantially all of the amounts for fair value hedges are foreign exchange contracts.(3)Substantially all of the amounts for cash flow hedges are interest rate contracts.

Wells Fargo & Company125

Note 22:  Regulatory Capital Requirements and Other RestrictionsRegulatory Capital RequirementsThe Company and each of its subsidiary banks are subject to regulatory capital adequacy requirements promulgated by federal banking regulators. The FRB establishes capital requirements for the consolidated financial holding company, and the Office of the Comptroller of the Currency (OCC) has similar requirements for the Company’s national banks, including Wells Fargo Bank, N.A. (the Bank).Table 22.1 presents regulatory capital information for the Company and the Bank in accordance with Basel III capital requirements. We must calculate our risk-based capital ratios under both the Standardized and Advanced Approaches. The Standardized Approach applies assigned risk weights to broad risk categories, while the calculation of risk-weighted assets (RWAs) under the Advanced Approach differs by requiring