Capital One Financial: Monthly Charge-Off and Delinquency Measures – Beginning with Month Ending March 31, 2022 – Form 8-K

Room 99.1

Capital One Financial Corporation

Monthly imputation and delinquency measures

As of and for the month ended March 31, 2022

Loans held for investment purposes

Net allocations

Execution offenses over 30 days

Non-performing loans

(Dollars in millions, unless otherwise indicated)

Medium

End of period

Rising

Tariff(1)

Rising

Price(2)

Rising

Price(3)

Credit card:(4)

Domestic

$

105,498

$

107,987

$

188

2.13

%

$

2,503

2.32

%

N / A

N / A

Retail banking:

Auto

77,837

78,604

28

0.43

3,027

3.85

$

325

0.41

%

___________________

(1) Net write-off rate is calculated by dividing annualized net write-offs for the period by the average of loans held for investment purposes during the period for the specified loan category. Net charges and the net charge rate are periodically affected by fluctuations in recoveries, including the impact of debt sales.

(2) The 30+ day performing delinquency rate is calculated by dividing loans over 30 days past due at the end of the period by the loans at the end of the period held for investment purposes for the category specified loan.

(3) The non-performing loan rate is calculated by dividing the end-of-period non-performing loans by the end-of-period loans held for investment for the specified loan category.

(4) End-of-period loans held for investment purposes and average loans held for investment purposes include invoiced financial charges and commissions. We accrue invoiced finance charges and fee income on perpetual loans in accordance with the contractual terms of the credit agreements and estimate the uncollectible amount on a quarterly basis. Finance charges and billed fees that are ultimately uncollectible are reflected as a reduction in revenue and are not included in our net charges.

Warning

Capital One Financial Corporation published this content on April 26, 2022 and is solely responsible for the information contained therein. Distributed by Audienceunedited and unmodified, on April 26, 2022 8:54:12 PM UTC.