Capital One 2012 Annual Report Download - page 147

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Item 7A. Quantitative and Qualitative Disclosures about Market Risk
For a discussion of the quantitative and qualitative disclosures about market risk, see “MD&A—Risk
Management—Market Risk Management” and “MD&A—Market Risk Profile.”
Item 8. Financial Information and Supplementary Data
Page
Management’s Report on Internal Control Over Financial Reporting ............................... 129
Report of Independent Registered Public Accounting Firm ...................................... 130
Report of Independent Registered Public Accounting Firm ...................................... 131
Consolidated Financial Statements .......................................................... 132
Consolidated Statements of Income ..................................................... 132
Consolidated Statements of Comprehensive Income ........................................ 133
Consolidated Balance Sheets .......................................................... 134
Consolidated Statements of Changes in Stockholders’ Equity ................................ 135
Consolidated Statements of Cash Flows ................................................. 136
Notes to Consolidated Statements ...................................................... 137
Note 1 — Summary of Significant Accounting Policies ................................ 137
Note 2 — Acquisitions .......................................................... 159
Note 3 — Discontinued Operations ................................................ 163
Note 4 — Investment Securities ................................................... 164
Note 5 — Loans ............................................................... 173
Note 6 — Allowance for Loan and Lease Losses ..................................... 194
Note 7 — Variable Interest Entities and Securitizations ................................ 196
Note 8 — Goodwill and Other Intangible Assets ...................................... 203
Note 9 — Premises, Equipment and Lease Commitments ............................... 206
Note 10 — Deposits and Borrowings ................................................ 207
Note 11 — Derivative Instruments and Hedging Activities ............................... 211
Note 12 — Stockholders’ Equity ................................................... 216
Note 13 — Regulatory and Capital Adequacy ......................................... 218
Note 14 — Earnings Per Common Share ............................................. 220
Note 15 — Other Non-Interest Expense .............................................. 221
Note 16 — Stock-Based Compensation Plans ......................................... 221
Note 17 — Employee Benefit Plans ................................................. 225
Note 18 — Income Taxes ......................................................... 231
Note 19 — Fair Value of Financial Instruments ....................................... 235
Note 20 — Business Segments ..................................................... 248
Note 21 — Commitments, Contingencies and Guarantees ............................... 252
Note 22 — Capital One Financial Corporation (Parent Company Only) ..................... 266
Note 23 — Related Party Transactions .............................................. 268
Note 24 — Subsequent Events ..................................................... 269
128