FRB Announcement on Supervisory Stress Tests

The Federal Reserve Board announced that results from the Dodd-Frank supervisory stress tests will be released on Thursday, March 7, and the related results from the Comprehensive Capital Analysis and Review ("CCAR") will be released on Thursday, March 14. The Dodd-Frank supervisory stress test results will include data such as capital ratios, revenue, and loss estimates. The tests are being performed under a severely adverse scenario and assume a common set of capital actions that are used in the analysis of all of the firms. The standardized capital actions used in the Dodd-Frank stress test results are intended to provide for comparability across the firms.

The Federal Reserve Board also released the global market shock component of the adverse and severely adverse scenarios used in the latest Dodd-Frank Act stress tests and the CCAR to evaluate the capital positions of the six bank holding companies with significant trading operations. To see the global market shock data and some of the templates for the results to be issued in March, and for more general information on the Dodd-Frank Act stress tests and the CCAR, go to www.federalreserve.gov/bankinforeg/stress-tests-capital-planning.htm.

Click here to view press release in full (links externally to FRB website).Related News Story: Schedule for Bank Stress Tests Required by Dodd-Frank Act Section 165(i).