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Home Archive for category "Capital Planning & Stress Tests" (Page 5)
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Federal Reserve Announces Results of 2013 Comprehensive Capital Analysis and Review (CCAR)

Today, the Federal Reserve announced the results of the 2013 Comprehensive Capital Analysis and Review (CCAR), including summaries of the Federal Reserve’s CCAR post-stress capital analysis for each of the 18 large U.S. bank holding companies (BHCs) that participated in the 2013 CCAR.

Of the 18 BHCs that participated in the 2013 CCAR, 14 received approvals from the Federal Reserve for their capital plans, two received conditional approvals while two received objections.  The Federal Reserve may object to a capital plan on quantitative or qualitative grounds.  …  Read More

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Federal Reserve Publishes Results of Dodd-Frank Supervisory Stress Tests

Today, the Federal Reserve published summary results of Dodd-Frank supervisory stress tests for 18 large U.S. bank holding companies (BHCs).  The summary results include the Federal Reserve’s projections of revenues, expenses, losses and the post-stress capital ratios for each of the 18 BHCs under a hypothetical, severely adverse macroeconomic and financial market scenario developed by the Federal Reserve.

Hypothetical Stress Scenario:  The Federal Reserve’s severely adverse stress scenario features a deep recession in the United States, Europe and Japan, significant declines in asset prices and increases in risk premia and a marked economic slowdown in developing Asia.  …  Read More

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Federal Reserve Announces Release Dates for Results of Dodd-Frank Supervisory Stress Tests and Comprehensive Capital Analysis and Review (CCAR)

Today, the Federal Reserve announced that results of the Dodd-Frank supervisory stress tests conducted by the Federal Reserve of 18 large bank holding companies (BHCs) will be released on Thursday, March 7 at 4:30 p.m. Eastern Time.  The Federal Reserve also announced that results of the 2013 Comprehensive Capital Analysis and Review (CCAR) will be released on Thursday, March 14 at 4:30 p.m. Eastern Time.

Background on Dodd-Frank Supervisory Stress Tests:  The Dodd-Frank Act requires the Federal Reserve to conduct an annual supervisory stress test of U.S.…  Read More

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2013 CCAR Process Begins and U.S. Basel III Rules Are Delayed

The Federal Reserve launched the 2013 capital planning and stress testing process for large bank holding companies with the publication of two sets of instructions: one set for the 19 bank holding companies that participated in the 2011 Comprehensive Capital Analysis and Review (CCAR) process and another set for 11 other large bank holding companies that did not participate in the 2011 CCAR process. Among other changes from the 2012 process, the 2013 instructions reveal how the Dodd-Frank Act’s stress testing requirements will be integrated with the Federal Reserve’s capital planning requirements for the banking holding companies that participated in the 2011 CCAR process, and indicate that such bank holding companies will have a one-time opportunity to make a downward revision to any planned capital distributions before the Federal Reserve publishes its assessment of capital plans and will be required to publish their own summaries of certain company-run stress tests.…  Read More

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