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Home 2014 DFAST CCAR Davis Polk Blackline of Federal Reserve’s Corrections to Dodd-Frank Stress Test Capital Ratio Projections

Davis Polk Blackline of Federal Reserve’s Corrections to Dodd-Frank Stress Test Capital Ratio Projections

Today, the Federal Reserve published corrections to its 2014 supervisory Dodd-Frank Act stress test (“DFAST“) results.  We have prepared a blackline (available here) showing the Federal  Reserve’s revised capital ratio projections for 30 large U.S. bank holding companies under the supervisory severely adverse stress scenario.  According to the Federal Reserve, it adjusted the supervisory DFAST results to “address inconsistencies in the treatment of the fourth quarter 2013 actual capital actions and assumptions about preferred and employee compensation-related issuance over the course of the planning horizon.”

View Blackline of Federal Reserve’s Corrections to 2014 Supervisory DFAST Capital Ratio Projections

 

Materials: 

Federal Reserve, Dodd-Frank Act Stress Test 2014: Supervisory Stress Test Methodology and Results (originally published on Mar. 20, 2014; revised on Mar. 24, 2014) available here: http://www.federalreserve.gov/newsevents/press/bcreg/bcreg20140320a1.pdf

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