Risk Quantum

Data insights, delivered daily


Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.

More information

CCAR ‘not harder’

Economists at the Federal Reserve contest the idea that annual stress tests have become more severe over time, arguing the higher level of capital depletion reported by participating banks in recent iterations is not driven by a toughening up of the scenarios used. The staffers show that the total decline to the Common Equity Tier 1 capital ratio posted by a sample of banks that took part in the 2018 round of the Comprehensive Capital Analysis and Review was 6.1%, the largest to date. However, just 2.7 percentage points of this decline – 44% of the total – was due to the effects of the stress scenario itself. The remaining 3.4 percentage points of decline related to the banks’ planned capital distributions over the stress test time horizon.

Read the full article

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: