Six banks fall short of full DFAST buffers
DB USA and HSBC North America post largest all-in CET1 shortfalls, while new entrant First Citizens also misses
Six banks undershot their all-in Common Equity Tier 1 (CET1) capital requirements under the severely adverse scenario in the latest Dodd-Frank Act stress tests (DFAST), Risk Quantum analysis shows.
Although all 32 participating firms remained above the 4.5% minimum CET1 requirement throughout the Federal Reserve’s simulation, this changes when the full capital stack, including the stress capital
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