CCAR threatens BNY Mellon dividend payout
Fed's test "noticeably more stringent" - BNY Mellon's Santomassimo
BNY Mellon said the Federal Reserve’s 2018 round of stress tests were tougher than in prior years and that the variability of regulator-set stress scenarios from year to year threatened its capital payout ratios.
The bank completed the Fed’s Comprehensive Capital Analysis and Review (CCAR) tests earlier this month. While not disclosing the firms’ results, chief financial officer Michael
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
Spanish banks brace for €5bn capital hike as CCyB doubles
Countercyclical buffer lifts requirements by €2.5bn in Q4, with further rises to come in 2026
UK banks add £7.4bn of CCR RWAs
Barclays and Standard Chartered drive counterparty credit risk surge in Q1
Commerzbank most exposed to rate hike among European banks
Eight banks would lose more than 10% of T1 capital under rate shock
Derivatives flow spike reshapes Alrajhi Bank’s liquidity profile
Sudden jump in stressed inflows and outflows cuts net cash outflows to lowest level since 2021
RBI’s modelled market RWAs jump on Tarf stress shock
FX volatility scenario for 2009 drives sharp rise in stressed VAR under internal models approach
CCB stands apart as Chinese banks diverge on G-Sib indicators
Bank records increases in 13 systemic risk indicators as trading activity jumps in 2025
Basel III endgame: overall relief hides winners and losers
G-Sibs gain from surcharge reform while AOCI hits regional banks
AOCI deterioration resumes at US banks in Q1
JP Morgan records largest quarterly rise in unrealised losses
