The Federal Reserve’s annual stress tests have stretched large and complex US banks for eight years, but certain firms have struggled more than others to achieve a passing grade, Risk Quantum analysis shows.

The results of the Fed’s Comprehensive Capital Analysis and Review (CCAR) for 2018 are scheduled for release on June 28. Each year, the central bank designs a new set of economic shock simulations – a baseline, adverse and severely adverse scenario – which large banks have to get through