CCAR losses concentrated at four US banks

US dealers JP Morgan, Bank of America Merrill Lynch (BAML), Citi and Wells Fargo would suffer the most losses in a severe recession, according to the Federal Reserve’s stress tests.

The four banks were projected to lose $306 billion in aggregate under the severely adverse scenario used in the 2018 Comprehensive Capital Analysis and Review (CCAR). That is more than half of the total projected losses across all 35 firms that were subject to the tests.

JP Morgan would bear the brunt of a

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 copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.

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: