Barclays and Credit Suisse’s stress test estimates stray from Fed’s

Federal Reserve stress test debutantes Barclays US and Credit Suisse USA were worse at modelling their performance than veterans of the process.

Credit Suisse USA overshot the Fed’s estimates of its stressed common equity Tier 1 (CET1) capital ratio in the 2018 test cycle by 460 basis points, and Barclays US by 290bp – the biggest differences out of the 18 participating ‘advanced approaches’ banks. Deutsche Bank USA, the third newcomer this year, bucked the trend by estimating a CET1 ratio of

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 [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a 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: