Buoyant US economy, harsher CCAR for regionals

The performance of US regional banks under the Federal Reserve’s stress tests is strongly correlated to the domestic GDP scenario, Risk Quantum analysis shows.

The Fed published its 2019 stress scenarios on February 5. This year’s severely adverse scenario assumes a –9.4% contraction in US GDP, the most extreme to date and up from –8.9% in the 2018 tests.

The severity of the US GDP variable in the severely adverse scenario largely dictates the post-Comprehensive Capital Analysis and Review

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