Goldman faces high stress capital buffer after Fed tests

This year’s Federal Reserve stress tests projected that Goldman Sachs’s core solvency ratio would almost halve under the strain of the central bank’s worst-case scenario, a result which could translate into a large stress capital buffer requirement once new rules come into effect.

In aggregate, the 33 participants that underwent the severely adverse scenario of this year’s Dodd-Frank Stress Tests (DFAST)  estimated their risk-based Common Equity Tier 1 (CET1) capital ratio would trough to 9.9%

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