Banks’ performance in the Federal Reserve’s annual stress tests have become more evenly distributed since 2019, Risk Quantum’s analysis of Dodd-Frank Act stress test (DFAST) results shows.

Across the 17 firms that took part in the last three full-cycle tests, the distribution of post-stress ratios widened significantly, with the gap between the highest and lowest post-stress Common Equity Tier 1 (CET1) ratios going from 12.4 percentage points in 2019 to 15.9 percentage points this year.

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