Credit Suisse goes off piste in latest DFAST

US unit of Swiss bank underestimated leverage hit in Fed stress test

The US unit of Credit Suisse overshot the Federal Reserve’s estimates of its stressed leverage ratios measures more than any of the 33 participating banks in the 2022 Dodd-Frank Act stress test (DFAST), Risk Quantum analysis shows.

The bank’s internal models missed the Fed’s projected minimum stressed values for the Tier 1 leverage ratio and the supplementary leverage ratio (SLR) by 150 basis points and 170bp, respectively, under this year’s severely adverse scenario.


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