DFAST 2022 leverage results widest in four years

Distribution of post-stress leverage ratios sees expanding gap between top and bottom performers

The distribution of post-stress leverage-based ratios in the latest Dodd-Frank Act stress test (DFAST) widened significantly compared with previous years, Risk Quantum analysis shows.

Across the 17 banks that took part in the last four rounds of tests, the gap between the highest and lowest projected minimum stressed values for the Tier 1 leverage ratio and the supplementary leverage ratio (SLR) expanded to a new high this year.

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