US banks’ stress-test projections stray further from Fed’s in 2023

- By Lorenzo Migliorato and Joshua Walker
- 17 Jul 2023

The largest US banks did a worse job of estimating their post-stress capital ratios in the Federal Reserve’s latest Dodd-Frank Act stress test (DFAST) compared with the previous two years, Risk Quantum research has found.

On average, the projected stressed Common Equity Tier 1 (CET1) capital ratios of the country’s eight systemic banks, plus Northern Trust, diverged from the Fed’s estimates by

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