Five US banks would breach CET1 buffers on AFS loss reinclusion

Fed’s vice-chair proposal to scrap AOCI waiver would cripple KeyCorp the most

Five US banks would dip below their all-in capital buffer requirements under a proposal by the Federal Reserve’s vice-chair for supervision, Michael Barr, forcing banks with more than $100 billion in assets to return to reflecting fair-value bond gains and losses into capital.

Risk Quantum analysis of the latest available figures at end-March shows that 23 lenders would be affected by the plan, with Common Equity Tier 1 (CET1) capital ratios for Ally Financial, Fifth Third Bank, Huntington

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here