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
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