DFAST 2024: IHCs outperform US banks despite steeper CET1 ratio decline

US subsidiaries of Deutsche Bank, UBS and RBC lead intermediate holding companies in biggest capital requirement drops

The intermediate holding companies (IHCs) of the eight foreign banks participating in this year’s Dodd-Frank Act stress test (DFAST) experienced a more significant decline in capital ratios compared to their 23 domestic counterparts.

The median IHC’s stressed Common Equity Tier 1 capital ratio dropped by 5.3 percentage points over the nine-quarter stress scenario. In contrast, the median US bank’s CET1 capital ratio fell by 2.5pp, less than half as much. Despite the steeper decline, the median

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