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

- By Joshua Walker
- 09 Jul 2024

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

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

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact info@risk.net to find out more.

You are currently unable to copy this content. Please contact info@risk.net to find out more.

As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.

If you would like to purchase additional rights please email info@risk.net