DFAST 2026: SCB freeze denies 16 banks capital relief
Lower DFAST depletion would have cut buffers for many, but First Citizens avoids higher SCB
US banks have been denied potential capital relief from lower stress test losses after the Federal Reserve froze stress capital buffers (SCBs) until 2027, Risk Quantum analysis shows.
Of the 30 firms with comparable prior stress test results, 23 recorded lower Common Equity Tier 1 (CET1) capital depletion in the 2026 Dodd-Frank Act stress test (DFAST) than in their previous outing.
Sixteen of these
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.
Copyright Infopro Digital Limited. All rights reserved.
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
Copyright Infopro Digital Limited. All rights reserved.
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
More on Risk Quantum
DZ Bank ditches slotting approach for project finance exposures
German bank transfers €8.6bn in RWAs to F-IRB methodology following regulatory approval
US banks cut commodity derivatives as equity books hit record
Commodity notional falls 6.3% as equity positions climb to $19.42trn
European banks’ derivatives exposures surge 11% in six months
PFE add-ons account for nearly two-thirds of increase, driving largest jump since 2022
Commerz, Lloyds, BPCE top European banks for interest rate sensitivity
Eight lenders face potential EVE losses exceeding 10% of Tier 1 capital under rate shocks
Large US banks’ lending to private equity funds reaches $239bn
JP Morgan, Goldman and BofA account for 80% of quarterly increase
European banks’ SFT exposures jump 14% to record €881bn
Eighteen of 29 lenders reach all-time highs; big repo and securities lending increases for German banks
JP Morgan, Wells Fargo AOCI losses double in Q3
Unrealised securities losses mount as rising yields depress valuations and hit CET1 capital
Emirates NBD fund RWAs surge 480%
Bank’s first reported use of look-through approach coincides with RBL acquisition
