Citi loss narrows as DFAST AOCI windfalls fade
US banks’ projected paper losses narrow by $4.7bn
Projected accumulated other comprehensive income (AOCI) losses across US banks narrowed in the 2026 Dodd-Frank Act stress test (DFAST), even as the valuation boost lenders received through the scenario fell sharply from last year’s exercise.
Aggregate projected AOCI losses across the 14 sampled banks shrank by $4.7 billion, or 12.1%, to $34 billion.
A narrower projected AOCI loss is a favourable
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