US banks more optimistic than Fed on loan losses
JP Morgan, BofA and Wells Fargo stray furthest from Fed’s estimates
US banks projected smaller loan losses than the Federal Reserve in the 2026 Dodd-Frank Act stress tests (DFAST), Risk Quantum analysis shows.
All 20 banks that publicly disclosed their internal stress-test results estimated lower losses than the central bank under the severely adverse scenario.
JP Morgan recorded the largest divergence. The bank projected $70.2 billion of loan losses, compared with
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