US banks cluster at stronger DFAST capital lows
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Weakest projected capital ratio rises 390bp since 2018
Large US banks’ projected minimum Common Equity Tier 1 (CET1) ratios in the Federal Reserve’s annual stress tests have risen and become more tightly clustered since 2018, a Risk Quantum analysis of Dodd-Frank Act stress tests (DFAST) results found.
For the 16 firms that took part in the tests every year, the median projected minimum CET1 ratio rose from 7.7% in 2018 to 11.6% in 2026.
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