News Made Clear · Chargement…
The US Federal Reserve has finalised two changes to bank stress tests, aiming to make capital requirements less volatile and give the public more input into the tests.
Revenir à la langue de lecture sélectionnée
Chargement des informations de révision.
One final rule will require the Fed to seek public input each year on its stress-test scenarios and any material changes to its models. It also sets the models for the 2027 test. Banks with large trading books will face two versions of the global market shock each year, with the larger loss used in each bank’s results. [1]
Under the second rule, the Fed will use the average of a bank’s two most recent annual supervisory stress-test results to calculate its stress capital buffer, provided the bank was tested in both years. Averaging will begin in 2028. The Fed estimates that the changes are likely to cut year-on-year volatility in capital requirements by about half, without materially changing requirements across banks as a whole. [1]
Separately, the Fed is seeking comment on a proposed change to how it projects banks’ fee income under stress. If adopted, it would replace the current model. Comments are due 60 days after the proposal is published in the Federal Register. [1]
1 sources répertoriées · explorez les éléments de preuve, les limites et la provenance.
Connectez-vous pour donner un pouce vers le haut ou vers le bas à cet article.
Discussion de test privée. Les commentaires expriment l’avis des lecteurs et ne font pas encore l’objet d’une vérification automatique des faits. La modification est possible pendant 60 secondes après la publication.
Le tri s’applique aux commentaires de premier niveau ; les réponses restent classées de la plus ancienne à la plus récente. Les nouveaux commentaires et les mentions J’aime peuvent modifier l’ordre. Actualisez pour voir le classement actuel.
Chargement des commentaires…