Dodd-Frank Act Stress Test 2014: Supervisory Stress Test Methodology and Results
PrintAppendix E: Errata
This appendix includes five tables. Table E.1 shows the revisions in data between Table 3 in this report and Table 3 published on March 20 (reproduced as Table E.2 here); Table E.3 shows the revisions in data between Table 9 in this report and Table 9 published on March 20 (reproduced as Table E.4 here).Table E. 5 shows the revisions in risk-weighted assets, Basel III standardized approach data presented in Table 2, Table 8, and Appendix C in this report versus Table 2, Table 8, and Appendix C in the report published on March 20.
| Bank holding company * | Tier 1 common ratio (%) | Common equity tier 1 ratio (%) 1 | Tier 1 risk-based capital ratio (%) | Total-risk based capital ratio (%) | Tier 1 leverage ratio (%) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Actual Q3 2013 | Ending | Minimum | Ending | Minimum | Actual Q3 2013 | Ending | Minimum | Actual Q3 2013 | Ending | Minimum | Actual Q3 2013 | Ending | Minimum | |
| Ally Financial Inc. | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 0.0 | 0.0 | 0.2 | 0.0 | 0.0 | 0.4 |
| American Express Company | 0.0 | -0.2 | -0.5 | -0.2 | -0.4 | 0.0 | -1.4 | -0.5 | 0.0 | -1.9 | -0.5 | 0.0 | -1.2 | -0.4 |
| Bank of America Corporation | 0.0 | -0.1 | -0.1 | -0.3 | -0.3 | 0.0 | -0.3 | -0.3 | 0.0 | -0.3 | -0.3 | 0.0 | -0.2 | -0.2 |
| The Bank of New York Mellon Corporation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 0.0 | 0.0 | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 |
| BB&T Corporation | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | 0.1 | 0.1 | 0.0 | -0.6 | -0.2 | 0.0 | 0.1 | 0.1 |
| BBVA Compass Bancshares, Inc. | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| BMO Financial Corp. | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 0.2 | 0.0 | 0.0 | 0.0 |
| Capital One Financial Corporation | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | -0.9 | -0.6 | 0.0 | -0.9 | -0.8 | 0.0 | -0.7 | -0.7 |
| Citigroup Inc. | 0.0 | 0.1 | 0.1 | -0.3 | -0.3 | 0.0 | -0.3 | -0.3 | 0.0 | -0.2 | -0.2 | 0.0 | -0.2 | -0.2 |
| Comerica Incorporated | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | 0.1 | 0.1 | 0.0 | -0.5 | -0.5 | 0.0 | 0.1 | 0.1 |
| Discover Financial Services | 0.0 | 0.2 | 0.1 | 0.2 | 0.1 | 0.0 | 0.2 | 0.1 | 0.0 | -0.0 | -0.0 | 0.0 | 0.2 | 0.1 |
| Fifth Third Bancorp | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | -0.1 | -0.1 | 0.0 | -0.1 | -0.1 | 0.0 | -0.1 | -0.1 |
| The Goldman Sachs Group, Inc. | 0.0 | 0.4 | 0.1 | 0.3 | 0.2 | 0.0 | 0.1 | -0.0 | 0.0 | 0.3 | 0.3 | 0.0 | 0.0 | -0.0 |
| HSBC North America Holdings Inc. | 0.0 | -0.2 | -0.2 | -0.2 | -0.2 | 0.0 | -0.2 | -0.2 | 0.0 | -0.2 | -0.2 | 0.0 | -0.1 | -0.1 |
| Huntington Bancshares Incorporated | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| JPMorgan Chase & Co. | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.6 | -0.6 | 0.0 | -0.5 | -0.5 | 0.0 | -0.4 | -0.4 |
| KeyCorp | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| M&T Bank Corporation | 0.0 | 0.3 | 0.3 | 0.3 | 0.3 | 0.0 | -0.1 | -0.1 | 0.0 | 0.3 | 0.3 | 0.0 | -0.1 | -0.1 |
| Morgan Stanley | 0.0 | 0.0 | 0.0 | -0.0 | -0.0 | 0.0 | -0.6 | -0.3 | 0.0 | -0.9 | -0.7 | 0.0 | -0.3 | -0.2 |
| Northern Trust Corporation | 0.0 | 0.3 | 0.3 | 0.3 | 0.3 | 0.0 | 0.3 | 0.3 | 0.0 | 0.3 | 0.3 | 0.0 | 0.2 | 0.2 |
| The PNC Financial Services Group, Inc. | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.5 | -0.5 | 0.0 | 0.0 | 0.0 |
| RBS Citizens Financial Group, Inc. | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -1.1 | -0.7 | 0.0 | -2.1 | -0.7 | 0.0 | -1.0 | -0.3 |
| Regions Financial Corporation | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | -0.3 | -0.1 | 0.0 | -0.1 | -0.1 | 0.0 | -0.3 | 0.0 |
| Santander Holdings USA, Inc. | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -1.1 | 0.0 | 0.0 | -1.1 | 0.1 | 0.0 | -1.0 | 0.0 |
| State Street Corporation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -1.3 | -0.9 | 0.0 | -1.3 | -0.9 | 0.0 | -0.7 | 0.0 |
| SunTrust Banks, Inc. | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | -0.2 | 0.1 | 0.0 | -0.2 | 0.1 | 0.0 | -0.2 | 0.1 |
| U.S. Bancorp | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.2 | 0.0 | 0.0 | -0.5 | -0.3 | 0.0 | -0.1 | -0.0 |
| UnionBanCal Corporation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Wells Fargo & Company | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.5 | -0.4 | 0.0 | -1.0 | -0.8 | 0.0 | -0.4 | -0.4 |
| Zions Bancorporation | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | 0.1 | 0.1 | 0.0 | 0.1 | 0.1 | 0.0 | 0.1 | 0.1 |
| 30 participating bank holding companies | 0.0 | 0.0 | 0.0 | -0.1 | -0.1 | 0.0 | -0.4 | -0.3 | 0.0 | -0.5 | -0.4 | 0.0 | -0.3 | -0.3 |
Note: The capital ratios are calculated using capital action assumptions provided within the Dodd-Frank Act stress testing rule. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of expected losses, revenues, net income before taxes, or capital ratios. The minimum capital ratio presented is for the period Q4 2013 to Q4 2015.
1. Advanced approaches bank holding companies are subject to the common equity tier 1 ratio for each quarter of 2014. All bank holding companies are subject to the common equity tier 1 ratio for each quarter of 2015. For purposes of this stress test cycle, an advanced approaches BHC includes any BHC that has consolidated assets greater than or equal to $250 billion or total consolidated on-balance sheet foreign exposure of at least $10 billion as of December 31, 2013. See 12 CFR 217.100(b)(1); 12 CFR part 225, appendix G, section 1(b). Other BHCs include any BHC that is subject to 12 CFR 225.8 and is not an advanced approaches BHC. Return to table
* Numbers may not add due to rounding.
| Bank holding company | Tier 1 common ratio (%) | Common equity tier 1 ratio (%) 1 | Tier 1 risk-based capital ratio (%) | Total-risk based capital ratio (%) | Tier 1 leverage ratio (%) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Actual Q3 2013 | Ending | Minimum | Ending | Minimum | Actual Q3 2013 | Ending | Minimum | Actual Q3 2013 | Ending | Minimum | Actual Q3 2013 | Ending | Minimum | |
| Ally Financial Inc. | 7.9 | 6.3 | 6.3 | 7.3 | 7.3 | 15.4 | 9.1 | 9.0 | 16.4 | 10.6 | 10.5 | 13.2 | 7.9 | 7.5 |
| American Express Company | 12.8 | 14.2 | 12.6 | 14.2 | 13.3 | 12.8 | 15.4 | 12.8 | 14.7 | 17.3 | 14.7 | 10.7 | 12.7 | 10.5 |
| Bank of America Corporation | 11.1 | 6.1 | 6.0 | 7.1 | 7.1 | 12.3 | 7.1 | 7.1 | 15.4 | 9.5 | 9.5 | 7.8 | 4.6 | 4.6 |
| The Bank of New York Mellon Corporation | 14.1 | 16.1 | 13.1 | 15.0 | 13.8 | 15.8 | 16.0 | 14.7 | 16.8 | 16.3 | 15.3 | 5.6 | 6.6 | 5.3 |
| BB&T Corporation | 9.4 | 8.2 | 8.2 | 7.9 | 7.9 | 11.3 | 9.7 | 9.7 | 13.9 | 12.2 | 11.8 | 9.0 | 7.9 | 7.9 |
| BBVA Compass Bancshares, Inc. | 11.6 | 8.5 | 8.5 | 8.6 | 8.6 | 11.8 | 8.6 | 8.6 | 14.1 | 10.6 | 10.6 | 10.2 | 7.5 | 7.5 |
| BMO Financial Corp. | 10.8 | 7.6 | 7.6 | 8.9 | 8.9 | 10.8 | 8.9 | 8.5 | 15.2 | 12.4 | 12.3 | 7.9 | 6.5 | 6.0 |
| Capital One Financial Corporation | 12.7 | 7.6 | 7.6 | 7.9 | 7.9 | 13.1 | 9.3 | 9.0 | 15.3 | 11.0 | 10.9 | 10.1 | 7.5 | 7.4 |
| Citigroup Inc. | 12.7 | 7.0 | 7.0 | 9.7 | 9.7 | 13.6 | 9.7 | 9.7 | 16.7 | 12.1 | 12.1 | 8.1 | 5.9 | 5.9 |
| Comerica Incorporated | 10.7 | 8.4 | 8.4 | 8.3 | 8.3 | 10.7 | 8.3 | 8.3 | 13.4 | 10.7 | 10.7 | 10.9 | 8.5 | 8.5 |
| Discover Financial Services | 14.7 | 13.6 | 13.1 | 13.0 | 12.4 | 15.6 | 13.8 | 13.2 | 17.9 | 15.8 | 15.3 | 13.7 | 11.9 | 11.8 |
| Fifth Third Bancorp | 9.9 | 8.3 | 8.3 | 7.7 | 7.7 | 11.1 | 8.8 | 8.8 | 14.3 | 11.9 | 11.9 | 10.6 | 8.6 | 8.6 |
| The Goldman Sachs Group, Inc. | 14.2 | 8.9 | 6.8 | 7.2 | 6.4 | 16.3 | 8.4 | 7.3 | 19.4 | 10.4 | 9.3 | 7.9 | 5.2 | 4.9 |
| HSBC North America Holdings Inc. | 14.7 | 6.8 | 6.8 | 9.6 | 9.6 | 17.1 | 9.6 | 9.6 | 26.5 | 18.4 | 18.4 | 7.8 | 4.4 | 4.4 |
| Huntington Bancshares Incorporated | 10.9 | 7.4 | 7.4 | 7.9 | 7.9 | 12.4 | 8.5 | 8.5 | 14.7 | 10.8 | 10.8 | 10.9 | 7.5 | 7.5 |
| JPMorgan Chase & Co. | 10.5 | 6.7 | 6.3 | 6.5 | 6.5 | 11.7 | 7.8 | 7.7 | 14.3 | 9.8 | 9.8 | 6.9 | 5.0 | 5.0 |
| KeyCorp | 11.2 | 9.3 | 9.2 | 9.3 | 9.3 | 11.9 | 9.6 | 9.6 | 14.4 | 11.9 | 11.9 | 11.3 | 9.2 | 9.2 |
| M&T Bank Corporation | 9.1 | 5.9 | 5.9 | 6.5 | 6.5 | 11.9 | 8.0 | 8.0 | 15.1 | 10.8 | 10.8 | 10.7 | 7.1 | 7.1 |
| Morgan Stanley | 12.6 | 7.6 | 6.1 | 7.8 | 7.1 | 15.3 | 8.5 | 7.5 | 16.1 | 10.8 | 9.6 | 7.3 | 4.9 | 4.7 |
| Northern Trust Corporation | 13.1 | 11.4 | 11.4 | 10.3 | 10.3 | 13.6 | 10.5 | 10.5 | 14.9 | 13.4 | 13.4 | 8.3 | 6.9 | 6.9 |
| The PNC Financial Services Group, Inc. | 10.3 | 9.0 | 9.0 | 7.5 | 7.5 | 12.2 | 9.1 | 9.1 | 15.6 | 12.3 | 12.3 | 11.1 | 8.8 | 8.8 |
| RBS Citizens Financial Group, Inc. | 13.9 | 10.7 | 10.7 | 10.7 | 10.7 | 14.0 | 12.0 | 11.6 | 16.3 | 15.6 | 14.2 | 12.1 | 10.5 | 9.8 |
| Regions Financial Corporation | 11.0 | 8.9 | 8.8 | 9.2 | 9.2 | 11.5 | 9.8 | 9.5 | 14.5 | 12.1 | 12.1 | 9.9 | 8.4 | 8.0 |
| Santander Holdings USA, Inc. | 13.7 | 7.3 | 7.3 | 6.7 | 6.7 | 14.4 | 11.1 | 8.9 | 16.5 | 13.9 | 11.2 | 12.4 | 9.9 | 7.8 |
| State Street Corporation | 15.5 | 14.7 | 13.3 | 11.9 | 11.4 | 17.3 | 14.1 | 13.1 | 19.8 | 16.1 | 15.2 | 7.2 | 7.7 | 6.3 |
| SunTrust Banks, Inc. | 9.9 | 8.9 | 8.7 | 8.4 | 8.3 | 11.0 | 9.2 | 8.8 | 13.0 | 11.1 | 10.8 | 9.5 | 8.0 | 7.8 |
| U.S. Bancorp | 9.3 | 8.3 | 8.2 | 7.6 | 7.5 | 11.2 | 9.4 | 9.1 | 13.3 | 11.6 | 11.4 | 9.6 | 8.3 | 8.1 |
| UnionBanCal Corporation | 11.1 | 8.1 | 8.1 | 8.2 | 8.2 | 11.2 | 8.2 | 8.2 | 13.1 | 10.4 | 10.4 | 10.2 | 7.6 | 7.6 |
| Wells Fargo & Company | 10.6 | 8.2 | 8.2 | 7.4 | 7.4 | 12.1 | 9.0 | 8.9 | 15.1 | 13.0 | 12.8 | 9.8 | 7.4 | 7.4 |
| Zions Bancorporation | 10.5 | 3.5 | 3.5 | 4.5 | 4.5 | 13.1 | 5.3 | 5.3 | 14.8 | 7.1 | 7.1 | 10.6 | 4.4 | 4.4 |
| 30 participating bank holding companies | 11.5 | 7.8 | 7.6 | 8.0 | 8.0 | 12.9 | 8.9 | 8.8 | 15.6 | 11.5 | 11.4 | 8.4 | 6.1 | 6.1 |
Note: The capital ratios are calculated using capital action assumptions provided within the Dodd-Frank Act stress testing rule. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of expected losses, revenues, net income before taxes, or capital ratios. The minimum capital ratio presented is for the period Q4 2013 to Q4 2015.
1. Advanced approaches bank holding companies are subject to the common equity tier 1 ratio for each quarter of 2014. All bank holding companies are subject to the common equity tier 1 ratio for each quarter of 2015. For purposes of this stress test cycle, an advanced approaches BHC includes any BHC that has consolidated assets greater than or equal to $250 billion or total consolidated on-balance sheet foreign exposure of at least $10 billion as of December 31, 2013. See 12 CFR 217.100(b)(1); 12 CFR part 225, appendix G, section 1(b). Other BHCs include any BHC that is subject to 12 CFR 225.8 and is not an advanced approaches BHC. Return to table
| Bank holding company * | Tier 1 common ratio (%) | Common equity tier 1 ratio (%) 1 | Tier 1 risk-based capital ratio (%) | Total-risk based capital ratio (%) | Tier 1 leverage ratio (%) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Actual Q3 2013 | Ending | Minimum | Ending | Minimum | Actual Q3 2013 | Ending | Minimum | Actual Q3 2013 | Ending | Minimum | Actual Q3 2013 | Ending | Minimum | |
| Ally Financial Inc. | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.3 | 0.0 | 0.0 | 0.2 | 0.0 | 0.0 | 0.3 |
| American Express Company | 0.0 | -0.1 | -0.5 | -0.1 | -0.4 | 0.0 | -1.3 | -0.5 | 0.0 | -1.7 | -0.5 | 0.0 | -1.1 | -0.4 |
| Bank of America Corporation | 0.0 | -0.1 | -0.1 | -0.1 | -0.1 | 0.0 | -0.3 | -0.3 | 0.0 | -0.3 | -0.3 | 0.0 | -0.2 | -0.2 |
| The Bank of New York Mellon Corporation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 0.1 | 0.0 | 0.1 | 0.1 | 0.0 | 0.0 | 0.0 |
| BB&T Corporation | 0.0 | 0.1 | 0.0 | 0.1 | 0.1 | 0.0 | 0.1 | 0.0 | 0.0 | -0.6 | 0.1 | 0.0 | 0.1 | 0.0 |
| BBVA Compass Bancshares, Inc. | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| BMO Financial Corp. | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 |
| Capital One Financial Corporation | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | -0.9 | -0.3 | 0.0 | -0.9 | -0.3 | 0.0 | -0.7 | -0.3 |
| Citigroup Inc. | 0.0 | 0.1 | 0.1 | -0.3 | -0.2 | 0.0 | -0.3 | -0.2 | 0.0 | -0.2 | -0.0 | 0.0 | -0.2 | 0.0 |
| Comerica Incorporated | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | 0.1 | 0.1 | 0.0 | -0.4 | -0.3 | 0.0 | 0.1 | 0.1 |
| Discover Financial Services | 0.0 | 0.2 | 0.0 | 0.2 | 0.1 | 0.0 | 0.2 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.2 | 0.1 |
| Fifth Third Bancorp | 0.0 | 0.2 | 0.0 | 0.2 | 0.1 | 0.0 | -0.1 | -0.1 | 0.0 | -0.1 | -0.1 | 0.0 | -0.1 | 0.0 |
| The Goldman Sachs Group, Inc. | 0.0 | 0.4 | 0.1 | 0.3 | 0.2 | 0.0 | 0.1 | -0.0 | 0.0 | 0.3 | 0.3 | 0.0 | 0.0 | -0.0 |
| HSBC North America Holdings Inc. | 0.0 | -0.2 | -0.1 | -0.2 | -0.1 | 0.0 | -0.2 | -0.1 | 0.0 | -0.1 | -0.1 | 0.0 | -0.1 | -0.1 |
| Huntington Bancshares Incorporated | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| JPMorgan Chase & Co. | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.6 | -0.6 | 0.0 | -0.5 | -0.5 | 0.0 | -0.4 | -0.4 |
| KeyCorp | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| M&T Bank Corporation | 0.0 | 0.3 | 0.1 | 0.2 | 0.2 | 0.0 | -0.1 | -0.2 | 0.0 | 0.3 | 0.2 | 0.0 | -0.1 | 0.0 |
| Morgan Stanley | 0.0 | 0.0 | 0.0 | -0.0 | -0.0 | 0.0 | -0.5 | -0.4 | 0.0 | -0.9 | -0.8 | 0.0 | -0.3 | -0.2 |
| Northern Trust Corporation | 0.0 | 0.3 | 0.1 | 0.3 | 0.2 | 0.0 | 0.3 | 0.2 | 0.0 | 0.3 | 0.2 | 0.0 | 0.2 | 0.1 |
| The PNC Financial Services Group, Inc. | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.5 | -0.2 | 0.0 | 0.0 | 0.0 |
| RBS Citizens Financial Group, Inc. | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -1.1 | -0.4 | 0.0 | -2.1 | -0.5 | 0.0 | -1.0 | 0.0 |
| Regions Financial Corporation | 0.0 | 0.1 | 0.0 | 0.1 | 0.1 | 0.0 | -0.3 | 0.0 | 0.0 | -0.1 | -0.1 | 0.0 | -0.3 | 0.0 |
| Santander Holdings USA, Inc. | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -1.1 | 0.0 | 0.0 | -1.1 | 0.0 | 0.0 | -0.9 | 0.0 |
| State Street Corporation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -1.3 | -0.9 | 0.0 | -1.3 | -0.9 | 0.0 | -0.7 | -0.1 |
| SunTrust Banks, Inc. | 0.0 | 0.1 | 0.0 | 0.1 | 0.1 | 0.0 | -0.2 | 0.1 | 0.0 | -0.2 | 0.1 | 0.0 | -0.2 | 0.0 |
| U.S. Bancorp | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.2 | 0.0 | 0.0 | -0.5 | -0.3 | 0.0 | -0.1 | 0.0 |
| UnionBanCal Corporation | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Wells Fargo & Company | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.5 | -0.3 | 0.0 | -1.0 | -0.6 | 0.0 | -0.4 | -0.2 |
| Zions Bancorporation | 0.0 | 0.1 | 0.1 | 0.1 | 0.1 | 0.0 | 0.1 | 0.1 | 0.0 | 0.1 | 0.1 | 0.0 | 0.1 | 0.1 |
| 30 participating bank holding companies | 0.0 | 0.0 | -0.0 | -0.0 | -0.0 | 0.0 | -0.4 | -0.3 | 0.0 | -0.4 | -0.3 | 0.0 | -0.2 | -0.2 |
Note: The capital ratios are calculated using capital action assumptions provided within the Dodd-Frank Act stress testing rule. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of expected losses, revenues, net income before taxes, or capital ratios. The minimum capital ratio presented is for the period Q4 2013 to Q4 2015.
1. Advanced approaches bank holding companies are subject to the common equity tier 1 ratio for each quarter of 2014. All bank holding companies are subject to the common equity tier 1 ratio for each quarter of 2015. For purposes of this stress test cycle, an advanced approaches BHC includes any BHC that has consolidated assets greater than or equal to $250 billion or total consolidated on-balance sheet foreign exposure of at least $10 billion as of December 31, 2013. See 12 CFR 217.100(b)(1); 12 CFR part 225, appendix G, section 1(b). Other BHCs include any BHC that is subject to 12 CFR 225.8 and is not an advanced approaches BHC. Return to table
* Numbers may not add due to rounding.
| Bank holding company | Tier 1 common ratio (%) | Common equity tier 1 ratio (%) 1 | Tier 1 risk-based capital ratio (%) | Total-risk based capital ratio (%) | Tier 1 leverage ratio (%) | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Actual Q3 2013 | Ending | Minimum | Ending | Minimum | Actual Q3 2013 | Ending | Minimum | Actual Q3 2013 | Ending | Minimum | Actual Q3 2013 | Ending | Minimum | |
| Ally Financial Inc. | 7.9 | 10.0 | 7.6 | 9.4 | 8.8 | 15.4 | 11.9 | 10.3 | 16.4 | 13.3 | 11.6 | 13.2 | 10.2 | 8.6 |
| American Express Company | 12.8 | 16.4 | 13.0 | 16.3 | 14.3 | 12.8 | 17.5 | 13.0 | 14.7 | 19.4 | 14.9 | 10.7 | 14.3 | 10.8 |
| Bank of America Corporation | 11.1 | 11.2 | 8.8 | 9.7 | 8.6 | 12.3 | 10.6 | 9.1 | 15.4 | 12.8 | 11.7 | 7.8 | 6.8 | 5.9 |
| The Bank of New York Mellon Corporation | 14.1 | 17.6 | 13.6 | 15.1 | 13.3 | 15.8 | 16.1 | 14.3 | 16.8 | 16.2 | 14.6 | 5.6 | 6.6 | 5.4 |
| BB&T Corporation | 9.4 | 10.0 | 9.1 | 9.8 | 9.2 | 11.3 | 11.5 | 10.9 | 13.9 | 13.7 | 12.9 | 9.0 | 9.2 | 8.6 |
| BBVA Compass Bancshares, Inc. | 11.6 | 11.4 | 11.1 | 11.1 | 10.8 | 11.8 | 11.1 | 10.9 | 14.1 | 12.8 | 12.8 | 10.2 | 9.5 | 9.5 |
| BMO Financial Corp. | 10.8 | 10.4 | 9.9 | 11.3 | 11.1 | 10.8 | 11.3 | 9.9 | 15.2 | 14.4 | 13.7 | 7.9 | 8.2 | 6.9 |
| Capital One Financial Corporation | 12.7 | 12.1 | 11.6 | 10.6 | 9.9 | 13.1 | 11.9 | 10.7 | 15.3 | 13.7 | 12.5 | 10.1 | 9.4 | 8.6 |
| Citigroup Inc. | 12.7 | 10.5 | 9.7 | 12.0 | 11.2 | 13.6 | 12.0 | 11.2 | 16.7 | 14.4 | 13.7 | 8.1 | 7.2 | 6.6 |
| Comerica Incorporated | 10.7 | 10.3 | 10.2 | 10.0 | 9.9 | 10.7 | 10.0 | 9.9 | 13.4 | 11.9 | 11.8 | 10.9 | 10.1 | 10.1 |
| Discover Financial Services | 14.7 | 15.8 | 13.9 | 15.2 | 14.1 | 15.6 | 16.0 | 14.7 | 17.9 | 17.9 | 16.9 | 13.7 | 13.6 | 12.7 |
| Fifth Third Bancorp | 9.9 | 9.9 | 9.2 | 9.4 | 9.0 | 11.1 | 10.5 | 10.1 | 14.3 | 12.9 | 12.8 | 10.6 | 10.1 | 9.5 |
| The Goldman Sachs Group, Inc. | 14.2 | 10.0 | 9.5 | 8.0 | 7.9 | 16.3 | 9.3 | 9.1 | 19.4 | 11.4 | 11.2 | 7.9 | 5.7 | 5.6 |
| HSBC North America Holdings Inc. | 14.7 | 11.2 | 11.2 | 11.9 | 11.7 | 17.1 | 12.3 | 12.3 | 26.5 | 20.8 | 20.8 | 7.8 | 5.7 | 5.7 |
| Huntington Bancshares Incorporated | 10.9 | 9.9 | 9.5 | 9.6 | 9.4 | 12.4 | 10.5 | 10.3 | 14.7 | 12.7 | 12.7 | 10.9 | 9.2 | 9.2 |
| JPMorgan Chase & Co. | 10.5 | 9.5 | 8.7 | 8.4 | 7.8 | 11.7 | 9.8 | 9.1 | 14.3 | 11.6 | 11.3 | 6.9 | 6.2 | 5.8 |
| KeyCorp | 11.2 | 11.2 | 10.5 | 10.9 | 10.5 | 11.9 | 11.4 | 10.9 | 14.4 | 13.3 | 13.0 | 11.3 | 10.7 | 10.4 |
| M&T Bank Corporation | 9.1 | 9.9 | 8.6 | 9.1 | 8.8 | 11.9 | 10.6 | 10.3 | 15.1 | 13.2 | 13.2 | 10.7 | 9.3 | 9.0 |
| Morgan Stanley | 12.6 | 9.4 | 8.9 | 8.6 | 8.4 | 15.3 | 9.6 | 9.1 | 16.1 | 11.9 | 11.4 | 7.3 | 5.3 | 5.1 |
| Northern Trust Corporation | 13.1 | 12.8 | 12.5 | 11.3 | 11.0 | 13.6 | 11.4 | 11.1 | 14.9 | 14.0 | 13.8 | 8.3 | 7.4 | 7.3 |
| The PNC Financial Services Group, Inc. | 10.3 | 10.9 | 10.2 | 9.4 | 8.7 | 12.2 | 10.9 | 10.2 | 15.6 | 13.9 | 13.4 | 11.1 | 10.4 | 9.9 |
| RBS Citizens Financial Group, Inc. | 13.9 | 13.4 | 13.0 | 12.8 | 12.5 | 14.0 | 14.0 | 13.0 | 16.3 | 17.5 | 15.7 | 12.1 | 12.1 | 11.0 |
| Regions Financial Corporation | 11.0 | 11.6 | 10.7 | 11.4 | 10.7 | 11.5 | 12.1 | 11.2 | 14.5 | 14.4 | 13.9 | 9.9 | 10.3 | 9.4 |
| Santander Holdings USA, Inc. | 13.7 | 9.5 | 8.5 | 8.6 | 8.1 | 14.4 | 13.0 | 9.9 | 16.5 | 15.8 | 11.8 | 12.4 | 11.5 | 8.9 |
| State Street Corporation | 15.5 | 17.1 | 13.9 | 12.8 | 11.2 | 17.3 | 14.8 | 12.7 | 19.8 | 16.7 | 14.6 | 7.2 | 8.0 | 6.5 |
| SunTrust Banks, Inc. | 9.9 | 11.0 | 9.7 | 10.6 | 9.9 | 11.0 | 11.6 | 10.5 | 13.0 | 13.4 | 12.5 | 9.5 | 9.9 | 9.2 |
| U.S. Bancorp | 9.3 | 10.5 | 9.1 | 9.6 | 8.6 | 11.2 | 11.3 | 10.2 | 13.3 | 13.5 | 12.4 | 9.6 | 9.8 | 9.0 |
| UnionBanCal Corporation | 11.1 | 11.6 | 11.4 | 11.3 | 11.1 | 11.2 | 11.3 | 11.1 | 13.1 | 13.1 | 13.0 | 10.2 | 10.4 | 10.3 |
| Wells Fargo & Company | 10.6 | 10.7 | 10.0 | 9.4 | 8.8 | 12.1 | 11.0 | 10.2 | 15.1 | 15.3 | 14.2 | 9.8 | 8.9 | 8.4 |
| Zions Bancorporation | 10.5 | 7.2 | 7.2 | 7.4 | 7.4 | 13.1 | 8.8 | 8.8 | 14.8 | 10.6 | 10.6 | 10.6 | 7.2 | 7.2 |
| 30 participating bank holding companies | 11.5 | 10.8 | 9.7 | 10.0 | 9.3 | 12.9 | 11.1 | 10.2 | 15.6 | 13.6 | 12.9 | 8.4 | 7.5 | 7.0 |
Note: The capital ratios are calculated using capital action assumptions provided within the Dodd-Frank Act stress testing rule. These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of expected losses, revenues, net income before taxes, or capital ratios. The minimum capital ratio presented is for the period Q4 2013 to Q4 2015.
1. Advanced approaches bank holding companies are subject to the common equity tier 1 ratio for each quarter of 2014. All bank holding companies are subject to the common equity tier 1 ratio for each quarter of 2015. For purposes of this stress test cycle, an advanced approaches BHC includes any BHC that has consolidated assets greater than or equal to $250 billion or total consolidated on-balance sheet foreign exposure of at least $10 billion as of December 31, 2013. See 12 CFR 217.100(b)(1); 12 CFR part 225, appendix G, section 1(b). Other BHCs include any BHC that is subject to 12 CFR 225.8 and is not an advanced approaches BHC. Return to table
| Bank holding company | Severely adverse scenario | Adverse scenario | ||||
|---|---|---|---|---|---|---|
| Updated on 3/24 | As published on 3/20 | Difference* * | Updated on 3/24 | As published on 3/20 | Difference* | |
| Ally Financial Inc. | 137.3 | 137.3 | 0.0 | 140.7 | 140.7 | 0.0 |
| American Express Company | 130.6 | 130.6 | 0.0 | 132.9 | 132.9 | 0.0 |
| Bank of America Corporation | 1,401.6 | 1,401.7 | -0.1 | 1,436.2 | 1,436.3 | -0.1 |
| The Bank of New York Mellon Corporation | 138.5 | 138.5 | 0.0 | 143.7 | 143.7 | 0.0 |
| BB&T Corporation | 147.4 | 147.4 | 0.0 | 151.2 | 151.2 | 0.0 |
| BBVA Compass Bancshares, Inc. | 58.4 | 58.4 | 0.0 | 59.7 | 59.7 | 0.0 |
| BMO Financial Corp. | 81.1 | 81.1 | 0.0 | 82.8 | 82.8 | 0.0 |
| Capital One Financial Corporation | 241.0 | 240.9 | 0.0 | 247.0 | 247.0 | 0.0 |
| Citigroup Inc. | 1,180.9 | 1,180.8 | 0.1 | 1,204.7 | 1,204.6 | 0.1 |
| Comerica Incorporated | 67.6 | 67.6 | 0.0 | 69.2 | 69.2 | 0.0 |
| Discover Financial Services | 68.8 | 68.8 | 0.0 | 70.0 | 70.0 | 0.0 |
| Fifth Third Bancorp | 122.4 | 122.4 | 0.0 | 125.3 | 125.3 | 0.0 |
| The Goldman Sachs Group, Inc. | 595.2 | 595.1 | 0.1 | 597.6 | 597.5 | 0.1 |
| HSBC North America Holdings Inc. | 164.8 | 164.8 | -0.0 | 169.7 | 169.7 | -0.0 |
| Huntington Bancshares Incorporated | 52.5 | 52.5 | 0.0 | 53.7 | 53.7 | 0.0 |
| JPMorgan Chase & Co. | 1,574.1 | 1,574.1 | 0.0 | 1,606.9 | 1,606.9 | 0.0 |
| KeyCorp | 87.2 | 87.2 | 0.0 | 89.3 | 89.3 | 0.0 |
| M&T Bank Corporation | 98.4 | 98.4 | 0.0 | 100.9 | 100.9 | 0.0 |
| Morgan Stanley | 495.1 | 495.1 | -0.0 | 496.3 | 496.3 | -0.0 |
| Northern Trust Corporation | 65.0 | 65.0 | 0.0 | 66.8 | 66.8 | 0.0 |
| The PNC Financial Services Group, Inc. | 296.4 | 296.4 | 0.0 | 304.3 | 304.3 | 0.0 |
| RBS Citizens Financial Group, Inc. | 101.4 | 101.4 | 0.0 | 104.2 | 104.2 | 0.0 |
| Regions Financial Corporation | 101.6 | 101.6 | 0.0 | 104.4 | 104.4 | 0.0 |
| Santander Holdings USA, Inc. | 91.8 | 91.8 | 0.0 | 94.7 | 94.7 | 0.0 |
| State Street Corporation | 111.2 | 111.2 | 0.0 | 114.8 | 114.8 | 0.0 |
| SunTrust Banks, Inc. | 149.9 | 149.9 | 0.0 | 154.0 | 154.0 | 0.0 |
| U.S. Bancorp | 316.1 | 316.1 | 0.0 | 324.0 | 324.0 | 0.0 |
| UnionBanCal Corporation | 97.4 | 97.4 | 0.0 | 99.3 | 99.3 | 0.0 |
| Wells Fargo & Company | 1,211.3 | 1,211.3 | 0.0 | 1,246.1 | 1,246.1 | 0.0 |
| Zions Bancorporation | 47.6 | 47.6 | 0.0 | 48.5 | 48.5 | 0.0 |
| 30 participating bank holding companies | 9,432.4 | 9,432.3 | 0.1 | 9,638.8 | 9,638.7 | 0.1 |
* Numbers may not add due to rounding.
