Comprehensive Capital Analysis and Review 2015: Summary Instructions and Guidance
Print- Supervisory Expectations for a Capital Adequacy Process
- Federal Reserve Assessment of BHC Capital Plans
- Appendix A: Common Themes from CCAR 2014
- Appendix B: Templates for Dodd-Frank Act Stress Testing Results 2015
- Appendix C: Templates for Comprehensive Capital Analysis and Review Results 2015
Appendix C: Templates for Comprehensive Capital Analysis and Review Results 2015
- Table C.1. All bank holding companies Projected minimum tier 1 common ratio, 2014:Q4 to 2016:Q4Federal Reserve estimates: Severely adverse scenario
- Table C.2. All bank holding companies Projected minimum tier 1 common ratio, 2014:Q4 to 2016:Q4Federal Reserve estimates: Adverse scenario
- Table C.3. Advanced Approaches BHC XYZ, Inc.Minimum regulatory capital ratios and tier 1 common ratio, actual 2014:Q3 and projected 2014:Q4 to 2016:Q4 Federal Reserve estimates: Severely adverse scenario
- Table C.4. Advanced Approaches BHC XYZ, Inc. Minimum regulatory capital ratios and tier 1 common ratio, actual 2014:Q3 and projected 2014:Q4 to 2016:Q4 Federal Reserve estimates: Adverse scenario
- Table C.5. Other BHC ABC, Inc. Minimum regulatory capital ratios and tier 1 common ratio, actual 2014:Q3 and projected 2014:Q4 to 2016:Q4 Federal Reserve estimates: Severely adverse scenario
- Table C.6. Other BHC ABC, Inc. Minimum regulatory capital ratios and tier 1 common ratio, actual 2014:Q3 and projected 2014:Q4 to 2016:Q4 Federal Reserve estimates: Adverse scenario
This appendix provides the format that the Federal Reserve will use to disclose the results of the supervisory post-stress capital analysis under the Comprehensive Capital Analysis and Review.
Tables begin on next page.
Table C.1. All bank holding companies
Projected minimum tier 1 common ratio, 2014:Q4 to 2016:Q4
Federal Reserve estimates: Severely adverse scenario
| Bank holding company | Stressed ratio with original planned capital actions |
Stressed ratio with adjusted planned capital actions |
|---|---|---|
| Ally Financial Inc. | ||
| American Express Company | ||
| Bank of America Corporation | ||
| The Bank of New York Mellon Corporation | ||
| BB&T Corporation | ||
| BBVA Compass Bancshares, Inc. | ||
| BMO Financial Corp. | ||
| Capital One Financial Corporation | ||
| Citigroup Inc. | ||
| Comerica Incorporated | ||
| Deutsche Bank Trust Corporation | ||
| Discover Financial Services | ||
| Fifth Third Bancorp | ||
| The Goldman Sachs Group, Inc. | ||
| HSBC North America Holdings Inc. | ||
| Huntington Bancshares Incorporated | ||
| JPMorgan Chase & Co. | ||
| KeyCorp | ||
| M&T Bank Corporation | ||
| Morgan Stanley | ||
| MUFG Americas Holdings Corporation | ||
| Northern Trust Corporation | ||
| The PNC Financial Services Group, Inc. | ||
| RBS Citizens Financial Group, Inc. | ||
| Regions Financial Corporation | ||
| Santander Holdings USA, Inc. | ||
| State Street Corporation | ||
| SunTrust Banks, Inc. | ||
| U.S. Bancorp | ||
| Wells Fargo & Co. | ||
| Zions Bancorporation |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in January 2015 by the bank holding companies (BHCs) in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by BHCs after reviewing the Federal Reserve's stress test projections and original planned capital distributions for those BHCs that did not make adjustments. The minimum capital ratios are for the period 2014:Q4 to 2016:Q4 and do not necessarily occur in the same quarter.
Source: Federal Reserve estimates in the severely adverse scenario.
Table C.2. All bank holding companies
Projected minimum tier 1 common ratio, 2014:Q4 to 2016:Q4
Federal Reserve estimates: Adverse scenario
| Bank holding company | Stressed ratio with original planned capital actions |
Stressed ratio with adjusted planned capital actions |
|---|---|---|
| Ally Financial Inc. | ||
| American Express Company | ||
| Bank of America Corporation | ||
| The Bank of New York Mellon Corporation | ||
| BB&T Corporation | ||
| BBVA Compass Bancshares, Inc. | ||
| BMO Financial Corp. | ||
| Capital One Financial Corporation | ||
| Citigroup Inc. | ||
| Comerica Incorporated | ||
| Deutsche Bank Trust Corporation | ||
| Discover Financial Services | ||
| Fifth Third Bancorp | ||
| The Goldman Sachs Group, Inc. | ||
| HSBC North America Holdings Inc. | ||
| Huntington Bancshares Incorporated | ||
| JPMorgan Chase & Co. | ||
| KeyCorp | ||
| M&T Bank Corporation | ||
| Morgan Stanley | ||
| MUFG Americas Holdings Corporation | ||
| Northern Trust Corporation | ||
| The PNC Financial Services Group, Inc. | ||
| RBS Citizens Financial Group, Inc. | ||
| Regions Financial Corporation | ||
| Santander Holdings USA, Inc. | ||
| State Street Corporation | ||
| SunTrust Banks, Inc. | ||
| U.S. Bancorp | ||
| Wells Fargo & Co. | ||
| Zions Bancorporation |
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in January 2015 by the bank holding companies (BHCs) in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by BHCs after reviewing the Federal Reserve's stress test projections and original planned capital distributions for those BHCs that did not make adjustments. The minimum capital ratios are for the period 2014:Q4 to 2016:Q4 and do not necessarily occur in the same quarter.
Source: Federal Reserve estimates in the adverse scenario.
Table C.3. Advanced Approaches BHC XYZ, Inc.
Minimum regulatory capital ratios and tier 1 common ratio, actual 2014:Q3 and projected 2014:Q4 to 2016:Q4
Federal Reserve estimates: Severely adverse scenario
| Actual 2014:Q3 |
Minimum stressed ratios with original planned capital actions |
Minimum stressed ratios with adjusted planned capital actions |
|||
|---|---|---|---|---|---|
| 2014:Q4 | 2015-16 | 2014:Q4 | 2015-16 | ||
| Tier 1 common ratio (%) | |||||
| Common equity tier 1 capital ratio (%) | |||||
| Tier 1 risk-based capital ratio (%) | |||||
| Total risk-based capital ratio (%) | |||||
| Tier 1 leverage ratio (%) | |||||
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in January 2015 by the bank holding companies (BHCs) in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by BHCs after reviewing the Federal Reserve's stress test projections and original planned capital distributions for those BHCs that did not make adjustments. The minimum capital ratios are for the period 2014:Q4 to 2016:Q4 and do not necessarily occur in the same quarter.
| Regulatory ratio | 2014:Q4 | 2015-16 |
|---|---|---|
| Tier 1 common ratio 1 | 5 percent | 5 percent |
| Common equity tier 1 capital ratio | 4 percent | 4.5 percent |
| Tier 1 risk-based capital ratio | 5.5 percent | 6 percent |
| Total risk-based capital ratio | 8 percent | 8 percent |
| Tier 1 leverage ratio | 4 percent | 4 percent |
Note: For purposes of CCAR 2015, 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.
1. The tier 1 common ratio is to be calculated using the definitions of tier 1 capital and total risk-weighted assets in 12 CFR part 225, appendix A. All other ratios are calculated in accordance with the transition arrangements provided in the Board's revised regulatory capital framework (12 CFR 217). Return to table
Table C.4. Advanced Approaches BHC XYZ, Inc.
Minimum regulatory capital ratios and tier 1 common ratio, actual 2014:Q3 and projected 2014:Q4 to 2016:Q4
Federal Reserve estimates: Adverse scenario
| Actual 2014:Q3 |
Minimum stressed ratios with original planned capital actions |
Minimum stressed ratios with adjusted planned capital actions |
|||
|---|---|---|---|---|---|
| 2014:Q4 | 2015-16 | 2014:Q4 | 2015-16 | ||
| Tier 1 common ratio (%) | |||||
| Common equity tier 1 capital ratio (%) | |||||
| Tier 1 risk-based capital ratio (%) | |||||
| Total risk-based capital ratio (%) | |||||
| Tier 1 leverage ratio (%) | |||||
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in January 2015 by the bank holding companies (BHCs) in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by BHCs after reviewing the Federal Reserve's stress test projections and original planned capital distributions for those BHCs that did not make adjustments. The minimum capital ratios are for the period 2014:Q4 to 2016:Q4 and do not necessarily occur in the same quarter.
| Regulatory ratio | 2014:Q4 | 2015-16 |
|---|---|---|
| Tier 1 common ratio 1 | 5 percent | 5 percent |
| Common equity tier 1 capital ratio | 4 percent | 4.5 percent |
| Tier 1 risk-based capital ratio | 5.5 percent | 6 percent |
| Total risk-based capital ratio | 8 percent | 8 percent |
| Tier 1 leverage ratio | 4 percent | 4 percent |
Note: For purposes of CCAR 2015, 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.
1. The tier 1 common ratio is to be calculated using the definitions of tier 1 capital and total risk-weighted assets in 12 CFR part 225, appendix A. All other ratios are calculated in accordance with the transition arrangements provided in the Board's revised regulatory capital framework (12 CFR 217). Return to table
Table C.5. Other BHC ABC, Inc.
Minimum regulatory capital ratios and tier 1 common ratio, actual 2014:Q3 and projected 2014:Q4 to 2016:Q4
Federal Reserve estimates: Severely adverse scenario
| Actual 2014:Q3 |
Minimum stressed ratios with original planned capital actions |
Minimum stressed ratios with adjusted planned capital actions |
|||
|---|---|---|---|---|---|
| 2014:Q4 | 2015-16 | 2014:Q4 | 2015-16 | ||
| Tier 1 common ratio (%) | |||||
| Common equity tier 1 capital ratio (%) | n.a. | n.a. | n.a. | ||
| Tier 1 risk-based capital ratio (%) | |||||
| Total risk-based capital ratio (%) | |||||
| Tier 1 leverage ratio (%) | |||||
Note: These projections represent hypothetical estimates that involve an economic outcome that is more severely adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in January 2015 by the bank holding companies (BHCs) in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by BHCs after reviewing the Federal Reserve's stress test projections and original planned capital distributions for those BHCs that did not make adjustments. The minimum capital ratios are for the period 2014:Q4 to 2016:Q4 and do not necessarily occur in the same quarter.
n.a. Not applicable.
| Regulatory ratio | 2014:Q4 | 2015-16 |
|---|---|---|
| Tier 1 common ratio 1 | 5 percent | 5 percent |
| Common equity tier 1 capital ratio | n.a. | 4.5 percent |
| Tier 1 risk-based capital ratio | 4 percent | 6 percent |
| Total risk-based capital ratio | 8 percent | 8 percent |
| Tier 1 leverage ratio | 3 or 4 percent | 4 percent |
Note: For purposes of CCAR 2015, 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.
1. The tier 1 common ratio is to be calculated using the definitions of tier 1 capital and total risk-weighted assets in 12 CFR part 225, appendix A. All other ratios are calculated in accordance with the transition arrangements provided in the Board's revised regulatory capital framework (12 CFR 217). Return to table
n.a. Not applicable.
Table C.6. Other BHC ABC, Inc.
Minimum regulatory capital ratios and tier 1 common ratio, actual 2014:Q3 and projected 2014:Q4 to 2016:Q4
Federal Reserve estimates: Adverse scenario
| Actual 2014:Q3 |
Minimum stressed ratios with original planned capital actions |
Minimum stressed ratios with adjusted planned capital actions |
|||
|---|---|---|---|---|---|
| 2014:Q4 | 2015-16 | 2014:Q4 | 2015-16 | ||
| Tier 1 common ratio (%) | |||||
| Common equity tier 1 capital ratio (%) | n.a. | n.a. | n.a. | ||
| Tier 1 risk-based capital ratio (%) | |||||
| Total risk-based capital ratio (%) | |||||
| Tier 1 leverage ratio (%) | |||||
Note: These projections represent hypothetical estimates that involve an economic outcome that is more adverse than expected. These estimates are not forecasts of capital ratios. The tables include the minimum ratios assuming the capital actions originally submitted in January 2015 by the bank holding companies (BHCs) in their annual capital plans and the minimum ratios incorporating any adjustments to capital distributions made by BHCs after reviewing the Federal Reserve's stress test projections and original planned capital distributions for those BHCs that did not make adjustments. The minimum capital ratios are for the period 2014:Q4 to 2016:Q4 and do not necessarily occur in the same quarter.
n.a. Not applicable.
| Regulatory ratio | 2014:Q4 | 2015-16 |
|---|---|---|
| Tier 1 common ratio 1 | 5 percent | 5 percent |
| Common equity tier 1 capital ratio | n.a. | 4.5 percent |
| Tier 1 risk-based capital ratio | 4 percent | 6 percent |
| Total risk-based capital ratio | 8 percent | 8 percent |
| Tier 1 leverage ratio | 3 or 4 percent | 4 percent |
Note: For purposes of CCAR 2015, 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.
1. The tier 1 common ratio is to be calculated using the definitions of tier 1 capital and total risk-weighted assets in 12 CFR part 225, appendix A. All other ratios are calculated in accordance with the transition arrangements provided in the Board's revised regulatory capital framework (12 CFR 217). Return to table
n.a. Not applicable.
