Comprehensive Capital Analysis and Review 2014: Summary Instructions and Guidance
Print- Supervisory Stress Testing and Capital Plan Assessments
- Federal Reserve Responses to Planned Capital Actions
- Appendix A: Templates for Dodd-Frank Act Stress Testing Results 2014
- Appendix B: Templates for Comprehensive Capital Analysis and Review Results 2014
Appendix B: Templates for Comprehensive Capital Analysis and Review Results 2014
This appendix provides the format that the Federal Reserve will use to disclose the results of the supervisory stress test under the Comprehensive Capital Analysis and Review.
- Table B.1. All bank holding companies Projected minimum tier 1 common ratio, Q4 2013 to Q4 2015Federal Reserve estimates: Severely adverse scenario
- Table B.2. All bank holding companies Projected minimum tier 1 common ratio, Q4 2013 to Q4 2015Federal Reserve estimates: Adverse scenario
- Table B.3. Advanced Approaches BHC XYZ, Inc. Projected minimum regulatory capital ratios and tier 1 common ratio, Q4 2013 to Q4 2015 Federal Reserve estimates: Severely adverse scenario
- Table B.4. Advanced Approaches BHC XYZ, Inc. Projected minimum regulatory capital ratios and tier 1 common ratio, Q4 2013 to Q4 2015 Federal Reserve estimates: Adverse scenario
- Table B.5. Other BHC ABC, Inc. Projected minimum regulatory capital ratios and tier 1 common ratio, Q4 2013 to Q4 2015 Federal Reserve estimates: Severely adverse scenario
- Table B.6. Other BHC ABC, Inc. Projected minimum regulatory capital ratios and tier 1 common ratio, Q4 2013 to Q4 2015 Federal Reserve estimates: Adverse scenario
Table B.1. All bank holding companies Projected minimum tier 1 common ratio, Q4 2013 to Q4 2015
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 | ||
| 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 | ||
| 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 | ||
| UnionBanCal Corporation | ||
| 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 2014 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 Q4 2013 to Q4 2015 and do not necessarily occur in the same quarter.
Source: Federal Reserve estimates in the severely adverse scenario.
Table B.2. All bank holding companies Projected minimum tier 1 common ratio, Q4 2013 to Q4 2015
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 | ||
| 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 | ||
| 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 | ||
| UnionBanCal Corporation | ||
| 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 2014 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 Q4 2013 to Q4 2015 and do not necessarily occur in the same quarter.
Source: Federal Reserve estimates in the adverse scenario.
Table B.3. Advanced Approaches BHC XYZ, Inc. Projected minimum regulatory capital ratios and tier 1 common ratio, Q4 2013 to Q4 2015
Federal Reserve estimates: Severely adverse scenario
| Actual Q3 2013 | Minimum stressed ratios with original planned capital actions |
Minimum stressed ratios with adjusted planned capital actions | |||||
|---|---|---|---|---|---|---|---|
| Q4 2013 | 2014 | 2015 | Q4 2013 | 2014 | 2015 | ||
| 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 2014 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 Q4 2013 to Q4 2015 and do not necessarily occur in the same quarter.
n.a. Not applicable.
| Regulatory ratio | Q4 2013 | 2014 | 2015 |
|---|---|---|---|
| Tier 1 common ratio 1 | 5 percent | 5 percent | 5 percent |
| Common equity tier 1 capital ratio | n.a. | 4 percent | 4.5 percent |
| Tier 1 risk-based capital ratio | 4 percent | 5.5 percent | 6 percent |
| Total risk-based capital ratio | 8 percent | 8 percent | 8 percent |
| Tier 1 leverage ratio | 3 or 4 percent | 4 percent | 4 percent |
Note: For purposes of CCAR 2014, 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 as currently in effect in 2013. All other ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework, issued in July 2013. Return to table
n.a. Not applicable.
Table B.4. Advanced Approaches BHC XYZ, Inc. Projected minimum regulatory capital ratios and tier 1 common ratio, Q4 2013 to Q4 2015
Federal Reserve estimates: Adverse scenario
| Actual Q3 2013 | Minimum stressed ratios with original planned capital actions |
Minimum stressed ratios with adjusted planned capital actions | |||||
|---|---|---|---|---|---|---|---|
| Q4 2013 | 2014 | 2015 | Q4 2013 | 2014 | 2015 | ||
| 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 2014 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 Q4 2013 to Q4 2015 and do not necessarily occur in the same quarter.
n.a. Not applicable.
| Regulatory ratio | Q4 2013 | 2014 | 2015 |
|---|---|---|---|
| Tier 1 common ratio 1 | 5 percent | 5 percent | 5 percent |
| Common equity tier 1 capital ratio | n.a. | 4 percent | 4.5 percent |
| Tier 1 risk-based capital ratio | 4 percent | 5.5 percent | 6 percent |
| Total risk-based capital ratio | 8 percent | 8 percent | 8 percent |
| Tier 1 leverage ratio | 3 or 4 percent | 4 percent | 4 percent |
Note: For purposes of CCAR 2014, 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 as currently in effect in 2013. All other ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework, issued in July 2013. Return to table
n.a. Not applicable.
Table B.5. Other BHC ABC, Inc. Projected minimum regulatory capital ratios and tier 1 common ratio, Q4 2013 to Q4 2015
Federal Reserve estimates: Severely adverse scenario
| Actual Q3 2013 | Minimum stressed ratios with original planned capital actions |
Minimum stressed ratios with adjusted planned capital actions | |||||
|---|---|---|---|---|---|---|---|
| Q4 2013 | 2014 | 2015 | Q4 2013 | 2014 | 2015 | ||
| Tier 1 common ratio (%) | |||||||
| Common equity tier 1 capital ratio (%) | n.a. | n.a. | 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 2014 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 Q4 2013 to Q4 2015 and do not necessarily occur in the same quarter.
n.a. Not applicable.
| Regulatory Ratio | Q4 2013 | 2014 | 2015 |
|---|---|---|---|
| Tier 1 common ratio 1 | 5 percent | 5 percent | 5 percent |
| Common equity tier 1 capital ratio | n.a. | n.a. | 4.5 percent |
| Tier 1 risk-based capital ratio | 4 percent | 4 percent | 6 percent |
| Total risk-based capital ratio | 8 percent | 8 percent | 8 percent |
| Tier 1 leverage ratio | 3 or 4 percent | 3 or 4 percent | 4 percent |
Note: For purposes of CCAR 2014, 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 as currently in effect in 2013. All other ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework, issued in July 2013. Return to table
n.a. Not applicable.
Table B.6. Other BHC ABC, Inc. Projected minimum regulatory capital ratios and tier 1 common ratio, Q4 2013 to Q4 2015
Federal Reserve estimates: Adverse scenario
| Minimum stressed ratios with original planned capital actions |
Minimum stressed ratios with adjusted planned capital actions | ||||||
|---|---|---|---|---|---|---|---|
| Actual Q3 2013 | Q4 2013 | 2014 | 2015 | Q4 2013 | 2014 | 2015 | |
| Tier 1 common ratio (%) | |||||||
| Common equity tier 1 capital ratio (%) | n.a. | n.a. | 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 2014 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 Q4 2013 to Q4 2015 and do not necessarily occur in the same quarter.
n.a. Not applicable.
| Regulatory Ratio | Q4 2013 | 2014 | 2015 |
|---|---|---|---|
| Tier 1 common ratio 1 | 5 percent | 5 percent | 5 percent |
| Common equity tier 1 capital ratio | n.a. | n.a. | 4.5 percent |
| Tier 1 risk-based capital ratio | 4 percent | 4 percent | 6 percent |
| Total risk-based capital ratio | 8 percent | 8 percent | 8 percent |
| Tier 1 leverage ratio | 3 or 4 percent | 3 or 4 percent | 4 percent |
Note: For purposes of CCAR 2014, 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 as currently in effect in 2013. All other ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework, issued in July 2013. Return to table
n.a. Not applicable.
