CCAR

News & Analysis as of

US Board of Governors of the Federal Reserve System Releases Proposed Rule to Modify Capital Plan and Stress Testing Rules

The US BoG of the Federal Reserve System issued a proposed rule modifying the capital plan and stress testing rules for the 2017 test cycle. The proposed changes include eliminating the qualitative portion of Comprehensive...more

The Fed Revisits CCAR and Proposes CCAR Relief for Large Noncomplex Firms

One of the notable financial regulatory tools that resulted from the post-financial crisis prudential regulations is stress testing. The Board of Governors of the Federal Reserve System (the “Federal Reserve”) has the...more

US Board of Governors of the Federal Reserve System Announces Date of Release for Results of Supervisory Stress Tests and the...

The Federal Reserve Board announced that it would release results from the latest supervisory stress tests on Thursday, June 23, 2016. Results from the Comprehensive Capital Analysis and Review will be released on Wednesday,...more

US Office of Financial Research Publishes Working Paper on the Impact of Counterpart Defaults on the Banking System

The US Office of Financial Research (OFR) published a working paper using data on the credit default swap (CDS) market to assess the impact of a counterparty default on banks and the financial system as a whole. Using data...more

US Board of Governors of the Federal Reserve System Notifies Firms of Enhancements to Federal Reserve Models Used to Estimate...

The US Board of Governors of the Federal Reserve System sent a letter to firms participating in the upcoming Dodd-Frank Act Stress Test (DFAST) and Comprehensive Capital Analysis Review (CCAR) notifying them of certain...more

Federal Reserve Releases CCAR Scenarios; Banking Agencies Release Annual Company-Run Stress Test Scenarios

On January 28, 2016, the Federal Reserve released its supervisory scenarios for the 2016 Comprehensive Capital Analysis and Review (CCAR) and for the Dodd-Frank Act stress tests. In 2016, CCAR includes 33 firms with $50...more

FRB Governor Tarullo Offers Retrospective and Perspective on Supervisory Stress Testing

In remarks delivered to the FRB’s Third Annual Stress Test Modeling Symposium FRB Governor Daniel K. Tarullo focused on the “qualitative assessment of [large] firms’ capital planning processes” that the FRB conducts “in...more

Federal Reserve Issues Paper on Capital Planning and Rule for Assessments for Large Banks

On August 19, one day before issuing its notice of proposed rulemaking on bolstering leverage ratio standards (as discussed above in “Agencies Seek to Bolster Leverage Ratio Standards for Largest Banks”), the Board of...more

Federal Reserve Announces Dates for Release of Stress Test and CCAR Results

The Federal Reserve Board on January 28 announced that results from the supervisory stress tests conducted as part of the Dodd-Frank Wall Street Reform and Consumer Protection Act will be released on Thursday, March 7, and...more

Fed Announces Release Dates for Results of Supervisory Stress Tests and CCAR

On January 28, the Fed announced that results from the supervisory stress tests under the Dodd-Frank Act will be released on March 7, and the related results from the Comprehensive Capital Analysis and Review (CCAR) will be...more

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