Comprehensive Capital Analysis and Review 2016: Summary Instructions and Guidance
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Figure 1. Quantitative assessments of capital actions
Each box indicates a distinct scenario that will be submitted by each BHC. Planned capital actions are estimated by each BHC using the BHC baseline scenario and the alternative capital actions are estimated under the BHC’s stress scenario in accordance with the BHC’s internal capital policies.
The header "Pro forma capital ratios" contains three boxes. One box has "BHC stress" with "Alternative capital actions". A second box has "Supervisory adverse" with "Planned captial actions" and "DFA stress test capital actions". A third box has "Supervisory severely adverse" with "Planned capital actions" and "DFA stress test capital actions".
The header "Common dividend payout ratio" contains a box that has "BHC baseline" with "Planned capital actions". Under this header, along with the header "Regulatory capital transition" is a box that has "Supervisory baseline*" with "Planned capital actions" and "DFA stress test captial actions".
* If a BHC determines the supervisory baseline scenario to be appropriate for their own BHC baseline, the BHC may submit identical FR Y-14A Summary schedules with the exception of the capital worksheets noted above. All BHCs must complete two capital worksheets for the supervisory baseline and supervisory severely adverse scenario.
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