Comprehensive Capital Analysis and Review 2016 Summary Instructions
PrintAppendix B: Templates for Comprehensive Capital Analysis and Review Results 2016
- Table B.1. Projected minimum common equity tier 1 ratio in the severely adverse scenario, 2016:Q1-2018:Q1: All bank holding companies
- Table B.2. Projected minimum common equity tier 1 ratio in the adverse scenario, 2016:Q1-2018:Q1: All bank holding companies
- Table B.3. BHC XYZ, Inc.Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1 Federal Reserve estimates: Severely adverse scenario
- Table B.4. BHC XYZ, Inc.Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1 Federal Reserve estimates: Adverse scenario
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.
| Bank holding company | Stressed ratio with original planned capital actions |
Stressed ratio with adjusted planned capital actions |
|---|---|---|
| Ally Financial Inc. | ||
| American Express Company | ||
| BancWest Corporation | ||
| 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. | ||
| Citizens Financial Group, 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. | ||
| Regions Financial Corporation | ||
| Santander Holdings USA, Inc. | ||
| State Street Corporation | ||
| SunTrust Banks, Inc. | ||
| TD Group US Holdings LLC | ||
| U.S. Bancorp | ||
| Wells Fargo & Company | ||
| 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 April 2016 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 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
Source: Federal Reserve estimates in the 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 | ||
| BancWest Corporation | ||
| 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. | ||
| Citizens Financial Group, 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. | ||
| Regions Financial Corporation | ||
| Santander Holdings USA, Inc. | ||
| State Street Corporation | ||
| SunTrust Banks, Inc. | ||
| TD Group US Holdings LLC | ||
| U.S. Bancorp | ||
| Wells Fargo & Company | ||
| 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 April 2016 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 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
Source: Federal Reserve estimates in the adverse scenario.
Table B.3. BHC XYZ, Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1 Federal Reserve estimates: Severely adverse scenario
| Regulatory ratio | Actual 2015:Q4 |
Minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| 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 April 2016 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 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 risk-based capital ratio | 6.0 |
| Total risk-based capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework, issued in July 2013.
Table B.4. BHC XYZ, Inc.
Actual and minimum projected regulatory capital ratios, actual 2015:Q4 and projected 2016:Q1-2018:Q1 Federal Reserve estimates: Adverse scenario
| Regulatory ratio | Actual 2015:Q4 |
Minimum stressed ratios | |
|---|---|---|---|
| Original planned capital actions | Adjusted planned capital actions | ||
| 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 April 2016 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 2016:Q1 to 2018:Q1 and do not necessarily occur in the same quarter.
| Regulatory ratio | Minimum ratio |
|---|---|
| Common equity tier 1 capital ratio | 4.5 |
| Tier 1 risk-based capital ratio | 6.0 |
| Total risk-based capital ratio | 8.0 |
| Tier 1 leverage ratio | 4.0 |
Note: All ratios are calculated in accordance with the transition arrangements provided in the Board's revised capital framework, issued in July 2013.
