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The Federal Reserve finalized changes to annual bank stress tests that are likely to cut year-over-year volatility in bank capital requirements by roughly 50% while not materially affecting aggregate capital requirements.
Changes Are Likely To Reduce Year-Over-Year Volatility In Bank Capital Requirements By Roughly 50% While Not Materially Affecting Aggregate Capital Requirements Fed Says Final Rule Largely Similar To Proposed Rule Aimed At Making Tests More Transparent And Predictable
The U.S. central bank said the revamped tests will include public feedback on model changes and hypothetical downturns, and will use an average of the last two results for the stress capital buffer. The changes are expected to reduce year-over-year volatility in capital requirements by 50%.
The U.S. Federal Reserve announced it has finalized changes to its annual "stress test" of large bank finances, aiming to make the exams more transparent and less volatile. The revamped test largely mirrors changes proposed by the central bank one year ago.