The U.S. Federal Reserve Board has announced the scenarios that will be used in upcoming capital planning and stress testing exercises for 2014.
The Fed said Friday that 18 bank holding companies will be participating in the comprehensive capital and analysis review (CCAR) program for the fourth consecutive year. And that 12 other financial institutions, including BMO Financial Group, will be participating in the CCAR for the first time during this stress testing cycle.
All 30 companies must submit their capital plans by January 6, 2014. The Fed will release summary results in March. And, for the first time, it will publish the results of stress tests conducted under both adverse, and severely adverse, scenarios.
It notes that, as in prior years, six bank holding companies with large trading operations will be required to factor in a global market shock as part of their scenarios. And, for the first time in 2014, eight bank holding companies with substantial trading or custodial operations will be required to incorporate a counterparty default scenario.
The Fed says that this process has contributed to a significant increase in capital at the largest U.S. banks over the past few years, noting that the 18 bank holding companies have more than doubled their aggregate tier 1 common capital since the first quarter of 2009.
“The capital planning and stress testing program has been an integral component of the Federal Reserve’s broader supervisory and regulatory efforts to make the financial system stronger and safer since the financial crisis,” said Fed governor, Daniel Tarullo.
Financial institutions submitting capital plans will be evaluated to ensure they have sufficient capital to continue to lend even under stressful conditions, it notes. Additionally, they must incorporate the transition requirements from the recently finalized Basel III capital standards into their stress tests and capital plans.
The CCAR also includes an evaluation of institutions’ plans to make capital distributions, such as dividend payments or stock repurchases. And, the Fed will only approve capital distributions for institutions whose capital plans it approves, and who demonstrate sufficient financial strength even after the planned distributions to continue operating under stressful economic and financial conditions.