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Comprehensive Capital Analysis and Review 2013: Assessment Framework and Results
Company: Board of Governors of the Federal Reserve System
Company Url: Click here to open
Year Of Publication: 2013
Month Of Publication: March
Pages: 40
Download Count: 13
View Count: 1554
Comment Num: 0
Language: English
Source: regulatory material
Who Can Read: Free
Date: 12-29-2013
Publisher: Administrator
Summary
CCAR reflects a number of important steps forward in the Federal Reserve’s approach to the supervision of the largest BHCs. Rather than evaluating capital at a moment in time, CCAR incorporates a forwardlooking, post-stress evaluation of a BHC’s capital adequacy. Further, the Federal Reserve in CCAR expands upon other supervisory practices by undertaking a simultaneous, horizontal assessment of capital adequacy at the largest U.S. BHCs, thus allowing the process to be informed by the financial condition of, and outlook for, these BHCs individually and as a group.
The remainder of this report summarizes the results of the Federal Reserve’s CCAR, including supervisory estimates of each BHC’s post-stress capital ratios under a severely adverse scenario as well as the Federal Reserve’s actions on the 2013 capital plans; outlines recent trends in tier 1 common capital at the 18 BHCs; and summarizes the assessment framework that the Federal Reserve used in reviewing the capital plans from both a quantitative and qualitative perspective.
Author(s)
Federal Reserve Bd. Sign in to follow this author
Pausch, Thilo Sign in to follow this author
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