Large Bank Examination Workshop February 2026

CCAR vs. DFAST • Supervisory DFAST and CCAR quantitative assessment incorporate the same projections of pre-tax net income • But… the capital action assumptions that are combined with these projections to estimate a BHC’s post-stress capital levels and ratios are different

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CCAR vs. DFAST

• For CCAR post-stress capital analysis the FRB uses a Large BHC’s planned capital actions and assesses whether the Large BHC would be capable of meeting supervisory expectations for minimum capital ratios  Even if stressful conditions emerged and the BHC did not reduce planned capital distributions • Post-stress capital ratios projected for the supervisory DFAST may differ significantly from those for the CCAR post-stress capital analysis

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