Fed's Estimates for Banks' Minimum Capital Ratios in a 'Severely Adverse' Event

STRESSED OUT.

In the stress tests, the Federal Reserve examined how the biggest U.S. banks would fare in various economic scenarios, an exercise required under the 2010 Dodd-Frank financial overhaul. Below are the Fed's estimates for the banks' minimum capital ratios the banks would see in the "severely adverse" economic scenario (1).

 
                                Tier 1    Tier 1    Total Risk-      Tier 1 
Bank                            Common    Capital   Based Capital    Leverage 
Ally Financial Inc.               1.5       11.0          12.6             9.4 
American Express Co.             11.1       11.1          13.2             8.9 
Bank of America Corp.             6.8        8.5          11.6             5.4 
Bank of New York Mellon Corp.    13.2       14.8          16.0             5.1 
BB&T Corp.                        9.4       11.2          13.4             7.9 
Capital One Financial Corp.       7.4        7.8          10.1             5.7 
Citigroup Inc.                    8.3        9.3          12.5             5.3 
Fifth Third Bancorp               8.6        9.3          12.4             8.8 
Goldman Sachs Group Inc.          5.8        8.4          11.3             3.9 
J.P. Morgan Chase & Co.           6.3        7.4           9.9             4.7 
Keycorp                           8.0        8.6          11.2             8.1 
Morgan Stanley                    5.7        7.5           8.7             4.5 
PNC Financial Services Group Inc. 8.7       10.8          13.4             8.7 
Regions Financial Corp            7.5        8.5          11.7             6.8 
State Street Corp.               12.8       14.4          16.2             6.6 
SunTrust Banks Inc.               7.3        8.2          10.4             6.5 
U.S Bancorp                       8.3       10.3          12.3             8.7 
Wells Fargo & Co.                 7.0        8.7          11.2             7.0 
All 18                            7.4        9.0          11.7             6.0 
Regulatory Standard (2)           5%         4%            8%          3% or 4% (3)

(1) Not including planned capital actions; reflects average dividends for past four quarters

(2) Capital ratios banks are required to exceed when calculating planned capital actions for 2013

(3) Banks with higher regulatory ratings can meet the lower threshold