Disclosure of stress test results.

CFR · 2024-01-01 · US · Title 12

(a) (2) (i) A state member bank that is a covered company subsidiary must publicly disclose a summary of the results of the stress test within 15 calendar days after the Board discloses the results of its supervisory stress test of the covered company pursuant to § 252.46(b), unless that time is extended by the Board in writing; and (ii) A state member bank that is not a covered company subsidiary must publicly disclose a summary of the results of the stress test in the period beginning on October 15 and ending on October 31, unless that time is extended by the Board in writing. (3) (b) (2) (i) A description of the types of risks being included in the stress test; (ii) A summary description of the methodologies used in the stress test; (iii) Estimates of— (A) Aggregate losses; (B) Pre-provision net revenue (C) Provision for credit losses; (D) Net income; and (E) Pro forma regulatory capital ratios and any other capital ratios specified by the Board; and (iv) An explanation of the most significant causes for the changes in regulatory capital ratios. (c) (2) The disclosure of pro forma regulatory capital ratios and any other capital ratios specified by the Board that is required under paragraph (b) of this section must include the beginning value, ending value and minimum value of each ratio over the planning horizon.

official document · source cfr-2024 · id 12:§ 252.17