ARSENAL > Stress test (CCAR)

Stress test (CCAR)

Banking
Definition
Comprehensive Capital Analysis and Review. Annual Fed exam of major US banks under hypothetical adverse scenarios. Determines whether each can return capital (dividends + buybacks) given stress losses.

Failures embarrassing and market-moving. 2014: Citi failed; 2020: many banks paused buybacks; 2023: all major banks passed including the regional banks that failed weeks later (a notable false negative).
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