Analysis

DFAST CCAR Analysis Tool (DCAT)

DCAT trends

The Federal Reserve has released the 2016 Dodd-Frank Act Stress Test (DFAST) and the Comprehensive Capital Analysis and Review (CCAR) results. This data, while highly anticipated each year, is often not in a format where it is easy to quickly decipher the key takeaways. Deloitte’s interactive, data visualization tool, DCAT (DFAST CCAR Analysis Tool), enables analysis of current and prior DFAST and CCAR results in ways that are relevant to your organization.

Comprehensive Capital Analysis and Review (CCAR): Our take

The Federal Reserve released the results of its Comprehensive Capital Analysis and Review (CCAR) for 2016 on June 29.

Some key facts include:

  • Fed noted objections to two firms out of 33 and required resubmission for one. 
  • All objections and resubmissions were driven by Fed-cited weaknesses around qualitative issues.
  • No firm failed to meet post-stress capital minimums and, compared to four the previous year, only one firm needed to scale back its capital distribution request to do so, taking a so-called “mulligan.”

It appears that systemic and complex firms will dominate the Fed’s CCAR supervisory agenda.

Deloitte subject matter experts provide a deeper look.
 

deloitte notebook

Dodd Frank Act Stress Test (DFAST): Our take

On June 23, 2016, the Federal Reserve released the Dodd-Frank Act Stress Tests (DFAST) results. These results measure the potential impact of adverse or severely adverse economic conditions on the performance and condition of the 33 banks subject to the rule.

Key takeaways for the severely adverse scenario results include:
  • All firms exceeded minimum capital standards under stress. 
  • The impact of the severely adverse stress scenario was split, with a lesser impact on trading banks and a harsher result for many traditional lenders. 
  • Loan loss rate improvements stalled.

Deloitte subject matter experts provide a deeper look at key insights from this year’s results.

DCAT in perspective

  • The Comprehensive Capital Analysis and Review (CCAR) is an annual exercise by the Federal Reserve to assess capital sufficiency of the largest bank holding companies (BHCs) operating in the United States. The Dodd-Frank Act Stress Test (DFAST) is a forward-looking, complementary exercise to CCAR but distinct in certain aspects. The results of both, CCAR and DFAST, are published by the Federal Reserve and by the participating BHCs in the public domain.
  • DCAT, powered by Qlik®, consolidates the Federal Reserve’s publicly available results into a user-friendly, dynamic interface that:
  • Enables cross-sectional, year-over-year results comparisons
  • Provides the ability to compare and analyze each institution’s capital ratios in light of current regulatory standards
  • Supports custom data comparisons through the use of data filters such as bank name, institutional category type, program, scenario, metrics, and reporting year
  • DCAT is not an interpretation of the results by Deloitte or by Qlik, but rather provides you with powerful visual analytics and the ability to interact with the data to generate your own visual representation of results
  • Neither Deloitte nor Qlik is responsible for the accuracy or completeness

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