The Federal Reserve is weighing “significant changes” to its annual stress tests for large US banks that would reduce volatility of tests’ results and make the process more transparent.
The Fed did not provide a detailed account of the changes but said they could amend models that calculate hypothetical losses for banks, averaging results over two years to lessen the risk of large year-on-year swings, and allow the public to comment on hypothetical scenarios each year before they are finalised.
The Fed said the goal of the changes was not to “materially affect overall capital levels”.
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