EFuturesCFO · Banking Suite
Capital Adequacy & Stress Testing
Model CET1, Tier 1, and Total Capital ratios under base and stress scenarios. Analyze RWA growth impact and identify capital optimization strategies.
Executive Summary
Stress Test Results
CET1 Ratio Projection
Capital Optimization (CET1 bps)
Methodology
CET1 = Common Equity Tier 1 ÷ RWA. Minimum: 4.5% + 2.5% CCB = 7.0%. Well-capitalized: CET1 ≥ 6.5%, Tier 1 ≥ 8%, Total ≥ 10%. Leverage ratio minimum: 4% (5% well-capitalized). Stress scenarios apply PD multipliers (2×-5×), NII shocks (−5% to −25%), and RWA growth (5%-18%). AOCI impact modeled for unrealized losses.