|
Comprehensive Capital Analysis and Review (CCAR) is a regulatory framework introduced by the Federal Reserve in order to assess, regulate, and supervise large banks and financial institutions - collectively referred to in the framework as Bank Holding Companies (BHCs). The assessment is conducted annually and consists of two related programs: # Comprehensive Capital Analysis and Review # Dodd-Frank Act supervisory stress testing The core part of the program assesses whether: # BHCs possess adequate capital. # The capital structure is stable given various stress-test scenarios. # Planned capital distributions, such as dividends and share repurchases, are viable and acceptable in relation to regulatory minimum capital requirements. The assessment is performed on both qualitative and quantitative bases. The Federal Reserve may order banks to suspend their planned capital distributions to shareholders until the target capital balance is restored. ==Dodd-Frank Act supervisory stress testing== Dodd-Frank Act imposes forward-looking stress testing of Bank's capital structure on quantitative basis. The annual stress-test scenarios are prescribed by regulatory body, while the mid-cycle testing may be performed under discretionary scenarios. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Comprehensive Capital Analysis and Review」の詳細全文を読む スポンサード リンク
|