Key facts
- Eleven US banks are projected to be at their weakest capital points by the end of the 2026 DFAST.
- These banks' Common Equity Tier 1 (CET1) capital ratios are expected to decline or plateau at their nadirs.
- BMO US, RBC US, and TD US are among the firms expected to remain at low points across leverage and SLR ratios.
Eleven U.S. banks are projected to reach their weakest capital positions by the conclusion of the Federal Reserve's 2026 Dodd-Frank Act stress test (DFAST), according to an analysis by Risk Quantum. These institutions are expected to see their Common Equity Tier 1 (CET1) capital ratios either continue to decline throughout the nine-quarter severely adverse scenario or stabilize at their lowest points by the end of the hypothetical period, indicating a slower recovery from the simulated economic downturn.
Among these firms, BMO US, RBC US, and TD US are specifically noted as being among those that will also remain at their nadirs across both leverage and supplementary leverage ratio (SLR) metrics. The analysis suggests these banks will be at their most vulnerable capital levels under the stress test conditions.