Key facts
- Projected accumulated other comprehensive income (AOCI) losses across US banks narrowed in the 2026 DFAST.
- The valuation boost lenders received from the scenario fell sharply compared to the previous year.
- Aggregate projected AOCI losses across 14 sampled banks shrank by $4.7 billion to $34 billion.
- The percentage decrease in projected AOCI losses was 12.1%.
Projected accumulated other comprehensive income (AOCI) losses across US banks narrowed in the 2026 Dodd-Frank Act stress test (DFAST), even as the valuation boost lenders received through the scenario fell sharply from last year’s exercise. Aggregate projected AOCI losses across the 14 sampled banks shrank by $4.7 billion, or 12.1%, to $34 billion. A narrower projected AOCI loss is a favourable development for banks, indicating improved stability in their balance sheets under stress scenarios.