Citi’s stress-test estimates out of sync with Fed’s

- By Joshua Walker
- 06 Jul 2023

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Citi overshot the US Federal Reserve’s estimates of its stressed capital ratios in the latest round of stress tests – the worst performer among the eight US global systemically important banks (G-Sibs) – Risk Quantum analysis shows.

The bank missed the Fed’s projected hit to its Common Equity Tier 1 capital ratio by 170 basis points under the severely adverse scenario. It also overshot its projected stressed Tier 1 leverage ratio and supplementary leverage ratio (SLR) by 110bp and 80bp

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