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U.S. releases methodology for bank stress tests
"More adverse scenario" paints gloomier possibility
By Ronald D. Orol, MarketWatch
Last update: 2:02 p.m. EDT April 24, 2009
Comments: 770
WASHINGTON (MarketWatch) -- The Federal Reserve on Friday publicly released its parameters for conducting stress tests of the 19 largest U.S. banks, and the criteria show that regulators have adopted a more pessimistic adverse scenario than they previously held.
Under the new criteria, the more adverse scenario incorporates a 10.3% unemployment rate at the end of 2010 and a 3.3% contraction in the U.S. economy in 2009 and a 0.5% growth in 2010, according to the report.
The more adverse scenario was constructed from the historical track record of private forecasters as well as their current assessments of uncertainty.
According to the report, the Federal Reserve is using a new pessimistic forecast about whether each bank has sufficient capital reserves to survive over the next two years. The forecast is more pessimistic than two forecasts it released in February, in part, because many aspects of the scenarios it put out then have already come to pass.
Based on the results of the stress tests, regulators will press some banks to either seek private capital, receive new federal funds, or convert government preferred shares into common shares.
A senior Federal Reserve official said the banks should not be surprised by the general tenor of the results because they have been meeting with government officials periodically, but they did not receive the specific numbers until Friday.
The Fed officials did not provide details about what metric or number would trigger requiring a particular bank to obtain more capital.
"We aren't revealing the number trigger," said a senior Federal Reserve official.
More details expected on May 4
Some details of the results of the stress tests, including potential losses, are expected to be made public on or around May 4. Banks have until Tuesday, April 28, to review preliminary stress tests results and make comments before bank regulators submit the final results.
The methodology could help investors and shareholders evaluate the financial condition of the banks. With these details, banks could be divided into two categories -- financial institutions that will survive with little additional capital and those that will need more assistance.
Bank regulators may even press financial institutions with strong revenues to raise additional capital if it appears they may not perform well over the next two years based on the government's new pessimistic scenario.
Banks pushed to calculate losses
According to the methodology, the 19 banks were asked to project estimated losses on loans, mortgage securities and other packaged products, including off-balance sheet positions estimated for 2009 and 2010 based on the adverse forecast in a "stressed economic environment." They were instructed to project losses for 12 different categories of loans and securitized loans.
The banks were also asked to consider credit losses, due to failure of borrowers to pay obligations. The Federal Reserve said it didn't want banks to provide them with details about their revised asset values in light of new Financial Accounting Standards Board valuation guidelines.
The Treasury asked banks to provide details about whether they have geographic concentrations in particular securitized assets. The agency will also look at credit card debt and commercial loans and packaged commercial loans. End of Story
Ronald D. Orol is a MarketWatch reporter, based in Washington.

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Ridiculo... entao o cenario mais adverso deles, algumas variaveis ja estamos pior e dos poucos q ainda n esta pior mas esta' mt perto e' o desembrego ?

LOL.. era o pior cenario por eles visto. O que acontece se isto piora que nem 1 bcdinho ?

Hmm