Capital Requirements

Bank capital is the difference between a bank’s assets and liabilities and provides a cushion that can absorb losses. supported

Regulatory capital requirements are designed to support bank resilience and protect depositors and the deposit insurance system by requiring banks to fund part of their risk with loss-absorbing capital. supported

Capital ratios generally compare qualifying capital with risk-weighted assets or another regulatory exposure measure rather than simply dividing cash by deposits. supported

For U.S. large banks covered by the Federal Reserve’s 2026 framework, the common equity tier 1 requirement includes a 4.5 percent minimum plus a stress capital buffer of at least 2.5 percent and, when applicable, a G-SIB surcharge. supported

Federal Reserve stress tests assess whether covered large banks can absorb losses under severe hypothetical conditions while continuing to meet obligations and lend. supported

Capital requirements vary by institution size, structure, activities, and regulatory category, so one large-bank percentage should not be presented as the identical requirement for every U.S. bank. supported

Capital and liquidity are distinct: capital absorbs losses, while liquidity addresses the ability to meet near-term cash obligations. supported

Bank capital is the difference between a bank’s assets and liabilities and provides a cushion that can absorb losses. supported

Regulatory capital requirements are designed to support bank resilience and protect depositors and the deposit insurance system by requiring banks to fund part of their risk with loss-absorbing capital. supported

Capital ratios generally compare qualifying capital with risk-weighted assets or another regulatory exposure measure rather than simply dividing cash by deposits. supported

For U.S. large banks covered by the Federal Reserve’s 2026 framework, the common equity tier 1 requirement includes a 4.5 percent minimum plus a stress capital buffer of at least 2.5 percent and, when applicable, a G-SIB surcharge. supported

Federal Reserve stress tests assess whether covered large banks can absorb losses under severe hypothetical conditions while continuing to meet obligations and lend. supported

Capital requirements vary by institution size, structure, activities, and regulatory category, so one large-bank percentage should not be presented as the identical requirement for every U.S. bank. supported

Capital and liquidity are distinct: capital absorbs losses, while liquidity addresses the ability to meet near-term cash obligations. supported

Bank capital is the difference between a bank’s assets and liabilities and provides a cushion that can absorb losses. supported

Regulatory capital requirements are designed to support bank resilience and protect depositors and the deposit insurance system by requiring banks to fund part of their risk with loss-absorbing capital. supported

Capital ratios generally compare qualifying capital with risk-weighted assets or another regulatory exposure measure rather than simply dividing cash by deposits. supported

For U.S. large banks covered by the Federal Reserve’s 2026 framework, the common equity tier 1 requirement includes a 4.5 percent minimum plus a stress capital buffer of at least 2.5 percent and, when applicable, a G-SIB surcharge. supported

Federal Reserve stress tests assess whether covered large banks can absorb losses under severe hypothetical conditions while continuing to meet obligations and lend. supported

Capital requirements vary by institution size, structure, activities, and regulatory category, so one large-bank percentage should not be presented as the identical requirement for every U.S. bank. supported

Capital and liquidity are distinct: capital absorbs losses, while liquidity addresses the ability to meet near-term cash obligations. supported

Bank capital is the difference between a bank’s assets and liabilities and provides a cushion that can absorb losses. supported

Regulatory capital requirements are designed to support bank resilience and protect depositors and the deposit insurance system by requiring banks to fund part of their risk with loss-absorbing capital. supported

Capital ratios generally compare qualifying capital with risk-weighted assets or another regulatory exposure measure rather than simply dividing cash by deposits. supported

For U.S. large banks covered by the Federal Reserve’s 2026 framework, the common equity tier 1 requirement includes a 4.5 percent minimum plus a stress capital buffer of at least 2.5 percent and, when applicable, a G-SIB surcharge. supported

Federal Reserve stress tests assess whether covered large banks can absorb losses under severe hypothetical conditions while continuing to meet obligations and lend. supported

Capital requirements vary by institution size, structure, activities, and regulatory category, so one large-bank percentage should not be presented as the identical requirement for every U.S. bank. supported

Capital and liquidity are distinct: capital absorbs losses, while liquidity addresses the ability to meet near-term cash obligations. supported

Bank capital is the difference between a bank’s assets and liabilities and provides a cushion that can absorb losses. supported

Regulatory capital requirements are designed to support bank resilience and protect depositors and the deposit insurance system by requiring banks to fund part of their risk with loss-absorbing capital. supported

Capital ratios generally compare qualifying capital with risk-weighted assets or another regulatory exposure measure rather than simply dividing cash by deposits. supported

For U.S. large banks covered by the Federal Reserve’s 2026 framework, the common equity tier 1 requirement includes a 4.5 percent minimum plus a stress capital buffer of at least 2.5 percent and, when applicable, a G-SIB surcharge. supported

Federal Reserve stress tests assess whether covered large banks can absorb losses under severe hypothetical conditions while continuing to meet obligations and lend. supported

Capital requirements vary by institution size, structure, activities, and regulatory category, so one large-bank percentage should not be presented as the identical requirement for every U.S. bank. supported

Capital and liquidity are distinct: capital absorbs losses, while liquidity addresses the ability to meet near-term cash obligations. supported

Bank capital is the difference between a bank’s assets and liabilities and provides a cushion that can absorb losses. supported

Regulatory capital requirements are designed to support bank resilience and protect depositors and the deposit insurance system by requiring banks to fund part of their risk with loss-absorbing capital. supported

Capital ratios generally compare qualifying capital with risk-weighted assets or another regulatory exposure measure rather than simply dividing cash by deposits. supported

For U.S. large banks covered by the Federal Reserve’s 2026 framework, the common equity tier 1 requirement includes a 4.5 percent minimum plus a stress capital buffer of at least 2.5 percent and, when applicable, a G-SIB surcharge. supported

Federal Reserve stress tests assess whether covered large banks can absorb losses under severe hypothetical conditions while continuing to meet obligations and lend. supported

Capital requirements vary by institution size, structure, activities, and regulatory category, so one large-bank percentage should not be presented as the identical requirement for every U.S. bank. supported

Capital and liquidity are distinct: capital absorbs losses, while liquidity addresses the ability to meet near-term cash obligations. supported

Bank capital is the difference between a bank’s assets and liabilities and provides a cushion that can absorb losses. supported

Regulatory capital requirements are designed to support bank resilience and protect depositors and the deposit insurance system by requiring banks to fund part of their risk with loss-absorbing capital. supported

Capital ratios generally compare qualifying capital with risk-weighted assets or another regulatory exposure measure rather than simply dividing cash by deposits. supported

For U.S. large banks covered by the Federal Reserve’s 2026 framework, the common equity tier 1 requirement includes a 4.5 percent minimum plus a stress capital buffer of at least 2.5 percent and, when applicable, a G-SIB surcharge. supported

Federal Reserve stress tests assess whether covered large banks can absorb losses under severe hypothetical conditions while continuing to meet obligations and lend. supported

Capital requirements vary by institution size, structure, activities, and regulatory category, so one large-bank percentage should not be presented as the identical requirement for every U.S. bank. supported

Capital and liquidity are distinct: capital absorbs losses, while liquidity addresses the ability to meet near-term cash obligations. supported