Summary
Goldman Sachs Group, Inc. (GS) filed an 8-K on June 21, 2018, to address potential discrepancies between its internal capital models and those used by the Federal Reserve regarding the Dodd-Frank Act Stress Tests (DFAST). The company stated that their models and the Federal Reserve's models diverge, and they plan to discuss this with the Federal Reserve. This divergence is significant for investors as it suggests that the publicly released DFAST ratios might not fully reflect Goldman Sachs' actual capital return capacity. The company indicated that their capital return plans will be clarified after the upcoming CCAR (Comprehensive Capital Analysis and Review) results are released next week, implying that their capital return capacity could potentially be higher than what the current DFAST figures suggest. Investors should monitor the upcoming CCAR results for a more definitive understanding of capital return.
Key Highlights
- 1Goldman Sachs is experiencing a divergence between its capital models and the Federal Reserve's models for DFAST.
- 2The company intends to discuss these model differences with the Federal Reserve.
- 3Publicly released DFAST ratios may not accurately represent GS's full capital return capacity.
- 4Goldman Sachs anticipates its actual capital return capacity could be higher than current DFAST indications.
- 5Further details on capital return plans will be provided after the upcoming CCAR results are released.
- 6The event date for this disclosure was June 20, 2018, and filed on June 21, 2018.