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I have just released a government stress test simulation of Sun Trust (summary only, it is too much to post the entire test for now), as well as potential capital raises along a variety of Tier One and Tangible Equity Capital scenarios (from 2.8% to 7 % TEC, etc.). I have also calculated and illustrated the potential dilution effects. All subscribers may dowload it here: Sun Trust Bank Stress Test Scenario Analysis – Government Simulation Sun Trust Bank Stress Test Scenario Analysis – Government Simulation 2009-04-30 03:43:18 665.82 Kb. The framework for the methodology for this simulated analysis can be found in these two whitepapers: The Supervisory Capital Assessment Program: Design and Implementation The Supervisory Capital Assessment Program: Design and Implementation 2009-04-30 02:16:44 286.90 Kb and 

Bank of Finland Recessionary Stress Testing Methodology Bank of Finland Recessionary Stress Testing Methodology 2009-04-30 02:18:39 306.64 Kb.

 

I will try to get as many of these out as possible today and this weekend, before the government announces their official results. On tap are PNC Bank and Wells Fargo.

I will also try to get updates of PPD and ACC as well.