Some of the nation's largest banks are embarking this month on a project that regulators hope will help gauge how portfolios respond to market shifts.

In an experimental program organized by the New York Clearing House, each of these banks will set its own quarterly capital requirement for market risk, using its own methods to estimate the worst losses its portfolio could suffer from trading during the quarter.

Subscribe Now

Access to authoritative analysis and perspective and our data-driven report series.

14-Day Free Trial

No credit card required. Complete access to articles, breaking news and industry data.