The Federal Reserve Board modified Morgan Stanley’s stress capital buffer (SCB) requirement following the firm’s request for reconsideration, reducing the 2025 requirement to 4.3% from a preliminary 5.1%. The stress test framework allows banks to seek reconsideration of their SCB, the capital requirement stemming from the stress test, by submitting a detailed explanation that the Board then reviews through an independent assessment. In Morgan Stanley’s case, the Board concluded estimated losses in the firm’s fair value option loan portfolio were too conservative, in part due to the portfolio’s unique composition. It also adjusted the counterparty-loss methodology by using the bank’s second-largest counterparty when measuring losses associated with default of the largest counterparty, to better align with how similar counterparties are treated. Any potential stress test model refinements related to this request will be considered in the Board’s upcoming proposal to improve stress test transparency.