Wells Fargo conducted its own stress test and assured the markets that the mega bank can maintain a Tier-1 common ratio benchmark under its own stress test and the Fed’s against the backstop of both Basel I and Basel 2.5

The stress test mandated for banks by prudential regulators includes macroeconomic variables that correlate to a severe economic situation such as a peak unemployment rate of 12.1% and a steep 50% drop in equity prices, according to the Federal Reserve.

Wells Fargo expanded the test, launching its own probe and adding 4,500 additional variables to the testing.

“The Federal Reserve estimated that for the nine-quarter test horizon ending December 31, 2014, Wells Fargo’s lowest and ending Tier 1 Common Equity ratio under the hypothetical severely adverse scenario would be 7.0% and 7.0%, respectively,” Wells wrote in a press release.

“Using those same capital distribution assumptions, we estimate our lowest and ending Tier 1 Common Equity ratio under the same severely adverse scenario would be 8.3% and 9.2%, respectively.”