The Federal Reserve on March 20 will release the results of the latest round of stress tests conducted on the largest U.S. banks to determine how prepared the financial firms are to withstand another financial crisis.

The tests are required under banking reform legislation passed in the wake of the 2008 financial crisis, which led to the most severe economic downturn since the Great Depression.

The firms required to undergo the Fed’s stress tests are a who’s who of banks often feared too big to fail, including J.P. Morgan Chase (NYSE: JPM), Bank of America (NYSE: BAC), Citigroup (NYSE: C), Goldman Sachs (NYSE: GS) and Wells Fargo (NYSE: WFC).

The results of additional tests, which look to determine if banks are holding adequate levels of capital required under the new reforms, will be released on Wednesday, March 26, according to a statement released by the Fed.

Both results will be released at 4 p.m. after U.S. securities markets close.

Results released last year of similar tests conducted on 18 of the largest U.S. banks showed all but one could easily withstand a hypothetical economic meltdown that was much worse than the 2008 crisis.

The tests “help assess whether institutions have sufficient capital to absorb losses and support operations during adverse economic and financial market conditions over a period of nine quarters,” the Fed said in its statement.

The results will include data such as post-stress capital ratios, revenue, and loss estimates under “hypothetical adverse and severely adverse scenarios” provided by the Fed.

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