Exhibit 99.1

Cathay General Bancorp & Cathay Bank

Dodd-Frank Act Stress Test

Results Disclosure

October 26, 2016

Overview

Cathay General Bancorp was incorporated in 1990 under the laws of the State of Delaware (“Bancorp”). We are the holding company of Cathay Bank, a California state-chartered commercial bank, seven limited partnerships investing in affordable housing investments in which the Bank is the sole limited partner, GBC Venture Capital, Inc., and Asia Realty Corp. We also own 100% of the common stock of five statutory business trusts created for the purpose of issuing capital securities. We are regulated as a bank holding company by the Board of Governors of the Federal Reserve System (“Federal Reserve”). Cathay Bank is regulated as a California commercial bank by the California Department of Business Oversight (“DBO”) and the Federal Deposit Insurance Corporation (“FDIC”). In this disclosure, the term “Bancorp” refers to Cathay General Bancorp and the term “Bank” refers to Cathay Bank. The terms “Company,” “we,” “us,” and “our” refer to Bancorp and the Bank collectively.

Bancorp and the Bank are required to conduct annual stress testing pursuant to the requirements of 12 CFR Part 252 and 12 CFR Part 325, respectively (known as the Dodd-Frank Act Stress Test or “DFAST”). The Company conducted the 2016 severely adverse scenario stress test using the severely adverse economic scenario provided by the Federal Reserve in the 2016 Supervisory Scenarios for Annual Stress Tests Required under the Dodd-Frank Act Stress Testing Rules and the Capital Plan Rule.

The Company’s capital ratios are projected to significantly exceed the regulatory minimums for adequately capitalized financial institutions throughout the nine-quarter hypothetical Supervisory Severely Adverse Scenario.

Supervisory Severely Adverse Scenario

The Supervisory Severely Adverse Scenario is characterized by a severe global recession, accompanied by a period of heightened corporate financial stress and negative yields for short-term U.S. Treasury securities, in which the unemployment rate increases by five percentage points from its level in the fourth quarter of 2015, peaking at 10 percent in the middle of 2017. In terms of both the peak level reached by the unemployment rate and its total increase, this shock is of a similar magnitude to those experienced in severe U.S. contractions during the past half century. By the first quarter of 2017, the level of real GDP is approximately 6¼ percent lower than its level in the fourth quarter of 2015; it begins to recover thereafter. CPI peaks at 1.9 percent by middle of 2017. Because of the severe decline in real activity and subdued inflation, short-term Treasury rates fall to negative ½ percent by mid-2016 and remain at that level through the end of the scenario; long-term Treasury yield drops to about ¼ percent in the first quarter of 2016 and then rises gradually to reach about ¾ percent in early 2017 and continues to edge up over the remainder of the scenario period. Spreads between yields on investment-grade corporate bonds and yields on long-term Treasury securities increases to 5¾ percent by end of 2016. Thus, despite lower long-term Treasury yields, corporate financial conditions tighten significantly in 2016 and the yield on investment-grade corporate bonds is higher than the baseline until the fourth quarter of 2015. Mortgage rates increase slightly over during 2016, driven by some widening in spreads. Consistent with these developments, asset prices contract sharply in the scenario. Equity prices fall by approximately 50 percent through the end of 2016, accompanied by a surge in equity market volatility. House prices decline by 25 percent during the scenario period relative to their level in the third quarter of 2014, while commercial real estate prices are approximately 30 percent lower at their trough. The international component of the severely adverse scenario features severe recessions in the euro area, the United Kingdom, and Japan, and a mild recession in developing Asia. All foreign economies in this scenario experience decline in consumer prices. Reflecting flight-to-safety capital flows during weak economic conditions, the U.S. dollar is assumed to appreciate strongly against the euro, the pound sterling, and the currencies of developing Asia. However, the dollar is assumed to depreciate modestly against the yen.

Risk Types and Summary of Methodologies

Identification of key risks is a core component of our capital planning and stress testing framework. In developing the DFAST methodology, significant risks were assessed including, but not limited to, the following risk types:

We use a variety of modeling techniques that utilize the Supervisory Severely Adverse Scenario macroeconomic variables to forecast pre-provision net revenue (“PPNR”), credit losses and pre-tax net income. The models include a combination of statistical econometric models as well as models based on our historical performance during times of economic stress. The models undergo a robust set of model risk management procedures, including review and challenge by the Board of Directors, Risk Committee of the Board, and members of executive and senior management. The models are also subject to third party validation and internal audit examination. The results of credit loss models, the most significant driver of severely adverse scenario losses, are also compared to challenger model results as an additional check on the quality of model outputs. A summary of the methodologies used in the 2016 DFAST are described below.

Pre-provision net revenue

Pre-provision net revenue is forecasted by modeling net interest income, non-interest income and non-interest expense. Net interest income is modeled using a dynamic interest income and expense simulation tool. Loan and deposit balances are forecasted using a combination of econometric modeling techniques and forecasted interest rates based on the hypothetical Supervisory Severely Adverse Scenario interest rate variables provided by the Federal Reserve, which serve as the basis for modeling net interest income. Prepayment behavior is modeled using a combination of external and internal models, and is used to forecast cash flows and repricing behavior. Non-accrual loan balances are forecasted using statistical models for purposes of calculating interest income on loans. Non-interest income and non-interest expense are modeled based on a variety of techniques, including econometric models where feasible and appropriate, as well as management forecasts based on historical performance and expectations of performance under the hypothetical Supervisory Severely Adverse Scenario.

Credit models

Credit loss models were developed using both econometric models and models based on historical loan loss experience. In certain cases, where projections were not in-line with expectations, management overlays were applied to the results of the econometric models. Forecasted loan losses under the Supervisory Severely Adverse Scenario are consistent with management expectation and are directionally in-line with the severity of the Supervisory Severely Adverse Scenario and the results of challenger models. The Company models the allowance for loan and lease losses (“ALLL”) using an econometric modeling approach.

The projected results using the methodologies described above are used to forecast risk weighted assets and capital ratios for the nine-quarter forecast horizon. The instructions for the preparation of DFAST stress testing require the use of risk-based capital rules in effect during the forecasted time period. Accordingly, we have used the Basel III capital rules in the calculation of forecasted capital ratios.

Summary of Results

The results of the Company’s annual DFAST stress testing under the hypothetical Supervisory Severely Adverse Scenario are summarized in the tables below. It is important to note that these results are based on a hypothetical severely adverse economic scenario that is more severe than management’s expectations and does not represent management’s current forecast of actual future events. The results have been prepared using capital action rules prescribed by the DFAST stress testing rule. These rules require the Company to assume the following capital actions:

These rules require the Company to assume certain capital actions that may not represent the most likely course of action management would take in a severe economic downturn, and there are no other capital actions included in the forecasts. Capital positions are forecasted for each quarter of the forecast horizon by adding current quarter income, less forecasted dividends, to prior quarter ending capital under the prescribed approach. The Company has elected to exclude accumulated other comprehensive income for purposes of calculating regulatory capital under the Basel III approach.

Bancorp’s capital ratios are projected to significantly exceed the regulatory minimums for adequately capitalized financial institutions under the hypothetical Supervisory Severely Adverse Scenario. Under this scenario, our Common equity tier 1 capital ratio decreases by 330 basis points from 12.9% at December 31, 2015 to 9.6% at March 31, 2018.

The Bank’s capital ratios are similar to Bancorp’s and are generally subject to the same risks. The primary difference between the Bank’s capital ratios and Bancorp’s capital ratios is from $119 million of trust preferred securities issued by Bancorp, and the related interest expense. The Bank’s capital ratios are projected to significantly exceed the regulatory minimums for adequately capitalized institutions under the Supervisory Severely Adverse Scenario.

The primary cause for the decrease in capital ratios is the projected nine quarter cumulative loan loss provision of $626 million, exceeding projected pre-provision net revenue of $277 million. Of the $626 million of loan loss provision, $398 million is resulted from projected charge offs and $228 million is resulted from projected additional ALLL needed at the end of each quarter in the nine quarter DFAST horizon. Other significant causes for the decrease in regulatory capital include an increase to risk weighted assets of $765 million from $10.69 billion at December 31, 2015 to $11.45 billion at December 31, 2016, and $110 million of regulatory disallowed deferred tax assets from net operating loss carry forwards in the Supervisory Severely Adverse Scenario.

Important Cautionary Note

These stress test results present certain projected financial measures for Bancorp and the Bank under the hypothetical scenario, models and assumptions that are described above. The economic and financial scenario is more severe than management’s expectations, and the results do not represent management’s current forecast of actual future results. Investors should not rely on the stress test results as being indicative of expected future results.

These disclosures include forward-looking statements within the meaning of the Private Securities Litigation Reform Act of 1995 that involve risks and uncertainties. These forward-looking statements include projections under a hypothetical scenario incorporating a set of assumed economic and financial conditions prescribed by our federal banking regulators. Such statements speak as of the date hereof, and we have no intention to update these statements or to publicly announce any revision of any of these forward-looking statements to reflect future developments or events. Our actual financial results will be influenced by future economic and financial conditions and other factors, including those described in our Annual Report on Form 10-K for the year ended December 31, 2015 (Item 1A in particular), and other reports and registration statements filed with the Securities and Exchange Commission from time to time.

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