FDIC Releases Stress Test Scenarios

Press Release

FDIC Releases Stress Test Scenarios

FOR IMMEDIATE RELEASE November 15, 2012

Media Contact: David Barr (202) 898-6992 dbarr@fdic.gov

 

The Federal Deposit Insurance Corporation (FDIC) today released the economic scenarios that will be used by certain financial institutions with total consolidated assets of more than $10 billion for the upcoming round of stress tests required under the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010.

The economic scenarios include baseline, adverse, and severely adverse scenarios with variables that reflect economic activity, unemployment, exchange rates, prices, incomes, interest rates, and other salient aspects of the economy and financial markets.

The baseline scenario represents expectations of private-sector forecasters. The adverse and severely adverse scenarios are not forecasts. Rather, they are hypothetical scenarios designed to assess the strength and resilience of financial institutions, as well as their ability to continue to meet the credit needs of households and businesses in stressful economic and financial environments.

The FDIC coordinated with the Board of Governors of the Federal Reserve System and the Office of the Comptroller of the Currency in developing and distributing these scenarios.

Attachments:
Data for Supervisory Baseline Scenario
Data for Supervisory Adverse Scenario
Data for Supervisory Severely Adverse Scenario
Data Notes - PDF (PDF Help)

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Congress created the Federal Deposit Insurance Corporation in 1933 to restore public confidence in the nation's banking system. The FDIC insures deposits at the nation's 7,246 banks and savings associations, and it promotes the safety and soundness of these institutions by identifying, monitoring and addressing risks to which they are exposed. The FDIC receives no federal tax dollars — insured financial institutions fund its operations.

FDIC press releases and other information are available on the Internet at www.fdic.gov, by subscription electronically (go to www.fdic.gov/about/subscriptions/index.html) and may also be obtained through the FDIC's Public Information Center (877-275-3342 or 703-562-2200). PR-133-2012

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