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Dodd-Frank Act Stress Test 2014: Supervisory Stress Test Methodology and Results

Appendix D: Selected Loss Rates

Figure D.1. First-lien mortgages, domestic loss rates in the severely adverse scenario

Figure D.1. First-lien mortgages, domestic loss rates in the severely adverse scenario
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Estimates are for nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Figure D.2. Junior liens and HELOCs, domestic loss rates in the severely adverse scenario

Figure D.2. Junior liens and HELOCs, domestic loss rates in the severely adverse scenario
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Estimates are for nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Figure D.3. Commercial and industrial loss rates in the severely adverse scenario

Figure D.3. Commercial and industrial loss rates in the severely adverse scenario
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Note: Estimates are for the nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances. Losses are calculated based on the exposure at default, which includes both outstanding balances and any additional drawdown of the credit line that occurs prior to default, while loss rates are calculated as a percent of outstanding balances.

Figure D.4. Commercial real estate, domestic loss rates in the severely adverse scenario

Figure D.4. Commercial real estate, domestic loss rates in the severely adverse scenario
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Note: Estimates are for the nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Figure D.5. Credit card loss rates in the severely adverse scenario

Figure D.5. Credit card loss rates in the severely adverse scenario
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Note: Estimates are for the nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Figure D.6. Other consumer loss rates in the severely adverse scenario

Figure D.6. Other consumer loss rates in the severely adverse scenario
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Note: Estimates are for the nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Figure D.7. Other loans loss rates in the severely adverse scenario

Figure D.7. Other loans loss rates in the severely adverse scenario
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Note: Estimates are for the nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Figure D.8. First-lien mortgages, domestic loss rates in the adverse scenario

Figure D.8. First-lien mortgages, domestic loss rates in the adverse scenario
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Estimates are for nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Figure D.9. Junior liens and HELOCs, domestic loss rates in the adverse scenario

Figure D.9. Junior liens and HELOCs, domestic loss rates in the adverse scenario
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Estimates are for nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Figure D.10. Commercial and industrial loss rates in the adverse scenario

Figure D.10. Commercial and industrial loss rates in the adverse scenario
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Note: Estimates are for the nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances. Losses are calculated based on the exposure at default, which includes both outstanding balances and any additional drawdown of the credit line that occurs prior to default, while loss rates are calculated as a percent of outstanding balances.

Figure D.11. Commercial real estate, domestic loss rates in the adverse scenario

Figure D.11. Commercial real estate, domestic loss rates in the adverse scenario
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Note: Estimates are for the nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Figure D.12. Credit card loss rates in the adverse scenario

Figure D.12. Credit card loss rates in the adverse scenario
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Note: Estimates are for the nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Figure D.13. Other consumer loss rates in the adverse scenario

Figure D.13. Other consumer loss rates in the adverse scenario
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Note: Estimates are for the nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Figure D.14. Other loans loss rates in the adverse scenario

Figure D.14. Other loans loss rates in the adverse scenario
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Note: Estimates are for the nine-quarter period from Q4 2013 to Q4 2015 as a percent of average balances.

Last update: April 22, 2014

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