Dodd-Frank Act Stress Test 2015: Supervisory Stress Test Methodology and Results
- Supervisory Scenarios
- Supervisory Stress Test Framework and Model Methodology
- Supervisory Stress Test Results
- Appendix A: Supervisory Scenarios
- Appendix B: Models to Project Net Income and Stressed Capital
- Appendix C: BHC-Specific Results
- Appendix D: Additional Aggregate Results
Appendix D: Additional Aggregate Results
![Figure D.1. First-lien mortgages, domestic loss rates in the severely adverse scenario](gifjpg/dfast2015_Figure_D1.gif)
Estimates are for nine-quarter period from 2014:Q4-2016:Q4 as a percent of average balances.
![Figure D.2. Junior liens and HELOCs, domestic loss rates in the severely adverse scenario](gifjpg/dfast2015_Figure_D2.gif)
Estimates are for nine-quarter period from 2014:Q4-2016:Q4 as a percent of average balances.
![Figure D.3. Commercial and industrial loss rates in the severely adverse scenario](gifjpg/dfast2015_Figure_D3.gif)
Note: Estimates are for the nine-quarter period from 2014:Q4-2016:Q4 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](gifjpg/dfast2015_Figure_D4.gif)
Note: Estimates are for the nine-quarter period from 2014:Q4-2016:Q4 as a percent of average balances.
![Figure D.5. Credit card loss rates in the severely adverse scenario](gifjpg/dfast2015_Figure_D5.gif)
Note: Estimates are for the nine-quarter period from 2014:Q4-2016:Q4 as a percent of average balances.
![Figure D.6. Other consumer loss rates in the severely adverse scenario](gifjpg/dfast2015_Figure_D6.gif)
Note: Estimates are for the nine-quarter period from 2014:Q4-2016:Q4 as a percent of average balances.
![Figure D.7. Other loans loss rates in the severely adverse scenario](gifjpg/dfast2015_Figure_D7.gif)
Note: Estimates are for the nine-quarter period from 2014:Q4-2016:Q4 as a percent of average balances.
![Figure D.8. First-lien mortgages, domestic loss rates in the adverse scenario](gifjpg/dfast2015_Figure_D8.gif)
Estimates are for nine-quarter period from 2014:Q4-2016:Q4 as a percent of average balances.
![Figure D.9. Junior liens and HELOCs, domestic loss rates in the adverse scenario](gifjpg/dfast2015_Figure_D9.gif)
Estimates are for nine-quarter period from 2014:Q4-2016:Q4 as a percent of average balances.
![Figure D.10. Commercial and industrial loss rates in the adverse scenario](gifjpg/dfast2015_Figure_D10.gif)
Note: Estimates are for the nine-quarter period from 2014:Q4-2016:Q4 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](gifjpg/dfast2015_Figure_D11.gif)
Note: Estimates are for the nine-quarter period from 2014:Q4-2016:Q4 as a percent of average balances.
![Figure D.12. Credit card loss rates in the adverse scenario](gifjpg/dfast2015_Figure_D12.gif)
Note: Estimates are for the nine-quarter period from 2014:Q4-2016:Q4 as a percent of average balances.
![Figure D.13. Other consumer loss rates in the adverse scenario](gifjpg/dfast2015_Figure_D13.gif)
Note: Estimates are for the nine-quarter period from 2014:Q4-2016:Q4 as a percent of average balances.
![Figure D.14. Other loans loss rates in the adverse scenario](gifjpg/dfast2015_Figure_D14.gif)
Note: Estimates are for the nine-quarter period from 2014:Q4-2016:Q4 as a percent of average balances.