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Dodd-Frank Act Stress Test 2017: Supervisory Stress Test Methodology and Results - June 2017

Appendix D: Additional Aggregate Results

 

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

Estimates are for the nine-quarter period from 2017:Q1-2019:Q1 as a percent of average balances.

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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

Estimates are for the nine-quarter period from 2017:Q1-2019:Q1 as a percent of average balances.

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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

Note: Estimates are for the nine-quarter period from 2017:Q1-2019:Q1 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.

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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

Note: Estimates are for the nine-quarter period from 2017:Q1-2019:Q1 as a percent of average balances.

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

Note: Estimates are for the nine-quarter period from 2017:Q1-2019:Q1 as a percent of average balances.

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

Note: Estimates are for the nine-quarter period from 2017:Q1-2019:Q1 as a percent of average balances.

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

Note: Estimates are for the nine-quarter period from 2017:Q1-2019:Q1 as a percent of average balances.

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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

Estimates are for the nine-quarter period from 2017:Q1-2019:Q1 as a percent of average balances.

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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

Estimates are for the nine-quarter period from 2017:Q1-2019:Q1 as a percent of average balances.

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

Note: Estimates are for the nine-quarter period from 2017:Q1-2019:Q1 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.

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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

Note: Estimates are for the nine-quarter period from 2017:Q1-2019:Q1 as a percent of average balances.

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

Note: Estimates are for the nine-quarter period from 2017:Q1-2019:Q1 as a percent of average balances.

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

Note: Estimates are for the nine-quarter period from 2017:Q1-2019:Q1 as a percent of average balances.

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

Note: Estimates are for the nine-quarter period from 2017:Q1-2019:Q1 as a percent of average balances.

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Last Update: September 07, 2017