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Board of Governors of the Federal Reserve System

The Federal Reserve, the central bank of the United States, provides the nation with a safe, flexible, and stable monetary and financial system.

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Preface Executive Summary Background on Dodd-Frank Act Stress Testing 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 — Accessible Version | Return to text
Estimates are for the nine-quarter period from 2018:Q1-2020:Q1 as a percent of average balances.

Figure D.2. Junior liens and
HELOCs domestic loss rates in the severely adverse scenario — Accessible Version | Return to text
Estimates are for the nine-quarter period from 2018:Q1-2020:Q1 as a percent of average balances.

Figure D.3. Commercial and
industrial loss rates in the severely adverse scenario — Accessible Version | Return to text
Note: Estimates are for the nine-quarter period from 2018:Q1-2020: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.

Figure D.4. Commercial real
estate domestic loss rates in the severely adverse scenario — Accessible Version | Return to text
Note: Estimates are for the nine-quarter period from 2018:Q1-2020:Q1 as a percent of average balances.

Figure D.5. Credit card loss
rates in the severely adverse scenario — Accessible Version | Return to text
Note: Estimates are for the nine-quarter period from 2018:Q1-2020:Q1 as a percent of average balances.

Figure D.6. Other consumer
loss rates in the severely adverse scenario — Accessible Version | Return to text
Note: Estimates are for the nine-quarter period from 2018:Q1-2020:Q1 as a percent of average balances.

Figure D.7. Other loans loss
rates in the severely adverse scenario — Accessible Version | Return to text
Note: Estimates are for the nine-quarter period from 2018:Q1-2020:Q1 as a percent of average balances.

Figure D.8. First-lien mortgages
domestic loss rates in the adverse scenario — Accessible Version | Return to text
Estimates are for the nine-quarter period from 2018:Q1-2020:Q1 as a percent of average balances.

Figure D.9. Junior liens and
HELOCs domestic loss rates in the adverse scenario — Accessible Version | Return to text
Estimates are for the nine-quarter period from 2018:Q1-2020:Q1 as a percent of average balances.

Figure D.10. Commercial and
industrial loss rates in the adverse scenario — Accessible Version | Return to text
Note: Estimates are for the nine-quarter period from 2018:Q1-2020: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.

Figure D.11. Commercial real
estate domestic loss rates in the adverse scenario — Accessible Version | Return to text
Note: Estimates are for the nine-quarter period from 2018:Q1-2020:Q1 as a percent of average balances.

Figure D.12. Credit card loss
rates in the adverse scenario — Accessible Version | Return to text
Note: Estimates are for the nine-quarter period from 2018:Q1-2020:Q1 as a percent of average balances.

Figure D.13. Other consumer
loss rates in the adverse scenario — Accessible Version | Return to text
Note: Estimates are for the nine-quarter period from 2018:Q1-2020:Q1 as a percent of average balances.

Figure D.14. Other loans loss
rates in the adverse scenario — Accessible Version | Return to text
Note: Estimates are for the nine-quarter period from 2018:Q1-2020:Q1 as a percent of average balances.

Last Update: July 19, 2018