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Dodd-Frank Act Stress Test Publications

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Appendix C: Additional Aggregate Results

 

Figure C.1. First-lien mortgages, domestic loss rates in the severely adverse scenario
Figure C.1. First-lien mortgages, domestic loss rates in the severely adverse scenario
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Note: Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans and are calculated over nine quarters.

 

 

Figure C.2. Junior liens and HELOCs, domestic loss rates in the severely adverse scenario
Figure C.2. Junior liens and HELOCs, domestic loss rates in the severely adverse scenario
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Note: Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans and are calculated over nine quarters.

 

 

Figure C.3. Commercial and industrial loss rates in the severely adverse scenario
Figure C.3. Commercial and industrial loss rates in the severely adverse scenario
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Note: Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans and are calculated over nine quarters. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards.

 

 

Figure C.4. Commercial real estate, domestic loss rates in the severely adverse scenario
Figure C.4. Commercial real estate, domestic loss rates in the severely adverse scenario
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Note: Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans and are calculated over nine quarters.

 

 

Figure C.5. Credit card loss rates in the severely adverse scenario
Figure C.5. Credit card loss rates in the severely adverse scenario
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Note: Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans and are calculated over nine quarters.

 

 

Figure C.6. Other consumer loss rates in the severely adverse scenario
Figure C.6. Other consumer loss rates in the severely adverse scenario
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Note: Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans and are calculated over nine quarters. Other consumer loans include student loans and automobile loans.

 

 

Figure C.7. Other loans loss rates in the severely adverse scenario
Figure C.7. Other loans loss rates in the severely adverse scenario
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Note: Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans and are calculated over nine quarters. Other loans include international real estate loans.

 

 

Figure C.8. First-lien mortgages, domestic loss rates in the alternative severe scenario
Figure C.8. First-lien mortgages, domestic loss rates in the alternative severe scenario
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Note: Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans and are calculated over nine quarters.

 

 

Figure C.9. Junior liens and HELOCs, domestic loss rates in the alternative severe scenario
Figure C.9. Junior liens and HELOCs, domestic loss rates in the alternative severe scenario
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Note: Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans and are calculated over nine quarters.

 

 

Figure C.10. Commercial and industrial loss rates in the alternative severe scenario
Figure C.10. Commercial and industrial loss rates in the alternative severe scenario
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Note: Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans and are calculated over nine quarters. Commercial and industrial loans include small- and medium-enterprise loans and corporate cards.

 

 

Figure C.11. Commercial real estate, domestic loss rates in the alternative severe scenario
Figure C.11. Commercial real estate, domestic loss rates in the alternative severe scenario
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Note: Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans and are calculated over nine quarters.

 

 

Figure C.12. Credit card loss rates in the alternative severe scenario
Figure C.12. Credit card loss rates in the alternative severe scenario
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Note: Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans and are calculated over nine quarters.

 

 

Figure C.13. Other consumer loss rates in the alternative severe scenario
Figure C.13. Other consumer loss rates in the alternative severe scenario
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Note: Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans and are calculated over nine quarters. Other consumer loans include student loans and automobile loans.

 

 

Figure C.14. Other loans loss rates in the alternative severe scenario
Figure C.14. Other loans loss rates in the alternative severe scenario
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Note: Average loan balances used to calculate portfolio loss rates exclude loans held for sale, loans held for investment under the fair-value option, and PPP loans and are calculated over nine quarters. Other loans include international real estate loans.

 

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Last Update: August 29, 2022