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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 Supervisory Scenarios Supervisory Stress Test Framework and Model Methodology Supervisory Stress Test Results under the Severely Adverse Scenario Appendix A: Supervisory Scenarios Appendix B: Firm-Specific Results Appendix C: Additional Aggregate Results

Appendix C: Additional Aggregate Results

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

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

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

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

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

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

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

Last Update: July 07, 2021