Introduction

This document provides details about the models developed or selected by the Federal Reserve for use in the stress test. Transparency of the stress test models improves the public's understanding of the models used in the stress test while maintaining the efficacy of the test.2

This document is organized into the following sections:

 

References

 

 2. In 2019, the Board finalized a set of changes to its disclosure of model methodologies to facilitate the goal of improving the public's understanding of the stress test models. However, the models themselves continue to not be published in full. The disclosures in this document have been developed to increase the transparency of the stress test while maintaining its dynamism and effectiveness. See 84 Fed. Reg. 6651, 6664, 6784 (February 28, 2019). Return to text

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Last Update: April 12, 2024