Board of Governors of the Federal Reserve System

Dodd-Frank Act Stress Tests 2022

Scenarios

• 2022 Stress Test Scenarios (PDF)
• Federal Reserve Board releases hypothetical scenarios for its 2022 bank stress tests
• Policy Statement on the Scenario Design Framework for Stress Testing (PDF)

• Scenario Data
  • 2022 Severely Adverse Market Shocks (Excel)
  • 2022 Historic Domestic (CSV)
  • 2022 Historic International (CSV)
  • 2022 Supervisory Baseline Domestic (CSV)
  • 2022 Supervisory Baseline International (CSV)
  • 2022 Supervisory Severely Adverse Domestic (CSV)
  • 2022 Supervisory Severely Adverse International (CSV)

Methodology

• 2022 Supervisory Stress Test Methodology (PDF)

• Methodology Data
  • Corporate High Risk (CSV)
  • Corporate Low Risk (CSV)
  • Corporate Typical (CSV)
  • Corporate Loans Data Definitions (PDF)
  • CRE High Risk (CSV)
  • CRE Low Risk (CSV)
  • CRE Typical (CSV)
  • CRE Loans Data Definitions (PDF)
  • First Lien High Risk (CSV)
  • First Lien Low Risk (CSV)
  • First Lien Typical (CSV)
  • First-Lien Mortgages Data Definitions (PDF)
  • Cards High Risk (CSV)
  • Cards Low Risk (CSV)
  • Cards Typical (CSV)
  • Credit Card Accounts Data Definitions (PDF)

Results

• 2022 Federal Reserve Stress Test Results (PDF)
• Federal Reserve Board releases results of annual bank stress test, which show that banks continue to have strong capital levels, allowing them to continue lending to households and businesses during a severe recession

• Results Data
  • Stress Test Results, 2013-2022 (CSV)
  • Stress Test Results Data Dictionary (PDF)

Capital Requirements – Stress Capital Buffer and Reconsiderations

• Federal Reserve Board announces the individual capital requirements for all large banks, effective on October 1
• Large Bank Capital Requirements (PDF)
• Order Delegating Authority to Provide Stress Capital Buffer Requirements

SCB Reconsideration Process

• Bank of America Corporation (PDF)
• Huntington Bancshares Incorporated (PDF)