Dodd-Frank Act Stress Tests 2023
Scenarios
- 2023 Stress Test Scenarios (PDF)
- Federal Reserve Board releases hypothetical scenarios for its 2023 bank stress tests
- Scenario Data
- 2023 Exploratory Market Shocks (Excel)
- 2023 Severely Adverse Market Shocks (Excel)
- 2023 Historic Domestic (CSV)
- 2023 Historic International (CSV)
- 2023 Supervisory Baseline Domestic (CSV)
- 2023 Supervisory Baseline International (CSV)
- 2023 Supervisory Severely Adverse Domestic (CSV)
- 2023 Supervisory Severely Adverse International (CSV)
On February 9, 2023, the two original scenario data files were updated from numbers with precise decimals to six data files reflecting rounded data.
Methodology
- Methodology Data
- Corporate High Risk (CSV)
- Corporate Low Risk (CSV)
- Corporate Typical Risk (CSV)
- Corporate Loans Data Definitions (PDF)
- CRE High Risk (CSV)
- CRE Low Risk (CSV)
- CRE Typical Risk (CSV)
- CRE Loans Data Definitions (PDF)
- U.S. First Lien High Risk (CSV)
- U.S. First Lien Low Risk (CSV)
- U.S. First Lien Typical Risk (CSV)
- First-Lien Mortgages Data Definitions (PDF)
- Cards High Risk (CSV)
- Cards Low Risk (CSV)
- Cards Typical Risk (CSV)
- Credit Card Accounts Data Definitions (PDF)
Results
- 2023 Federal Reserve Stress Test Results (PDF)
- Federal Reserve Board releases results of annual bank stress test, which demonstrates that large banks are well positioned to weather a severe recession and continue to lend to households and businesses even during a severe recession
- Results Data
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)