Board of Governors of the Federal Reserve System

Dodd-Frank Act Stress Tests 2024

Scenarios

• 2024 Stress Test Scenarios (PDF)
• Federal Reserve Board releases the hypothetical scenarios for its annual stress test

• Scenario Data
  • 2024 Severely Adverse Market Shocks (Excel)
  • 2024 Historic Domestic (CSV)
  • 2024 Historic International (CSV)
  • 2024 Supervisory Baseline Domestic (CSV)
  • 2024 Supervisory Baseline International (CSV)
  • 2024 Supervisory Severely Adverse Domestic (CSV)
  • 2024 Supervisory Severely Adverse International (CSV)
  • Domestic Data Definitions (PDF)
  • International Data Definitions (PDF)

Exploratory Analysis

• Exploratory Analysis of Risks to the Banking System (PDF)

• Analysis Data
  • 2024 Exploratory Market Shocks A (Excel)
  • 2024 Exploratory Market Shocks B (Excel)
  • 2024 Exploratory Macro Conditions Domestic A (CSV)
  • 2024 Exploratory Macro Conditions Domestic B (CSV)
  • 2024 Exploratory Macro Conditions International (CSV)
  • Domestic Data Definitions (PDF)
  • International Data Definitions (PDF)

Methodology

• 2024 Stress Test Methodology (PDF)

• 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)