Stress Testing Policy Statement

Title: Stress Testing Policy Statement
Subject: Stress testing
Agency: Federal Reserve
Status: Final rule
The Board is adopting a final policy statement on the approach to supervisory stress testing conducted under the Board’s stress testing rules and the Board’s capital plan rule. The system of models used in the supervisory stress test is designed to result in projections that are (i) from an independent supervisory perspective; (ii) forward-looking; (iii) consistent and comparable across covered companies; (iv) generated from simpler and more transparent approaches, where appropriate; (v) robust and stable; (vi) conservative; and (vii) able to capture the impact of economic stress.
FR Doc:
Date proposed: Dec. 15, 2017
Comments due date:
Final rule effective date: April 1, 2019
Rule compliance date:
Agency release:

Related Reg Report item(s):

Fed publishes final stress test policy statement, decides in favor of enhanced model disclosures