Stress Test

The Stress Test model runs simple single-variable stress tests and displays their impacts on earnings and capital ratios.

Stress Test Overview

  • The Stress Test Overview contains Earnings Stress Test and Capital Stress test details:

The Stress Test Overview page will default to Step 1 of Section 1. Clicking "Launch Page" brings us to the Comparative Performance details:

This step runs single variable stress tests related to the selected institution’s earnings. 

Use the dropdown to switch between stress tests.

Step 2 brings us to Capital Stress Test: 

This step runs single variable stress tests related to the selected institution’s capital ratios.