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.