OCC Releases Dodd-Frank Act Stress Test Scenarios for 2018

February 2, 2018

On Thursday, February 2, 2018, the OCC released economic and financial market scenarios for use in the upcoming stress tests for covered institutions with more than $10 billion in assets.

 

The supervisory scenarios include baseline, adverse, and severely adverse scenarios, as described in the OCC’s final rule that implements stress test requirements of the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010.

 

Covered institutions are required to use the scenarios to conduct annual stress tests. The results of the company-run stress tests provide the OCC with forward-looking information used in bank supervision and will assist the agency in assessing the company’s risk profile and capital adequacy.