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FDIC Releases Economic Scenarios For 2016 Stress Testing

FDIC Releases Economic Scenarios For 2016 Stress Testing

The Federal Deposit Insurance Corporation (FDIC) today released the economic scenarios that will be used by certain financial institutions with total consolidated assets of more than $10 billion for stress tests required under the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010.

The baseline, adverse, and severely adverse scenarios include key variables that reflect economic activity, including unemployment, exchange rates, prices, income, interest rates, and other salient aspects of the economy and financial markets.

The baseline scenario represents expectations of private sector economic forecasters. The adverse and severely adverse scenarios are not forecasts, rather, they are hypothetical scenarios designed to assess the strength and resilience of financial institutions and their ability to continue to meet the credit needs of households and businesses under stressed economic conditions.

The FDIC coordinated with the Board of Governors of the Federal Reserve System and the Office of the Comptroller of the Currency in developing and distributing these scenarios.

FDIC Releases Economic Scenarios For 2016 Stress Testing

DateEuro area real GDP growthEuro area inflationEuro area bilateral dollar exchange rate (USD/euro)Developing Asia real GDP growthDeveloping Asia inflationDeveloping Asia bilateral dollar exchange rate (F/USD, index)Japan real GDP growthJapan inflationJapan bilateral dollar exchange rate (yen/USD)U.K. real GDP growthU.K. inflationU.K. bilateral dollar exchange rate (USD/pound)
Q1 20013.81.10.87951.71062.6-1.2125.54.60.11.419
Q2 20010.14.10.8475.52.2106.1-0.7-0.3124.73.13.11.408
Q3 20010.31.40.914.71.1106.4-4.4-1.1119.22.611.469
Q4 20010.51.70.898.40.2106.9-0.5-1.41311.401.454
Q1 20020.930.8727.60.4107.3-0.9-2.7132.71.61.91.425
Q2 2002220.9868.11.2104.84.31.7119.93.30.91.525
Q3 20021.61.60.9887.31.3105.52.6-0.7121.73.91.41.57
Q4 20020.32.41.0496.40.9104.51.5-0.4118.83.61.91.61
Q1 2003-0.93.31.096.53.6105.5-2.2-1.6118.12.91.61.579
Q2 20030.40.31.152.31.21045.21.7119.93.70.31.653
Q3 200322.21.16514.20102.61.7-0.7111.43.11.71.662
Q4 20033.12.21.2612.95.6103.44.2-0.6107.131.71.784
Q1 200422.31.2295.54101.43.8-0.9104.22.71.31.84
Q2 20042.22.41.2187.14.1102.80.31.1109.42.211.813
Q3 20041.321.2428.23.9102.70.60.1110.20.91.11.809
Q4 20041.52.41.3546.30.998.9-11.7102.71.92.41.916
Q1 20050.61.51.29710.32.998.60.8-2.7107.22.82.61.889
Q2 20052.82.21.218.91.598.95.4-1.2110.94.41.91.793
Q3 200533.21.2069.32.398.61.4-1.3113.34.12.71.77
Q4 20052.42.51.18411.61.798.10.70.7117.95.91.41.719
Q1 20063.71.71.21410.92.496.81.71.3117.51.51.91.739
Q2 20064.42.51.2787.13.296.71.7-0.1114.51.231.849
Q3 20062.621.26910.32.196.4-0.30.51180.53.31.872
Q4 20064.40.91.3211.13.894.65.2-0.41192.32.61.959
Q1 20073.22.21.33713.73.6944-0.2117.63.92.61.969
Q2 20072.52.31.35210.64.991.90.60123.42.41.72.006
Q3 200722.11.4228.67.490.6-1.50.11153.10.22.039
Q4 200724.91.4612.96.189.43.42.2111.73.141.984
Q1 20082.34.21.5817.18.1882.71.399.913.71.986
Q2 2008-1.33.21.5756.16.488.7-4.61.6106.2-2.25.71.991
Q3 2008-2.23.21.4083.12.891.6-4.13.6105.9-6.65.81.78
Q4 2008-7.1-1.41.3920.1-0.992.3-12.5-2.290.8-8.70.51.462
Q1 2009-11.3-1.11.3263.8-1.494.2-15.1-3.699.2-6.1-0.11.43
Q2 2009-0.801.40215.42.392.37.1-1.796.4-0.82.21.645
Q3 20091.21.11.46312.63.991.30.4-1.289.50.63.51.6
Q4 200921.61.43395.290.77.1-1.693.11.431.617
Q1 20101.71.81.3539.84.689.85.80.993.41.541.519
Q2 20103.921.2299.83.491.14.6-1.288.53.33.21.495
Q3 20101.91.61.368.83.988.46.1-2.183.522.31.573
Q4 20102.12.61.3279.37.787.4-21.381.70.441.539
Q1 20113.53.61.4189.56.386.5-7.7-0.482.836.71.605
Q2 201103.21.4527.15.485.3-2.2-0.480.61.44.71.607
Q3 2011-0.11.41.3455.9587.411.20.3773.33.71.562
Q4 2011-1.23.51.2976.13.487.40.9-0.7770.63.41.554
Q1 2012-0.72.71.3337.13.286.43.61.982.40.92.11.599
Q2 2012-1.32.31.2675.9488.1-1.3-0.779.8-0.721.569
Q3 2012-0.61.61.2866.51.986.3-1.9-2.177.94.12.31.613
Q4 2012-1.72.41.3197.23.786-0.4086.6-0.241.626
Q1 2013-11.11.2826.34.286.340.494.22.72.91.519
Q2 20131.60.51.30173.187.33.10.699.22.41.71.521
Q3 201311.31.3547.43.586.822.498.33.82.11.618
Q4 20130.80.31.3786.5485.9-0.72.3105.32.61.51.657
Q1 20140.90.61.3785.91.586.950.71032.61.81.668
Q2 20140.20.11.36972.786.8-7.29.3101.33.21.51.711
Q3 20141.20.31.2637.52.287.2-2.81.3109.72.60.91.622
Q4 20141.5-0.41.215.6188.21.8-0.8119.92.7-0.61.558
Q1 20152.2-1.21.0745.8188.14.4-0.31201.5-1.21.485
Q2 20151.62.21.1156.22.988.5-0.51.7122.12.20.81.573
Q3 20151.2-0.11.11672.691.110119.81.811.512
Q4 20151.6-0.11.0866.22.392.21-0.3120.32.4-0.31.475
Q1 2016-4.4-0.41.002-1.40.1100.9-4.1-2.8117-2.6-0.81.439
Q2 2016-5.4-10.97-0.8-1.1105-7.5-3.7115.5-4.4-1.31.425
Q3 2016-4.4-1.30.9521.5-1.9107.2-9-4.3114.9-4.1-1.41.422
Q4 2016-3.4-1.20.9352.9-2.4108.7-9.6-4.6114.2-3.4-1.31.418
Q1 2017-1.6-0.90.9465-2.2107.1-8.1-3.8114.2-1.9-0.91.428
Q2 2017-0.2-0.50.9576.1-1.9105.3-6-3.1114.2-0.4-0.41.438
Q3 20170.9-0.10.9686.4-1.4103.5-4.1-2.5114.30.801.446
Q4 20171.60.20.9796.5-1101.9-2.4-2.1114.31.70.31.453
Q1 20182.10.40.9896.5-0.5100.5-1-1.7113.82.30.61.456
Q2 20182.30.60.9996.6-0.199.20.1-1.4113.42.70.81.457
Q3 20182.40.71.0096.70.398.10.9-1.1113.1311.459
Q4 20182.40.91.0186.80.897.31.4-0.7112.73.11.11.461
Q1 20192.311.02871.296.51.7-0.2112.13.11.31.466

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