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Amendments to Policy Statement on the Scenario Design Framework for Stress Testing

Fed · final-rule · Published 2019-02-28 · Effective 2019-04-01 · 84 FR 6651

Document

Document number
2019-03504
Federal Register citation
84 FR 6651
CFR reference
12 CFR 252
Type
Rule
Action
Final rule.
Category
final-rule
Agency
US Federal Reserve System
Publication date
2019-02-28
Effective date
2019-04-01
Docket
Regulation YY

Abstract

The Board is adopting amendments to its policy statement on the scenario design framework for stress testing. As revised, the policy statement clarifies that the Board may adopt a change in the unemployment rate in the severely adverse scenario of less than 4 percentage points under certain economic conditions and institutes a guide that limits procyclicality in the stress test for the change in the house price index in the severely adverse scenario.

Source

Authoritative
Federal Register document
Machine
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