This interim guidance sets forth the general processes and
factors to be used by the OCC in development and distributing the
stress test scenarios for the annual stress test required by the Dodd-
Frank Wall Street Reform and Consumer Protection Act of 2010 as
implemented by the Annual Stress Test final rule (Stress Test Rule)
published on October 9, 2012. Under the Stress Test Rule national banks
and Federal savings associations with total consolidated assets of more
than $10 billion (covered institutions) are required to conduct annual
stress tests using a minimum of three scenarios (baseline, adverse and
severely adverse) provided by the OCC. The Stress Test Rule specified
that the OCC will provide the required scenarios to the covered
institutions by November 15th of each year.
Received Date:
November 15 2012, at 12:00 AM Eastern Standard Time
Start-End Page:
68047 - 68050
Comment Start Date:
November 15 2012, at 12:00 AM Eastern Standard Time
Comment Due Date:
January 14 2013, at 11:59 PM Eastern Standard Time
Policy Statement: Principles for Development and Distribution of Annual Stress Test Scenarios
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