Stress Test Reporting $10-$50 Billion - Initial

The Scenarios Variables Schedule should be reported through the Reporting Central application.
FDIC DFAST 10-50 - Scenario Variables Schedules: Cover Sheet
To conduct the stress test required, a Covered Institution may choose to project additional economic and financial variables beyond the
mandatory supervisory scenarios provided to estimate losses or revenues for some or all of its portfolios. The FDIC expects a Covered Institution
to ensure that the paths of any additional variables (including their timing) are consistent with the general economic environment assumed in the
supervisory scenarios. If additional variables are used, the Covered Institution must complete the following information for each scenario where
the institution chose to use additional variables. The following instructions provide guidance for institutions that choose to use additional
variables and scenarios to report.
If additional scenario variables are used, institutions are expected to complete the following tabs in this workbook and submit: Scenario Variables
Cover Sheet, Scenario Variables Definitions, Variables - Baseline Scenario, Variables - Adverse Scenario, and Variables - Severely Adverse Scenario .

Please see the FDIC DFAST 10-50 Reporting Form Instructions for additional guidance on completing these worksheets.

Institution Name:
RSSD ID:
CERT:
Planning Horizon Year 1:

2016

(Enter appropriate year)

Planning Horizon Year 2:

2017

(Enter appropriate year)

Submission Date (MM/DD/YYYY):

(Enter date)

The Scenarios Variables Schedule should be reported through the Reporting Central application.

Scenario Variables Cover Sheet
1

FDIC DFAST 10-50 Scenario Variables: Definitions
FDIC DFAST 10-50 - Baseline Scenario (additional variables used beyond those supplied)
Variable
Number
1
2
3
4
5
6
7
8
9
10

Variable Name

Variable Definition

FDIC DFAST 10-50 - Adverse Scenario (additional variables used beyond those supplied)
Variable
Number
1
2
3
4
5
6
7
8
9
10

Variable Name

Variable Definition

FDIC DFAST 10-50 - Severely Adverse Scenario (additional variables used beyond those supplied)
Variable
Number
1
2
3
4
5
6
7
8
9
10

Variable Name

Variable Definition

Scenario Variables Definitions
2

FDIC DFAST 10-50 Scenario Variables: Baseline Scenario

Variable Name

Actual

Projected

As of 9/30/2014

As of 12/31/2014

Year 1: 2016 -- Projected (in the quarter)
Q1

Q2

Q3

Year 2: 2017 -- Projected (in the quarter)
Q4

Q5

Q6

Q7

Q8

Variables-Baseline Scenario
3

FDIC DFAST 10-50 Scenario Variables: Adverse Scenario

Variable Name

Actual

Projected

As of 9/30/2014

As of 12/31/2014

Year 1: 2016 -- Projected (in the quarter)
Q1

Q2

Q3

Year 2: 2017 -- Projected (in the quarter)
Q4

Q5

Q6

Q7

Q8

Variables-Adverse Scenario
4

FDIC DFAST 10-50 Scenario Variables: Severely Adverse Scenario

Variable Name

Actual

Projected

As of 9/30/2014

As of 12/31/2014

Year 1: 2016 -- Projected (in the quarter)
Q1

Q2

Q3

Year 2: 2017 -- Projected (in the quarter)
Q4

Q5

Q6

Q7

Q8

Variables-Sev Adverse Scenario
5