FRY14A Semi-Annual Scenario Form

Capital Assessment and Stress Testing

FR_Y-14A_Scenario_form_20151231

Macro Scenario - Semi-annual

OMB: 7100-0341

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FR Y-14A Schedule B - Scenario
FR Y-14A Scenario Schedule Cover Sheet
In addition to providing the name and RSSD ID of your institution on this cover sheet, all BHCs are
expected to complete the following three tabs in this workbook: Scenario Variable Definitions, BHC
Baseline Scenario and BHC Stress Scenario . If the BHC so chooses, it can provide additional stress
scenarios on additional tabs.

Institution Name:
RSSD ID:
Date of Data Submission:

FR Y-14A Schedule B - Scenario

Supervisory Baseline Scenario (additional variables used beyond those supplied)
CCSVP006
Variable
Number
CCSVR929

Variable Name
CCSVS019

Variable Definition
CCSVS064

1
2
3
4
5
6
7
8
9
10
Supervisory Adverse Scenario (additional variables used beyond those supplied)
CCSVP006
Variable
Number
CCSVR929

Variable Name
CCSVS019

Variable Definition
CCSVS064

1
2
3
4
5
6
7
8
9
10
Supervisory Severely Adverse Scenario (additional variables used beyond those supplied)
CCSVP006
Variable
Number
CCSVR929

Variable Name
CCSVS019
1
2
3
4
5
6
7
8
9
10

Variable Definition
CCSVS064

FR Y-14A Schedule B - Scenario

BHC Baseline Scenario (variables not included above)
CCSVP006
Variable
Number
CCSVR929

Variable Name
CCSVS019

Variable Definition
CCSVS064

1
2
3
4
5
6
7
8
9
10
BHC Stress Scenario (variables not included above)
CCSVP006
Variable
Number
CCSVR929

Variable Name
CCSVS019

Variable Definition
CCSVS064

1
2
3
4
5
6
7
8
9
10
BHC Additional Scenario #1 (variables not included above)
CCSVP006
Variable
Number
CCSVR929
1
2
3
4
5
6
7
8
9
10

Variable Name
CCSVS019

Variable Definition
CCSVS064

FR Y-14A Schedule B.1 - Supervisory Baseline Scenario

Variable Name
CCSVS019

Actual
As of Date
CCSVS291

PQ 1

PQ 2

PQ 3

PQ 4

Projected
PQ 5
CCSVP009

PQ 6

PQ 7

PQ 8

PQ 9

FR Y-14A Schedule B.2 - Supervisory Adverse Scenario

Variable Name
CCSVS019

Actual
As of Date
CCSVS291

PQ 1

PQ 2

PQ 3

PQ 4

Projected
PQ 5
CCSVP009

PQ 6

PQ 7

PQ 8

PQ 9

FR Y-14A Schedule B.3 - Supervisory Severely Adverse Scenario

Variable Name
CCSVS019

Actual
As of Date
CCSVS291

PQ 1

PQ 2

PQ 3

PQ 4

Projected
PQ 5
CCSVP009

PQ 6

PQ 7

PQ 8

PQ 9

FR Y-14A Schedule B.4 - BHC Baseline Scenario

Variable Name
CCSVS019

Actual
As of Date
CCSVS291

PQ 1

PQ 2

PQ 3

PQ 4

Projected
PQ 5
CCSVP009

PQ 6

PQ 7

PQ 8

PQ 9

FR Y-14A Schedule B.5 - BHC Adverse Scenario

Variable Name
CCSVS019

Actual
As of Date
CCSVS291

PQ 1

PQ 2

PQ 3

PQ 4

Projected
PQ 5
CCSVP009

PQ 6

PQ 7

PQ 8

PQ 9

FR Y-14A Schedule B.6 - Additional Scenario

Variable Name
CCSVS019

Actual
As of Date
CCSVS291

PQ 1

PQ 2

PQ 3

PQ 4

Projected
PQ 5
CCSVP009

PQ 6

PQ 7

PQ 8

PQ 9


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