Form FR Y-14A FR Y-14A Semi-Annual Scenario Form

Capital Assessments and Stress Testing

FR_Y-14A_Scenario_form

Macro Scenario - Semi-annual

OMB: 7100-0341

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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 or IHC 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 or IHC 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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