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Banking solution

Community Bank Stress Testing & CECL Model Support

Principal-led stress-testing analysis that connects official Federal Reserve scenarios to theory-consistent model selection, uncertainty, validation, and decision-ready documentation.

01 · Banking & Stress Testing

Historical context and theory-consistent stress models.

Stress testing begins with supervisory macroeconomic scenarios, then identifies the transformations and lags that best explain each bank outcome. Selected relationships are tested for economic logic, stability, scenario ordering, and documented performance before they are used to generate results.

  • Federal Reserve historical, supervisory baseline, and severely adverse scenario inputs
  • Systematic screening of levels, changes, growth rates, and alternative lags
  • Selected-model coefficients, diagnostics, scenario results, documentation, and exports

The model-results dashboard below uses a fictional institution, normalized values, and generic model labels. It contains no client logos, balances, assumptions, or confidential results. The economic-input library uses the Federal Reserve's official final 2026 scenario files.

Explore the Federal Reserve's 16 stress-test variablesActuals: 2015 Q1–2025 Q4 · Scenarios: 2026 Q1–2029 Q1
Actual historySupervisory baselineSupervisory severely adverseScenario horizon

Important: Federal Reserve supervisory scenarios are hypothetical paths designed for stress testing. They are not forecasts and do not assign probabilities to future economic outcomes.

Real GDP growth

Real gross domestic product in chained 2017 dollars.

Percent · annualized
Real GDP growth: actual history and 2026 supervisory scenario pathsActual 2025 Q4: 1%. By 2029 Q1, the supervisory baseline is 1.9% and the severely adverse path is 3.9%. Across the severely adverse horizon, the series ranges from -5.4% in 2026 Q1 to 4% in 2028 Q1. The chart displays actual quarterly values from 2015 Q1 through 2025 Q4, followed by supervisory baseline and severely adverse paths from 2026 Q1 through 2029 Q1.2026 Q1 · Supervisory baseline: 1.9%2026 Q2 · Supervisory baseline: 1.9%2026 Q3 · Supervisory baseline: 2%2026 Q4 · Supervisory baseline: 2%2027 Q1 · Supervisory baseline: 2.1%2027 Q2 · Supervisory baseline: 2.1%2027 Q3 · Supervisory baseline: 2%2027 Q4 · Supervisory baseline: 2%2028 Q1 · Supervisory baseline: 2%2028 Q2 · Supervisory baseline: 2%2028 Q3 · Supervisory baseline: 2%2028 Q4 · Supervisory baseline: 2%2029 Q1 · Supervisory baseline: 1.9%2026 Q1 · Supervisory severely adverse: -5.4%2026 Q2 · Supervisory severely adverse: -4.9%2026 Q3 · Supervisory severely adverse: -3.8%2026 Q4 · Supervisory severely adverse: -2.7%2027 Q1 · Supervisory severely adverse: -1.4%2027 Q2 · Supervisory severely adverse: -0.3%2027 Q3 · Supervisory severely adverse: 1.1%2027 Q4 · Supervisory severely adverse: 3%2028 Q1 · Supervisory severely adverse: 4%2028 Q2 · Supervisory severely adverse: 4%2028 Q3 · Supervisory severely adverse: 4%2028 Q4 · Supervisory severely adverse: 4%2029 Q1 · Supervisory severely adverse: 3.9%
Actual 2025 Q4: 1%. By 2029 Q1, the supervisory baseline is 1.9% and the severely adverse path is 3.9%. Across the severely adverse horizon, the series ranges from -5.4% in 2026 Q1 to 4% in 2028 Q1.
View quarterly scenario values
QuarterActualSupervisory baselineSeverely adverse
2025 Q41%——
2026 Q1—1.9%-5.4%
2026 Q2—1.9%-4.9%
2026 Q3—2%-3.8%
2026 Q4—2%-2.7%
2027 Q1—2.1%-1.4%
2027 Q2—2.1%-0.3%
2027 Q3—2%1.1%
2027 Q4—2%3%
2028 Q1—2%4%
2028 Q2—2%4%
2028 Q3—2%4%
2028 Q4—2%4%
2029 Q1—1.9%3.9%

Nominal GDP growth

Gross domestic product in current dollars.

Percent · annualized
Nominal GDP growth: actual history and 2026 supervisory scenario pathsActual 2025 Q4: 4%. By 2029 Q1, the supervisory baseline is 4.1% and the severely adverse path is 5.1%. Across the severely adverse horizon, the series ranges from -3.3% in 2026 Q2 to 5.1% in 2028 Q3. The chart displays actual quarterly values from 2015 Q1 through 2025 Q4, followed by supervisory baseline and severely adverse paths from 2026 Q1 through 2029 Q1.2026 Q1 · Supervisory baseline: 4.8%2026 Q2 · Supervisory baseline: 4.5%2026 Q3 · Supervisory baseline: 4.5%2026 Q4 · Supervisory baseline: 4.5%2027 Q1 · Supervisory baseline: 4.5%2027 Q2 · Supervisory baseline: 4.4%2027 Q3 · Supervisory baseline: 4.3%2027 Q4 · Supervisory baseline: 4.3%2028 Q1 · Supervisory baseline: 4.2%2028 Q2 · Supervisory baseline: 4.1%2028 Q3 · Supervisory baseline: 4.1%2028 Q4 · Supervisory baseline: 4%2029 Q1 · Supervisory baseline: 4.1%2026 Q1 · Supervisory severely adverse: -3.1%2026 Q2 · Supervisory severely adverse: -3.3%2026 Q3 · Supervisory severely adverse: -2.9%2026 Q4 · Supervisory severely adverse: -1.9%2027 Q1 · Supervisory severely adverse: -0.5%2027 Q2 · Supervisory severely adverse: 0.6%2027 Q3 · Supervisory severely adverse: 2%2027 Q4 · Supervisory severely adverse: 3.9%2028 Q1 · Supervisory severely adverse: 4.9%2028 Q2 · Supervisory severely adverse: 5%2028 Q3 · Supervisory severely adverse: 5.1%2028 Q4 · Supervisory severely adverse: 5.1%2029 Q1 · Supervisory severely adverse: 5.1%
Actual 2025 Q4: 4%. By 2029 Q1, the supervisory baseline is 4.1% and the severely adverse path is 5.1%. Across the severely adverse horizon, the series ranges from -3.3% in 2026 Q2 to 5.1% in 2028 Q3.
View quarterly scenario values
QuarterActualSupervisory baselineSeverely adverse
2025 Q44%——
2026 Q1—4.8%-3.1%
2026 Q2—4.5%-3.3%
2026 Q3—4.5%-2.9%
2026 Q4—4.5%-1.9%
2027 Q1—4.5%-0.5%
2027 Q2—4.4%0.6%
2027 Q3—4.3%2%
2027 Q4—4.3%3.9%
2028 Q1—4.2%4.9%
2028 Q2—4.1%5%
2028 Q3—4.1%5.1%
2028 Q4—4%5.1%
2029 Q1—4.1%5.1%

Real disposable income growth

Real disposable personal income.

Percent · annualized
Real disposable income growth: actual history and 2026 supervisory scenario pathsActual 2025 Q4: 1.1%. By 2029 Q1, the supervisory baseline is 2.1% and the severely adverse path is 2.8%. Across the severely adverse horizon, the series ranges from -1.1% in 2026 Q2 to 2.9% in 2028 Q1. The chart displays actual quarterly values from 2015 Q1 through 2025 Q4, followed by supervisory baseline and severely adverse paths from 2026 Q1 through 2029 Q1.2026 Q1 · Supervisory baseline: 3.1%2026 Q2 · Supervisory baseline: 2.1%2026 Q3 · Supervisory baseline: 1.9%2026 Q4 · Supervisory baseline: 2.2%2027 Q1 · Supervisory baseline: 2.4%2027 Q2 · Supervisory baseline: 2.3%2027 Q3 · Supervisory baseline: 2.2%2027 Q4 · Supervisory baseline: 2.2%2028 Q1 · Supervisory baseline: 2.1%2028 Q2 · Supervisory baseline: 2.1%2028 Q3 · Supervisory baseline: 2.1%2028 Q4 · Supervisory baseline: 2.1%2029 Q1 · Supervisory baseline: 2.1%2026 Q1 · Supervisory severely adverse: -0.9%2026 Q2 · Supervisory severely adverse: -1.1%2026 Q3 · Supervisory severely adverse: -0.7%2026 Q4 · Supervisory severely adverse: -0.3%2027 Q1 · Supervisory severely adverse: 0.3%2027 Q2 · Supervisory severely adverse: 0.7%2027 Q3 · Supervisory severely adverse: 1.5%2027 Q4 · Supervisory severely adverse: 2.4%2028 Q1 · Supervisory severely adverse: 2.9%2028 Q2 · Supervisory severely adverse: 2.9%2028 Q3 · Supervisory severely adverse: 2.9%2028 Q4 · Supervisory severely adverse: 2.9%2029 Q1 · Supervisory severely adverse: 2.8%
Actual 2025 Q4: 1.1%. By 2029 Q1, the supervisory baseline is 2.1% and the severely adverse path is 2.8%. Across the severely adverse horizon, the series ranges from -1.1% in 2026 Q2 to 2.9% in 2028 Q1.
View quarterly scenario values
QuarterActualSupervisory baselineSeverely adverse
2025 Q41.1%——
2026 Q1—3.1%-0.9%
2026 Q2—2.1%-1.1%
2026 Q3—1.9%-0.7%
2026 Q4—2.2%-0.3%
2027 Q1—2.4%0.3%
2027 Q2—2.3%0.7%
2027 Q3—2.2%1.5%
2027 Q4—2.2%2.4%
2028 Q1—2.1%2.9%
2028 Q2—2.1%2.9%
2028 Q3—2.1%2.9%
2028 Q4—2.1%2.9%
2029 Q1—2.1%2.8%

Nominal disposable income growth

Disposable personal income in current dollars.

Percent · annualized
Nominal disposable income growth: actual history and 2026 supervisory scenario pathsActual 2025 Q4: 3.9%. By 2029 Q1, the supervisory baseline is 4.3% and the severely adverse path is 4%. Across the severely adverse horizon, the series ranges from 0.2% in 2026 Q3 to 4% in 2028 Q4. The chart displays actual quarterly values from 2015 Q1 through 2025 Q4, followed by supervisory baseline and severely adverse paths from 2026 Q1 through 2029 Q1.2026 Q1 · Supervisory baseline: 6.2%2026 Q2 · Supervisory baseline: 4.8%2026 Q3 · Supervisory baseline: 4.5%2026 Q4 · Supervisory baseline: 4.6%2027 Q1 · Supervisory baseline: 4.8%2027 Q2 · Supervisory baseline: 4.6%2027 Q3 · Supervisory baseline: 4.4%2027 Q4 · Supervisory baseline: 4.4%2028 Q1 · Supervisory baseline: 4.4%2028 Q2 · Supervisory baseline: 4.4%2028 Q3 · Supervisory baseline: 4.3%2028 Q4 · Supervisory baseline: 4.3%2029 Q1 · Supervisory baseline: 4.3%2026 Q1 · Supervisory severely adverse: 1.4%2026 Q2 · Supervisory severely adverse: 0.5%2026 Q3 · Supervisory severely adverse: 0.2%2026 Q4 · Supervisory severely adverse: 0.5%2027 Q1 · Supervisory severely adverse: 1.2%2027 Q2 · Supervisory severely adverse: 1.6%2027 Q3 · Supervisory severely adverse: 2.3%2027 Q4 · Supervisory severely adverse: 3.2%2028 Q1 · Supervisory severely adverse: 3.8%2028 Q2 · Supervisory severely adverse: 3.9%2028 Q3 · Supervisory severely adverse: 3.9%2028 Q4 · Supervisory severely adverse: 4%2029 Q1 · Supervisory severely adverse: 4%
Actual 2025 Q4: 3.9%. By 2029 Q1, the supervisory baseline is 4.3% and the severely adverse path is 4%. Across the severely adverse horizon, the series ranges from 0.2% in 2026 Q3 to 4% in 2028 Q4.
View quarterly scenario values
QuarterActualSupervisory baselineSeverely adverse
2025 Q43.9%——
2026 Q1—6.2%1.4%
2026 Q2—4.8%0.5%
2026 Q3—4.5%0.2%
2026 Q4—4.6%0.5%
2027 Q1—4.8%1.2%
2027 Q2—4.6%1.6%
2027 Q3—4.4%2.3%
2027 Q4—4.4%3.2%
2028 Q1—4.4%3.8%
2028 Q2—4.4%3.9%
2028 Q3—4.3%3.9%
2028 Q4—4.3%4%
2029 Q1—4.3%4%

Unemployment rate

Seasonally adjusted civilian unemployment rate, age 16 and older.

Percent · quarterly
Unemployment rate: actual history and 2026 supervisory scenario pathsActual 2025 Q4: 4.5%. By 2029 Q1, the supervisory baseline is 4.2% and the severely adverse path is 8%. Across the severely adverse horizon, the series ranges from 5.9% in 2026 Q1 to 10% in 2027 Q3. The chart displays actual quarterly values from 2015 Q1 through 2025 Q4, followed by supervisory baseline and severely adverse paths from 2026 Q1 through 2029 Q1.2026 Q1 · Supervisory baseline: 4.6%2026 Q2 · Supervisory baseline: 4.6%2026 Q3 · Supervisory baseline: 4.6%2026 Q4 · Supervisory baseline: 4.5%2027 Q1 · Supervisory baseline: 4.5%2027 Q2 · Supervisory baseline: 4.4%2027 Q3 · Supervisory baseline: 4.3%2027 Q4 · Supervisory baseline: 4.3%2028 Q1 · Supervisory baseline: 4.3%2028 Q2 · Supervisory baseline: 4.3%2028 Q3 · Supervisory baseline: 4.3%2028 Q4 · Supervisory baseline: 4.3%2029 Q1 · Supervisory baseline: 4.2%2026 Q1 · Supervisory severely adverse: 5.9%2026 Q2 · Supervisory severely adverse: 7.2%2026 Q3 · Supervisory severely adverse: 8.2%2026 Q4 · Supervisory severely adverse: 9%2027 Q1 · Supervisory severely adverse: 9.5%2027 Q2 · Supervisory severely adverse: 9.9%2027 Q3 · Supervisory severely adverse: 10%2027 Q4 · Supervisory severely adverse: 9.8%2028 Q1 · Supervisory severely adverse: 9.4%2028 Q2 · Supervisory severely adverse: 9.1%2028 Q3 · Supervisory severely adverse: 8.7%2028 Q4 · Supervisory severely adverse: 8.4%2029 Q1 · Supervisory severely adverse: 8%
Actual 2025 Q4: 4.5%. By 2029 Q1, the supervisory baseline is 4.2% and the severely adverse path is 8%. Across the severely adverse horizon, the series ranges from 5.9% in 2026 Q1 to 10% in 2027 Q3.
View quarterly scenario values
QuarterActualSupervisory baselineSeverely adverse
2025 Q44.5%——
2026 Q1—4.6%5.9%
2026 Q2—4.6%7.2%
2026 Q3—4.6%8.2%
2026 Q4—4.5%9%
2027 Q1—4.5%9.5%
2027 Q2—4.4%9.9%
2027 Q3—4.3%10%
2027 Q4—4.3%9.8%
2028 Q1—4.3%9.4%
2028 Q2—4.3%9.1%
2028 Q3—4.3%8.7%
2028 Q4—4.3%8.4%
2029 Q1—4.2%8%

CPI inflation rate

All-items CPI-U, based on quarterly averages of seasonally adjusted monthly levels.

Percent · annualized
CPI inflation rate: actual history and 2026 supervisory scenario pathsActual 2025 Q4: 2.8%. By 2029 Q1, the supervisory baseline is 2.2% and the severely adverse path is 1.3%. Across the severely adverse horizon, the series ranges from 1% in 2026 Q4 to 2.5% in 2026 Q1. The chart displays actual quarterly values from 2015 Q1 through 2025 Q4, followed by supervisory baseline and severely adverse paths from 2026 Q1 through 2029 Q1.2026 Q1 · Supervisory baseline: 3%2026 Q2 · Supervisory baseline: 2.7%2026 Q3 · Supervisory baseline: 2.6%2026 Q4 · Supervisory baseline: 2.5%2027 Q1 · Supervisory baseline: 2.5%2027 Q2 · Supervisory baseline: 2.3%2027 Q3 · Supervisory baseline: 2.4%2027 Q4 · Supervisory baseline: 2.3%2028 Q1 · Supervisory baseline: 2.2%2028 Q2 · Supervisory baseline: 2.2%2028 Q3 · Supervisory baseline: 2.2%2028 Q4 · Supervisory baseline: 2.2%2029 Q1 · Supervisory baseline: 2.2%2026 Q1 · Supervisory severely adverse: 2.5%2026 Q2 · Supervisory severely adverse: 1.8%2026 Q3 · Supervisory severely adverse: 1.1%2026 Q4 · Supervisory severely adverse: 1%2027 Q1 · Supervisory severely adverse: 1.1%2027 Q2 · Supervisory severely adverse: 1.1%2027 Q3 · Supervisory severely adverse: 1.1%2027 Q4 · Supervisory severely adverse: 1.1%2028 Q1 · Supervisory severely adverse: 1.1%2028 Q2 · Supervisory severely adverse: 1.2%2028 Q3 · Supervisory severely adverse: 1.2%2028 Q4 · Supervisory severely adverse: 1.3%2029 Q1 · Supervisory severely adverse: 1.3%
Actual 2025 Q4: 2.8%. By 2029 Q1, the supervisory baseline is 2.2% and the severely adverse path is 1.3%. Across the severely adverse horizon, the series ranges from 1% in 2026 Q4 to 2.5% in 2026 Q1.
View quarterly scenario values
QuarterActualSupervisory baselineSeverely adverse
2025 Q42.8%——
2026 Q1—3%2.5%
2026 Q2—2.7%1.8%
2026 Q3—2.6%1.1%
2026 Q4—2.5%1%
2027 Q1—2.5%1.1%
2027 Q2—2.3%1.1%
2027 Q3—2.4%1.1%
2027 Q4—2.3%1.1%
2028 Q1—2.2%1.1%
2028 Q2—2.2%1.2%
2028 Q3—2.2%1.2%
2028 Q4—2.2%1.3%
2029 Q1—2.2%1.3%

3-month Treasury rate

Three-month Treasury bill secondary-market rate on a discount basis.

Percent · quarterly
3-month Treasury rate: actual history and 2026 supervisory scenario pathsActual 2025 Q4: 3.7%. By 2029 Q1, the supervisory baseline is 3% and the severely adverse path is 0.1%. Across the severely adverse horizon, the series ranges from 0.1% in 2026 Q2 to 2.5% in 2026 Q1. The chart displays actual quarterly values from 2015 Q1 through 2025 Q4, followed by supervisory baseline and severely adverse paths from 2026 Q1 through 2029 Q1.2026 Q1 · Supervisory baseline: 3.6%2026 Q2 · Supervisory baseline: 3.4%2026 Q3 · Supervisory baseline: 3.2%2026 Q4 · Supervisory baseline: 3.1%2027 Q1 · Supervisory baseline: 3.1%2027 Q2 · Supervisory baseline: 3.1%2027 Q3 · Supervisory baseline: 3.1%2027 Q4 · Supervisory baseline: 3.1%2028 Q1 · Supervisory baseline: 3.1%2028 Q2 · Supervisory baseline: 3%2028 Q3 · Supervisory baseline: 3%2028 Q4 · Supervisory baseline: 3%2029 Q1 · Supervisory baseline: 3%2026 Q1 · Supervisory severely adverse: 2.5%2026 Q2 · Supervisory severely adverse: 0.1%2026 Q3 · Supervisory severely adverse: 0.1%2026 Q4 · Supervisory severely adverse: 0.1%2027 Q1 · Supervisory severely adverse: 0.1%2027 Q2 · Supervisory severely adverse: 0.1%2027 Q3 · Supervisory severely adverse: 0.1%2027 Q4 · Supervisory severely adverse: 0.1%2028 Q1 · Supervisory severely adverse: 0.1%2028 Q2 · Supervisory severely adverse: 0.1%2028 Q3 · Supervisory severely adverse: 0.1%2028 Q4 · Supervisory severely adverse: 0.1%2029 Q1 · Supervisory severely adverse: 0.1%
Actual 2025 Q4: 3.7%. By 2029 Q1, the supervisory baseline is 3% and the severely adverse path is 0.1%. Across the severely adverse horizon, the series ranges from 0.1% in 2026 Q2 to 2.5% in 2026 Q1.
View quarterly scenario values
QuarterActualSupervisory baselineSeverely adverse
2025 Q43.7%——
2026 Q1—3.6%2.5%
2026 Q2—3.4%0.1%
2026 Q3—3.2%0.1%
2026 Q4—3.1%0.1%
2027 Q1—3.1%0.1%
2027 Q2—3.1%0.1%
2027 Q3—3.1%0.1%
2027 Q4—3.1%0.1%
2028 Q1—3.1%0.1%
2028 Q2—3%0.1%
2028 Q3—3%0.1%
2028 Q4—3%0.1%
2029 Q1—3%0.1%

5-year Treasury yield

Five-year U.S. Treasury note yield.

Percent · quarterly
5-year Treasury yield: actual history and 2026 supervisory scenario pathsActual 2025 Q4: 3.7%. By 2029 Q1, the supervisory baseline is 3.9% and the severely adverse path is 1.5%. Across the severely adverse horizon, the series ranges from 1.3% in 2026 Q4 to 2.4% in 2026 Q1. The chart displays actual quarterly values from 2015 Q1 through 2025 Q4, followed by supervisory baseline and severely adverse paths from 2026 Q1 through 2029 Q1.2026 Q1 · Supervisory baseline: 3.7%2026 Q2 · Supervisory baseline: 3.6%2026 Q3 · Supervisory baseline: 3.7%2026 Q4 · Supervisory baseline: 3.7%2027 Q1 · Supervisory baseline: 3.7%2027 Q2 · Supervisory baseline: 3.7%2027 Q3 · Supervisory baseline: 3.8%2027 Q4 · Supervisory baseline: 3.9%2028 Q1 · Supervisory baseline: 3.9%2028 Q2 · Supervisory baseline: 3.9%2028 Q3 · Supervisory baseline: 3.9%2028 Q4 · Supervisory baseline: 3.9%2029 Q1 · Supervisory baseline: 3.9%2026 Q1 · Supervisory severely adverse: 2.4%2026 Q2 · Supervisory severely adverse: 1.8%2026 Q3 · Supervisory severely adverse: 1.4%2026 Q4 · Supervisory severely adverse: 1.3%2027 Q1 · Supervisory severely adverse: 1.3%2027 Q2 · Supervisory severely adverse: 1.3%2027 Q3 · Supervisory severely adverse: 1.3%2027 Q4 · Supervisory severely adverse: 1.3%2028 Q1 · Supervisory severely adverse: 1.3%2028 Q2 · Supervisory severely adverse: 1.3%2028 Q3 · Supervisory severely adverse: 1.4%2028 Q4 · Supervisory severely adverse: 1.4%2029 Q1 · Supervisory severely adverse: 1.5%
Actual 2025 Q4: 3.7%. By 2029 Q1, the supervisory baseline is 3.9% and the severely adverse path is 1.5%. Across the severely adverse horizon, the series ranges from 1.3% in 2026 Q4 to 2.4% in 2026 Q1.
View quarterly scenario values
QuarterActualSupervisory baselineSeverely adverse
2025 Q43.7%——
2026 Q1—3.7%2.4%
2026 Q2—3.6%1.8%
2026 Q3—3.7%1.4%
2026 Q4—3.7%1.3%
2027 Q1—3.7%1.3%
2027 Q2—3.7%1.3%
2027 Q3—3.8%1.3%
2027 Q4—3.9%1.3%
2028 Q1—3.9%1.3%
2028 Q2—3.9%1.3%
2028 Q3—3.9%1.4%
2028 Q4—3.9%1.4%
2029 Q1—3.9%1.5%

10-year Treasury yield

Ten-year U.S. Treasury note yield.

Percent · quarterly
10-year Treasury yield: actual history and 2026 supervisory scenario pathsActual 2025 Q4: 4.1%. By 2029 Q1, the supervisory baseline is 4.1% and the severely adverse path is 2.7%. Across the severely adverse horizon, the series ranges from 2.3% in 2026 Q4 to 3.1% in 2026 Q1. The chart displays actual quarterly values from 2015 Q1 through 2025 Q4, followed by supervisory baseline and severely adverse paths from 2026 Q1 through 2029 Q1.2026 Q1 · Supervisory baseline: 4.1%2026 Q2 · Supervisory baseline: 4.1%2026 Q3 · Supervisory baseline: 4.1%2026 Q4 · Supervisory baseline: 4.1%2027 Q1 · Supervisory baseline: 4.1%2027 Q2 · Supervisory baseline: 4.1%2027 Q3 · Supervisory baseline: 4.1%2027 Q4 · Supervisory baseline: 4.2%2028 Q1 · Supervisory baseline: 4.1%2028 Q2 · Supervisory baseline: 4.1%2028 Q3 · Supervisory baseline: 4.1%2028 Q4 · Supervisory baseline: 4.1%2029 Q1 · Supervisory baseline: 4.1%2026 Q1 · Supervisory severely adverse: 3.1%2026 Q2 · Supervisory severely adverse: 2.7%2026 Q3 · Supervisory severely adverse: 2.4%2026 Q4 · Supervisory severely adverse: 2.3%2027 Q1 · Supervisory severely adverse: 2.3%2027 Q2 · Supervisory severely adverse: 2.3%2027 Q3 · Supervisory severely adverse: 2.4%2027 Q4 · Supervisory severely adverse: 2.4%2028 Q1 · Supervisory severely adverse: 2.4%2028 Q2 · Supervisory severely adverse: 2.5%2028 Q3 · Supervisory severely adverse: 2.5%2028 Q4 · Supervisory severely adverse: 2.6%2029 Q1 · Supervisory severely adverse: 2.7%
Actual 2025 Q4: 4.1%. By 2029 Q1, the supervisory baseline is 4.1% and the severely adverse path is 2.7%. Across the severely adverse horizon, the series ranges from 2.3% in 2026 Q4 to 3.1% in 2026 Q1.
View quarterly scenario values
QuarterActualSupervisory baselineSeverely adverse
2025 Q44.1%——
2026 Q1—4.1%3.1%
2026 Q2—4.1%2.7%
2026 Q3—4.1%2.4%
2026 Q4—4.1%2.3%
2027 Q1—4.1%2.3%
2027 Q2—4.1%2.3%
2027 Q3—4.1%2.4%
2027 Q4—4.2%2.4%
2028 Q1—4.1%2.4%
2028 Q2—4.1%2.5%
2028 Q3—4.1%2.5%
2028 Q4—4.1%2.6%
2029 Q1—4.1%2.7%

BBB corporate yield

ICE BofAML U.S. Corporate 7–10 Year Yield-to-Maturity Index; this is a yield, not a spread.

Percent · quarterly
BBB corporate yield: actual history and 2026 supervisory scenario pathsActual 2025 Q4: 5.1%. By 2029 Q1, the supervisory baseline is 5.6% and the severely adverse path is 4.5%. Across the severely adverse horizon, the series ranges from 4.5% in 2029 Q1 to 8.2% in 2026 Q2. The chart displays actual quarterly values from 2015 Q1 through 2025 Q4, followed by supervisory baseline and severely adverse paths from 2026 Q1 through 2029 Q1.2026 Q1 · Supervisory baseline: 5.2%2026 Q2 · Supervisory baseline: 5.3%2026 Q3 · Supervisory baseline: 5.3%2026 Q4 · Supervisory baseline: 5.4%2027 Q1 · Supervisory baseline: 5.4%2027 Q2 · Supervisory baseline: 5.5%2027 Q3 · Supervisory baseline: 5.5%2027 Q4 · Supervisory baseline: 5.6%2028 Q1 · Supervisory baseline: 5.6%2028 Q2 · Supervisory baseline: 5.6%2028 Q3 · Supervisory baseline: 5.6%2028 Q4 · Supervisory baseline: 5.6%2029 Q1 · Supervisory baseline: 5.6%2026 Q1 · Supervisory severely adverse: 7.5%2026 Q2 · Supervisory severely adverse: 8.2%2026 Q3 · Supervisory severely adverse: 8.1%2026 Q4 · Supervisory severely adverse: 7.9%2027 Q1 · Supervisory severely adverse: 7.5%2027 Q2 · Supervisory severely adverse: 7.1%2027 Q3 · Supervisory severely adverse: 6.7%2027 Q4 · Supervisory severely adverse: 6.3%2028 Q1 · Supervisory severely adverse: 5.9%2028 Q2 · Supervisory severely adverse: 5.5%2028 Q3 · Supervisory severely adverse: 5.2%2028 Q4 · Supervisory severely adverse: 4.8%2029 Q1 · Supervisory severely adverse: 4.5%
Actual 2025 Q4: 5.1%. By 2029 Q1, the supervisory baseline is 5.6% and the severely adverse path is 4.5%. Across the severely adverse horizon, the series ranges from 4.5% in 2029 Q1 to 8.2% in 2026 Q2.
View quarterly scenario values
QuarterActualSupervisory baselineSeverely adverse
2025 Q45.1%——
2026 Q1—5.2%7.5%
2026 Q2—5.3%8.2%
2026 Q3—5.3%8.1%
2026 Q4—5.4%7.9%
2027 Q1—5.4%7.5%
2027 Q2—5.5%7.1%
2027 Q3—5.5%6.7%
2027 Q4—5.6%6.3%
2028 Q1—5.6%5.9%
2028 Q2—5.6%5.5%
2028 Q3—5.6%5.2%
2028 Q4—5.6%4.8%
2029 Q1—5.6%4.5%

Mortgage rate

Conventional conforming 30-year fixed mortgage rate.

Percent · quarterly
Mortgage rate: actual history and 2026 supervisory scenario pathsActual 2025 Q4: 6.2%. By 2029 Q1, the supervisory baseline is 5.7% and the severely adverse path is 5.1%. Across the severely adverse horizon, the series ranges from 5.1% in 2028 Q4 to 6% in 2026 Q1. The chart displays actual quarterly values from 2015 Q1 through 2025 Q4, followed by supervisory baseline and severely adverse paths from 2026 Q1 through 2029 Q1.2026 Q1 · Supervisory baseline: 6.1%2026 Q2 · Supervisory baseline: 6%2026 Q3 · Supervisory baseline: 6%2026 Q4 · Supervisory baseline: 6%2027 Q1 · Supervisory baseline: 5.9%2027 Q2 · Supervisory baseline: 5.9%2027 Q3 · Supervisory baseline: 5.8%2027 Q4 · Supervisory baseline: 5.8%2028 Q1 · Supervisory baseline: 5.8%2028 Q2 · Supervisory baseline: 5.8%2028 Q3 · Supervisory baseline: 5.7%2028 Q4 · Supervisory baseline: 5.7%2029 Q1 · Supervisory baseline: 5.7%2026 Q1 · Supervisory severely adverse: 6%2026 Q2 · Supervisory severely adverse: 5.9%2026 Q3 · Supervisory severely adverse: 5.8%2026 Q4 · Supervisory severely adverse: 5.7%2027 Q1 · Supervisory severely adverse: 5.6%2027 Q2 · Supervisory severely adverse: 5.5%2027 Q3 · Supervisory severely adverse: 5.4%2027 Q4 · Supervisory severely adverse: 5.3%2028 Q1 · Supervisory severely adverse: 5.3%2028 Q2 · Supervisory severely adverse: 5.2%2028 Q3 · Supervisory severely adverse: 5.2%2028 Q4 · Supervisory severely adverse: 5.1%2029 Q1 · Supervisory severely adverse: 5.1%
Actual 2025 Q4: 6.2%. By 2029 Q1, the supervisory baseline is 5.7% and the severely adverse path is 5.1%. Across the severely adverse horizon, the series ranges from 5.1% in 2028 Q4 to 6% in 2026 Q1.
View quarterly scenario values
QuarterActualSupervisory baselineSeverely adverse
2025 Q46.2%——
2026 Q1—6.1%6%
2026 Q2—6%5.9%
2026 Q3—6%5.8%
2026 Q4—6%5.7%
2027 Q1—5.9%5.6%
2027 Q2—5.9%5.5%
2027 Q3—5.8%5.4%
2027 Q4—5.8%5.3%
2028 Q1—5.8%5.3%
2028 Q2—5.8%5.2%
2028 Q3—5.7%5.2%
2028 Q4—5.7%5.1%
2029 Q1—5.7%5.1%

Prime rate

Federal Reserve H.15 bank prime loan rate.

Percent · quarterly
Prime rate: actual history and 2026 supervisory scenario pathsActual 2025 Q4: 7%. By 2029 Q1, the supervisory baseline is 6% and the severely adverse path is 3.1%. Across the severely adverse horizon, the series ranges from 3.1% in 2026 Q2 to 5.5% in 2026 Q1. The chart displays actual quarterly values from 2015 Q1 through 2025 Q4, followed by supervisory baseline and severely adverse paths from 2026 Q1 through 2029 Q1.2026 Q1 · Supervisory baseline: 6.6%2026 Q2 · Supervisory baseline: 6.4%2026 Q3 · Supervisory baseline: 6.2%2026 Q4 · Supervisory baseline: 6.1%2027 Q1 · Supervisory baseline: 6.1%2027 Q2 · Supervisory baseline: 6.1%2027 Q3 · Supervisory baseline: 6.1%2027 Q4 · Supervisory baseline: 6.1%2028 Q1 · Supervisory baseline: 6.1%2028 Q2 · Supervisory baseline: 6%2028 Q3 · Supervisory baseline: 6%2028 Q4 · Supervisory baseline: 6%2029 Q1 · Supervisory baseline: 6%2026 Q1 · Supervisory severely adverse: 5.5%2026 Q2 · Supervisory severely adverse: 3.1%2026 Q3 · Supervisory severely adverse: 3.1%2026 Q4 · Supervisory severely adverse: 3.1%2027 Q1 · Supervisory severely adverse: 3.1%2027 Q2 · Supervisory severely adverse: 3.1%2027 Q3 · Supervisory severely adverse: 3.1%2027 Q4 · Supervisory severely adverse: 3.1%2028 Q1 · Supervisory severely adverse: 3.1%2028 Q2 · Supervisory severely adverse: 3.1%2028 Q3 · Supervisory severely adverse: 3.1%2028 Q4 · Supervisory severely adverse: 3.1%2029 Q1 · Supervisory severely adverse: 3.1%
Actual 2025 Q4: 7%. By 2029 Q1, the supervisory baseline is 6% and the severely adverse path is 3.1%. Across the severely adverse horizon, the series ranges from 3.1% in 2026 Q2 to 5.5% in 2026 Q1.
View quarterly scenario values
QuarterActualSupervisory baselineSeverely adverse
2025 Q47%——
2026 Q1—6.6%5.5%
2026 Q2—6.4%3.1%
2026 Q3—6.2%3.1%
2026 Q4—6.1%3.1%
2027 Q1—6.1%3.1%
2027 Q2—6.1%3.1%
2027 Q3—6.1%3.1%
2027 Q4—6.1%3.1%
2028 Q1—6.1%3.1%
2028 Q2—6%3.1%
2028 Q3—6%3.1%
2028 Q4—6%3.1%
2029 Q1—6%3.1%

Dow Jones Total Stock Market Index (Level)

Dow Jones Total Stock Market Index; not the Dow Jones Industrial Average.

Index level
Dow Jones Total Stock Market Index (Level): actual history and 2026 supervisory scenario pathsActual 2025 Q4: 67,501.5. By 2029 Q1, the supervisory baseline is 77,450.9 and the severely adverse path is 55,199.9. Across the severely adverse horizon, the series ranges from 28,490.3 in 2026 Q3 to 55,199.9 in 2029 Q1. The chart displays actual quarterly values from 2015 Q1 through 2025 Q4, followed by supervisory baseline and severely adverse paths from 2026 Q1 through 2029 Q1.2026 Q1 · Supervisory baseline: 68,298.92026 Q2 · Supervisory baseline: 69,057.12026 Q3 · Supervisory baseline: 69,8202026 Q4 · Supervisory baseline: 70,5922027 Q1 · Supervisory baseline: 71,366.42027 Q2 · Supervisory baseline: 72,137.72027 Q3 · Supervisory baseline: 72,894.62027 Q4 · Supervisory baseline: 73,663.82028 Q1 · Supervisory baseline: 74,418.92028 Q2 · Supervisory baseline: 75,173.92028 Q3 · Supervisory baseline: 75,9292028 Q4 · Supervisory baseline: 76,6842029 Q1 · Supervisory baseline: 77,450.92026 Q1 · Supervisory severely adverse: 41,3642026 Q2 · Supervisory severely adverse: 34,732.12026 Q3 · Supervisory severely adverse: 28,490.32026 Q4 · Supervisory severely adverse: 31,161.22027 Q1 · Supervisory severely adverse: 33,832.22027 Q2 · Supervisory severely adverse: 36,503.22027 Q3 · Supervisory severely adverse: 39,174.12027 Q4 · Supervisory severely adverse: 41,845.12028 Q1 · Supervisory severely adverse: 44,516.12028 Q2 · Supervisory severely adverse: 47,1872028 Q3 · Supervisory severely adverse: 49,8582028 Q4 · Supervisory severely adverse: 52,528.92029 Q1 · Supervisory severely adverse: 55,199.9
Actual 2025 Q4: 67,501.5. By 2029 Q1, the supervisory baseline is 77,450.9 and the severely adverse path is 55,199.9. Across the severely adverse horizon, the series ranges from 28,490.3 in 2026 Q3 to 55,199.9 in 2029 Q1.
View quarterly scenario values
QuarterActualSupervisory baselineSeverely adverse
2025 Q467,501.5——
2026 Q1—68,298.941,364
2026 Q2—69,057.134,732.1
2026 Q3—69,82028,490.3
2026 Q4—70,59231,161.2
2027 Q1—71,366.433,832.2
2027 Q2—72,137.736,503.2
2027 Q3—72,894.639,174.1
2027 Q4—73,663.841,845.1
2028 Q1—74,418.944,516.1
2028 Q2—75,173.947,187
2028 Q3—75,92949,858
2028 Q4—76,68452,528.9
2029 Q1—77,450.955,199.9

House Price Index (Level)

Federal Reserve Z.1 Price Index for Owner-Occupied Real Estate.

Index level
House Price Index (Level): actual history and 2026 supervisory scenario pathsActual 2025 Q4: 323.4. By 2029 Q1, the supervisory baseline is 329.7 and the severely adverse path is 245.9. Across the severely adverse horizon, the series ranges from 227.3 in 2027 Q4 to 303 in 2026 Q1. The chart displays actual quarterly values from 2015 Q1 through 2025 Q4, followed by supervisory baseline and severely adverse paths from 2026 Q1 through 2029 Q1.2026 Q1 · Supervisory baseline: 324.72026 Q2 · Supervisory baseline: 325.82026 Q3 · Supervisory baseline: 326.32026 Q4 · Supervisory baseline: 326.72027 Q1 · Supervisory baseline: 3272027 Q2 · Supervisory baseline: 327.32027 Q3 · Supervisory baseline: 327.42027 Q4 · Supervisory baseline: 327.62028 Q1 · Supervisory baseline: 327.82028 Q2 · Supervisory baseline: 328.22028 Q3 · Supervisory baseline: 328.62028 Q4 · Supervisory baseline: 329.12029 Q1 · Supervisory baseline: 329.72026 Q1 · Supervisory severely adverse: 3032026 Q2 · Supervisory severely adverse: 283.22026 Q3 · Supervisory severely adverse: 273.12026 Q4 · Supervisory severely adverse: 263.12027 Q1 · Supervisory severely adverse: 253.62027 Q2 · Supervisory severely adverse: 244.42027 Q3 · Supervisory severely adverse: 235.72027 Q4 · Supervisory severely adverse: 227.32028 Q1 · Supervisory severely adverse: 230.82028 Q2 · Supervisory severely adverse: 234.52028 Q3 · Supervisory severely adverse: 238.22028 Q4 · Supervisory severely adverse: 2422029 Q1 · Supervisory severely adverse: 245.9
Actual 2025 Q4: 323.4. By 2029 Q1, the supervisory baseline is 329.7 and the severely adverse path is 245.9. Across the severely adverse horizon, the series ranges from 227.3 in 2027 Q4 to 303 in 2026 Q1.
View quarterly scenario values
QuarterActualSupervisory baselineSeverely adverse
2025 Q4323.4——
2026 Q1—324.7303
2026 Q2—325.8283.2
2026 Q3—326.3273.1
2026 Q4—326.7263.1
2027 Q1—327253.6
2027 Q2—327.3244.4
2027 Q3—327.4235.7
2027 Q4—327.6227.3
2028 Q1—327.8230.8
2028 Q2—328.2234.5
2028 Q3—328.6238.2
2028 Q4—329.1242
2029 Q1—329.7245.9

Commercial Real Estate Price Index (Level)

Federal Reserve Z.1 Commercial Real Estate Price Index.

Index level
Commercial Real Estate Price Index (Level): actual history and 2026 supervisory scenario pathsActual 2025 Q4: 305.8. By 2029 Q1, the supervisory baseline is 350.9 and the severely adverse path is 196.4. Across the severely adverse horizon, the series ranges from 187 in 2027 Q4 to 291 in 2026 Q1. The chart displays actual quarterly values from 2015 Q1 through 2025 Q4, followed by supervisory baseline and severely adverse paths from 2026 Q1 through 2029 Q1.2026 Q1 · Supervisory baseline: 309.52026 Q2 · Supervisory baseline: 312.92026 Q3 · Supervisory baseline: 316.32026 Q4 · Supervisory baseline: 319.82027 Q1 · Supervisory baseline: 323.42027 Q2 · Supervisory baseline: 326.82027 Q3 · Supervisory baseline: 330.32027 Q4 · Supervisory baseline: 333.82028 Q1 · Supervisory baseline: 337.22028 Q2 · Supervisory baseline: 340.62028 Q3 · Supervisory baseline: 3442028 Q4 · Supervisory baseline: 347.42029 Q1 · Supervisory baseline: 350.92026 Q1 · Supervisory severely adverse: 2912026 Q2 · Supervisory severely adverse: 276.12026 Q3 · Supervisory severely adverse: 261.32026 Q4 · Supervisory severely adverse: 246.42027 Q1 · Supervisory severely adverse: 231.62027 Q2 · Supervisory severely adverse: 216.72027 Q3 · Supervisory severely adverse: 201.92027 Q4 · Supervisory severely adverse: 1872028 Q1 · Supervisory severely adverse: 188.92028 Q2 · Supervisory severely adverse: 190.72028 Q3 · Supervisory severely adverse: 192.62028 Q4 · Supervisory severely adverse: 194.52029 Q1 · Supervisory severely adverse: 196.4
Actual 2025 Q4: 305.8. By 2029 Q1, the supervisory baseline is 350.9 and the severely adverse path is 196.4. Across the severely adverse horizon, the series ranges from 187 in 2027 Q4 to 291 in 2026 Q1.
View quarterly scenario values
QuarterActualSupervisory baselineSeverely adverse
2025 Q4305.8——
2026 Q1—309.5291
2026 Q2—312.9276.1
2026 Q3—316.3261.3
2026 Q4—319.8246.4
2027 Q1—323.4231.6
2027 Q2—326.8216.7
2027 Q3—330.3201.9
2027 Q4—333.8187
2028 Q1—337.2188.9
2028 Q2—340.6190.7
2028 Q3—344192.6
2028 Q4—347.4194.5
2029 Q1—350.9196.4

Market Volatility Index (Level)

VIX maximum close-of-day value observed within the quarter.

Index level
Market Volatility Index (Level): actual history and 2026 supervisory scenario pathsActual 2025 Q4: 26.4. By 2029 Q1, the supervisory baseline is 24.6 and the severely adverse path is 28.2. Across the severely adverse horizon, the series ranges from 28.2 in 2029 Q1 to 72 in 2026 Q2. The chart displays actual quarterly values from 2015 Q1 through 2025 Q4, followed by supervisory baseline and severely adverse paths from 2026 Q1 through 2029 Q1.2026 Q1 · Supervisory baseline: 232026 Q2 · Supervisory baseline: 222026 Q3 · Supervisory baseline: 21.92026 Q4 · Supervisory baseline: 22.12027 Q1 · Supervisory baseline: 22.52027 Q2 · Supervisory baseline: 22.92027 Q3 · Supervisory baseline: 23.22027 Q4 · Supervisory baseline: 23.52028 Q1 · Supervisory baseline: 23.82028 Q2 · Supervisory baseline: 24.12028 Q3 · Supervisory baseline: 24.32028 Q4 · Supervisory baseline: 24.52029 Q1 · Supervisory baseline: 24.62026 Q1 · Supervisory severely adverse: 59.72026 Q2 · Supervisory severely adverse: 722026 Q3 · Supervisory severely adverse: 70.92026 Q4 · Supervisory severely adverse: 66.62027 Q1 · Supervisory severely adverse: 62.32027 Q2 · Supervisory severely adverse: 58.12027 Q3 · Supervisory severely adverse: 53.82027 Q4 · Supervisory severely adverse: 49.52028 Q1 · Supervisory severely adverse: 45.32028 Q2 · Supervisory severely adverse: 412028 Q3 · Supervisory severely adverse: 36.72028 Q4 · Supervisory severely adverse: 32.52029 Q1 · Supervisory severely adverse: 28.2
Actual 2025 Q4: 26.4. By 2029 Q1, the supervisory baseline is 24.6 and the severely adverse path is 28.2. Across the severely adverse horizon, the series ranges from 28.2 in 2029 Q1 to 72 in 2026 Q2.
View quarterly scenario values
QuarterActualSupervisory baselineSeverely adverse
2025 Q426.4——
2026 Q1—2359.7
2026 Q2—2272
2026 Q3—21.970.9
2026 Q4—22.166.6
2027 Q1—22.562.3
2027 Q2—22.958.1
2027 Q3—23.253.8
2027 Q4—23.549.5
2028 Q1—23.845.3
2028 Q2—24.141
2028 Q3—24.336.7
2028 Q4—24.532.5
2029 Q1—24.628.2

Source and vintage: Board of Governors of the Federal Reserve System, final 2026 supervisory stress test scenario package. Charts use the official actual series from 2015 Q1 through the 2025 Q4 jump-off and the final scenario paths through 2029 Q1. Federal Reserve identification does not imply endorsement.

Step 01 · Economic inputs

Federal Reserve stress-test scenarios.

Review all 16 domestic variables using the Federal Reserve's official historical record, supervisory baseline, and supervisory severely adverse paths. These are the macroeconomic inputs; the bank-specific analytical task is determining which forms and timing of those variables explain each portfolio outcome.

Step 02 · Model selection

Finding the right relationship is a needle-in-a-haystack problem.

Transformations · lags · signs · fit · validation

Step 02 · Model selection

How candidate relationships are filtered.

Each macroeconomic series can enter a model in levels, changes, growth rates, and multiple lags—creating thousands of plausible specifications for a single bank outcome. Dearmon Analytics filters those combinations for predictive fit, economic logic, stability, and scenario ordering before a model reaches the results dashboard.

  1. TransformLevels, changes, and growth rates
  2. LagAlternative timing relationships
  3. FilterFit, coefficient signs, and stability
  4. ValidateBacktesting and scenario ordering
Specification filter

Carry the selected relationships through each scenario.

Choose the bank outcome, allowable transformations, timing, and review guardrails. Only a small, decision-ready shortlist appears before the selected relationship is carried into scenario review.

Review guardrails
3 shortlisted modelsRanked by BIC · Maximum four shown
M-04Best ranked

Quarterly change · Lag 2Q

R²
0.81
BIC
-218.4
Drivers
4
Unemployment · Real GDP · Prime rate · House prices
M-09Candidate

Year-over-year growth · Lag 4Q

R²
0.78
BIC
-211.7
Drivers
3
Unemployment · Disposable income · CRE prices
M-15Candidate

Level · Lag 4Q

R²
0.74
BIC
-206.8
Drivers
3
BBB yield · Mortgage rate · VIX

Interactive workflow demonstration using fictional model specifications and synthetic results.

Step 03 · Model results

Surface the needles—not the haystack.

Paths · uncertainty · coefficients · diagnostics

Step 03 · Model results

Carry the selected relationships through each scenario.

Review the modeled bank outcome, uncertainty, coefficient signs, fit statistics, backtesting, scenario ordering, documentation, and export status in one governed workflow.

Selected model and scenario results
Sanitized recreation · Synthetic data
Portfolio Commercial & industrialModel M-04Specification Quarterly changeView Scenarios + uncertainty
Scenario inputsSpecification filterModel resultsValidation & export
Selected modelM-04
Retained drivers4
Selected R²0.81
Selected BIC−218.4
Modeled outcome & scenario pathsQuarterly · Normalized
Synthetic historical portfolio series with baseline and adverse prediction intervalsA solid black line shows 44 observed quarters. After the forecast divider, a solid cobalt baseline and a dashed coral adverse path each sit inside a synthetic 80 percent prediction interval.HistoryForecastObservedBaselineAdverseBaseline 80% PIAdverse 80% PI
Observed historyBaselineAdverseBaseline 80% PIAdverse 80% PI

Prediction intervals show synthetic model uncertainty conditional on each scenario; they are not scenario probabilities.

Model reviewRegression summary
Target
Δ charge-off rate
Historical fit
Within review band
Coefficient signs
4 of 4 aligned
Scenario ordering
Passed
Documentation
Model card ready
Coefficient-sign reviewSynthetic model M-04
DriverCoefficientExpected effectReview
Unemployment rate+0.42PositiveAligned
Real GDP growth−0.31NegativeAligned
Prime rate+0.18PositiveAligned
House-price growth−0.14NegativeAligned
Validation diagnosticsFiltered model set
0.55Selected M-04 · 0.810.90
Backtest
Passed
Adverse ordering
Passed
Residual review
Documented
Exports
Results · model card
Sanitized recreation based on completed community-bank stress-testing dashboard work. Institution, portfolio, model, coefficients, metrics, scenarios, and results are fictional and synthetic.

Community-bank stress testing

Move from supervisory scenarios to reviewable bank results.

Start with portfolio coverage, data readiness, modeling requirements, validation expectations, and the documentation your institution needs.

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