On January 28, 2016, the US Office of the Comptroller of the Currency released economic and financial market scenarios to be used by certain financial companies, including national banks and federal savings associations with total consolidated assets of more than $10 billion, to conduct upcoming stress tests. The supervisory scenarios include baseline, adverse and severely adverse scenarios, as described in the OCC’s final rules that implement annual stress test requirements under Section 165(i)(2) of the Dodd-Frank Act.

The OCC press release is available at: http://www.occ.gov/news-issuances/news-releases/2016/nr-occ-2016-8.html and the 2016 scenario information is available at: http://www.occ.gov/tools-forms/forms/bank-operations/stress-test-reporting.html.