“The Federal Reserve Board on Thursday, January 28, 2016 released the supervisory scenarios for the 2016 Comprehensive Capital Analysis and Review (CCAR) and Dodd-Frank Act stress test exercises and also issued instructions to firms participating in CCAR. This year, CCAR will include 33 bank holding companies with $50 billion or more in total consolidated assets. CCAR evaluates the capital planning processes and capital adequacy of the largest U.S.-based bank holding companies, including the firms’ planned capital actions such as dividend payments and share buybacks and issuances. The Dodd-Frank Act stress tests are a forward-looking component to help assess whether firms have sufficient capital.  Strong capital positions can absorb losses and help ensure that banking organizations have the ability to lend to households and businesses even in times of financial and economic stress. Financial institutions are required to use the supervisory scenarios in both the stress tests conducted as part of CCAR and those required by the Dodd-Frank Act. The outcomes are measured under three scenarios: severely adverse, adverse, and baseline.”

• Comprehensive Capital Analysis and Review 2016 Summary Instructions (PDF)
• 2016 Supervisory Scenarios for Annual Stress Tests Required under the Dodd-Frank Act Stress Testing Rules and the Capital Plan Rule (PDF)
• 2016 Macro Scenario Tables (CSV)