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Notes and Papers

TCH Publishes Research Note on the 2016 Federal Reserve Stress Testing Scenarios

By Francisco Covas

TCH’s Research Department has published a note on the 2016 Federal Reserve Stress Testing Scenarios. This research note provides an overview of the design of the supervisory stress test scenarios and describes several key components of the Federal Reserve’s 2016 macroeconomic scenarios. The note compares the current scenarios to previous scenarios and the 2007-2009 financial crisis.