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Figure 1: Real GDP Growth Rate in the Supervisory Stress Scenario
Q/Q seasonally adjusted growth rates annualized, Percent
| Quarter | Value |
|---|---|
| Q1 2009 | -6.84 |
| Q2 2009 | -.69 |
| Q3 2009 | 1.68 |
| Q4 2009 | 3.75 |
| Q1 2010 | 3.88 |
| Q2 2010 | 3.73 |
| Q3 2010 | 2.48 |
| Q4 2010 | 2.33 |
| Q1 2011 | .36 |
| Q2 2011 | 1.33 |
| Q3 2011 | 2.44 |
| Q4 2011 | -4.94 |
| Q1 2012 | -8.23 |
| Q2 2012 | -4.3 |
| Q3 2012 | -3.56 |
| Q4 2012 | 0 |
| Q1 2013 | .71 |
| Q2 2013 | 2.19 |
| Q3 2013 | 2.3 |
| Q4 2013 | 3.41 |
| Q1 2014 | 3.32 |
| Q2 2014 | 3.66 |
| Q3 2014 | 4.56 |
| Q4 2014 | 4.56 |
Source: Bureau of Economic Analysis and Federal Reserve assumptions in the Supervisory Stress Scenario.
Figure 2: Unemployment Rate in the Supervisory Stress Scenario
Percent
| Quarter | Value |
|---|---|
| Q1 2009 | 8.22 |
| Q2 2009 | 9.29 |
| Q3 2009 | 9.69 |
| Q4 2009 | 10.01 |
| Q1 2010 | 9.7 |
| Q2 2010 | 9.66 |
| Q3 2010 | 9.59 |
| Q4 2010 | 9.63 |
| Q1 2011 | 8.93 |
| Q2 2011 | 9.06 |
| Q3 2011 | 9.09 |
| Q4 2011 | 9.68 |
| Q1 2012 | 10.58 |
| Q2 2012 | 11.4 |
| Q3 2012 | 12.16 |
| Q4 2012 | 12.76 |
| Q1 2013 | 13 |
| Q2 2013 | 13.05 |
| Q3 2013 | 12.96 |
| Q4 2013 | 12.76 |
| Q1 2014 | 12.61 |
| Q2 2014 | 12.36 |
| Q3 2014 | 12.04 |
| Q4 2014 | 11.66 |
Source: Bureau of Labor Statistics and Federal Reserve assumptions in the Supervisory Stress Scenario.
Figure 3: Dow Jones Total Stock Market Index, End of Quarter
| Quarter | Value |
|---|---|
| Q1 2009 | 8133.14 |
| Q2 2009 | 9424.92 |
| Q3 2009 | 10911.69 |
| Q4 2009 | 11497.41 |
| Q1 2010 | 12160.97 |
| Q2 2010 | 10750.01 |
| Q3 2010 | 11947.14 |
| Q4 2010 | 13290.03 |
| Q1 2011 | 14036.43 |
| Q2 2011 | 13968.11 |
| Q3 2011 | 11771.86 |
| Q4 2011 | 9501.48 |
| Q1 2012 | 7576.38 |
| Q2 2012 | 7089.87 |
| Q3 2012 | 5705.55 |
| Q4 2012 | 5668.34 |
| Q1 2013 | 6082.47 |
| Q2 2013 | 6384.32 |
| Q3 2013 | 7084.65 |
| Q4 2013 | 7618.89 |
| Q1 2014 | 8014.71 |
| Q2 2014 | 9925.73 |
| Q3 2014 | 10874.38 |
| Q4 2014 | 12005.11 |
Source: Dow Jones and Federal Reserve assumptions in the Supervisory Stress Scenario.
Figure 4: National House Price Index in the Supervisory Stress Scenario
| Quarter | Value |
|---|---|
| Q1 2009 | 142.77 |
| Q2 2009 | 143.51 |
| Q3 2009 | 144.81 |
| Q4 2009 | 145.34 |
| Q1 2010 | 146.66 |
| Q2 2010 | 146.1 |
| Q3 2010 | 141.78 |
| Q4 2010 | 139.61 |
| Q1 2011 | 137.93 |
| Q2 2011 | 137.56 |
| Q3 2011 | 136.86 |
| Q4 2011 | 135.13 |
| Q1 2012 | 131.61 |
| Q2 2012 | 127.5 |
| Q3 2012 | 123.12 |
| Q4 2012 | 119.08 |
| Q1 2013 | 115.15 |
| Q2 2013 | 111.92 |
| Q3 2013 | 109.77 |
| Q4 2013 | 108.48 |
| Q1 2014 | 108.08 |
| Q2 2014 | 108.4 |
| Q3 2014 | 109.24 |
| Q4 2014 | 110.29 |
Source: CoreLogic (seasonally adjusted by Federal Reserve) and Federal Reserve assumptions in the Supervisory Stress Scenario.
Figure 5: Real GDP Growth in Four Country/Country Block Areas in the Supervisory Stress Scenario
Q/Q seasonally adjusted growth rates annualized, Percent
| Quarter | Euro Area Value | Japan Value | United Kingdom Value | Developing Asia Value |
|---|---|---|---|---|
| Q1 2009 | -10.81 | -19.91 | -6.32 | 5.33 |
| Q2 2009 | -0.85 | 7.79 | -0.81 | 12.71 |
| Q3 2009 | 1.77 | -1.75 | 0.93 | 12.11 |
| Q4 2009 | 1.54 | 6.54 | 2.94 | 10.74 |
| Q1 2010 | 1.32 | 8.91 | 0.64 | 10.74 |
| Q2 2010 | 3.69 | -0.66 | 4.2 | 7.1 |
| Q3 2010 | 1.62 | 3.96 | 2.47 | 8.78 |
| Q4 2010 | 1.07 | -2.41 | -2.05 | 6.36 |
| Q1 2011 | 3.1 | -3.77 | 1.58 | 9.05 |
| Q2 2011 | 0.65 | -2.17 | 0.41 | 7.54 |
| Q3 2011 | 1.33 | 1.01 | 0.7 | 7.52 |
| Q4 2011 | -1.03 | 1.63 | -0.29 | 5.76 |
| Q1 2012 | -3.49 | 0.48 | -1.6 | 4.93 |
| Q2 2012 | -5.4 | -1.29 | -2.93 | 4.69 |
| Q3 2012 | -6.91 | -3.94 | -4.25 | 4.67 |
| Q4 2012 | -4.92 | -4.23 | -3.61 | 6.86 |
| Q1 2013 | -2.64 | -3.51 | -2.41 | 7.91 |
| Q2 2013 | -0.88 | -2.66 | -1.19 | 8.23 |
| Q3 2013 | 0.35 | -1.77 | -0.1 | 8.25 |
| Q4 2013 | 1.11 | -0.92 | 0.76 | 8.18 |
| Q1 2014 | 1.5 | -0.14 | 1.39 | 8.15 |
| Q2 2014 | 1.68 | 0.44 | 1.83 | 8.16 |
| Q3 2014 | 1.74 | 0.83 | 2.12 | 8.21 |
| Q4 2014 | 1.72 | 1.05 | 2.3 | 8.28 |
Source: Federal Reserve calculations based on official sector sources and Federal Reserve assumptions in the Supervisory Stress Scenario. 3Q11 data based on Federal Reserve calculations using available data as of November 8, 2011.
