Accessible Version
Dodd-Frank Act Stress Test Results Data Dictionary
For further information on each variable, refer to the Dodd-Frank Act Stress Test results document for each year.
| Variable | Mnemonic | Description |
|---|---|---|
| Exercise name | exercise_name | Exercise name |
| Effective date of the exercise | dt_exercise_quarter | Effective date of the exercise |
| RSSD identifier | id_rssd | A unique identifier assigned to institutions by the Federal Reserve System |
| Firm name or firm group | disclosure_legal_name | Firm name or firm group |
| Scenario identifier | scenario_id | Scenario identifier: 2 is Supervisory Adverse 3 is Supervisory Severely Adverse |
| Scenario name | scenario_name | Scenario name |
| Tier 1 common ratio, actual | tier1_common_actual_rat | Actual tier 1 common ratio as of the effective date of the exercise; firms are not subject to this capital requirement as of 1/1/2015 |
| Tier 1 common ratio, ending | tier1_common_end_rat | Projected tier 1 common ratio at the end of the planning horizon; firms are not subject to this capital requirement as of 1/1/2015 |
| Tier 1 common ratio, minimum | tier1_common_min_rat | Projected minimum tier 1 common ratio over the planning horizon; firms are not subject to this capital requirement as of 1/1/2015 |
| Common equity tier 1 capital ratio, actual | common_equity_tier1_actual_rat | Actual common equity tier 1 capital ratio as of the effective date of the exercise; firms are subject to this capital requirement as of 1/1/2015 |
| Common equity tier 1 capital ratio, ending | common_equity_tier1_end_rat | Projected common equity tier 1 capital ratio at the end of the planning horizon; firms are subject to this capital requirement as of 1/1/2015 |
| Common equity tier 1 capital ratio, minimum | common_equity_tier1_min_rat | Projected minimum common equity tier 1 capital ratio over the planning horizon; firms are subject to this capital requirement as of 1/1/2015 |
| Tier 1 capital ratio, actual (DFAST 2016 and onward) Tier 1 risk-based capital ratio, actual (prior to DFAST 2016) |
tier1_capital_actual_rat | Actual tier 1 capital ratio as of the effective date of the exercise |
| Tier 1 capital ratio, ending (DFAST 2016 and onward) Tier 1 risk-based capital ratio, ending (prior to DFAST 2016) |
tier1_capital_end_rat | Projected tier 1 capital ratio at the end of the planning horizon |
| Tier 1 capital ratio, minimum (DFAST 2016 and onward) Tier 1 risk-based capital ratio, minimum (prior to DFAST 2016) |
tier1_capital_min_rat | Projected minimum tier 1 capital ratio over the planning horizon |
| Total capital ratio, actual (DFAST 2016 and onward) Total risk-based capital ratio, actual (prior to DFAST 2016) |
total_capital_actual_rat | Actual total capital ratio as of the effective date of the exercise |
| Total capital ratio, ending (DFAST 2016 and onward) Total risk-based capital ratio, ending (prior to DFAST 2016) |
total_capital_end_rat | Projected total capital ratio at the end of the planning horizon |
| Total capital ratio, minimum (DFAST 2016 and onward) Total risk-based capital ratio, minimum (prior to DFAST 2016) |
total_capital_min_rat | Projected minimum total capital ratio over the planning horizon |
| Tier 1 leverage ratio, actual | tier1_leverage_actual_rat | Actual tier 1 leverage ratio as of the effective date of the exercise |
| Tier 1 leverage ratio, ending | tier1_leverage_end_rat | Projected tier 1 leverage ratio at the end of the planning horizon |
| Tier 1 leverage ratio, minimum | tier1_leverage_min_rat | Projected minimum tier 1 leverage ratio over the planning horizon |
| Supplementary leverage ratio, actual | supp_leverage_actual_rat | Actual supplementary leverage ratio as of the effective date of the exercise; advanced approaches firms are subject to this capital requirement as of 1/1/2018 |
| Supplementary leverage ratio, ending | supp_leverage_end_rat | Projected supplementary leverage ratio at the end of the planning horizon; advanced approaches firms are subject to this capital requirement as of 1/1/2018 |
| Supplementary leverage ratio, minimum | supp_leverage_min_rat | Projected minimum supplementary leverage ratio over the planning horizon; advanced approaches firms are subject to this capital requirement as of 1/1/2018 |
| Risk-weighted assets, general approach, actual | rwa_general_appr_actual_amt | Actual risk-weighted assets in billions of dollars as of the effective date of the exercise calculated using the general risk-based capital approach |
| Risk-weighted assets, general approach, ending | rwa_general_appr_end_amt | Projected risk-weighted assets in billions of dollars at the end of the planning horizon calculated using the general risk-based capital approach |
| Risk-weighted assets, standardized approach, actual | rwa_standardized_appr_actual_amt | Actual risk-weighted assets in billions of dollars as of the effective date of the exercise calculated using the standardized capital risk-based approach |
| Risk-weighted assets, standardized approach, ending | rwa_standardized_appr_end_amt | Projected risk-weighted assets in billions of dollars at the end of the planning horizon calculated using the standardized capital risk-based approach |
| Loan losses, total | loss_total_loan_amt | Projected total loan losses in billions of dollars over the planning horizon; excludes loans held for sale and loans held for investment under the fair-value option |
| Loan loss rate, total | loss_total_loan_rate | Projected total loan losses as a percent of projected average total loan balances over the planning horizon; excludes loans held for sale and loans held for investment under the fair-value option |
| Loan losses, first-lien mortgages, domestic | loss_dom_first_mtg_amt | Projected domestic first-lien mortgage losses in billions of dollars over the planning horizon; excludes loans held for sale and loans held for investment under the fair-value option |
| Loan loss rate, first-lien mortgages, domestic | loss_dom_first_mtg_rate | Projected domestic first-lien mortgage losses as a percent of projected average domestic first-lien mortgage balances over the planning horizon; excludes loans held for sale and loans held for investment under the fair-value option |
| Loan losses, junior liens and HELOCs, domestic | loss_dom_jr_lien_heloc_amt | Projected domestic second-lien mortgages and domestic home equity lines of credit (HELOCs) losses in billions of dollars over the planning horizon; excludes loans held for sale and loans held for investment under the fair-value option |
| Loan loss rate, junior liens and HELOCs, domestic | loss_dom_jr_lien_heloc_rate | Projected domestic second-lien mortgages and domestic home equity lines of credit (HELOCs) losses as a percent of projected average domestic second-lien mortgage and HELOC balances over the planning horizon; excludes loans held for sale and loans held for investment under the fair-value option |
| Loan losses, commercial and industrial | loss_comml_ind_loan_amt | Projected commercial and industrial loan losses in billions of dollars over the planning horizon; excludes loans held for sale and loans held for investment under the fair-value option Includes: Commercial and industrial loans Corporate and business cards Small business loans |
| Loan loss rate, commercial and industrial | loss_comml_ind_loan_rate | Projected commercial and industrial loan losses as a percent of projected average commercial and industrial loan balances over the planning horizon; excludes loans held for sale and loans held for investment under the fair-value option Includes: Commercial and industrial loans Corporate and business cards Small business loans |
| Loan losses, commercial real estate, domestic | loss_dom_cre_loan_amt | Projected commercial real estate (CRE) loan losses in billions of dollars over the planning horizon; excludes loans held for sale and loans held for investment under the fair-value option Includes: Domestic owner-occupied CRE loans Domestic construction loans Domestic multifamily loans Domestic non-owner occupied CRE loans |
| Loan loss rate, commercial real estate, domestic | loss_dom_cre_loan_rate | Projected CRE loan losses as a percent of projected average CRE loan balances over the planning horizon; excludes loans held for sale and loans held for investment under the fair-value option Includes: Domestic owner-occupied CRE loans Domestic construction loans Domestic multifamily loans Domestic non-owner occupied CRE loans |
| Loan losses, credit cards | loss_credit_card_loan_amt | Projected domestic and international credit card loan losses in billions of dollars over the planning horizon; excludes loans held for sale and loans held for investment under the fair-value option |
| Loan loss rate, credit cards | loss_credit_card_loan_rate | Projected domestic and international credit card loan losses as a percent of projected average domestic and international credit card loan balances over the planning horizon; excludes loans held for sale and loans held for investment under the fair-value option |
| Loan losses, other consumer | loss_other_consumer_loan_amt | Projected other consumer loan losses in billions of dollars over the planning horizon; excludes loans held for sale and loans held for investment under the fair-value option Includes: Student loans Domestic auto loans International auto loans Domestic other consumer loans International other consumer loans |
| Loan loss rate, other consumer | loss_other_consumer_loan_rate | Projected other consumer loan losses as a percent of projected average other consumer loan balances over the planning horizon; excludes loans held for sale and loans held for investment under the fair-value option Includes: Student loans Domestic auto loans International auto loans Domestic other consumer loans International other consumer loans |
| Loan losses, other loans | loss_other_loan_amt | Projected other loan losses in billions of dollars over the planning horizon; excludes loans held for sale and loans held for investment under the fair-value option Includes: Agricultural loans Domestic farm loans International farm loans International owner-occupied CRE loans International construction loans International multifamily loans International non-owner occupied CRE loans International first-lien mortgages International second-lien mortgages Loans to foreign governments Loans to financial institutions Loans for purchasing and carrying securities Other non-consumer loans Other leases |
| Loan loss rate, other loans | loss_other_loan_rate | Projected other loan losses as a percent of projected average other loan balances over the planning horizon; excludes loans held for sale and loans held for investment under the fair-value option Includes: Agricultural loans Domestic farm loans International farm loans International owner-occupied CRE loans International construction loans International multifamily loans International non-owner occupied CRE loans International first-lien mortgages International second-lien mortgages Loans to foreign governments Loans to financial institutions Loans for purchasing and carrying securities Other non-consumer loans Other leases |
| Pre-provision net revenue | revenue_preprovision_net_amt | Projected pre-provision net revenue in billions of dollars over the planning horizon |
| Pre-provision net revenue rate | revenue_preprovision_net_rate | Projected pre-provision net revenue as a percent of projected average total assets over the planning horizon |
| Net interest income | income_net_interest_amt | Projected net interest income in billions of dollars over the planning horizon |
| Net interest income rate | income_net_interest_rate | Projected net interest income as a percent of projected average total assets over the planning horizon |
| Noninterest income | income_noninterest_amt | Projected noninterest income in billions of dollars over the planning horizon |
| Noninterest income rate | income_noninterest_rate | Projected noninterest income as a percent of projected average total assets over the planning horizon |
| Noninterest expense | expense_noninterest_amt | Projected noninterest expense in billions of dollars over the planning horizon |
| Noninterest expense rate | expense_noninterest_rate | Projected noninterest expense as a percent of projected average total assets over the planning horizon |
| Other Revenue | revenue_other_amt | Projected other revenue in billions of dollars over the planning horizon; includes one-time income and expense items not included in pre-provision net revenue |
| Provisions | provision_amt | Projected provisions in billions of dollars over the planning horizon |
| Realized losses/gains on securities (AFS/HTM) | loss_securities_amt | Projected realized losses/gains on available-for-sale (AFS) and held-to-maturity (HTM) securities in billions of dollars over the planning horizon |
| Trading and counterparty losses | loss_trading_counterparty_amt | Projected trading and counterparty losses in billions of dollars over the planning horizon; includes mark-to-market and credit valuation adjustment (CVA) losses and losses arising from the counterparty default scenario component applied to derivatives, securities lending, and repurchase agreement activities |
| Other losses/gains | loss_other_amt | Projected other losses/gains in billions of dollars over the planning horizon; includes projected change in fair value of loans held for sale and loans held for investment measured under the fair-value option, and goodwill impairment losses |
| Net income before taxes | income_pretax_net_amt | Projected net income before taxes in billions of dollars over the planning horizon |
| Net income before taxes rate | income_pretax_net_rate | Projected net income before taxes as a percent of projected average total assets over the planning horizon |
| Other comprehensive income | income_other_comprehensive_amt | Projected other comprehensive income (OCI) in billions of dollars over the planning horizon; OCI is only calculated for advanced approaches firms, and other firms that opt into the advanced approaches treatment of accumulated other comprehensive income (AOCI) |
| AOCI included in capital, actual | aoci_incl_capital_actual_amt | Actual AOCI in billions of dollars as of the effective date of the exercise |
| AOCI included in capital, ending | aoci_incl_capital_end_amt | Projected AOCI in billions of dollars at the end of the planning horizon |
Last Update:
June 27, 2019