Dodd-Frank Act Stress Tests 2025
Scenarios
- 2025 Stress Test Scenarios (PDF)
- Federal Reserve Board releases the hypothetical scenarios for its annual stress test
- Scenario Data
- 2025 Severely Adverse Market Shocks (Excel) | 2025 Severely Adverse Market Shocks (PDF)
- 2025 Historic Domestic (CSV)
- 2025 Historic International (CSV)
- 2025 Supervisory Baseline Domestic (CSV)
- 2025 Supervisory Baseline International (CSV)
- 2025 Supervisory Severely Adverse Domestic (CSV)
- 2025 Supervisory Severely Adverse International (CSV)
- Domestic Data Definitions (PDF)
- International Data Definitions (PDF)
Methodology
- Methodology Data
- Corporate High Risk (CSV)
- Corporate Low Risk (CSV)
- Corporate Typical Risk (CSV)
- Corporate Loans Data Definitions (PDF)
- CRE High Risk (CSV)
- CRE Low Risk (CSV)
- CRE Typical Risk (CSV)
- CRE Loans Data Definitions (PDF)
- U.S. First Lien High Risk (CSV)
- U.S. First Lien Low Risk (CSV)
- U.S. First Lien Typical Risk (CSV)
- First-Lien Mortgages Data Definitions (PDF)
- Cards High Risk (CSV)
- Cards Low Risk (CSV)
- Cards Typical Risk (CSV)
- Credit Card Accounts Data Definitions (PDF)
Results
- 2025 Federal Reserve Stress Test Results (PDF)
- Federal Reserve Board's annual bank stress test showed that large banks are well positioned to weather a severe recession, while staying above minimum capital requirements and continuing to lend to households and businesses
- Results Data
Exploratory Analysis of Risks to the Banking System
- Summary of Analysis Parameters (PDF)
- Analysis Data
Capital Requirements – Stress Capital Buffer and Reconsiderations
- Federal Reserve Board modifies Morgan Stanley’s stress capital buffer requirement, after the firm requested reconsideration
- Reconsideration Process Response Letter (PDF)
- Federal Reserve Board announces final individual capital requirements for large banks, effective on October 1
- Large Bank Capital Requirements (PDF)