Scenario Schedule Cover Sheet

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Overview

Scenario Cover Sheet
Scenario Variable Definitions
DFAST Baseline Scenario
DFAST Adverse Scenario
DFAST Severely Adverse Scenario
Additional Scenario #1

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Sheet 1: Scenario Cover Sheet

DFAST-14A Scenario Schedule Cover Sheet
In addition to providing the name and charter ID of your institution on this cover sheet, all firms are expected to complete the following four tabs in this workbook: Scenario Variable Definitions, DFAST Baseline Scenario, DFAST Adverse Scenario, and DFAST Severely Adverse Scenario. If the firm so chooses, it can provide additional stress scenarios on additional tabs.
Please see the Scenario Instructions for additional guidance on completing these worksheets.
Institution Name:
RSSD ID:
Submission Date (MM/DD/YYYY):
OCC Charter ID:

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Sheet 2: Scenario Variable Definitions

DFAST Baseline Scenario (additional variables used beyond those supplied)

Variable Number

Variable Name

Variable Definition

Unit of Measure

Frequency

Model Category: Retail - Residential Real Estate (including construction)

Model Category: Retail - Credit Cards

Model Category: Retail - Other

Model Category: Wholesale - Commercial Real Estate

Model Category: Wholesale - Commercial and Industrial

Model Category: Wholesale - Other

Model Category: Loans HFS and Loans Under FVO

Model Category: AFS/HTM Securities

Model Category: Trading

Model Category: Counterparty Credit Risk

Model Category: Operational Risk

Model Category: PPNR

Model Category: MSR

Model Category: Other

1

2

3

4

5

6

7

8

9

10

DFAST Adverse Scenario (additional variables used beyond those supplied)

Variable Number

Variable Name

Variable Definition

Unit of Measure

Frequency

Model Category: Retail - Residential Real Estate (including construction)

Model Category: Retail - Credit Cards

Model Category: Retail - Other

Model Category: Wholesale - Commercial Real Estate

Model Category: Wholesale - Commercial and Industrial

Model Category: Wholesale - Other

Model Category: Loans HFS and Loans Under FVO

Model Category: AFS/HTM Securities

Model Category: Trading

Model Category: Counterparty Credit Risk

Model Category: Operational Risk

Model Category: PPNR

Model Category: MSR

Model Category: Other

1

2

3

4

5

6

7

8

9

10

DFAST Severely Adverse Scenario (additional variables used beyond those supplied)

Variable Number

Variable Name

Variable Definition

Unit of Measure

Frequency

Model Category: Retail - Residential Real Estate (including construction)

Model Category: Retail - Credit Cards

Model Category: Retail - Other

Model Category: Wholesale - Commercial Real Estate

Model Category: Wholesale - Commercial and Industrial

Model Category: Wholesale - Other

Model Category: Loans HFS and Loans Under FVO

Model Category: AFS/HTM Securities

Model Category: Trading

Model Category: Counterparty Credit Risk

Model Category: Operational Risk

Model Category: PPNR

Model Category: MSR

Model Category: Other

1

2

3

4

5

6

7

8

9

10

Additional Scenario #1

Variable Number

Variable Name

Variable Definition

Unit of Measure

Frequency

Model Category: Retail - Residential Real Estate (including construction)

Model Category: Retail - Credit Cards

Model Category: Retail - Other

Model Category: Wholesale - Commercial Real Estate

Model Category: Wholesale - Commercial and Industrial

Model Category: Wholesale - Other

Model Category: Loans HFS and Loans Under FVO

Model Category: AFS/HTM Securities

Model Category: Trading

Model Category: Counterparty Credit Risk

Model Category: Operational Risk

Model Category: PPNR

Model Category: MSR

Model Category: Other

1

2

3

4

5

6

7

8

9

10

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Sheet 3: DFAST Baseline Scenario

	Actual	Projected
Variable Name	3Q 2014	4Q 2014	1Q 2015	2Q 2015	3Q 2015	4Q 2015	1Q 2016	2Q 2016	3Q 2016	4Q 2016

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Sheet 4: DFAST Adverse Scenario

	Actual	Projected
Variable Name	3Q 2014	4Q 2014	1Q 2015	2Q 2015	3Q 2015	4Q 2015	1Q 2016	2Q 2016	3Q 2016	4Q 2016

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Sheet 5: DFAST Severely Adverse Scenario

	Actual	Projected
Variable Name	3Q 2014	4Q 2014	1Q 2015	2Q 2015	3Q 2015	4Q 2015	1Q 2016	2Q 2016	3Q 2016	4Q 2016

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Sheet 6: Additional Scenario #1

	Actual	Projected
Variable Name	3Q 2014	4Q 2014	1Q 2015	2Q 2015	3Q 2015	4Q 2015	1Q 2016	2Q 2016	3Q 2016	4Q 2016