2017 Stress Tests Using the Bank Call Report Forecasts

By Tony Hughes and Brian Poi

We use the Moody’s Analytics Bank Call Report Forecasts (CRF) to perform a complete stress test for 16 noncomplex Comprehensive Capital Analysis and Review (CCAR) banks. We highlight nine-quarter baseline and stressed loan charge-offs, deposits and capital ratios, out of the nearly 300 features of the banks’ financial statements that we can cover.

View Analysis