Federal Reserve CCAR Scenarios

Expanded and regionalized forecast scenarios based on the Federal Reserve's CCAR scenarios.

As part of its annual Comprehensive Capital Analysis and Review, the Federal Reserve publishes summary information on three macroeconomic forecast scenarios for the U.S. economy, a base case and two adverse scenarios. Moody’s Analytics expands each of these scenarios to cover more than 1,800 variables found in our own macro and regional forecasts.

Fully Expanded Regulatory Scenarios

We run the Fed's numbers through our macro, regional forecast services covering more than 1,800 detailed variables. They include personal consumption expenditure, auto sales, retail sales, debt-service burden, bankruptcy rates, interest rates, initial claims, etc. Clients can quickly incorporate these scenarios or leverage them in our consumerC&I or CRE loss forecasting solutions.

Complete set of scenarios for CCAR:

  • Moody's Analytics U.S. Fed CCAR Scenarios
    (Baseline, Adverse and Severely Adverse Scenarios)
  • Moody's Analytics Constant Severity Scenario
    (Independent of current business cycle conditions)
  • Moody's Analytics Baseline and Standard Alternative Scenarios

Available with many Moody's Analytics solutions, including:

  • Global Macro Forecast Database
  • U.S. Macro, State, Metro Forecast Databases
  • Case-Shiller® Home Price Index Forecasts
  • CreditForecast.com and Moody's CreditCycle™
  • Ask us about other solutions

Transparent and Fully Documented Methodology

We furnish a detailed methodology for validation purposes and access to our economists. 

Dedicated Team of Economists

We have a team of experts dedicated to helping clients with the CCAR process. They leverage the best-in-class modeling and analytical expertise in national and regional data management and forecasting. 

Sohini Chowdhury is a director at Moody's Analytics, where she developes custom scenarios for client's CCAR submissions. 

Cristian deRitis is a senior director at Moody's Analytics where he performs consumer credit modeling and analysis. 

Edward Friedman is a director at Moody's Analytics, where he prepares baseline and alternative forecasts using Moody's Analytics macro model.  

Tony Hughes is managing director at Moody's Analytics, where he produces speacialized models and manages consulting projects.