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Forecast Note: CCAR 2017 Case-Shiller® Home Price Index scenarios restated
Wednesday, 15 Feb 2017 09:18 ET
By Brent Campbell
Summary
February 2017 -- We have restated our 2017 Comprehensive Capital Analysis and Review Case-Shiller® Home Price Index baseline, adverse and severely adverse scenario forecasts to incorporate revised data from the Federal Reserve.
Detail

All CCAR Case-Shiller® Home Price Index series have been revised. These include series with the mnemonic extensions "_FEDB," "_FEDS" and "_FEDM." Specifically, the revised BBB corporate bond yield data issued by the Federal Reserve were incorporated into the forecasts. The changes to the Case-Shiller® Home Price Index forecast compared with the unrevised version were relatively minor.

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