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Forecast Note: Fed CCAR Midcycle Update [Jun. 2017]
Friday, 23 Jun 2017 12:35 ET
By Kara Naccarelli
Summary
June 23, 2017 -- Moody’s Analytics has issued midcycle updates of the three 2017 Federal Reserve Comprehensive Capital Analysis and Review macroeconomic scenarios: Baseline, Adverse and Severely Adverse.
Detail

The scenarios reflect the latest historical data for the June 2017 vintage of Moody's Analytics own baseline forecast. The downturns in the downside scenarios have been advanced by two quarters; that is, they begin in 2017Q3.

The midcycle series can be accessed using the following scenario extensions:

  • ?_FEDBMC.IUSA = Fed CCAR 2017 Update: Baseline
  • ?_FEDMMC.IUSA = Fed CCAR 2017 Update: Adverse Scenario
  • ?_FEDSMC.IUSA = Fed CCAR 2017 Update: Severely Adverse Scenario
Other
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