The U.S. Federal Reserve Board (FRB) shifted the CCAR forecast horizon to include 2016 and added two indicators:

• JCCARIRGT5YQ_B.US = 5-year Treasury yield
• JCCARIRPRIMEQ_B.US = Prime rate

The attached Microsoft Excel file maps between the 28 FRB projected series and our historical and forecast series (exact correspondence, proxy, or no match).  It also includes the FRB's notes on the source of each projected series. Most of the series have a geo code of US, but GDP, CPI also apply to IGBR, IEUZN, IDEVA (Developing Asia), and IJPN; bilateral exchange rates apply to the former three.

A note on terminology: CCAR is an annual exercise required by DFAST, the Dodd-Frank Act Stress Test, which applies to large bank holding companies. DFAST 2013 had 18 participating BHCs.

References:

• CCAR homepage
• CCAR 2014 press release (Nov. 1, 2013)
• Dodd-Frank Act Stress Test 2013: Supervisory Stress Test Methodology and Results (Mar. 2013) (pdf)
• CCAR 2013 map (Data Buffet News, Jan. 2013)
• Scenario summary (Data Buffet News, Nov. 2012)

Updates:

• November 11, 2013 - File attachment revised.
• November 13, 2013 - Geo codes; relationship between CCAR and DFAST; link to DFAST 2013 results.

• kbmedc_usa_ccar2014_20131111.xls