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In March 2012 the U.S. Federal Reserve Board (FRB) performed a supervisory assessment ("stress testing") called the Comprehensive Capital Analysis and Review (CCAR) to ascertain the capital adequacy of several large, complex bank holding companies (BHCs). They required 19 BHCs to participate and disclosed to the public the stress scenario projections they used.
These projections are now available in Data Buffet, in the form of 26 quarterly time series, which run from 2001Q1 through 2015Q4.
The attached Microsoft Excel file maps between the 26 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.
References:
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