Logout / Access Other products Drop Down Arrow
Get live help Monday-Friday from 7:00AM-6:00PM ET (11:00AM-10:00PM GMT)  •  Contact Us
Check out our new FAQ section!
RSS Feed
Forecast Revision: U.S. - FRB CCAR [2014]
Monday, 23 Nov 2015 12:28 ET
By Michael McGrane
Summary
November 8, 2014 -- The Federal Reserve issued revised data for the CCAR 2014 macroeconomic scenarios. Moody's Analytics has updated our forecasts scenarios to reflect the data revisions.
Detail

On November 7, 2014, the Federal Reserve issued revised macroeconomic scenarios for the 2014 capital planning and stress testing program to correct a minor computational error for the projections of the five-year Treasury yield in the baseline and adverse scenarios. The severely adverse scenario was unchanged (citation).

Moody's Analytics has incorporated the FRB's data revisions in our macroeconomic model and published the revised forecasts on Data Buffet. The U.S. Macro "Fed CCAR 2014: Baseline Scenario" (F?_FEDB.US) and "Fed CCAR 2014: Adverse Scenario" (F?_FEDM.US) were the two scenarios affected. The revisions did not warrant changes to any downstream CCAR 2014 scenarios. State, metro, HPI and global CCAR scenarios were not impacted and will not be updated due to the revised FRB data.

Other
Related ReleaseComprehensive Capital Analysis and Review (CCAR)
SourceU.S. Board of Governors of the Federal Reserve System (FRB)
FrequencyQuarterly
GeographyUnited States
Upcoming
Release DateReference date
20 Jan 20251Q 2028
Related ReleaseU.S. Forecast - Baseline
SourceMoody's Analytics (ECCA)
FrequencyMonthly
GeographyUnited States
Catalog
Upcoming
Release DateReference date
07 May 2024May 2024
11 Jun 2024Jun 2024
09 Jul 2024Jul 2024
06 Aug 2024Aug 2024
10 Sep 2024Sep 2024
08 Oct 2024Oct 2024
12 Nov 2024Nov 2024
10 Dec 2024Dec 2024