Federal Reserve Supervisory Stress Testing
Current understanding
To be populated as evidence accumulates.
Evidence log
- 2026-10-02 — Modifications to the Capital Plan Rule and Stress Capital Buffer Requirement: cross-connection with stress-capital-buffer: The SCB is now derived from a two-year average of Federal Reserve supervisory stress-test losses, directly linking the stress-testing framework to the capital buffer sizing. (novelty: 3)
- 2026-10-02 — Enhanced Transparency and Public Accountability of the Supervisory Stress Test Models and Scenarios; Modifications to the Capital Planning and Stress Capital Buffer Requirement Rule, Enhanced Prudential Standards Rule, and Regulation LL: Federal Reserve finalized a rule enhancing public transparency of supervisory stress-test models and scenarios, locking in the 2027 test models while modifying the capital planning / stress capital buffer rule, enhanced prudential standards rule, and Regulation LL; further model changes are out for comment. (novelty: 3)
Open questions
Related
Contributing findings
Enhanced Transparency and Public Accountability of the Supervisory Stress Test Models and Scenarios; Modifications to the Capital Planning and Stress Capital Buffer Requirement Rule, Enhanced Prudential Standards Rule, and Regulation LL
02-oct-2026
novelty 3
per-area 3
introduces