fed_stress_scenarios
Fed Stress TestsFederal Reserve DFAST supervisory stress test scenarios (baseline & severely adverse)
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๐ Data Attribution
License: Public Domain (17 U.S.C. ยง 105)
Attribution: Stress test scenarios provided by the Board of Governors of the Federal Reserve System
U.S. government work in the public domain. Citation to the Federal Reserve Board is requested.
Data Schema
yeartableregionscenario_namedatereal_gdp_growthnominal_gdp_growthreal_disposable_income_growthnominal_disposable_income_growthunemployment_ratecpi_inflation_rate3_month_treasury_rate5_year_treasury_yield10_year_treasury_yieldbbb_corporate_yieldmortgage_rateprime_ratedow_jones_total_stock_market_indexhouse_price_indexcommercial_real_estate_price_indexmarket_volatility_indexeuro_area_real_gdp_growtheuro_area_inflationeuro_area_bilateral_dollar_exchange_ratedeveloping_asia_real_gdp_growthdeveloping_asia_inflationdeveloping_asia_bilateral_dollar_exchange_ratejapan_real_gdp_growthjapan_inflationjapan_bilateral_dollar_exchange_rateuk_real_gdp_growthuk_inflationuk_bilateral_dollar_exchange_rate
Primary keys: year, table, date