On January 28, 2016, the Federal Reserve released its supervisory scenarios for the 2016 Comprehensive Capital Analysis and Review (CCAR) and for the Dodd-Frank Act stress tests. In 2016, CCAR includes 33 firms with $50 billion or more in total consolidated assets. The CCAR process is designed to evaluate the capital planning and capital adequacy of the largest U.S.-based bank holding companies. The Dodd-Frank Act stress tests include supervisory stress tests for bank holding companies (BHCs) with $50 billion or greater in total consolidated assets and company-run stress tests required to be performed by covered institutions (banks and BHCs with more than $10 billion in total consolidated assets) at least once a year. The three scenarios outlined by the banking agencies include: severely adverse, adverse, and baseline scenarios.

The release from the Federal Reserve can be found at: http://www.federalreserve.gov/newsevents/press/bcreg/20160128a.htm.

The release from the OCC can be found at: http://www.occ.gov/news-issuances/news-releases/2016/nr-occ-2016-8.html.