Capital Markets School - October 2023

Internal Use Only

Complex

Moderate Complexity

Non ‐ Complex

Community Banks

$10B TA

Large Financial Institutions

Mid ‐ Sized Banks

$1B TA

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Internal Use Only

Stress Scenario Development

A robust set of scenarios includes: • Idiosyncratic • Systemic • Regulatory • Interactions between types of events • A range of possible outcomes: • Mild • Moderate • Severe

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