DFAST 10-50B Scenario Variables Template

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Overview

Scenario Variables Cover Sheet
Scenario Variables Definitions
Variables-Baseline Scenario
Variables-Adverse Scenario
Variables-Sev Adverse Scenario

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Sheet 1: Scenario Variables Cover Sheet

OCC DFAST 10-50 - Scenario Variables Schedules: Cover Sheet
To conduct the stress test required, a Covered Institution may choose to project additional economic and financial variables beyond the mandatory supervisory scenarios provided to estimate losses or revenues for some or all of its portfolios. The OCC expects a Covered Institution to ensure that the paths of any additional variables (including their timing) are consistent with the general economic environment assumed in the supervisory scenarios. If additional variables are used, the Covered Institution must complete the following information for each scenario where the institution chose to use additional variables. The following instructions provide guidance for institutions that choose to use additional variables and scenarios to report.
If additional scenario variables are used, institutions are expected to complete the following tabs in this workbook and submit: Scenario Variables Cover Sheet, Scenario Variables Definitions, Variables - Baseline Scenario, Variables - Adverse Scenario, and Variables - Severely Adverse Scenario.
Please see the OCC DFAST 10-50 Reporting Form Instructions for additional guidance on completing these worksheets.
Institution Name:
RSSD ID:
OCC Charter ID:
Planning Horizon Year 1:	2014		(Enter appropriate year)
Planning Horizon Year 2:	2015		(Enter appropriate year)
Submission Date (MM/DD/YYYY):			(Enter date)

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Sheet 2: Scenario Variables Definitions

OCC DFAST 10-50 Scenario Variables: Definitions
OCC DFAST 10-50 - Baseline Scenario (additional variables used beyond those supplied)
Variable Number	Variable Name	Variable Definition
1
2
3
4
5
6
7
8
9
10
OCC DFAST 10-50 - Adverse Scenario (additional variables used beyond those supplied)
Variable Number	Variable Name	Variable Definition
1
2
3
4
5
6
7
8
9
10
OCC DFAST 10-50 - Severely Adverse Scenario (additional variables used beyond those supplied)
Variable Number	Variable Name	Variable Definition
1
2
3
4
5
6
7
8
9
10

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Sheet 3: Variables-Baseline Scenario

OCC DFAST 10-50 Scenario Variables: Baseline Scenario
Variable Name	Actual	Projected	Year 1: 2014 -- Projected (in the quarter)				Year 2: 2015 -- Projected (in the quarter)
	As of 9/30/2013	As of 12/31/2013	Q1	Q2	Q3	Q4	Q5	Q6	Q7	Q8

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Sheet 4: Variables-Adverse Scenario

OCC DFAST 10-50 Scenario Variables: Adverse Scenario
Variable Name	Actual	Projected	Year 1: 2014 -- Projected (in the quarter)				Year 2: 2015 -- Projected (in the quarter)
	As of 9/30/2013	As of 12/31/2013	Q1	Q2	Q3	Q4	Q5	Q6	Q7	Q8

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Sheet 5: Variables-Sev Adverse Scenario

OCC DFAST 10-50 Scenario Variables: Severely Adverse Scenario
Variable Name	Actual	Projected	Year 1: 2014 -- Projected (in the quarter)				Year 2: 2015 -- Projected (in the quarter)
	As of 9/30/2013	As of 12/31/2013	Q1	Q2	Q3	Q4	Q5	Q6	Q7	Q8