Scenario Schedule Cover Sheet

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Overview

Scenario Cover Sheet
Scenario Variable Definitions
DFAST Baseline Scenario
DFAST Adverse Scenario
DFAST Severely Adverse Scenario
Bank Baseline Scenario
Bank Stress Scenario
Additional Scenario #1
Additional Scenario #2

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Sheet 1: Scenario Cover Sheet

DFAST-14A Scenario Schedule Cover Sheet
In addition to providing the name, RSSD ID, and charter ID of your institution on this cover sheet, all firms are expected to complete the following six tabs in this workbook: Scenario Variable Definitions, DFAST Baseline Scenario, DFAST Adverse Scenario, DFAST Severely Adverse Scenario, Bank Baseline Scenario, and Bank Stress Scenario. If the firm so chooses, it can provide additional stress scenarios on the additional tabs provided.
Please see the submission instructions for additional guidance on completing these worksheets.
Institution Name:
RSSD ID:
Submission Date (MM/DD/YYYY):
OCC Charter ID:

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Sheet 2: Scenario Variable Definitions

DFAST Baseline Scenario (additional variables used beyond those supplied)
Variable Number	Variable Name	Variable Definition																																																							Rate
1																																																									Index
2																																																									Level
3																																																									Ratio
4																																																									Other
5
6
7
8
9
10
DFAST Adverse Scenario (additional variables used beyond those supplied)
Variable Number	Variable Name	Variable Definition
1
2
3
4
5
6
7
8
9
10
DFAST 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
Bank Baseline Scenario
Variable Number	Variable Name	Variable Definition
1
2
3
4
5
6
7
8
9
10
Bank Stress Scenario
Variable Number	Variable Name	Variable Definition
1
2
3
4
5
6
7
8
9
10
Additional Scenario #1
Variable Number	Variable Name	Variable Definition
1
2
3
4
5
6
7
8
9
10
Additional Scenario #2
Variable Number	Variable Name	Variable Definition
1
2
3
4
5
6
7
8
9
10

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Sheet 3: DFAST Baseline Scenario

	Actual	Projected
Variable Name	HQ4	PQ1	PQ2	PQ3	PQ4	PQ5	PQ6	PQ7	PQ8	PQ9
					A

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Sheet 4: DFAST Adverse Scenario

	Actual	Projected
Variable Name	HQ4	PQ1	PQ2	PQ3	PQ4	PQ5	PQ6	PQ7	PQ8	PQ9

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Sheet 5: DFAST Severely Adverse Scenario

	Actual	Projected
Variable Name	HQ4	PQ1	PQ2	PQ3	PQ4	PQ5	PQ6	PQ7	PQ8	PQ9

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Sheet 6: Bank Baseline Scenario

		Projected
Variable Name	HQ4	PQ1	PQ2	PQ3	PQ4	PQ5	PQ6	PQ7	PQ8	PQ9

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Sheet 7: Bank Stress Scenario

		Projected
Variable Name	HQ4	PQ1	PQ2	PQ3	PQ4	PQ5	PQ6	PQ7	PQ8	PQ9

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Sheet 8: Additional Scenario #1

		Projected
Variable Name	HQ4	PQ1	PQ2	PQ3	PQ4	PQ5	PQ6	PQ7	PQ8	PQ9

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Sheet 9: Additional Scenario #2

		Projected
Variable Name	HQ4	PQ1	PQ2	PQ3	PQ4	PQ5	PQ6	PQ7	PQ8	PQ9