Economic Scenarios for CCAR

Expanded and regionalized forecast scenarios based on the Federal Reserve's CCAR scenarios.

As part of its annual Comprehensive Capital Analysis and Review, the Federal Reserve publishes summary information on three macroeconomic forecast scenarios for the U.S. economy, a base case and two adverse scenarios. Moody’s Analytics expands each of these scenarios to cover more than 1,800 variables found in our own macro and regional forecasts. We have a team of experts dedicated to helping clients with the CCAR process. They leverage the best-in-class modeling and analytical expertise in national and regional data management and forecasting.

Fully Expanded Regulatory Scenarios

We run the Fed's numbers through our macro, regional forecast services covering more than 1,800 detailed variables. They include personal consumption expenditure, auto sales, retail sales, debt-service burden, bankruptcy rates, interest rates, initial claims, etc. Clients can quickly incorporate these scenarios or leverage them in our consumerC&I or CRE loss forecasting solutions. We provide a complete set of scenarios for CCAR.

Transparent and Fully Documented Methodology

We furnish a detailed methodology and access to our economists for validation purposes.