Board of Governors of the Federal Reserve System

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• The Fed - Overview of Modeling Framework

  RatesAppendix A: Model Changes for DFAST 2019 Overview of Modeling Framework...rates and credit spreads to loan yields. Losses are modeled under this

  URL: https://www.federalreserve.gov/publications/2019-march-dodd-frank-act-supervisory-stress-test-methodology-overview-of-modeling-framework.htm
  



• The Fed - Overview of Modeling Framework

  RatesAppendix A: Model Changes for the 2021 Supervisory Stress TestAppendix...rates and credit spreads. Losses are modeled under this approach for the

  URL: https://www.federalreserve.gov/publications/2021-april-dodd-frank-act-supervisory-stress-test-methodology-overview-of-modeling-framework.htm
  



• Speech by Vice Chair for Supervision Barr on stress testing - Federal Reserve Board

  rates, summary statistics, and modeled loss rates.8 In 2020, we adopted...rate to at least 10 percent, as well as steep declines in house prices

  URL: https://www.federalreserve.gov/newsevents/speech/barr20231019a.htm
  



• Speech by Governor Tarullo on developing tools for dynamic capital supervision - Federal Reserve Board

  rate risks, which are the subjects of other supervisory exercises. But

  URL: https://www.federalreserve.gov/newsevents/speech/tarullo20120410a.htm
  



• Federal Reserve Board - H.2 - District 11 - Dallas - Week ending June 14, 2025

  rate an institution's performance under CRA: O = Outstanding S = Satisfactory

  URL: https://www.federalreserve.gov/Releases/H2/20250614/dallas.htm
  



• Federal Reserve Board - H.2 - District 11 - Dallas - Week ending June 14, 2025

  rate an institution's performance under CRA: O = Outstanding S = Satisfactory

  URL: https://www.federalreserve.gov/releases/h2/20250614/dallas.htm
  



• The Future of Mortgage Finance in the United States - Federal Reserve Board

  rates. As subsequent events demonstrated, however, the boom in subprime...rate, credit, prepayment, and other risks associated with holding mortgages

  URL: https://www.federalreserve.gov/newsevents/speech/bernanke20081031a.htm
  



• Financial Market Developments and Credit Conditions - Federal Reserve Board

  rates on loans for residential construction and development projects, ...rates than many other parts of the country. The high rates of mortgage

  URL: https://www.federalreserve.gov/newsevents/speech/kroszner20080606a.htm
  



• Federal Reserve Board - Federal Reserve Board approves action by the Board of Directors of the Federal Reserve Bank of Minneapolis

  rate (the primary credit rate) at the Bank from 3/4 percent to 1 percent

  URL: https://www.federalreserve.gov/newsevents/pressreleases/monetary20151217a.htm
  



• Basel II Capital Accord - Notice of proposed rulemaking (NPR) and supporting Board documents - Draft Basel II NPR - Part VII - Risk-Weighted Assets for Operational Risk

  rated in one of the three highest rating categories by a NRSRO; (ii) Has

  URL: https://www.federalreserve.gov/generalinfo/basel2/DraftNPR/npr/part_7.htm
  

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