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Supervisory Stress Test Documentation Credit Risk Models - January 2026
A. Corporate Model ......................................................A1. Loan-level inputs are sourced from FR Y-14Q, Schedule H.1 (Corporate
URL: https://www.federalreserve.gov/supervisionreg/files/credit-risk-models.pdf
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Commercial Bank Examination Manual, 8000—STATUTES ADMINISTERED BY THE FEDERAL RESERVE; February 2026
2A, para. 1 12 USC 225a Requires Federal Reserve and the Federal Open ...a)(1) 12 USC 248(a)(1) Authorizes Board to examine and require reports
URL: https://www.federalreserve.gov/publications/files/cbem-8000-202602.pdf
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Risk in a Data-Rich Model
Board of Governors of the Federal Reserve System International Finance Discussion Papers ISSN 1073-2500 (Print) ISSN 2767-4509 (Online) Number
URL: https://www.federalreserve.gov/econres/ifdp/files/ifdp1435.pdf
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General Instructions Trading and Other Fair Value Assets: Instructions Date Last Updated: 2/3/26 Background: In the
BofA AAA Global Corporate Index OAS Spread AA ICE BofA AA Global Corporate...BofA Single-A Global Corporate Index OAS Spread BBB ICE BofA BBB Global
URL: https://www.federalreserve.gov/supervisionreg/files/2026-map-between-simplified-shocks-and-all-shocks-files.xlsx
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Regulatory Capital Rules: Regulatory Capital and Standardized Approach for Risk-weighted Assets
a.m.-5 p.m. ET, or e-mail regulationshelpdesk@gsa.gov. Page 3 of 436 a...4365A, 2001 C St. NW, Washington, DC 20551, between 9 a.m. and 5 p.m.
URL: https://www.federalreserve.gov/aboutthefed/boardmeetings/files/npr-standardized-approach-20260319.pdf
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Monetary Policy Exposure of Banks and Loan Contracting
Finance and Economics Discussion Series Federal Reserve Board, Washington, D.C. ISSN 1936-2854 (Print) ISSN 2767-3898 (Online) Monetary Policy
URL: https://www.federalreserve.gov/econres/feds/files/2026008pap.pdf
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Board Historical Document
y o r i n d i r e c t l y , of a f o r e i g n b ranch ee-agSHey by a ...y t o approve t h e e s t a b l i s h m e n t , d i r e c t l y o r i
URL: https://www.federalreserve.gov/foia/files/histdoc19700225c.pdf
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Bank Holding Company Supervision Manual, February 2026
Y or Board order issued prior to November 12, 1999—to be so closely related...A).) An interpretation of Regulation Y (12 C.F.R. 225.126) dated April
URL: https://www.federalreserve.gov/publications/files/bhc-3000-3070.pdf
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Historical Board Document - July 21, 1970
y to the borrowe:a:. I:1 the r2c2:-ai:: credit pac~rn:;es t~'1at the con...Y a,.10-:.nt:c.:. to $353 r.,ill::.on. In 1969, the 12 Bank paid over
URL: https://www.federalreserve.gov/foia/files/histdoc19700721.pdf
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H2-Filing and Reports Received
3A3 Listed Going Concern Application by Banco Santander, S.A., Boadilla...Y. Newspaper: Not available Federal Register: 05/07/2026 STONEHAMBANK
URL: https://www.federalreserve.gov/releases/h2/current/H2.pdf
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