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HUD FHFA Bank Stress Tests

Principal Investigator(s):  View help for Principal Investigator(s) United States Department of Housing and Urban Development

Version:  View help for Version V1

Name File Type Size Last Modified
  Data-Files 03/11/2025 09:05:PM
  Supplementary-Information 03/06/2025 09:22:PM

Project Citation: 

United States Department of Housing and Urban Development. HUD FHFA Bank Stress Tests. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2025-03-12. https://doi.org/10.3886/E221821V1

Project Description

Project Title:  View help for Project Title HUD FHFA Bank Stress Tests
Summary:  View help for Summary Bank stress test data created by the Federal Housing Finance Authority (FHFA). Includes market risk macroeconomic scenarios and credit risk macroeconomic scenarios for stress-testing mortgage related assets. Supplementary information includes complete webpages and a reproducible .Rmd file. Working papers published by the FHFA related to this data have been included as well.

From the FHFA website:

FHFA has developed market and credit risk related macroeconomic scenarios that it provides to the Federal Home Loan Banks (Banks).  These scenarios are inputs to financial models that the Banks use to assess the exposure of their entire portfolio to market risk, and the exposure of their mortgage-related assets to credit risk.  These exposures are measures of the potential loss in market value under stressful economic conditions.  FHFA updates both the market and credit risk macroeconomic scenarios quarterly.

Original Distribution URL:  View help for Original Distribution URL https://www.fhfa.gov/data/fhlb-stress-tests-market-and-credit-risk

Scope of Project

Time Period(s):  View help for Time Period(s) 2018 – 2025 (Quarterly)


Related Publications

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Published Versions

V2 [2026-04-03]

V1 [2025-03-12]

Export Metadata

Dublin Core

DDI 2.5

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