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Your Overview of Data Additions

US Fed supervisory scenarios for stress tests, China ABS Yield Curve data, and CPI components per major city in Australia

United States: Fed Supervisory Scenarios for Annual Stress Tests

For the United States, we've added the supervisory scenarios used by the Federal Reserve in their annual stress test on bank holding companies. They conduct the test under three scenarios: baseline, adverse and severely adverse. The data we’ve added presents the forecasted values that the Fed is using for the current year’s stress test under each scenario. You can find more information about the Federal Reserve’s scenario methodology here.

In the chart below, we presented the following variables under all three scenarios: real GDP growth, unemployment rate, and house price index.

Macrobond Document

China: Asset-Backed Securities (ABS) yield curve

During the past two weeks, we’ve added yields for various maturities regarding Chinese Asset-Backed Securities (ABS). The data is sourced from the CCDC (China Central Depository & Clearing Co.).

In the chart below, we displayed the yield curves for AAA and AA+ rated ABS, and compared their shape today to the shape 5 years ago.

Macrobond Document

Australia: CPI Components on a city level

For Australia, we’ve added CPI components for the major Australian cities: Adelaide, Brisbane, Canberra, Darwin, Hobart, Melbourne, Perth, and Sidney.

In the bar chart below, we presented the inflation components for Sydney.

Macrobond Document

Data additions by country/region


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