On February 12, the FDIC released hypothetical economic scenarios for upcoming stress tests applicable to covered institutions with total consolidated assets exceeding $250 billion, including certain state nonmember banks and state savings associations. According to the FDIC, the scenarios feature baseline conditions aligned with private sector forecasts and severely adverse conditions incorporating 28 variables, such as GDP, unemployment, stock market prices, and interest rates across domestic and international activity. On the same day, the OCC issued its 2026 supervisory scenarios for company-run stress tests under Section 165(i)(2) of the Dodd-Frank Act, requiring certain national banks and federal savings associations to assess their risk profiles and capital adequacy using baseline and severely adverse scenarios.