2026 Stress Test Modeling Symposium 
On November 4, 2026, the Board of Governors of the Federal Reserve System and the Federal Reserve Bank of Boston will jointly host the 2026 Stress Test Modeling Symposium.
Background
The Board of Governors of the Federal Reserve System organizes a Symposium on best practices and challenges as they relate to stress testing. The goal of the Symposium is to improve our understanding of how to develop a robust stress testing framework. Internal and external participants may attend by invitation only.
Agenda
Registration & Breakfast
Welcoming Remarks
Overview of Proposed Noninterest Income Models
This session covers the range of models the Board is proposing for Noninterest Income and considerations informing the choice of model type for each Noninterest Income component.
Break
Wealth Management
This session covers the Board’s proposed model for Wealth Management Noninterest Income.
Lunch
Special Topics
This session covers special topics that arise in modeling Noninterest Income. These include:
- The treatment of transfer pricing revenues;
- Mitigation of potential overlaps between the proposed Noninterest Income models and other stress test models; and
- Modeling components for which the underlying data do not exhibit a statistical relationship with macroeconomic variables.
Sales and Trading
This session covers the Board’s proposed model for Sales and Trading Noninterest Income.
Break
Deposit Fees and Mortgage-Related Noninterest Income
This session covers the proposed models for Noninterest Income from deposit fees and Noninterest Income from mortgage production and servicing.