CS index v.s. Stress test scenarios

From calculated risk , he compare the Case-Shiller index with the Stress Test scenarios.

The Stress Test scenarios use the Composite 10 index and start in December.

Here are the numbers:

Case-Shiller Composite 10 Index, April: 151.27

Stress Test Baseline Scenario, April: 152.90

Stress Test More Adverse Scenario, April: 146.95

So far prices are tracking between the two stress test scenarios.


This graph compares the Case-Shiller Composite 10 SA index with the Stress Test scenarios from the Treasury (stress test data is estimated from quarterly
forecasts).