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In forceCapitalLast checked 13 November 2026

Annual Dodd-Frank Act stress test report (DFAST)

A regulatory return listed by the Federal Housing Finance Agency (FHFA), United States.

Assesses how an Enterprise's capital would hold up over a nine-quarter planning horizon under baseline and severely adverse economic scenarios that FHFA sets each year, aligned with the Federal Reserve's own stress test scenarios. Source

Official title: Dodd-Frank Act Stress Test (DFAST) required report to FHFA and the Federal Reserve Board

The facts

Who files
Each Enterprise (Fannie Mae and Freddie Mac). Source
How often
Annually, based on the Enterprise's data as of 31 December of the preceding calendar year. Source
Deadline
The results must be reported to FHFA and the Federal Reserve Board on or before 20 May each year (12 CFR 1238.5(a)); a public summary of the severely adverse scenario results must be disclosed between 1 and 15 August each year. Source
Format
Other. Filed in the manner and form FHFA establishes; no specific electronic filing format is stated on the pages read. Source
How it is filed
The format above is what the library records; what could not be verified is on the FHFA's page.
Status
In forceDFAST applies to Fannie Mae and Freddie Mac only. As of March 2020, under the Stress Testing of Regulated Entities final rule, the FHLBanks are no longer required to conduct Dodd-Frank Act stress tests, although FHFA still expects them to run other market, credit, liquidity and model-risk stress tests as a prudential matter. Source
Legal basis
Group
Capital

Templates (0)

The library lists no templates for this return.

Must include aggregate losses, pre-provision net revenue, net income, net worth and pro forma capital levels and ratios over the planning horizon; not divided into separate named schedules. Source

Validation rules

No published validation rules were found for this return. FHFA issues scenarios and methodology guidance annually, but no standalone, published catalogue of edit checks for the report itself was found on the pages read. Source

Public data

Published firm by firm. FHFA announces each Enterprise's stress test results publicly, and each Enterprise must disclose a summary on its own website or another reasonably accessible form between 1 and 15 August. Source

Where it is published

Official documents (2)

The FHFA's own files, with the size and SHA-256 fingerprint of each as downloaded on 13 November 2026, so anyone can tell whether a copy is the same version.

  • Dodd-Frank Act Stress Tests (DFAST)

    Guidance · HTML · 88.3 KB

    States that, as of March 2020, the FHLBanks are no longer required to conduct Dodd-Frank Act stress tests, leaving only Fannie Mae and Freddie Mac in scope.

  • 12 CFR Part 1238, Stress Testing of Regulated Entities (2025 annual edition)

    Legal text · PDF · 189.1 KB · 1 January 2025

    Section 1238.3 limits the annual stress test to each Enterprise and § 1238.5 sets the 20 May reporting deadline relied on here.

    SHA-256 eaedbd74a9c7show in fulleaedbd74a9c785edc3457a92a7ba7daa946733c0f4030b1db2627e8f077066ac

Sources

Every page and document this return's facts were read from.

Knowing exactly what is collected, in what format and under which rules is the first step to real-time supervision. Line4 builds SupTech software for financial regulators that runs checks like these as each return arrives.

Line4's own text, and the way Line4 has collected and arranged these records, are free to reuse under CC BY 4.0. Please credit: “Source: Line4 regulatory submissions library (CC BY 4.0), https://www.line4.ai”. The facts themselves belong to no one. The regulators' document titles, template names, quoted terms and documents belong to them and are not covered by this licence: see FHFA's reuse terms. This describes what regulators publish. It is not legal or regulatory advice: always rely on the regulator's own text. Not affiliated with or endorsed by any regulator.

Last checked 13 November 2026.