The onset of the global recession in the late 2000’s and subsequent systematic issues such as the European debt crisis highlighted the fact that adverse events, although unlikely, seriously threaten not only the financial health of large companies, but also that of their peers, stakeholders and possibly the economies of the countries within which they operate. The nature of these adverse events underscores the importance of risk management techniques, which provide insight into an institutions financial and operational circumstances under stressed scenarios. The regulatory response to the financial crisis consisted of a multipronged approach: stress tests, tightened definitions of capital and tougher requirements for both capital and liquidity. This article will focus on the first requirement: stress testing under the Dodd-Frank Wall Street Reform and Consumer Protection Act, 124 Stat. 1376.