Federal Housing Finance Agency - RBC Simulation Application

Mission Statement:

Ensure that the housing GSEs operate in a safe and sound manner so that they serve as a reliable source of liquidity and funding for housing finance and community investment.

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RBC Simulation Application

Introduction
The Federal Housing Finance Agency published its final Risk-Based Capital Regulation (RBC Regulation) on September 13, 2001. In the preamble to the RBC Regulation, FHFA agreed to provide the public with a copy of the computer code that implements the RBC stress test and a Stylized Data Set for use in conjunction with the computer code. The Stylized Data Set allows interested parties to understand the sensitivities and the implications of the stress test. The software is designed to execute on a Sun Microsystems, Inc. server running the Sun Solaris operating system. Please refer to the installation manual for a complete description of the third-party components required by the application.

Software
The file bundle includes the computer code, database schemas, installation scripts, build scripts, run scripts, documentation, and the Stylized Data Set data files. The file bundle is available in three compression formats for the Sun Solaris operating system: UNIX compression (.Z), zip (.zip), and gzip (.gz).

RBCSIM Software Release

Documentation Description (updated with versions for 7/31/2009 Public Release)
All documentation below is in Adobe PDF format.

Installation Manual - lists the minimum hardware and software requirements and provides the installation procedures required to load and run the RBCSIM application.
Technical Reference Manual - lists all of the RBCSIM application components required to compile and build the RBCSIM executables. High-level object-model diagrams are also included.
User Manual - describes the procedures required to configure and execute an RBCSIM application run.
Stylized Data Set Overview - describes the Stylized Data Set, which is provided to assist interested parties in understanding the stress test and is also used to test the installation of the RBCSIM application.
Risk Based Capital Report Instructions - provides detailed instructions for creating input data for the RBCSIM application.

Technical Support
Please send detailed requests to fhfainfo@fhfa.gov. While FHFA will process your request as quickly as possible, please allow up to 30 days for response.