This paper empirically attempts to evaluate whether the information within Federal Reserve Stress Tests changes with public disclosures. In particular, this paper runs a regression discontinuity on the March 2019 changes to stress test transparency. This paper measures market information using the absolute value of cumulative abnormal returns and the abnormal trading volume of the stress test results announcement. Both the Dodd Frank Annual Stress Test and the Comprehensive Capital Analysis and Review are reviewed. Overall, this paper finds no evidence that the public disclosures affected the information generated by Federal Reserve stress tests.