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Thermal shock performance parameters to assure Ultra Thin Wall (UTW) substrate durability for close-coupled (CC) converter operating conditions have been defined through testing and FEM modeling. Propane burner tests simulating the engine exhaust conditions were performed and coordinated with FEM stress analysis. For the stress analysis, a newly developed Macro-Micro Thermal Stress Analysis method was employed. Validation of the Macro-Micro Thermal Stress Analysis method was made through comparing FEM analysis results with the electric furnace and the burner tests results. A thermal fatigue life prediction method taking into account variation in material strength, fatigue degradation and effective volume was developed. In the verification tests, crack generation stresses were predicted within a 20 % margin of error.