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iemd_tNST.11.01.03.13 - Variable Annuity Stress Tests - Aggregate Impacts (Vega Risk)

NST.11.01.03.13
Aggregate Impacts
LiabilityHedge AssetsReinsurance AssetNet Impact
C0400C0500C0600C0700
conceptiemd_met:miie12x
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
s2c_dim:VGiec_s2c_AM:z2x
Vega Risk (Stress ID: VG.GK.01)R3900
conceptiemd_met:miie12x
iec_dim:VAiec_s2c_VM:z58y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VAiec_s2c_VM:z58y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VAiec_s2c_VM:z58y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z58y
s2c_dim:VGiec_s2c_AM:z2x
Volatility Stress Test 1 (Stress ID: VG.ST.01)R4400
conceptiemd_met:miie12x
iec_dim:VTiec_s2c_VM:z40y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VTiec_s2c_VM:z40y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VTiec_s2c_VM:z40y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VTiec_s2c_VM:z40y
s2c_dim:VGiec_s2c_AM:z2x
Volatility Stress Test 2 (Stress ID: VG.ST.02)R4500
conceptiemd_met:miie12x
iec_dim:VTiec_s2c_VM:z41y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VTiec_s2c_VM:z41y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VTiec_s2c_VM:z41y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VTiec_s2c_VM:z41y
s2c_dim:VGiec_s2c_AM:z2x
Volatility Stress Test 3 (Stress ID: VG.ST.03)R4600
conceptiemd_met:miie12x
iec_dim:VTiec_s2c_VM:z42y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VTiec_s2c_VM:z42y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VTiec_s2c_VM:z42y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VTiec_s2c_VM:z42y
s2c_dim:VGiec_s2c_AM:z2x
Volatility Stress Test 4 (Stress ID: VG.ST.04)R4700
conceptiemd_met:miie12x
iec_dim:VTiec_s2c_VM:z43y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VTiec_s2c_VM:z43y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VTiec_s2c_VM:z43y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VTiec_s2c_VM:z43y
s2c_dim:VGiec_s2c_AM:z2x
Volatility Stress Test 5 (Stress ID: VG.ST.05)R4800
conceptiemd_met:miie12x
iec_dim:VTiec_s2c_VM:z44y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VTiec_s2c_VM:z44y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VTiec_s2c_VM:z44y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VTiec_s2c_VM:z44y
s2c_dim:VGiec_s2c_AM:z2x
Volatility Stress Test 6 (Stress ID: VG.ST.06)R4900
conceptiemd_met:miie12x
iec_dim:VTiec_s2c_VM:z45y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VTiec_s2c_VM:z45y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VTiec_s2c_VM:z45y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VTiec_s2c_VM:z45y
s2c_dim:VGiec_s2c_AM:z2x

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