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iemd_tNST.11.01.03.14 - Variable Annuity Stress Tests - Impacts by Duration (Vega Risk)

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NST.11.01.03.14

Impacts by Duration

Duration 1

Duration 2

Duration 3

Duration 4

Duration 5

Duration 6

Duration 7

Duration 8

Duration 9

C0800

C0900

C1000

C1100

C1200

C1300

C1400

C1500

C1600

iec_dim:VD

iec_s2c_BR:z55

iec_dim:VD

iec_s2c_BR:z56

iec_dim:VD

iec_s2c_BR:z57

iec_dim:VD

iec_s2c_BR:z58

iec_dim:VD

iec_s2c_BR:z59

iec_dim:VD

iec_s2c_BR:z60

iec_dim:VD

iec_s2c_BR:z61

iec_dim:VD

iec_s2c_BR:z62

iec_dim:VD

iec_s2c_BR:z63

Vega Bucket Explanation

R4000

concept	iemd_met:siie217	y
iec_dim:VD	iec_s2c_BR:z55	x

concept	iemd_met:siie217	y
iec_dim:VD	iec_s2c_BR:z56	x

concept	iemd_met:siie217	y
iec_dim:VD	iec_s2c_BR:z57	x

concept	iemd_met:siie217	y
iec_dim:VD	iec_s2c_BR:z58	x

concept	iemd_met:siie217	y
iec_dim:VD	iec_s2c_BR:z59	x

concept	iemd_met:siie217	y
iec_dim:VD	iec_s2c_BR:z60	x

concept	iemd_met:siie217	y
iec_dim:VD	iec_s2c_BR:z61	x

concept	iemd_met:siie217	y
iec_dim:VD	iec_s2c_BR:z62	x

concept	iemd_met:siie217	y
iec_dim:VD	iec_s2c_BR:z63	x

Equity Vega by Duration (Stress ID: VG.GK.02)

R4100

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z5	y
iec_dim:VD	iec_s2c_BR:z55	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z5	y
iec_dim:VD	iec_s2c_BR:z56	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z5	y
iec_dim:VD	iec_s2c_BR:z57	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z5	y
iec_dim:VD	iec_s2c_BR:z58	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z5	y
iec_dim:VD	iec_s2c_BR:z59	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z5	y
iec_dim:VD	iec_s2c_BR:z60	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z5	y
iec_dim:VD	iec_s2c_BR:z61	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z5	y
iec_dim:VD	iec_s2c_BR:z62	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z5	y
iec_dim:VD	iec_s2c_BR:z63	x
s2c_dim:VG	iec_s2c_AM:z2	y

IR Vega by Duration (Stress ID: VG.GK.03)

R4200

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z9	y
iec_dim:VD	iec_s2c_BR:z55	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z9	y
iec_dim:VD	iec_s2c_BR:z56	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z9	y
iec_dim:VD	iec_s2c_BR:z57	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z9	y
iec_dim:VD	iec_s2c_BR:z58	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z9	y
iec_dim:VD	iec_s2c_BR:z59	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z9	y
iec_dim:VD	iec_s2c_BR:z60	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z9	y
iec_dim:VD	iec_s2c_BR:z61	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z9	y
iec_dim:VD	iec_s2c_BR:z62	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z9	y
iec_dim:VD	iec_s2c_BR:z63	x
s2c_dim:VG	iec_s2c_AM:z2	y

FX Vega by Duration (Stress ID: VG.GK.04)

R4300

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z13	y
iec_dim:VD	iec_s2c_BR:z55	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z13	y
iec_dim:VD	iec_s2c_BR:z56	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z13	y
iec_dim:VD	iec_s2c_BR:z57	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z13	y
iec_dim:VD	iec_s2c_BR:z58	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z13	y
iec_dim:VD	iec_s2c_BR:z59	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z13	y
iec_dim:VD	iec_s2c_BR:z60	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z13	y
iec_dim:VD	iec_s2c_BR:z61	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z13	y
iec_dim:VD	iec_s2c_BR:z62	x
s2c_dim:VG	iec_s2c_AM:z2	y

concept	iemd_met:miie43	y
iec_dim:VA	iec_s2c_VM:z13	y
iec_dim:VD	iec_s2c_BR:z63	x
s2c_dim:VG	iec_s2c_AM:z2	y