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s2md_tS.26.09.01.03 - Market & credit risk and sensitivities - Sensitivities (values)

S.26.09.01.03
AssetsLiabilitiesAssets minus LiabilitiesAssets excl. Unit-linkedLiabilities excl. Unit-linkedAssets excl. Unit-linked minus Liabilities excl. Unit-linked
C0310C0320C0330C0340C0350C0360
Standalone stresses
Exposure sensitive to interest rates
base case / no shockR0210
Interest Rates (parallel shift all maturities)
-100bpR0220
+100bpR0230
-50bpR0240
+50bpR0250
Exposure sensitive to inflation rates
base case / no shockR0260
Inflation Rates
-100bpR0270
+100bpR0280
Exposure sensitive to spreads
base case / no shockR0290
Spread (uniform shift all maturities and assets)
-100bpR0300
+100bpR0310
Exposure sensitive to equity values
base case / no shockR0320
Equity (uniform shift in values)
-30%R0330
+30%R0340
Exposure sensitive to Property risk
base case / no shockR0350
Property (uniform shift in values)
-30%R0360
+30%R0370
Exposure sensitive to Currency risk
base case / no shockR0380
Currency (uniform shift in exchange rates)
-10%R0390
+10%R0400
Exposure sensitive to interest rate volatility
base case / no shockR0410
Interest Rates Volatility down
-25%R0420
-20bp for normal volsR0430
Interest Rates Volatility up
+25%R0440
+20bp for normal volsR0450
Exposure sensitive to equity volatility
base case / no shockR0460
Equity Volatility down
-25%R0470
Equity Volatility up
+25%R0480

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