Index
Constraints
DPM Mapiemd_tNST.09.04 - Variable Annuity P&L Attribution (Asset) - Reconciliation to Amended Solvency II Basis
| NST.09.04 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Date | Equity Level | Equity Implied Volatility | Interest Rate Level | Interest Rate Volatility | Currency Risk | Passage of Time | Cross-Greeks | Basis Risk | Actuarial and model impacts | Other | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Equity Delta | Equity Gamma | Realised Volatility | Vega | Bucket 1 | Bucket 2 | Bucket 3 | Bucket 4 | Bucket 5 | Bucket 6 | Bucket 7 | Bucket 8 | Bucket 9 | Rho | Bucket 1 | Bucket 2 | Bucket 3 | Bucket 4 | Bucket 5 | Bucket 6 | Bucket 7 | Bucket 8 | Bucket 9 | Rho Gamma | Interest Rate Vega | Bucket 1 | Bucket 2 | Bucket 3 | Bucket 4 | Bucket 5 | Bucket 6 | Bucket 7 | Bucket 8 | Bucket 9 | FX Delta | FX Gamma | FX Vega | Theta | Equity Delta and Yield Curve | Rho and Equity Market Level | Vanna | Volgamma | Basis Risk | Basis Risk Source 1 | Basis Risk Source 2 | Basis Risk Source 3 | Basis Risk Source 4 | Basis Risk Source 5 | Basis Risk Source 6 | Basis Risk Source 7 | Basis Risk Source 8 | Basis Risk Source 9 | Mortality and Lapses Impacts | Assumption Changes | Model Changes | Total Other | Other 1 | Other 2 | Other 3 | Other 4 | Other 5 | Other 6 | Other 7 | Other 8 | Other 9 | Unexplained | Total | |||
| C0100 | C0200 | C0300 | C0400 | C0500 | C0600 | C0700 | C0800 | C0900 | C1000 | C1100 | C1200 | C1300 | C1400 | C1500 | C1600 | C1700 | C1800 | C1900 | C2000 | C2100 | C2200 | C2300 | C2400 | C2500 | C2600 | C2700 | C2800 | C2900 | C3000 | C3100 | C3200 | C3300 | C3400 | C3500 | C3600 | C3700 | C3800 | C3900 | C4000 | C4100 | C4200 | C4300 | C4400 | C4500 | C4600 | C4700 | C4800 | C4900 | C5000 | C5100 | C5200 | C5300 | C5400 | C5500 | C5600 | C5800 | C5900 | C6000 | C6100 | C6200 | C6300 | C6400 | C6500 | C6600 | C6700 | C6800 | C6900 | ||
| Reconciliation to Amended Solvency II Basis | R0600 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||