Index
Constraints
DPM Maps2md_tSR.26.01.01.02 - Market risk - basic information, part 2
| SR.26.01.01.02 | |||
| Absolute values after shock | |||
| Net solvency capital requirement | Gross solvency capital requirement | ||
| C0060 | C0080 | ||
| Interest rate risk | R0100 | ||
| interest rate down shock | R0110 | ||
| interest rate up shock | R0120 | ||
| Equity risk | R0200 | ||
| type 1 equities | R0210 | ||
| Type 1 equity other than long-term | R0221 | ||
| strategic participations (type 1 equities) | R0230 | ||
| Long-term equity investments (type 1 equities) | R0231 | ||
| duration-based (type 1 equities) | R0240 | ||
| type 2 equities | R0250 | ||
| Type 2 equity other than long-term | R0261 | ||
| strategic participations (type 2 equities) | R0270 | ||
| Long-term equity investments (type 2 equities) | R0271 | ||
| duration-based (type 2 equities) | R0280 | ||
| qualifying infrastructure corporate equities | R0291 | ||
| qualifying infrastructure corporate equities, other than strategic and long-term | R0293 | ||
| strategic participations (qualifying infrastructure corporate equities) | R0294 | ||
| Long-term equity investments (qualifying infrastructure corporate equities) | R0295 | ||
| qualifying infrastructure equities other than corporate | R0292 | ||
| qualifying infrastructure equities other than corporate, other than strategic and long-term | R0296 | ||
| strategic participations (qualifying infrastructure equities other than corporate) | R0297 | ||
| Long-term equity investments (qualifying infrastructure equities other than corporate) | R0298 | ||
| Property risk | R0300 | ||
| Spread risk | R0400 | ||
| bonds and loans | R0410 | ||
| loans and bonds (qualifying infrastructure corporate investment) | R0414 | ||
| loans and bonds (qualifying investment infrastructure other than infrastructure corporate) | R0413 | ||
| loans and bonds (other than qualifying investment infrastructure and infrastructure corporate) | R0412 | ||
| credit derivatives | R0420 | ||
| downward shock on credit derivatives | R0430 | ||
| upward shock on credit derivatives | R0440 | ||
| Securitisation positions | R0450 | ||
| Senior STS securitisation | R0461 | ||
| Non-senior STS securitisation | R0462 | ||
| resecuritisations | R0480 | ||
| Other securitisation | R0481 | ||
| Transitional type 1 securitisation | R0482 | ||
| Guaranteed STS securitisation | R0483 | ||
| Market risk concentrations | R0500 | ||
| Currency risk | R0600 | ||
| increase in the value of the foreign currency | R0610 | ||
| decrease in the value of the foreign currency | R0620 | ||
| Diversification within market risk module | R0700 | ||
| Total market risk | R0800 | ||