Index IndexConstraints ConstraintsDPM Map DPM Map

s2md_tS.26.01.04.02 - Market risk - basic information, part 2

S.26.01.04.02
Absolute values after shock
Net solvency capital requirementGross solvency capital requirement
C0060C0080
Interest rate riskR0100
interest rate down shockR0110
interest rate up shockR0120
Equity riskR0200
type 1 equitiesR0210
type 1 equityR0220
strategic participations (type 1 equities)R0230
duration-based (type 1 equities)R0240
type 2 equitiesR0250
type 2 equityR0260
strategic participations (type 2 equities)R0270
duration-based (type 2 equities)R0280
Property riskR0300
Spread riskR0400
bonds and loansR0410
credit derivativesR0420
downward shock on credit derivativesR0430
upward shock on credit derivativesR0440
Securitisation positionsR0450
type 1 securitisationsR0460
type 2 securitisationsR0470
resecuritisationsR0480
Market risk concentrationsR0500
Currency riskR0600
increase in the value of the foreign currencyR0610
decrease in the value of the foreign currencyR0620
Diversification within market risk moduleR0700
Total market riskR0800

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