Index
Constraints
DPM Maps2md_tS.15.02.04.01 - Hedging of guarantees of variable annuities
| S.15.02.04.01 | ||||||||||||||
| Legal name of the undertaking | Product Denomination | Type of hedging | Delta hedged | Rho hedged | Gamma hedged | Vega hedged | FX hedged | Other hedged risks | Economic result without hedging | Economic result with hedging | ||||
| C0010 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 | ||||
| s2c_dim:IP | s2c_dim:CE | |||||||||||||
| Product ID code | C0040 | |||||||||||||
| Identification code and type of code of the undertaking | C0020 | |||||||||||||