Index
Constraints
DPM Mapiemd_tNST.11.14 - Variable Annuity Stress Tests - Impacts by Duration (Vega Risk)
| Impacts by Duration | ||||||||||
| Duration 1 | Duration 2 | Duration 3 | Duration 4 | Duration 5 | Duration 6 | Duration 7 | Duration 8 | Duration 9 | ||
| C0800 | C0900 | C1000 | C1100 | C1200 | C1300 | C1400 | C1500 | C1600 | ||
| Vega Bucket Explanation | R4000 | |||||||||
| Equity Vega by Duration (Stress ID: VG.GK.02) | R4100 | |||||||||
| IR Vega by Duration (Stress ID: VG.GK.03) | R4200 | |||||||||
| FX Vega by Duration (Stress ID: VG.GK.04) | R4300 | |||||||||