Index
Constraints
DPM Mapboemd_tIM.01.02.01.02 - Life internal model risk outputs - Best estimate
| Best estimate | ||
| C0020 | ||
| Risk Component | R0007 | |
| Market | R0008 | |
| Equity volatility | R0019 | |
| Change in equity volatility 1 year ATM put option | R0020 | |
| Change in equity volatility 10 year ATM put option | R0030 | |
| Property volatility | R0059 | |
| Change in property volatility 10 year ATM option | R0060 | |
| Interest rate | R0069 | |
| Change in risk free zero coupon bond spot yield Term 2 | R0070 | |
| Change in risk free zero coupon bond spot yield Term 5 | R0080 | |
| Change in risk free zero coupon bond spot yield Term 10 | R0090 | |
| Change in risk free zero coupon bond spot yield Term 15 | R0100 | |
| Change in risk free zero coupon bond spot yield Term 25 | R0110 | |
| Change in risk free rate component of IAS19 discount rate | R0120 | |
| Interest rate volatility | R0129 | |
| Change in implied interest rate volatility on 5 X 15 ATM swaption | R0130 | |
| Inflation | R0139 | |
| Change in implied inflation spot yield Term 2 | R0140 | |
| Change in implied inflation spot yield Term 5 | R0150 | |
| Change in implied inflation spot yield Term 10 | R0160 | |
| Change in implied inflation spot yield Term 15 | R0170 | |
| Change in implied inflation spot yield Term 25 | R0180 | |
| Credit | R0189 | |
| Change in AAA rated ZCB spot yield spread (over RF) Term 2 | R0190 | |
| Change in AAA rated ZCB spot yield spread (over RF) Term 5 | R0200 | |
| Change in AAA rated ZCB spot yield spread (over RF) Term 10 | R0210 | |
| Change in AAA rated ZCB spot yield spread (over RF) Term 15 | R0220 | |
| Change in AA rated ZCB spot yield spread (over RF) Term 2 | R0230 | |
| Change in AA rated ZCB spot yield spread (over RF) Term 5 | R0240 | |
| Change in AA rated ZCB spot yield spread (over RF) Term 10 | R0250 | |
| Change in AA rated ZCB spot yield spread (over RF) Term 15 | R0260 | |
| Change in A rated ZCB spot yield spread (over RF) Term 2 | R0270 | |
| Change in A rated ZCB spot yield spread (over RF) Term 5 | R0280 | |
| Change in A rated ZCB spot yield spread (over RF) Term 10 | R0290 | |
| Change in A rated ZCB spot yield spread (over RF) Term 15 | R0300 | |
| Change in BBB rated ZCB spot yield spread (over RF) Term 2 | R0310 | |
| Change in BBB rated ZCB spot yield spread (over RF) Term 5 | R0320 | |
| Change in BBB rated ZCB spot yield spread (over RF) Term 10 | R0330 | |
| Change in BBB rated ZCB spot yield spread (over RF) Term 15 | R0340 | |
| Change in B rated ZCB spot yield spread (over RF) Term 2 | R0350 | |
| Change in B rated ZCB spot yield spread (over RF) Term 5 | R0360 | |
| Change in B rated ZCB spot yield spread (over RF) Term 10 | R0370 | |
| Change in B rated ZCB spot yield spread (over RF) Term 15 | R0380 | |
| Change in credit spread component of IAS19 discount rate | R0390 | |
| Swap spread | R0399 | |
| Change in spread of swaps over gilts spot yield Term 2 | R0400 | |
| Change in spread of swaps over gilts spot yield Term 5 | R0410 | |
| Change in spread of swaps over gilts spot yield Term 10 | R0420 | |
| Change in spread of swaps over gilts spot yield Term 15 | R0430 | |
| Change in spread of swaps over gilts spot yield Term 25 | R0440 | |
| Currency | R0449 | |
| Change in exchange rate, EUR to GBP | R0450 | |
| Change in exchange rate, USD to GBP | R0460 | |
| Life u/w | R0468 | |
| Longevity | R0469 | |
| Expectation of life at male age 50 (overall) | R0470 | |
| Expectation of life at male age 65 (overall) | R0480 | |
| Expectation of life at male age 80 (overall) | R0490 | |
| Expectation of life at female age 50 (overall) | R0500 | |
| Expectation of life at female age 65 (overall) | R0510 | |
| Expectation of life at female age 80 (overall) | R0520 | |
| Expectation of life at male age 50 (under mis-estimation risk) | R0530 | |
| Expectation of life at male age 65 (under mis-estimation risk) | R0540 | |
| Expectation of life at male age 80 (under mis-estimation risk) | R0550 | |
| Expectation of life at female age 50 (under mis-estimation risk) | R0560 | |
| Expectation of life at female age 65 (under mis-estimation risk) | R0570 | |
| Expectation of life at female age 80 (under mis-estimation risk) | R0580 | |
| Expectation of life at male age 50 (under trend risk) | R0590 | |
| Expectation of life at male age 65 (under trend risk) | R0600 | |
| Expectation of life at male age 80 (under trend risk) | R0610 | |
| Expectation of life at female age 50 (under trend risk) | R0620 | |
| Expectation of life at female age 65 (under trend risk) | R0630 | |
| Expectation of life at female age 80 (under trend risk) | R0640 | |
| Life u/w | R0948 | |
| GAR take-up | R1069 | |
| Change in guaranteed annuity rate take-up | R1070 | |
| Proportion married | R1079 | |
| Change in proportion married | R1080 | |