iemd_tNST.11.04 - Variable Annuity Stress Tests - Aggregate Impacts (Equity Delta)

NST.11.04
Aggregate Impacts
LiabilityHedge AssetsReinsurance AssetNet Impact
C0400C0500C0600C0700
conceptiemd_met:miie12x
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
Equity Delta (Strss ID: EQ.GK.01)R0400
conceptiemd_met:miie12x
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
Equity Delta By Index 1 (Stress ID: EQ.GK.02.01)R0500
conceptiemd_met:miie12x
iec_dim:IEiec_s2c_BR:z46y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:IEiec_s2c_BR:z46y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:IEiec_s2c_BR:z46y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:IEiec_s2c_BR:z46y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
Equity Delta By Index 2 (Stress ID: EQ.GK.02.02)R0600
conceptiemd_met:miie12x
iec_dim:IEiec_s2c_BR:z47y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:IEiec_s2c_BR:z47y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:IEiec_s2c_BR:z47y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:IEiec_s2c_BR:z47y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
Equity Delta By Index 3 (Stress ID: EQ.GK.02.03)R0700
conceptiemd_met:miie12x
iec_dim:IEiec_s2c_BR:z48y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:IEiec_s2c_BR:z48y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:IEiec_s2c_BR:z48y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:IEiec_s2c_BR:z48y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
Equity Delta By Index 4 (Stress ID: EQ.GK.02.04)R0800
conceptiemd_met:miie12x
iec_dim:IEiec_s2c_BR:z49y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:IEiec_s2c_BR:z49y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:IEiec_s2c_BR:z49y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:IEiec_s2c_BR:z49y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
Equity Delta By Index 5 (Stress ID: EQ.GK.02.05)R0900
conceptiemd_met:miie12x
iec_dim:IEiec_s2c_BR:z50y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:IEiec_s2c_BR:z50y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:IEiec_s2c_BR:z50y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:IEiec_s2c_BR:z50y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
Equity Delta By Index 6 (Stress ID: EQ.GK.02.06)R1000
conceptiemd_met:miie12x
iec_dim:IEiec_s2c_BR:z51y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:IEiec_s2c_BR:z51y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:IEiec_s2c_BR:z51y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:IEiec_s2c_BR:z51y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
Equity Delta By Index 7 (Stress ID: EQ.GK.02.07)R1100
conceptiemd_met:miie12x
iec_dim:IEiec_s2c_BR:z52y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:IEiec_s2c_BR:z52y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:IEiec_s2c_BR:z52y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:IEiec_s2c_BR:z52y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
Equity Delta By Index 8 (Stress ID: EQ.GK.02.08)R1200
conceptiemd_met:miie12x
iec_dim:IEiec_s2c_BR:z53y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:IEiec_s2c_BR:z53y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:IEiec_s2c_BR:z53y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:IEiec_s2c_BR:z53y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
Equity Delta By Index 9 (Stress ID: EQ.GK.02.09)R1300
conceptiemd_met:miie12x
iec_dim:IEiec_s2c_BR:z54y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:IEiec_s2c_BR:z54y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:IEiec_s2c_BR:z54y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:IEiec_s2c_BR:z54y
iec_dim:VAiec_s2c_VM:z2y
s2c_dim:VGiec_s2c_AM:z2x
Equity Level Stress 1 (Stress ID: EQ.ST.01)R1500
conceptiemd_met:miie12x
iec_dim:VAiec_s2c_VM:z1y
iec_dim:VTiec_s2c_VM:z28y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VAiec_s2c_VM:z1y
iec_dim:VTiec_s2c_VM:z28y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VAiec_s2c_VM:z1y
iec_dim:VTiec_s2c_VM:z28y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z1y
iec_dim:VTiec_s2c_VM:z28y
s2c_dim:VGiec_s2c_AM:z2x
Equity Level Stress 2 (Stress ID: EQ.ST.02)R1600
conceptiemd_met:miie12x
iec_dim:VAiec_s2c_VM:z1y
iec_dim:VTiec_s2c_VM:z29y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VAiec_s2c_VM:z1y
iec_dim:VTiec_s2c_VM:z29y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VAiec_s2c_VM:z1y
iec_dim:VTiec_s2c_VM:z29y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z1y
iec_dim:VTiec_s2c_VM:z29y
s2c_dim:VGiec_s2c_AM:z2x
Equity Level Stress 3 (Stress ID: EQ.ST.03)R1700
conceptiemd_met:miie12x
iec_dim:VAiec_s2c_VM:z1y
iec_dim:VTiec_s2c_VM:z30y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VAiec_s2c_VM:z1y
iec_dim:VTiec_s2c_VM:z30y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VAiec_s2c_VM:z1y
iec_dim:VTiec_s2c_VM:z30y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z1y
iec_dim:VTiec_s2c_VM:z30y
s2c_dim:VGiec_s2c_AM:z2x
Equity Level Stress 4 (Stress ID: EQ.ST.04)R1800
conceptiemd_met:miie12x
iec_dim:VAiec_s2c_VM:z1y
iec_dim:VTiec_s2c_VM:z31y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VAiec_s2c_VM:z1y
iec_dim:VTiec_s2c_VM:z31y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VAiec_s2c_VM:z1y
iec_dim:VTiec_s2c_VM:z31y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z1y
iec_dim:VTiec_s2c_VM:z31y
s2c_dim:VGiec_s2c_AM:z2x