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iemd_tNST.11.01.03.08 - Variable Annuity Stress Tests - Impacts by Duration (Rho)

NST.11.01.03.08
Impacts by Duration
Duration 1Duration 2Duration 3Duration 4Duration 5Duration 6Duration 7Duration 8Duration 9
C0800C0900C1000C1100C1200C1300C1400C1500C1600
conceptiemd_met:miie43x
iec_dim:VDiec_s2c_BR:z55x
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VDiec_s2c_BR:z56x
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VDiec_s2c_BR:z57x
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VDiec_s2c_BR:z58x
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VDiec_s2c_BR:z59x
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VDiec_s2c_BR:z60x
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VDiec_s2c_BR:z61x
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VDiec_s2c_BR:z62x
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VDiec_s2c_BR:z63x
s2c_dim:VGiec_s2c_AM:z2x
Rho by Currency 1 (Stress ID: IR.GK.02.01)R2000
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z55x
s2c_dim:OCiec_s2c_CU:z1y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z56x
s2c_dim:OCiec_s2c_CU:z1y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z57x
s2c_dim:OCiec_s2c_CU:z1y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z58x
s2c_dim:OCiec_s2c_CU:z1y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z59x
s2c_dim:OCiec_s2c_CU:z1y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z60x
s2c_dim:OCiec_s2c_CU:z1y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z61x
s2c_dim:OCiec_s2c_CU:z1y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z62x
s2c_dim:OCiec_s2c_CU:z1y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z63x
s2c_dim:OCiec_s2c_CU:z1y
s2c_dim:VGiec_s2c_AM:z2x
Rho by Currency 2 (Stress ID: IR.GK.02.02)R2100
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z55x
s2c_dim:OCiec_s2c_CU:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z56x
s2c_dim:OCiec_s2c_CU:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z57x
s2c_dim:OCiec_s2c_CU:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z58x
s2c_dim:OCiec_s2c_CU:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z59x
s2c_dim:OCiec_s2c_CU:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z60x
s2c_dim:OCiec_s2c_CU:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z61x
s2c_dim:OCiec_s2c_CU:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z62x
s2c_dim:OCiec_s2c_CU:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z63x
s2c_dim:OCiec_s2c_CU:z2y
s2c_dim:VGiec_s2c_AM:z2x
Rho by Currency 3 (Stress ID: IR.GK.02.03)R2200
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z55x
s2c_dim:OCiec_s2c_CU:z3y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z56x
s2c_dim:OCiec_s2c_CU:z3y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z57x
s2c_dim:OCiec_s2c_CU:z3y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z58x
s2c_dim:OCiec_s2c_CU:z3y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z59x
s2c_dim:OCiec_s2c_CU:z3y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z60x
s2c_dim:OCiec_s2c_CU:z3y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z61x
s2c_dim:OCiec_s2c_CU:z3y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z62x
s2c_dim:OCiec_s2c_CU:z3y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z63x
s2c_dim:OCiec_s2c_CU:z3y
s2c_dim:VGiec_s2c_AM:z2x
Rho by Currency 4 (Stress ID: IR.GK.02.04)R2300
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z55x
s2c_dim:OCiec_s2c_CU:z4y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z56x
s2c_dim:OCiec_s2c_CU:z4y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z57x
s2c_dim:OCiec_s2c_CU:z4y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z58x
s2c_dim:OCiec_s2c_CU:z4y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z59x
s2c_dim:OCiec_s2c_CU:z4y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z60x
s2c_dim:OCiec_s2c_CU:z4y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z61x
s2c_dim:OCiec_s2c_CU:z4y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z62x
s2c_dim:OCiec_s2c_CU:z4y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
iec_dim:VDiec_s2c_BR:z63x
s2c_dim:OCiec_s2c_CU:z4y
s2c_dim:VGiec_s2c_AM:z2x

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