Index
Constraints
DPM Mapiemd_tNST.11.07 - Variable Annuity Stress Tests - Aggregate Impacts (Rho)
| NST.11.07 | |||||
| Aggregate Impacts | |||||
| Liability | Hedge Assets | Reinsurance Asset | Net Impact | ||
| C0400 | C0500 | C0600 | C0700 | ||
| Rho (Stress ID: IR.GK.01) | R1900 | ||||
| Rho by Currency 1 (Stress ID: IR.GK.02.01) | R2000 | ||||
| Rho by Currency 2 (Stress ID: IR.GK.02.02) | R2100 | ||||
| Rho by Currency 3 (Stress ID: IR.GK.02.03) | R2200 | ||||
| Rho by Currency 4 (Stress ID: IR.GK.02.04) | R2300 | ||||
| Interest Rate Stress 1 (Stress ID: IR.ST.01) | R2500 | ||||
| Interest Rate Stress 2 (Stress ID: IR.ST.02) | R2600 | ||||
| Interest Rate Stress 3 (Stress ID: IR.ST.03) | R2700 | ||||
| Interest Rate Stress 4 (Stress ID: IR.ST.04) | R2800 | ||||