Taxonomy Viewer

Type	including
Role	http://www.bankofengland.co.uk/data/xbrl/md/role/fws/insurance/imo/2020-09-04/tab/IM.03.07.01.02/40

Type	Element
Hypercube	`model:hyp`
Explicit	Risk types `s2c_dim:RT`
Member	Spread risk [IMO] `boec_s2c_RT:b111`
Explicit	Projected years `s2c_dim:PY`
Member	Term 1 `boec_s2c_TI:b15`
Member	Term 2 `boec_s2c_TI:b16`
Member	Term 5 `boec_s2c_TI:b17`
Member	Term 10 `boec_s2c_TI:b18`
Member	Term 15 `boec_s2c_TI:b19`
Member	Term 25 `boec_s2c_TI:b20`
Explicit	Original/exposure currency `s2c_dim:OC`
Member	GBP `s2c_CU:GBP`
Explicit	Valuation general `s2c_dim:VG`
Member	NA `s2c_AM:x0`
Explicit	Exposure types `s2c_dim:EX`
Member	Total/NA `s2c_EX:x0`
Explicit	Line of business [general] `s2c_dim:BL`
Member	Total/NA `s2c_LB:x0`
Explicit	Valuation of provisions [general] `s2c_dim:VL`
Member	Total/NA `s2c_VM:x0`
Explicit	Ratings `boec_dim:RG`
Member	Total/NA `boec_RX:x0`
Explicit	Probability distribution `boec_dim:PD`
Member	Maximum simulated value `boec_s2c_AM:b51`
Member	99.9% percentile `boec_s2c_AM:b50`
Member	99.5% percentile `boec_s2c_AM:b49`
Member	99% percentile `boec_s2c_AM:b48`
Member	97.5% percentile `boec_s2c_AM:b56`
Member	95% percentile `boec_s2c_AM:b44`
Member	90% percentile `boec_s2c_AM:b43`
Member	75% percentile `boec_s2c_AM:b40`
Member	50% percentile `boec_s2c_AM:b35`
Member	25% percentile `boec_s2c_AM:b30`
Member	10% percentile `boec_s2c_AM:b27`
Member	5% percentile `boec_s2c_AM:b26`
Member	2.5% percentile `boec_s2c_AM:b55`
Member	1% percentile `boec_s2c_AM:b54`
Member	0.5% percentile `boec_s2c_AM:b53`
Member	0.1% percentile `boec_s2c_AM:b25`
Member	Minimum simulated value `boec_s2c_AM:b24`
Explicit	Types of amount `s2c_dim:TA`
Member	NA `s2c_AM:x0`

Label/QName
Metric: Pure\|PP/Change in spread of swaps over gilts spot yield `boemd_met:pi599`