Index IndexConstraints ConstraintsDPM Map DPM Map

s2md_tS.26.01.01.01 - Market risk - basic information, part 1

S.26.01.01.01
Initial absolute values before shockAbsolute values after shock
AssetsLiabilitiesAssetsLiabilities (after the loss absorbing capacity of technical provisions)Liabilities (before the loss-absorbing capacity of technical provisions)
C0020C0030C0040C0050C0070
Interest rate riskR0100
interest rate down shockR0110
interest rate up shockR0120
Equity riskR0200
type 1 equitiesR0210
Type 1 equity other than long-termR0221
strategic participations (type 1 equities)R0230
Long-term equity investments (type 1 equities)R0231
duration-based (type 1 equities)R0240
type 2 equitiesR0250
Type 2 equity other than long-termR0261
strategic participations (type 2 equities)R0270
Long-term equity investments (type 2 equities)R0271
duration-based (type 2 equities)R0280
qualifying infrastructure corporate equitiesR0291
qualifying infrastructure corporate equities, other than strategic and long-termR0293
strategic participations (qualifying infrastructure corporate equities)R0294
Long-term equity investments (qualifying infrastructure corporate equities)R0295
qualifying infrastructure equities other than corporateR0292
qualifying infrastructure equities other than corporate, other than strategic and long-termR0296
strategic participations (qualifying infrastructure equities other than corporate)R0297
Long-term equity investments (qualifying infrastructure equities other than corporate)R0298
Property riskR0300
Spread riskR0400
bonds and loansR0410
loans and bonds (qualifying infrastructure corporate investment)R0414
loans and bonds (qualifying investment infrastructure other than infrastructure corporate)R0413
loans and bonds (other than qualifying investment infrastructure and infrastructure corporate)R0412
credit derivativesR0420
downward shock on credit derivativesR0430
upward shock on credit derivativesR0440
Securitisation positionsR0450
Senior STS securitisationR0461
Non-senior STS securitisationR0462
resecuritisationsR0480
Other securitisationR0481
Transitional type 1 securitisationR0482
Guaranteed STS securitisationR0483
Market risk concentrationsR0500
Currency riskR0600
increase in the value of the foreign currencyR0610
decrease in the value of the foreign currencyR0620
Diversification within market risk moduleR0700
Total market riskR0800

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