Index IndexTemplate TemplateConstraints Constraints

DPM Map for boemd_tIM.03.07.01.03

AddressLabelMetricsData TypePeriod Typeboec_dim:RGs2c_dim:BLs2c_dim:EXs2c_dim:OCs2c_dim:PYs2c_dim:RTs2c_dim:VGs2c_dim:VL
r0.C301boemd_a6456.root/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.   N/AN/AN/AN/AN/AN/AN/AN/A
MKT099.C301Risk Component/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.s2md_met:si2508xbrli:stringItemTypeinstantN/AN/AN/AN/AN/AN/AN/AN/A
MKT100.C301Market Risk and market risk sub-categories data/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.s2md_met:si2508xbrli:stringItemTypeinstantN/AN/AN/AN/AN/AN/AN/AN/A
MKT101.C301Total market risk/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si637xbrli:stringItemTypeinstantN/AN/As2c_EX:x13N/AN/Aboec_s2c_RT:b98s2c_AM:x80N/A
MKT102.C301Interest rate risk/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si637xbrli:stringItemTypeinstantN/AN/As2c_EX:x13N/AN/Aboec_s2c_RT:b112s2c_AM:x80N/A
MKT103.C301Inflation risk/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si637xbrli:stringItemTypeinstantN/AN/As2c_EX:x13N/AN/Aboec_s2c_RT:b114s2c_AM:x80N/A
MKT104.C301Credit Spread risk/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si637xbrli:stringItemTypeinstantN/AN/As2c_EX:x13N/AN/Aboec_s2c_RT:b111s2c_AM:x80N/A
MKT105.C301Investment credit default / transition risk/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si637xbrli:stringItemTypeinstantN/AN/As2c_EX:x13N/AN/Aboec_s2c_RT:b123s2c_AM:x80N/A
MKT106.C301Equity risk/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si637xbrli:stringItemTypeinstantN/AN/As2c_EX:x13N/AN/Aboec_s2c_RT:b109s2c_AM:x80N/A
MKT107.C301Property risk/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si637xbrli:stringItemTypeinstantN/AN/As2c_EX:x13N/AN/Aboec_s2c_RT:b110s2c_AM:x80N/A
MKT108.C301Currency risk/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si637xbrli:stringItemTypeinstantN/AN/As2c_EX:x13N/AN/Aboec_s2c_RT:b113s2c_AM:x80N/A
MKT109.C301Other market risk/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si637xbrli:stringItemTypeinstantN/AN/As2c_EX:x13N/AN/Aboec_s2c_RT:b124s2c_AM:x80N/A
MKT110.C301Derivatives risk/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si637xbrli:stringItemTypeinstantN/AN/As2c_EX:x13N/AN/Aboec_s2c_RT:b125s2c_AM:x80N/A
MKT200.C301Investments and cash within scope of the market risk model./For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.s2md_met:si2508xbrli:stringItemTypeinstantN/AN/AN/AN/AN/AN/AN/AN/A
MKT201.C301Property (other than for own use)/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si633xbrli:stringItemTypeinstantN/As2c_LB:x91N/AN/AN/AN/As2c_AM:x80N/A
MKT202.C301Holdings in related undertakings, including participations/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si632xbrli:stringItemTypeinstantN/As2c_LB:x91N/AN/AN/AN/As2c_AM:x80N/A
MKT203.C301Equities (listed and unlisted)/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si628xbrli:stringItemTypeinstantN/As2c_LB:x91N/AN/AN/AN/As2c_AM:x80N/A
MKT204.C301Government bonds/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si629xbrli:stringItemTypeinstantN/As2c_LB:x91N/AN/AN/AN/As2c_AM:x80N/A
MKT205.C301Corporate bonds/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si625xbrli:stringItemTypeinstantN/As2c_LB:x91N/AN/AN/AN/As2c_AM:x80N/A
MKT206.C301Structured notes/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si634xbrli:stringItemTypeinstantN/As2c_LB:x91N/AN/AN/AN/As2c_AM:x80N/A
MKT207.C301Collateralised securities/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si623xbrli:stringItemTypeinstantN/As2c_LB:x91N/AN/AN/AN/As2c_AM:x80N/A
MKT208.C301Derivatives included under investments on a Solvency II balance sheet/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si627xbrli:stringItemTypeinstantN/As2c_LB:x91N/AN/AN/AN/As2c_AM:x80N/A
MKT209.C301Deposits other than cash equivalents/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si626xbrli:stringItemTypeinstantN/As2c_LB:x91N/AN/AN/AN/As2c_AM:x80N/A
MKT210.C301Other investments/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si630xbrli:stringItemTypeinstantN/As2c_LB:x91N/AN/AN/AN/As2c_AM:x80N/A
MKT211.C301Other loans and mortgages/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si631xbrli:stringItemTypeinstantN/As2c_LB:x91N/AN/AN/AN/As2c_AM:x80N/A
MKT212.C301Cash and cash equivalents/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si622xbrli:stringItemTypeinstantN/As2c_LB:x91N/AN/AN/AN/As2c_AM:x80N/A
MKT213.C301Collective investments undertakings (reported as such in S.02.01 and S.06.03)/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si624xbrli:stringItemTypeinstantN/As2c_LB:x91N/AN/AN/AN/As2c_AM:x80N/A
MKT214.C301Total assets within scope of the market risk module of the internal model/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si635xbrli:stringItemTypeinstantN/As2c_LB:x91N/AN/AN/AN/As2c_AM:x80N/A
MKT215.C301Asset duration (total portfolio converted to reported currency) as at reference date (years)/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si641xbrli:stringItemTypeinstantN/AN/AN/AN/AN/AN/As2c_AM:x80N/A
MKT216.C301Best estimate duration (total portfolio converted to reported currency) as at reference date (years)/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si639xbrli:stringItemTypeinstantN/As2c_LB:x79N/AN/AN/AN/As2c_AM:x80N/A
MKT217.C301PV100/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si640xbrli:stringItemTypeinstantN/AN/AN/AN/AN/AN/As2c_AM:x80N/A
MKT218.C301Total invested assets/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si636xbrli:stringItemTypeinstantN/AN/AN/AN/AN/AN/As2c_AM:x80N/A
MKT219.C301Total best estimate technical provision/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si638xbrli:stringItemTypeinstantN/Aboec_s2c_LB:b49N/AN/AN/AN/As2c_AM:x80s2c_VM:x5
MKT300.C301Equity, Property and interest rate volatility data - GBP/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.s2md_met:si2508xbrli:stringItemTypeinstantN/AN/AN/AN/AN/AN/AN/AN/A
MKT301.C301Well diversified equity portfolio total annual return/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si657xbrli:stringItemTypeinstantN/AN/AN/AN/AN/Aboec_s2c_RT:b109N/AN/A
MKT302.C301Increase in equity volatility 1 year ATM put option/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si645xbrli:stringItemTypeinstantN/AN/AN/AN/Aboec_s2c_TI:b15boec_s2c_RT:b109N/AN/A
MKT303.C301Increase in equity volatility 10 year ATM put option/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si645xbrli:stringItemTypeinstantN/AN/AN/AN/Aboec_s2c_TI:b18boec_s2c_RT:b109N/AN/A
MKT304.C301Property commercial portfolio total annual return/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si654xbrli:stringItemTypeinstantN/AN/AN/AN/AN/Aboec_s2c_RT:b110N/AN/A
MKT305.C301Property residential portfolio total annual return/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si655xbrli:stringItemTypeinstantN/AN/AN/AN/AN/Aboec_s2c_RT:b110N/AN/A
MKT306.C301Increase in property volatility 10 year ATM option/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si648xbrli:stringItemTypeinstantN/AN/AN/AN/Aboec_s2c_TI:b18boec_s2c_RT:b110N/AN/A
MKT400.C301Risk free rates data - GBP/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.s2md_met:si2508xbrli:stringItemTypeinstantN/AN/AN/AN/AN/AN/AN/AN/A
MKT401.C301Increase in risk free zero coupon bond spot yield Term 1/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si650xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b15boec_s2c_RT:b112N/AN/A
MKT402.C301Increase in risk free zero coupon bond spot yield Term 2/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si650xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b16boec_s2c_RT:b112N/AN/A
MKT403.C301Increase in risk free zero coupon bond spot yield Term 5/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si650xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b17boec_s2c_RT:b112N/AN/A
MKT404.C301Increase in risk free zero coupon bond spot yield Term 10/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si650xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b18boec_s2c_RT:b112N/AN/A
MKT405.C301Increase in risk free zero coupon bond spot yield Term 15/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si650xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b19boec_s2c_RT:b112N/AN/A
MKT406.C301Increase in risk free zero coupon bond spot yield Term 25/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si650xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b20boec_s2c_RT:b112N/AN/A
MKT407.C301Change in risk free yield component of IAS19 discount yield/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si649xbrli:stringItemTypeinstantN/AN/AN/AN/AN/Aboec_s2c_RT:b112N/AN/A
MKT408.C301Increase in implied interest yield volatility on 5 X 15 ATM swaption/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si647xbrli:stringItemTypeinstantN/AN/AN/AN/AN/Aboec_s2c_RT:b112N/AN/A
MKT500.C301Implied Inflation data - GBP/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.s2md_met:si2508xbrli:stringItemTypeinstantN/AN/AN/AN/AN/AN/AN/AN/A
MKT501.C301Increase in implied inflation spot yield Term 2/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si646xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b16boec_s2c_RT:b114N/AN/A
MKT502.C301Increase in implied inflation spot yield Term 5/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si646xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b17boec_s2c_RT:b114N/AN/A
MKT503.C301Increase in implied inflation spot yield Term 10/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si646xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b18boec_s2c_RT:b114N/AN/A
MKT504.C301Increase in implied inflation spot yield Term 15/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si646xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b19boec_s2c_RT:b114N/AN/A
MKT505.C301Increase in implied inflation spot yield Term 25/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si646xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b20boec_s2c_RT:b114N/AN/A
MKT600.C301Credit spread data - GBP/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.s2md_met:si2508xbrli:stringItemTypeinstantN/AN/AN/AN/AN/AN/AN/AN/A
MKT601.C301Increase in AAA rate ZCB spot yield spread (over RF) Term 1/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b1N/AN/As2c_CU:GBPboec_s2c_TI:b15boec_s2c_RT:b111N/AN/A
MKT602.C301Increase in AAA rate ZCB spot yield spread (over RF) Term 2/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b1N/AN/As2c_CU:GBPboec_s2c_TI:b16boec_s2c_RT:b111N/AN/A
MKT603.C301Increase in AAA rate ZCB spot yield spread (over RF) Term 5/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b1N/AN/As2c_CU:GBPboec_s2c_TI:b17boec_s2c_RT:b111N/AN/A
MKT604.C301Increase in AAA rate ZCB spot yield spread (over RF) Term 10/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b1N/AN/As2c_CU:GBPboec_s2c_TI:b18boec_s2c_RT:b111N/AN/A
MKT605.C301Increase in AAA rate ZCB spot yield spread (over RF) Term 15/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b1N/AN/As2c_CU:GBPboec_s2c_TI:b19boec_s2c_RT:b111N/AN/A
MKT606.C301Increase in AA rate ZCB spot yield spread (over RF) Term 1/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b2N/AN/As2c_CU:GBPboec_s2c_TI:b15boec_s2c_RT:b111N/AN/A
MKT607.C301Increase in AA rate ZCB spot yield spread (over RF) Term 2/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b2N/AN/As2c_CU:GBPboec_s2c_TI:b16boec_s2c_RT:b111N/AN/A
MKT608.C301Increase in AA rate ZCB spot yield spread (over RF) Term 5/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b2N/AN/As2c_CU:GBPboec_s2c_TI:b17boec_s2c_RT:b111N/AN/A
MKT609.C301Increase in AA rate ZCB spot yield spread (over RF) Term 10/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b2N/AN/As2c_CU:GBPboec_s2c_TI:b18boec_s2c_RT:b111N/AN/A
MKT610.C301Increase in AA rate ZCB spot yield spread (over RF) Term 15/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b2N/AN/As2c_CU:GBPboec_s2c_TI:b19boec_s2c_RT:b111N/AN/A
MKT611.C301Increase in A rate ZCB spot yield spread (over RF) Term 1/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b3N/AN/As2c_CU:GBPboec_s2c_TI:b15boec_s2c_RT:b111N/AN/A
MKT612.C301Increase in A rate ZCB spot yield spread (over RF) Term 2/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b3N/AN/As2c_CU:GBPboec_s2c_TI:b16boec_s2c_RT:b111N/AN/A
MKT613.C301Increase in A rate ZCB spot yield spread (over RF) Term 5/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b3N/AN/As2c_CU:GBPboec_s2c_TI:b17boec_s2c_RT:b111N/AN/A
MKT614.C301Increase in A rate ZCB spot yield spread (over RF) Term 10/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b3N/AN/As2c_CU:GBPboec_s2c_TI:b18boec_s2c_RT:b111N/AN/A
MKT615.C301Increase in A rate ZCB spot yield spread (over RF) Term 15/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b3N/AN/As2c_CU:GBPboec_s2c_TI:b19boec_s2c_RT:b111N/AN/A
MKT616.C301Increase in BBB rate ZCB spot yield spread (over RF) Term 1/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b4N/AN/As2c_CU:GBPboec_s2c_TI:b15boec_s2c_RT:b111N/AN/A
MKT617.C301Increase in BBB rate ZCB spot yield spread (over RF) Term 2/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b4N/AN/As2c_CU:GBPboec_s2c_TI:b16boec_s2c_RT:b111N/AN/A
MKT618.C301Increase in BBB rate ZCB spot yield spread (over RF) Term 5/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b4N/AN/As2c_CU:GBPboec_s2c_TI:b17boec_s2c_RT:b111N/AN/A
MKT619.C301Increase in BBB rate ZCB spot yield spread (over RF) Term 10/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b4N/AN/As2c_CU:GBPboec_s2c_TI:b18boec_s2c_RT:b111N/AN/A
MKT620.C301Increase in BBB rate ZCB spot yield spread (over RF) Term 15/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b4N/AN/As2c_CU:GBPboec_s2c_TI:b19boec_s2c_RT:b111N/AN/A
MKT621.C301Increase in B rate ZCB spot yield spread (over RF) Term 1/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b5N/AN/As2c_CU:GBPboec_s2c_TI:b15boec_s2c_RT:b111N/AN/A
MKT622.C301Increase in B rate ZCB spot yield spread (over RF) Term 2/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b5N/AN/As2c_CU:GBPboec_s2c_TI:b16boec_s2c_RT:b111N/AN/A
MKT623.C301Increase in B rate ZCB spot yield spread (over RF) Term 5/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b5N/AN/As2c_CU:GBPboec_s2c_TI:b17boec_s2c_RT:b111N/AN/A
MKT624.C301Increase in B rate ZCB spot yield spread (over RF) Term 10/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b5N/AN/As2c_CU:GBPboec_s2c_TI:b18boec_s2c_RT:b111N/AN/A
MKT625.C301Increase in B rate ZCB spot yield spread (over RF) Term 15/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si652xbrli:stringItemTypeinstantboec_RX:b5N/AN/As2c_CU:GBPboec_s2c_TI:b19boec_s2c_RT:b111N/AN/A
MKT626.C301Change in credit spread risk free yield component of IAS19 discount yield/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si644xbrli:stringItemTypeinstantN/AN/AN/AN/AN/Aboec_s2c_RT:b111N/AN/A
MKT790.C301Swap spread data - GBP/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.s2md_met:si2508xbrli:stringItemTypeinstantN/AN/AN/AN/AN/AN/AN/AN/A
MKT791.C301Increase in Spread of swaps over gilts spot yield Term 1/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si651xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b15boec_s2c_RT:b111N/AN/A
MKT792.C301Increase in Spread of swaps over gilts spot yield Term 2/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si651xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b16boec_s2c_RT:b111N/AN/A
MKT793.C301Increase in Spread of swaps over gilts spot yield Term 5/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si651xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b17boec_s2c_RT:b111N/AN/A
MKT794.C301Increase in Spread of swaps over gilts spot yield Term 10/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si651xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b18boec_s2c_RT:b111N/AN/A
MKT795.C301Increase in Spread of swaps over gilts spot yield Term 15/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si651xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b19boec_s2c_RT:b111N/AN/A
MKT796.C301Increase in Spread of swaps over gilts spot yield Term 25/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si651xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b20boec_s2c_RT:b111N/AN/A
MKT900.C301Inflation data for modelling asset values - GBP/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.s2md_met:si2508xbrli:stringItemTypeinstantN/AN/AN/AN/AN/AN/AN/AN/A
MKT901.C301Inflation spot rate Term 1/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si653xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b15N/AN/AN/A
MKT902.C301Inflation spot rate Term 2/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si653xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b16N/AN/AN/A
MKT903.C301Inflation spot rate Term 5/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si653xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b17N/AN/AN/A
MKT904.C301Inflation spot rate Term 10/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si653xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b18N/AN/AN/A
MKT905.C301Inflation spot rate Term 15/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si653xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b19N/AN/AN/A
MKT906.C301Inflation spot rate Term 25/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si653xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPboec_s2c_TI:b20N/AN/AN/A
MKT907.C301Description of measure of GBP inflation in above outputs/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si712xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPN/AN/AN/AN/A
MKT908.C301List of any other inflation measures for this currency output by the model, and the purpose of each of these measures/For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.boemd_met:si713xbrli:stringItemTypeinstantN/AN/AN/As2c_CU:GBPN/AN/AN/AN/A

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