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bdp_tIRRBB_04.00.w - IRRBB 04.00.w

IRRBB 04.00.w
Amount
010
eba_dim:CCAeba_CA:x1x
eba_dim:CUS*z
Change of the economic value of the banking book under a given scenario010
eba_dim:BASbdp_eba_BA:x100001y
eba_dim:CCAeba_CA:x1x
eba_dim:CUS*z
eba_dim:MCYeba_MC:x28y
eba_dim:PRPeba_PL:x11y
Parallel shock up020
conceptbdp_met:md100051y
eba_dim:BASbdp_eba_BA:x100001y
eba_dim:CCAeba_CA:x1x
eba_dim:CSCbdp_eba_CS:x100003y
eba_dim:CUS*z
eba_dim:MCYeba_MC:x28y
eba_dim:PRPeba_PL:x11y
Parallel shock down030
conceptbdp_met:md100051y
eba_dim:BASbdp_eba_BA:x100001y
eba_dim:CCAeba_CA:x1x
eba_dim:CSCbdp_eba_CS:x100004y
eba_dim:CUS*z
eba_dim:MCYeba_MC:x28y
eba_dim:PRPeba_PL:x11y
Steepener shock040
conceptbdp_met:md100051y
eba_dim:BASbdp_eba_BA:x100001y
eba_dim:CCAeba_CA:x1x
eba_dim:CSCbdp_eba_CS:x100005y
eba_dim:CUS*z
eba_dim:MCYeba_MC:x28y
eba_dim:PRPeba_PL:x11y
Flattener shock050
conceptbdp_met:md100051y
eba_dim:BASbdp_eba_BA:x100001y
eba_dim:CCAeba_CA:x1x
eba_dim:CSCbdp_eba_CS:x100006y
eba_dim:CUS*z
eba_dim:MCYeba_MC:x28y
eba_dim:PRPeba_PL:x11y
Short rates shock up060
conceptbdp_met:md100051y
eba_dim:BASbdp_eba_BA:x100001y
eba_dim:CCAeba_CA:x1x
eba_dim:CSCbdp_eba_CS:x100007y
eba_dim:CUS*z
eba_dim:MCYeba_MC:x28y
eba_dim:PRPeba_PL:x11y
Short rates shock down070
conceptbdp_met:md100051y
eba_dim:BASbdp_eba_BA:x100001y
eba_dim:CCAeba_CA:x1x
eba_dim:CSCbdp_eba_CS:x100008y
eba_dim:CUS*z
eba_dim:MCYeba_MC:x28y
eba_dim:PRPeba_PL:x11y
Specified size of interest rate shocks080
eba_dim:BASeba_BA:x17y
eba_dim:CCAeba_CA:x1x
eba_dim:CUS*z
Parallel shock090
conceptbdp_met:pi100058y
eba_dim:BASeba_BA:x17y
eba_dim:CCAeba_CA:x1x
eba_dim:CSCbdp_eba_CS:x100009y
eba_dim:CUS*z
Short shock100
conceptbdp_met:pi100058y
eba_dim:BASeba_BA:x17y
eba_dim:CCAeba_CA:x1x
eba_dim:CSCbdp_eba_CS:x100010y
eba_dim:CUS*z
Long shock110
conceptbdp_met:pi100058y
eba_dim:BASeba_BA:x17y
eba_dim:CCAeba_CA:x1x
eba_dim:CSCbdp_eba_CS:x100011y
eba_dim:CUS*z

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