Index IndexConstraints ConstraintsDPM Map DPM Map

bdp_tIRRBB_04.00.w - IRRBB 04.00.w

IRRBB 04.00.w
Amount
010
Change of the economic value of the banking book under a given scenario010
Parallel shock up020
Parallel shock down030
Steepener shock040
Flattener shock050
Short rates shock up060
Short rates shock down070
Specified size of interest rate shocks080
Parallel shock090
Short shock100
Long shock110

Legal Notice: This demo website displays data, which is publicly available on the Internet. Copyright of all materials is owned by the corresponding data provider. Links to data providers are given for each taxonomy. Data is displayed without any change of lexical information, or identifiers. No part of this website should be considered normative information.

© 2021 by Skynet LLC