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s2md_tS.15.02.04.01 - Hedging of guarantees of variable annuities

S.15.02.04.01
Legal name of the undertakingProduct DenominationType of hedgingDelta hedgedRho hedgedGamma hedgedVega hedgedFX hedgedOther hedged risksEconomic result without hedgingEconomic result with hedging
C0010C0050C0060C0070C0080C0090C0100C0110C0120C0130C0140
s2c_dim:IPs2c_dim:CE
Product ID code C0040
concepts2md_met:si1376x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:si1329x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:ei1397x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:ei1844x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:ei1845x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:ei1846x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:ei1847x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:ei1848x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:si1328x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:mi2377x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:mi2378x
s2c_dim:CE*y
s2c_dim:IP*y
Identification code and type of code of the undertaking C0020
concepts2md_met:si1376x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:si1329x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:ei1397x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:ei1844x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:ei1845x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:ei1846x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:ei1847x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:ei1848x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:si1328x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:mi2377x
s2c_dim:CE*y
s2c_dim:IP*y
concepts2md_met:mi2378x
s2c_dim:CE*y
s2c_dim:IP*y

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