| IRRBB 03.00.w | |||||||||||||||||||||||
| Amount | |||||||||||||||||||||||
| 010 | |||||||||||||||||||||||
| |||||||||||||||||||||||
| Change of the economic value of the banking book under a parallel interest rate shift rise following the supervisory standard shock | 020 |
| |||||||||||||||||||||
| Change of the economic value of the banking book under a parallel interest rate shift decline following the supervisory standard shock | 030 |
| |||||||||||||||||||||
| Forecasted net interest income expected within 12 months in a baseline scenario | 040 |
| |||||||||||||||||||||
| Change of the forecasted net interest income within 12 months under a parallel interest rate shift rise following the supervisory standard shock | 050 |
| |||||||||||||||||||||
| Change of the forecasted net Interest income within 12 months under a parallel interest rate shift decline following the supervisory standard shock | 060 |
| |||||||||||||||||||||