Index
Constraints
DPM Mapiemd_tNST.11.13 - Variable Annuity Stress Tests - Aggregate Impacts (Vega Risk)
| NST.11.13 | |||||
| Aggregate Impacts | |||||
| Liability | Hedge Assets | Reinsurance Asset | Net Impact | ||
| C0400 | C0500 | C0600 | C0700 | ||
| Vega Risk (Stress ID: VG.GK.01) | R3900 | ||||
| Volatility Stress Test 1 (Stress ID: VG.ST.01) | R4400 | ||||
| Volatility Stress Test 2 (Stress ID: VG.ST.02) | R4500 | ||||
| Volatility Stress Test 3 (Stress ID: VG.ST.03) | R4600 | ||||
| Volatility Stress Test 4 (Stress ID: VG.ST.04) | R4700 | ||||
| Volatility Stress Test 5 (Stress ID: VG.ST.05) | R4800 | ||||
| Volatility Stress Test 6 (Stress ID: VG.ST.06) | R4900 | ||||