Index
Constraints
DPM Mapiemd_tNST.11.08 - Variable Annuity Stress Tests - Impacts by Duration (Rho)
| NST.11.08 | ||||||||||
| Impacts by Duration | ||||||||||
| Duration 1 | Duration 2 | Duration 3 | Duration 4 | Duration 5 | Duration 6 | Duration 7 | Duration 8 | Duration 9 | ||
| C0800 | C0900 | C1000 | C1100 | C1200 | C1300 | C1400 | C1500 | C1600 | ||
| Rho by Currency 1 (Stress ID: IR.GK.02.01) | R2000 | |||||||||
| Rho by Currency 2 (Stress ID: IR.GK.02.02) | R2100 | |||||||||
| Rho by Currency 3 (Stress ID: IR.GK.02.03) | R2200 | |||||||||
| Rho by Currency 4 (Stress ID: IR.GK.02.04) | R2300 | |||||||||