Index
Constraints
DPM Mapiemd_tNST.11.15 - Variable Annuity Stress Tests - Aggregate Impacts (Basis Risk)
| NST.11.15 | |||||
| Aggregate Impacts | |||||
| Liability | Hedge Assets | Reinsurance Asset | Net Impact | ||
| C0400 | C0500 | C0600 | C0700 | ||
| Basis Risk Stress 1 (Stress ID: BS.ST.01) | R5000 | ||||
| Basis Risk Stress 2 (Stress ID: BS.ST.02) | R5100 | ||||
| Basis Risk Stress 3 (Stress ID: BS.ST.03) | R5200 | ||||
| Basis Risk Stress 4 (Stress ID: BS.ST.04) | R5300 | ||||
| Basis Risk Stress 5 (Stress ID: BS.ST.05) | R5400 | ||||
| Basis Risk Stress 6 (Stress ID: BS.ST.06) | R5500 | ||||