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boemd_tIM.03.07.01.04 - Market Risk Outputs - market value (material currencies)

IM.03.07.01.04
At balance sheet date: Market Value
C101
s2c_dim:MT*z
s2c_dim:OC*z
Risk ComponentMKT099
s2c_dim:MT*z
s2c_dim:OC*z
Risk free yields data - material currencyMKT420
concepts2md_met:pi1550y
s2c_dim:MT*z
s2c_dim:OC*z
Increase in risk free zero coupon bond spot yield Term 1 MKT421
conceptboemd_met:pi598y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b15y
s2c_dim:RTboec_s2c_RT:b112y
Increase in risk free zero coupon bond spot yield Term 2MKT422
conceptboemd_met:pi598y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b16y
s2c_dim:RTboec_s2c_RT:b112y
Increase in risk free zero coupon bond spot yield Term 5MKT423
conceptboemd_met:pi598y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b17y
s2c_dim:RTboec_s2c_RT:b112y
Increase in risk free zero coupon bond spot yield Term 10MKT424
conceptboemd_met:pi598y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b18y
s2c_dim:RTboec_s2c_RT:b112y
Increase in risk free zero coupon bond spot yield Term 15MKT425
conceptboemd_met:pi598y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b19y
s2c_dim:RTboec_s2c_RT:b112y
Increase in risk free zero coupon bond spot yield Term 25MKT426
conceptboemd_met:pi598y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b20y
s2c_dim:RTboec_s2c_RT:b112y
Credit spread data - material currencyMKT650
concepts2md_met:pi1550y
s2c_dim:MT*z
s2c_dim:OC*z
Increase in AAA rate ZCB spot yield spread (over RF) Term 1MKT651
boec_dim:RGboec_RX:b1y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b15y
s2c_dim:RTboec_s2c_RT:b111y
Increase in AAA rate ZCB spot yield spread (over RF) Term 2MKT652
boec_dim:RGboec_RX:b1y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b16y
s2c_dim:RTboec_s2c_RT:b111y
Increase in AAA rate ZCB spot yield spread (over RF) Term 5MKT653
boec_dim:RGboec_RX:b1y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b17y
s2c_dim:RTboec_s2c_RT:b111y
Increase in AAA rate ZCB spot yield spread (over RF) Term 10MKT654
boec_dim:RGboec_RX:b1y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b18y
s2c_dim:RTboec_s2c_RT:b111y
Increase in AAA rate ZCB spot yield spread (over RF) Term 15MKT655
boec_dim:RGboec_RX:b1y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b19y
s2c_dim:RTboec_s2c_RT:b111y
Increase in AA rate ZCB spot yield spread (over RF) Term 1MKT656
boec_dim:RGboec_RX:b2y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b15y
s2c_dim:RTboec_s2c_RT:b111y
Increase in AA rate ZCB spot yield spread (over RF) Term 2MKT657
boec_dim:RGboec_RX:b2y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b16y
s2c_dim:RTboec_s2c_RT:b111y
Increase in AA rate ZCB spot yield spread (over RF) Term 5MKT658
boec_dim:RGboec_RX:b2y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b17y
s2c_dim:RTboec_s2c_RT:b111y
Increase in AA rate ZCB spot yield spread (over RF) Term 10MKT659
boec_dim:RGboec_RX:b2y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b18y
s2c_dim:RTboec_s2c_RT:b111y
Increase in AA rate ZCB spot yield spread (over RF) Term 15MKT660
boec_dim:RGboec_RX:b2y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b19y
s2c_dim:RTboec_s2c_RT:b111y
Increase in A rate ZCB spot yield spread (over RF) Term 1MKT661
boec_dim:RGboec_RX:b3y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b15y
s2c_dim:RTboec_s2c_RT:b111y
Increase in A rate ZCB spot yield spread (over RF) Term 2MKT662
boec_dim:RGboec_RX:b3y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b16y
s2c_dim:RTboec_s2c_RT:b111y
Increase in A rate ZCB spot yield spread (over RF) Term 5MKT663
boec_dim:RGboec_RX:b3y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b17y
s2c_dim:RTboec_s2c_RT:b111y
Increase in A rate ZCB spot yield spread (over RF) Term 10MKT664
boec_dim:RGboec_RX:b3y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b18y
s2c_dim:RTboec_s2c_RT:b111y
Increase in A rate ZCB spot yield spread (over RF) Term 15MKT665
boec_dim:RGboec_RX:b3y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b19y
s2c_dim:RTboec_s2c_RT:b111y
Increase in BBB rate ZCB spot yield spread (over RF) Term 1MKT666
boec_dim:RGboec_RX:b4y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b15y
s2c_dim:RTboec_s2c_RT:b111y
Increase in BBB rate ZCB spot yield spread (over RF) Term 2MKT667
boec_dim:RGboec_RX:b4y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b16y
s2c_dim:RTboec_s2c_RT:b111y
Increase in BBB rate ZCB spot yield spread (over RF) Term 5MKT668
boec_dim:RGboec_RX:b4y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b17y
s2c_dim:RTboec_s2c_RT:b111y
Increase in BBB rate ZCB spot yield spread (over RF) Term 10MKT669
boec_dim:RGboec_RX:b4y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b18y
s2c_dim:RTboec_s2c_RT:b111y
Increase in BBB rate ZCB spot yield spread (over RF) Term 15MKT670
boec_dim:RGboec_RX:b4y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b19y
s2c_dim:RTboec_s2c_RT:b111y
Increase in B rate ZCB spot yield spread (over RF) Term 1MKT671
boec_dim:RGboec_RX:b5y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b15y
s2c_dim:RTboec_s2c_RT:b111y
Increase in B rate ZCB spot yield spread (over RF) Term 2MKT672
boec_dim:RGboec_RX:b5y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b16y
s2c_dim:RTboec_s2c_RT:b111y
Increase in B rate ZCB spot yield spread (over RF) Term 5MKT673
boec_dim:RGboec_RX:b5y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b17y
s2c_dim:RTboec_s2c_RT:b111y
Increase in B rate ZCB spot yield spread (over RF) Term 10MKT674
boec_dim:RGboec_RX:b5y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b18y
s2c_dim:RTboec_s2c_RT:b111y
Increase in B rate ZCB spot yield spread (over RF) Term 15MKT675
boec_dim:RGboec_RX:b5y
conceptboemd_met:pi600y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b19y
s2c_dim:RTboec_s2c_RT:b111y
Currency exchange rate dataMKT800
concepts2md_met:pi1550y
s2c_dim:MT*z
s2c_dim:OC*z
Material currency: relative increase in exchange rate to GBPMKT801
conceptboemd_met:mi719y
s2c_dim:MT*z
s2c_dim:OC*z
Inflation data for modelling asset values - material currencyMKT920
concepts2md_met:pi1550y
s2c_dim:MT*z
s2c_dim:OC*z
Inflation spot rate Term 1MKT921
concepts2md_met:pi541y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b15y
Inflation spot rate Term 2MKT922
concepts2md_met:pi541y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b16y
Inflation spot rate Term 5MKT923
concepts2md_met:pi541y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b17y
Inflation spot rate Term 10MKT924
concepts2md_met:pi541y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b18y
Inflation spot rate Term 15MKT925
concepts2md_met:pi541y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b19y
Inflation spot rate Term 25MKT926
concepts2md_met:pi541y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b20y

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