boemd_tIM.01.02.01.02 - Life internal model risk outputs - Best estimate

IM.01.02.01.02
Best estimate
C0020
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:VLs2c_VM:x5x
Risk ComponentR0007
concepts2md_met:pi1550y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:VLs2c_VM:x5x
Market R0008
concepts2md_met:pi1550y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:VLs2c_VM:x5x
Equity volatilityR0019
concepts2md_met:pi1550y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:VLs2c_VM:x5x
Change in equity volatility 1 year ATM put optionR0020
conceptboemd_met:pi585y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b15y
s2c_dim:RTboec_s2c_RT:b109y
s2c_dim:VLs2c_VM:x5x
Change in equity volatility 10 year ATM put optionR0030
conceptboemd_met:pi585y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b18y
s2c_dim:RTboec_s2c_RT:b109y
s2c_dim:VLs2c_VM:x5x
Property volatilityR0059
concepts2md_met:pi1550y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:VLs2c_VM:x5x
Change in property volatility 10 year ATM optionR0060
conceptboemd_met:pi594y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b18y
s2c_dim:RTboec_s2c_RT:b110y
s2c_dim:VLs2c_VM:x5x
Interest rateR0069
concepts2md_met:pi1550y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:VLs2c_VM:x5x
Change in risk free zero coupon bond spot yield Term 2R0070
conceptboemd_met:pi598y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b16y
s2c_dim:RTboec_s2c_RT:b112y
s2c_dim:VLs2c_VM:x5x
Change in risk free zero coupon bond spot yield Term 5R0080
conceptboemd_met:pi598y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b17y
s2c_dim:RTboec_s2c_RT:b112y
s2c_dim:VLs2c_VM:x5x
Change in risk free zero coupon bond spot yield Term 10R0090
conceptboemd_met:pi598y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b18y
s2c_dim:RTboec_s2c_RT:b112y
s2c_dim:VLs2c_VM:x5x
Change in risk free zero coupon bond spot yield Term 15R0100
conceptboemd_met:pi598y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b19y
s2c_dim:RTboec_s2c_RT:b112y
s2c_dim:VLs2c_VM:x5x
Change in risk free zero coupon bond spot yield Term 25R0110
conceptboemd_met:pi598y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b20y
s2c_dim:RTboec_s2c_RT:b112y
s2c_dim:VLs2c_VM:x5x
Change in risk free rate component of IAS19 discount rateR0120
conceptboemd_met:pi597y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b112y
s2c_dim:VLs2c_VM:x5x
Interest rate volatilityR0129
concepts2md_met:pi1550y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:VLs2c_VM:x5x
Change in implied interest rate volatility on 5 X 15 ATM swaptionR0130
conceptboemd_met:pi591y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b112y
s2c_dim:VLs2c_VM:x5x
InflationR0139
concepts2md_met:pi1550y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:VLs2c_VM:x5x
Change in implied inflation spot yield Term 2R0140
conceptboemd_met:pi590y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b16y
s2c_dim:RTboec_s2c_RT:b114y
s2c_dim:VLs2c_VM:x5x
Change in implied inflation spot yield Term 5R0150
conceptboemd_met:pi590y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b17y
s2c_dim:RTboec_s2c_RT:b114y
s2c_dim:VLs2c_VM:x5x
Change in implied inflation spot yield Term 10R0160
conceptboemd_met:pi590y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b18y
s2c_dim:RTboec_s2c_RT:b114y
s2c_dim:VLs2c_VM:x5x
Change in implied inflation spot yield Term 15R0170
conceptboemd_met:pi590y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b19y
s2c_dim:RTboec_s2c_RT:b114y
s2c_dim:VLs2c_VM:x5x
Change in implied inflation spot yield Term 25R0180
conceptboemd_met:pi590y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b20y
s2c_dim:RTboec_s2c_RT:b114y
s2c_dim:VLs2c_VM:x5x
CreditR0189
concepts2md_met:pi1550y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:VLs2c_VM:x5x
Change in AAA rated ZCB spot yield spread (over RF) Term 2R0190
boec_dim:RGboec_RX:b1y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b16y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in AAA rated ZCB spot yield spread (over RF) Term 5R0200
boec_dim:RGboec_RX:b1y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b17y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in AAA rated ZCB spot yield spread (over RF) Term 10R0210
boec_dim:RGboec_RX:b1y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b18y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in AAA rated ZCB spot yield spread (over RF) Term 15R0220
boec_dim:RGboec_RX:b1y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b19y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in AA rated ZCB spot yield spread (over RF) Term 2R0230
boec_dim:RGboec_RX:b2y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b16y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in AA rated ZCB spot yield spread (over RF) Term 5R0240
boec_dim:RGboec_RX:b2y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b17y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in AA rated ZCB spot yield spread (over RF) Term 10R0250
boec_dim:RGboec_RX:b2y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b18y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in AA rated ZCB spot yield spread (over RF) Term 15R0260
boec_dim:RGboec_RX:b2y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b19y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in A rated ZCB spot yield spread (over RF) Term 2R0270
boec_dim:RGboec_RX:b3y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b16y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in A rated ZCB spot yield spread (over RF) Term 5R0280
boec_dim:RGboec_RX:b3y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b17y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in A rated ZCB spot yield spread (over RF) Term 10R0290
boec_dim:RGboec_RX:b3y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b18y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in A rated ZCB spot yield spread (over RF) Term 15R0300
boec_dim:RGboec_RX:b3y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b19y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in BBB rated ZCB spot yield spread (over RF) Term 2R0310
boec_dim:RGboec_RX:b4y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b16y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in BBB rated ZCB spot yield spread (over RF) Term 5R0320
boec_dim:RGboec_RX:b4y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b17y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in BBB rated ZCB spot yield spread (over RF) Term 10R0330
boec_dim:RGboec_RX:b4y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b18y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in BBB rated ZCB spot yield spread (over RF) Term 15R0340
boec_dim:RGboec_RX:b4y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b19y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in B rated ZCB spot yield spread (over RF) Term 2R0350
boec_dim:RGboec_RX:b5y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b16y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in B rated ZCB spot yield spread (over RF) Term 5R0360
boec_dim:RGboec_RX:b5y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b17y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in B rated ZCB spot yield spread (over RF) Term 10R0370
boec_dim:RGboec_RX:b5y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b18y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in B rated ZCB spot yield spread (over RF) Term 15R0380
boec_dim:RGboec_RX:b5y
conceptboemd_met:pi600y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b19y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in credit spread component of IAS19 discount rateR0390
conceptboemd_met:pi584y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Swap spreadR0399
concepts2md_met:pi1550y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:VLs2c_VM:x5x
Change in spread of swaps over gilts spot yield Term 2R0400
conceptboemd_met:pi599y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b16y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in spread of swaps over gilts spot yield Term 5R0410
conceptboemd_met:pi599y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b17y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in spread of swaps over gilts spot yield Term 10R0420
conceptboemd_met:pi599y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b18y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in spread of swaps over gilts spot yield Term 15R0430
conceptboemd_met:pi599y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b19y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
Change in spread of swaps over gilts spot yield Term 25R0440
conceptboemd_met:pi599y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b20y
s2c_dim:RTboec_s2c_RT:b111y
s2c_dim:VLs2c_VM:x5x
CurrencyR0449
concepts2md_met:pi1550y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:VLs2c_VM:x5x
Change in exchange rate, EUR to GBPR0450
conceptboemd_met:pi586y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b113y
s2c_dim:VLs2c_VM:x5x
Change in exchange rate, USD to GBPR0460
conceptboemd_met:pi587y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b113y
s2c_dim:VLs2c_VM:x5x
Life u/wR0468
concepts2md_met:ri2511y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:VLs2c_VM:x5x
LongevityR0469
concepts2md_met:ri2511y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:VLs2c_VM:x5x
Expectation of life at male age 50 (overall)R0470
boec_dim:FOboec_s2c_TF:b25y
conceptboemd_met:ri507y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b103y
s2c_dim:VLs2c_VM:x5x
Expectation of life at male age 65 (overall)R0480
boec_dim:FOboec_s2c_TF:b26y
conceptboemd_met:ri507y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b103y
s2c_dim:VLs2c_VM:x5x
Expectation of life at male age 80 (overall)R0490
boec_dim:FOboec_s2c_TF:b27y
conceptboemd_met:ri507y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b103y
s2c_dim:VLs2c_VM:x5x
Expectation of life at female age 50 (overall)R0500
boec_dim:FOboec_s2c_TF:b25y
conceptboemd_met:ri507y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b106y
s2c_dim:VLs2c_VM:x5x
Expectation of life at female age 65 (overall)R0510
boec_dim:FOboec_s2c_TF:b26y
conceptboemd_met:ri507y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b106y
s2c_dim:VLs2c_VM:x5x
Expectation of life at female age 80 (overall)R0520
boec_dim:FOboec_s2c_TF:b27y
conceptboemd_met:ri507y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b106y
s2c_dim:VLs2c_VM:x5x
Expectation of life at male age 50 (under mis-estimation risk)R0530
boec_dim:FOboec_s2c_TF:b25y
conceptboemd_met:ri507y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b104y
s2c_dim:VLs2c_VM:x5x
Expectation of life at male age 65 (under mis-estimation risk)R0540
boec_dim:FOboec_s2c_TF:b26y
conceptboemd_met:ri507y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b104y
s2c_dim:VLs2c_VM:x5x
Expectation of life at male age 80 (under mis-estimation risk)R0550
boec_dim:FOboec_s2c_TF:b27y
conceptboemd_met:ri507y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b104y
s2c_dim:VLs2c_VM:x5x
Expectation of life at female age 50 (under mis-estimation risk)R0560
boec_dim:FOboec_s2c_TF:b25y
conceptboemd_met:ri507y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b107y
s2c_dim:VLs2c_VM:x5x
Expectation of life at female age 65 (under mis-estimation risk)R0570
boec_dim:FOboec_s2c_TF:b26y
conceptboemd_met:ri507y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b107y
s2c_dim:VLs2c_VM:x5x
Expectation of life at female age 80 (under mis-estimation risk)R0580
boec_dim:FOboec_s2c_TF:b27y
conceptboemd_met:ri507y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b107y
s2c_dim:VLs2c_VM:x5x
Expectation of life at male age 50 (under trend risk)R0590
boec_dim:FOboec_s2c_TF:b25y
conceptboemd_met:ri507y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b105y
s2c_dim:VLs2c_VM:x5x
Expectation of life at male age 65 (under trend risk)R0600
boec_dim:FOboec_s2c_TF:b26y
conceptboemd_met:ri507y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b105y
s2c_dim:VLs2c_VM:x5x
Expectation of life at male age 80 (under trend risk)R0610
boec_dim:FOboec_s2c_TF:b27y
conceptboemd_met:ri507y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b105y
s2c_dim:VLs2c_VM:x5x
Expectation of life at female age 50 (under trend risk)R0620
boec_dim:FOboec_s2c_TF:b25y
conceptboemd_met:ri507y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b108y
s2c_dim:VLs2c_VM:x5x
Expectation of life at female age 65 (under trend risk)R0630
boec_dim:FOboec_s2c_TF:b26y
conceptboemd_met:ri507y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b108y
s2c_dim:VLs2c_VM:x5x
Expectation of life at female age 80 (under trend risk)R0640
boec_dim:FOboec_s2c_TF:b27y
conceptboemd_met:ri507y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTboec_s2c_RT:b108y
s2c_dim:VLs2c_VM:x5x
Life u/wR0948
concepts2md_met:pi1550y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:VLs2c_VM:x5x
GAR take-upR1069
concepts2md_met:pi1550y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:VLs2c_VM:x5x
Change in guaranteed annuity rate take-upR1070
conceptboemd_met:pi589y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTs2c_RT:x84y
s2c_dim:VLs2c_VM:x5x
Proportion marriedR1079
concepts2md_met:pi1550y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:VLs2c_VM:x5x
Change in proportion marriedR1080
conceptboemd_met:pi595y
s2c_dim:LA*z
s2c_dim:OC*z
s2c_dim:RTs2c_RT:x84y
s2c_dim:VLs2c_VM:x5x