Index
Constraints
DPM Mapboemd_tMR.01.02.01.04 - Market risk sensitivities data item - Section 3 - Use base balance sheet and please provide the impact with estimated impact of further TMTP recalculations
| MR.01.02.01.04 | |||||||||||||
| Assets | BEL | Risk margin | TMTP pre cap | TMTP post cap | Other liabilities | Total liabilities | Excess of assets over liabilities | Adjustment to Own Funds | Own Funds after TMTP | SCR | Capital surplus | ||
| C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | ||
| Assuming the TMTP had been recalculated as at the valuation date | R0170 | ||||||||||||
| 25% equity fall | R0180 | ||||||||||||
| 25% property fall | R0190 | ||||||||||||
| 100 bps rise in interest rate (parallel shift) | R0200 | ||||||||||||
| 100 bps fall in interest rate (parallel shift) | R0210 | ||||||||||||
| 50 bps change in GSS (government bond yield rise) | R0220 | ||||||||||||
| 100 bps widening of credit spreads | R0230 | ||||||||||||
| 20% of assets downgrading | R0240 | ||||||||||||
| 50 bps rise in inflation | R0250 | ||||||||||||
| 25% fall in GBP exchange rates | R0260 | ||||||||||||