Index
Constraints
DPM Mapbdp_tIRRBB_04.00 - IRRBB 04.00
| IRRBB 04.00 | ||
| Amount | ||
| 010 | ||
| Change of the economic value of the banking book under a given scenario | 010 | |
| Parallel shock up | 020 | |
| Parallel shock down | 030 | |
| Steepener shock | 040 | |
| Flattener shock | 050 | |
| Short rates shock up | 060 | |
| Short rates shock down | 070 | |