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boemd_tIM.03.07.01.06 - Market Risk Outputs - comments (material currencies)

IM.03.07.01.06
At balance sheet date:
For rows MKT101 to MKT110 - Firm's definition, used in its model, of the risk component; and any relevant comments or explanations. For rows MKT201 to MKT213 explanation of any difference between quantum of assets reported in C101 and quantum of assets reported in the Solvency II balance sheet {S.02.01, C0010}. In addition for MKT211 information about any loans to connected parties. For other rows - any relevant comments or notes.
C301
s2c_dim:MT*z
s2c_dim:OC*z
Risk ComponentMKT099
concepts2md_met:si2508y
s2c_dim:MT*z
s2c_dim:OC*z
Risk free yields data - material currencyMKT420
concepts2md_met:si2508y
s2c_dim:MT*z
s2c_dim:OC*z
Increase in risk free zero coupon bond spot yield Term 1 MKT421
conceptboemd_met:si650y
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:si650y
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:si650y
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:si650y
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:si650y
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:si650y
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:si2508y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si652y
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:si2508y
s2c_dim:MT*z
s2c_dim:OC*z
Material currency: relative increase in exchange rate to GBPMKT801
conceptboemd_met:si656y
s2c_dim:MT*z
s2c_dim:OC*z
Inflation data for modelling asset values - material currencyMKT920
concepts2md_met:si2508y
s2c_dim:MT*z
s2c_dim:OC*z
Inflation spot rate Term 1MKT921
conceptboemd_met:si653y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b15y
Inflation spot rate Term 2MKT922
conceptboemd_met:si653y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b16y
Inflation spot rate Term 5MKT923
conceptboemd_met:si653y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b17y
Inflation spot rate Term 10MKT924
conceptboemd_met:si653y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b18y
Inflation spot rate Term 15MKT925
conceptboemd_met:si653y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b19y
Inflation spot rate Term 25MKT926
conceptboemd_met:si653y
s2c_dim:MT*z
s2c_dim:OC*z
s2c_dim:PYboec_s2c_TI:b20y
Description of measure of inflation for this currency in above outputs MKT927
conceptboemd_met:si712y
s2c_dim:MT*z
s2c_dim:OC*z
List of any other inflation measures for this currency output by the model, and the purpose of each of these measuresMKT928
conceptboemd_met:si713y
s2c_dim:MT*z
s2c_dim:OC*z

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