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iemd_tNST.09.02 - Daily P&L Attribution (Asset)

NST.09.02
DateEquity LevelEquity Implied VolatilityInterest Rate LevelInterest Rate VolatilityCurrency RiskPassage of TimeCross-GreeksBasis RiskActuarial and model impactsOther
Equity DeltaEquity GammaRealised VolatilityVegaBucket 1Bucket 2Bucket 3Bucket 4Bucket 5Bucket 6Bucket 7Bucket 8Bucket 9RhoBucket 1Bucket 2Bucket 3Bucket 4Bucket 5Bucket 6Bucket 7Bucket 8Bucket 9Rho GammaInterest Rate VegaBucket 1Bucket 2Bucket 3Bucket 4Bucket 5Bucket 6Bucket 7Bucket 8Bucket 9FX DeltaFX GammaFX VegaThetaEquity Delta and Yield CurveRho and Equity Market LevelVannaVolgammaBasis RiskBasis Risk Source 1Basis Risk Source 2Basis Risk Source 3Basis Risk Source 4Basis Risk Source 5Basis Risk Source 6Basis Risk Source 7Basis Risk Source 8Basis Risk Source 9Mortality and Lapses ImpactsAssumption ChangesModel ChangesTotal OtherOther 1Other 2Other 3Other 4Other 5Other 6Other 7Other 8Other 9UnexplainedTotal
C0100C0200C0300C0400C0500C0600C0700C0800C0900C1000C1100C1200C1300C1400C1500C1600C1700C1800C1900C2000C2100C2200C2300C2400C2500C2600C2700C2800C2900C3000C3100C3200C3300C3400C3500C3600C3700C3800C3900C4000C4100C4200C4300C4400C4500C4600C4700C4800C4900C5000C5100C5200C5300C5400C5500C5600C5800C5900C6000C6100C6200C6300C6400C6500C6600C6700C6800C6900
iec_dim:XV
Line Identification C0001
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iec_dim:XV*y
conceptiemd_met:miie141x
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iec_dim:XV*y
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conceptiemd_met:miie186x
iec_dim:XV*y

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