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iemd_tNST.08.02 - Daily P&L Attribution (Liability)

NST.08.02
DateEquity LevelEquity Implied VolatilityInterest Rate LevelInterest Rate VolatilityCurrency RiskPassage of TimeCross-GreeksActuarial 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 LevelVannaVolgammaMortality and Lapses ImpactsAssumption ChangesModel ChangesHedge PremiumTotal OtherOther 1Other 2Other 3Other 4Other 5Other 6Other 7Other 8Other 9UnexplainedTotal
C0100C0200C0300C0400C0500C0600C0700C0800C0900C1000C1100C1200C1300C1400C1500C1600C1700C1800C1900C2000C2100C2200C2300C2400C2500C2600C2700C2800C2900C3000C3100C3200C3300C3400C3500C3600C3700C3800C3900C4000C4100C4200C4300C5400C5500C5600C5700C5800C5900C6000C6100C6200C6300C6400C6500C6600C6700C6800C6900
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