Index IndexTemplate TemplateDPM Map DPM Map

iemd_tNST.11.15 - Variable Annuity Stress Tests - Aggregate Impacts (Basis Risk)

NST.11.15
Aggregate Impacts
LiabilityHedge AssetsReinsurance AssetNet Impact
C0400C0500C0600C0700
conceptiemd_met:miie12x
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
s2c_dim:VGiec_s2c_AM:z2x
Basis Risk Stress 1 (Stress ID: BS.ST.01)R5000
conceptiemd_met:miie12x
iec_dim:VTiec_s2c_VM:z46y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VTiec_s2c_VM:z46y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VTiec_s2c_VM:z46y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VTiec_s2c_VM:z46y
s2c_dim:VGiec_s2c_AM:z2x
Basis Risk Stress 2 (Stress ID: BS.ST.02)R5100
conceptiemd_met:miie12x
iec_dim:VTiec_s2c_VM:z47y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VTiec_s2c_VM:z47y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VTiec_s2c_VM:z47y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VTiec_s2c_VM:z47y
s2c_dim:VGiec_s2c_AM:z2x
Basis Risk Stress 3 (Stress ID: BS.ST.03)R5200
conceptiemd_met:miie12x
iec_dim:VTiec_s2c_VM:z48y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VTiec_s2c_VM:z48y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VTiec_s2c_VM:z48y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VTiec_s2c_VM:z48y
s2c_dim:VGiec_s2c_AM:z2x
Basis Risk Stress 4 (Stress ID: BS.ST.04)R5300
conceptiemd_met:miie12x
iec_dim:VTiec_s2c_VM:z49y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VTiec_s2c_VM:z49y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VTiec_s2c_VM:z49y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VTiec_s2c_VM:z49y
s2c_dim:VGiec_s2c_AM:z2x
Basis Risk Stress 5 (Stress ID: BS.ST.05)R5400
conceptiemd_met:miie12x
iec_dim:VTiec_s2c_VM:z50y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VTiec_s2c_VM:z50y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VTiec_s2c_VM:z50y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VTiec_s2c_VM:z50y
s2c_dim:VGiec_s2c_AM:z2x
Basis Risk Stress 6 (Stress ID: BS.ST.06)R5500
conceptiemd_met:miie12x
iec_dim:VTiec_s2c_VM:z51y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VTiec_s2c_VM:z51y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VTiec_s2c_VM:z51y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VTiec_s2c_VM:z51y
s2c_dim:VGiec_s2c_AM:z2x

Legal Notice: This demo website displays data, which is publicly available on the Internet. Copyright of all materials is owned by the corresponding data provider. Links to data providers are given for each taxonomy. Data is displayed without any change of lexical information, or identifiers. No part of this website should be considered normative information.

© 2021 by Skynet LLC