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s2md_tS.26.01.01.02 - Market risk - basic information, part 2

S.26.01.01.02
Absolute values after shock
Net solvency capital requirementGross solvency capital requirement
C0060C0080
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:VGs2c_AM:x80z
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:VGs2c_AM:x80z
Interest rate riskR0100
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:RTs2c_RT:x70y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:RTs2c_RT:x70y
s2c_dim:VGs2c_AM:x80z
interest rate down shockR0110
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:RTs2c_RT:x69y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:RTs2c_RT:x69y
s2c_dim:VGs2c_AM:x80z
interest rate up shockR0120
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:RTs2c_RT:x71y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:RTs2c_RT:x71y
s2c_dim:VGs2c_AM:x80z
Equity riskR0200
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
type 1 equitiesR0210
concepts2md_met:mi667y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x30y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi667y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x30y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
Type 1 equity other than long-termR0221
concepts2md_met:mi2543y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x30y
s2c_dim:RTs2c_RT:x34y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi2543y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x30y
s2c_dim:RTs2c_RT:x34y
s2c_dim:VGs2c_AM:x80z
strategic participations (type 1 equities)R0230
concepts2md_met:mi664y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x30y
s2c_dim:RTs2c_RT:x34y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi664y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x30y
s2c_dim:RTs2c_RT:x34y
s2c_dim:VGs2c_AM:x80z
Long-term equity investments (type 1 equities)R0231
concepts2md_met:mi2542y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x30y
s2c_dim:RTs2c_RT:x34y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi2542y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x30y
s2c_dim:RTs2c_RT:x34y
s2c_dim:VGs2c_AM:x80z
duration-based (type 1 equities)R0240
concepts2md_met:mi2350y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x30y
s2c_dim:RTs2c_RT:x33y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi2350y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x30y
s2c_dim:RTs2c_RT:x33y
s2c_dim:VGs2c_AM:x80z
type 2 equitiesR0250
concepts2md_met:mi667y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x31y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi667y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x31y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
Type 2 equity other than long-termR0261
concepts2md_met:mi2543y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x31y
s2c_dim:RTs2c_RT:x34y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi2543y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x31y
s2c_dim:RTs2c_RT:x34y
s2c_dim:VGs2c_AM:x80z
strategic participations (type 2 equities)R0270
concepts2md_met:mi664y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x31y
s2c_dim:RTs2c_RT:x34y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi664y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x31y
s2c_dim:RTs2c_RT:x34y
s2c_dim:VGs2c_AM:x80z
Long-term equity investments (type 2 equities)R0271
concepts2md_met:mi2542y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x31y
s2c_dim:RTs2c_RT:x34y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi2542y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x31y
s2c_dim:RTs2c_RT:x34y
s2c_dim:VGs2c_AM:x80z
duration-based (type 2 equities)R0280
concepts2md_met:mi2350y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x31y
s2c_dim:RTs2c_RT:x33y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi2350y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x31y
s2c_dim:RTs2c_RT:x33y
s2c_dim:VGs2c_AM:x80z
qualifying infrastructure corporate equitiesR0291
concepts2md_met:mi667y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x42y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi667y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x42y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
qualifying infrastructure corporate equities, other than strategic and long-termR0293
concepts2md_met:mi2543y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x42y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi2543y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x42y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
strategic participations (qualifying infrastructure corporate equities)R0294
concepts2md_met:mi664y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x42y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi664y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x42y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
Long-term equity investments (qualifying infrastructure corporate equities)R0295
concepts2md_met:mi2542y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x42y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi2542y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x42y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
qualifying infrastructure equities other than corporateR0292
concepts2md_met:mi667y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x45y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi667y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x45y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
qualifying infrastructure equities other than corporate, other than strategic and long-termR0296
concepts2md_met:mi2543y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x45y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi2543y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x45y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
strategic participations (qualifying infrastructure equities other than corporate)R0297
concepts2md_met:mi664y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x45y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi664y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x45y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
Long-term equity investments (qualifying infrastructure equities other than corporate)R0298
concepts2md_met:mi2542y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x45y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi2542y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x45y
s2c_dim:RTs2c_RT:x32y
s2c_dim:VGs2c_AM:x80z
Property riskR0300
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:RTs2c_RT:x128y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:RTs2c_RT:x128y
s2c_dim:VGs2c_AM:x80z
Spread riskR0400
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
bonds and loansR0410
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x34y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x34y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
loans and bonds (qualifying infrastructure corporate investment)R0414
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x43y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x43y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
loans and bonds (qualifying investment infrastructure other than infrastructure corporate)R0413
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x44y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x44y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
loans and bonds (other than qualifying investment infrastructure and infrastructure corporate)R0412
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x36y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x36y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
credit derivativesR0420
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x37y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x37y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
downward shock on credit derivativesR0430
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x37y
s2c_dim:RTs2c_RT:x142y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x37y
s2c_dim:RTs2c_RT:x142y
s2c_dim:VGs2c_AM:x80z
upward shock on credit derivativesR0440
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x37y
s2c_dim:RTs2c_RT:x143y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x37y
s2c_dim:RTs2c_RT:x143y
s2c_dim:VGs2c_AM:x80z
Securitisation positionsR0450
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x38y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x38y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
Senior STS securitisationR0461
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x46y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x46y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
Non-senior STS securitisationR0462
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x47y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x47y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
resecuritisationsR0480
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x41y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x41y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
Other securitisationR0481
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x48y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x48y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
Transitional type 1 securitisationR0482
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x49y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x49y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
Guaranteed STS securitisationR0483
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:ETs2c_EX:x50y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:ETs2c_EX:x50y
s2c_dim:RTs2c_RT:x141y
s2c_dim:VGs2c_AM:x80z
Market risk concentrationsR0500
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:RTs2c_RT:x98y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:RTs2c_RT:x98y
s2c_dim:VGs2c_AM:x80z
Currency riskR0600
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:RTs2c_RT:x25y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:RTs2c_RT:x25y
s2c_dim:VGs2c_AM:x80z
increase in the value of the foreign currencyR0610
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x23x
s2c_dim:RTs2c_RT:x156y
s2c_dim:VGs2c_AM:x80z
concepts2md_met:mi686y
s2c_dim:AO*z
s2c_dim:EAs2c_VM:x20x
s2c_dim:RTs2c_RT:x156y
s2c_dim:VGs2c_AM:x80z
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