iemd_tNST.11.07 - Variable Annuity Stress Tests - Aggregate Impacts (Rho)

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
Rho (Stress ID: IR.GK.01)R1900
conceptiemd_met:miie12x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:VGiec_s2c_AM:z2x
Rho by Currency 1 (Stress ID: IR.GK.02.01)R2000
conceptiemd_met:miie12x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:OCiec_s2c_CU:z1y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:OCiec_s2c_CU:z1y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:OCiec_s2c_CU:z1y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:OCiec_s2c_CU:z1y
s2c_dim:VGiec_s2c_AM:z2x
Rho by Currency 2 (Stress ID: IR.GK.02.02)R2100
conceptiemd_met:miie12x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:OCiec_s2c_CU:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:OCiec_s2c_CU:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:OCiec_s2c_CU:z2y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:OCiec_s2c_CU:z2y
s2c_dim:VGiec_s2c_AM:z2x
Rho by Currency 3 (Stress ID: IR.GK.02.03)R2200
conceptiemd_met:miie12x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:OCiec_s2c_CU:z3y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:OCiec_s2c_CU:z3y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:OCiec_s2c_CU:z3y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:OCiec_s2c_CU:z3y
s2c_dim:VGiec_s2c_AM:z2x
Rho by Currency 4 (Stress ID: IR.GK.02.04)R2300
conceptiemd_met:miie12x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:OCiec_s2c_CU:z4y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:OCiec_s2c_CU:z4y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:OCiec_s2c_CU:z4y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VAiec_s2c_VM:z7y
s2c_dim:OCiec_s2c_CU:z4y
s2c_dim:VGiec_s2c_AM:z2x
Interest Rate Stress 1 (Stress ID: IR.ST.01)R2500
conceptiemd_met:miie12x
iec_dim:VTiec_s2c_VM:z32y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VTiec_s2c_VM:z32y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VTiec_s2c_VM:z32y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VTiec_s2c_VM:z32y
s2c_dim:VGiec_s2c_AM:z2x
Interest Rate Stress 2 (Stress ID: IR.ST.02)R2600
conceptiemd_met:miie12x
iec_dim:VTiec_s2c_VM:z33y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VTiec_s2c_VM:z33y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VTiec_s2c_VM:z33y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VTiec_s2c_VM:z33y
s2c_dim:VGiec_s2c_AM:z2x
Interest Rate Stress 3 (Stress ID: IR.ST.03)R2700
conceptiemd_met:miie12x
iec_dim:VTiec_s2c_VM:z34y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VTiec_s2c_VM:z34y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VTiec_s2c_VM:z34y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VTiec_s2c_VM:z34y
s2c_dim:VGiec_s2c_AM:z2x
Interest Rate Stress 4 (Stress ID: IR.ST.04)R2800
conceptiemd_met:miie12x
iec_dim:VTiec_s2c_VM:z35y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie30x
iec_dim:VTiec_s2c_VM:z35y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie64x
iec_dim:VTiec_s2c_VM:z35y
s2c_dim:VGiec_s2c_AM:z2x
conceptiemd_met:miie43x
iec_dim:VTiec_s2c_VM:z35y
s2c_dim:VGiec_s2c_AM:z2x