PET - Plain English Taxonomy

ARF_116_0_15: Market risk table 15
Australian Business Number Institution Name
   
Reporting Period Scale Factor  
Quarterly Millions to two decimal places
Reporting Consolidation
Level 1 / Level 2
STRESS TESTING
Yield curve scenarios
Change in yield (%)
Cash 90 days 180 days 1 year 3 years 5 years 10 years 15 years
Yield curve scenario 1 20 20 20 20 20 20 20 20
Yield curve scenario 2 -20 -20 -20 -20 -20 -20 -20 -20
Currency Yield curve scenario 1 Yield curve scenario 2
  (1) (2)
Currency code
Comments