PET - Plain English Taxonomy

ARF_116_0_16: Market risk table 16
Australian Business Number Institution Name
   
Reporting Period Scale Factor  
Quarterly Millions to two decimal places
Reporting Consolid ation
Level 1 / Level 2
STRESS TESTING
Interest rate volatility scenarios
  Change in implied volatility (%)
Currency Volatility scenario 1 Volatility scenario 2
250 -75
  (1) (2)
Currency code
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