PET - Plain English Taxonomy

ARF_116_0_18: Market risk table 18
Australian Business Number Institution Name
   
Reporting Period Scale Factor  
Quarterly Millions to two decimal places
Reporting Consolidation
Level 1 / Level 2
STRESS TESTING
Exchange rate scenarios
Currency
  Currency code
  Change in implied volatility (%)
Change in price (%) 100 0 -50
  (1) (2) (3)
-20
-10
0
10
20
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