PET - Plain English Taxonomy

ARF_116_0_21: Market risk table 21
Australian Business Number Institution Name
   
Reporting Period Scale Factor  
Quarterly Millions to two decimal places
Reporting Consolidation
Level 1 / Level 2
STRESS TESTING
Soft commodities scenarios
Soft commodity
  Barley
  Butter
  Canola
  Cattle
  Cattle - Feeder
  Cattle - Live
  Cattle - MLA/SFE
  Cocoa
  Coffee
  Corn
  Cotton
  Hogs
  Hogs - Lean
  Lumber
  Milk
  Oats
  Orange juice
  Piglets
  Pork bellies
  Potatoes
  Rice
  Rubber
  Shrimp
  Silk
  Sorghum
  Soybean
  Soybean Meal
  Soybean Oil
  Sugar
  Sugar - Raw
  Sugar - White
  Sunflower
  Wheat
  Wheat - AWB - Pool
  Wheat (Chicago)
  Wheat (Kansas)
  Wheat - KCBOT
  Wheat - LIFFE
  Wheat - MGE
  Wool
  Wool - (22 Micron)
  Wool - Broad (23 Micron)
  Wool - Fine (19 Micron)
  Wool - Greasy (21 Micron)
  Change in implied volatility (%)
Change in price (%) 200 0 -75
  (1) (2) (3)
-30
-15
0
20
40
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