PET - Plain English Taxonomy

ARF_116_0_22: Market risk table 22
Australian Business Number Institution Name
   
Reporting Period Scale Factor  
Quarterly Millions to two decimal places
Reporting Consolidation
Level 1 / Level 2
STRESS TESTING
Energy commodity scenarios
Energy commodity
  American Fuel Oil
  Amercian Middle Distillates
  Californian Paving Asphalt
  Coal
  Coal - Newcastle
  Electricity
  Electricity Phelix peak
  Electricity Phelix off-peak
  Electricity ICE PJM peak
  Electricity NYMEX PJM peak
  Electricity NSW - base
  Electricity NSW - off-peak
  Electricity NSW - peak
  Electricity QLD - base
  Electricity QLD - off-peak
  Electricity QLD - peak
  Electricity SA - base
  Electricity SA - off-peak
  Electricity SA - peak
  Electricity Snowy - base
  Electricity Snowy - off-peak
  Electricity Snowy - peak
  Electricity TAS - base
  Electricity TAS - off-peak
  Electricity TAS - peak
  Electricity VIC - base
  Electricity VIC - off-peak
  Electricity VIC - peak
  European Fuel Oil
  European Middle Distillate
  Gas - Natural
  Gas - Propane
  Gasoline - IPE
  Gasoline - Unleaded
  Kerosene
  Oil - Brent
  Oil - BRT
  Oil - Crude
  Oil - EN590
  Oil - GO
  Oil - Heating
  Oil - HSFO180
  Oil - IPE
  Oil - JETCIFNWE
  Oil - SGO
  Oil - SJT
  Oil - Tapis
  Oil - WTI
  Renewable Energy Certificates
  Singapore Fuel Oil
  Singapore Middle Distillates
  UK Gas
  Change in implied volatility (%)
Change in price (%) 200 0 -75
  (1) (2) (3)
-40
-20
0
20
40
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