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)
CS02062	CS10055	CS10056
Currency code

Comments
CS11300