| 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 | ||
| 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 | ||
| Comments | ||
