| ARF_116_0_17: Market risk table 17 | |||
| Australian Business Number | Institution Name | ||
| Reporting Period | Scale Factor | ||
| Quarterly | Millions to two decimal places | ||
| Reporting Consolida | |||
| Level 1 / Level 2 | |||
| STRESS TESTING | |||
| Equity scenarios | |||
| National market | |||
| Country list | |||
| Change in implied volatility (%) | |||
| Change in price (%) | 200 | 0 | -75 |
| (1) | (2) | (3) | |
| -50 | |||
| -25 | |||
| 0 | |||
| 10 | |||
| 20 | |||
| Comments | |||
