ARF_116_0_18: Market risk table 18

Australian Business Number	Institution Name

Reporting Period	Scale Factor
Quarterly	Millions to two decimal places
Reporting Consolidation
Level 1 / Level 2

STRESS TESTING

Exchange rate scenarios

Currency	CS00459
	Currency code

	Change in implied volatility (%)
Change in price (%)	100	0	-50
	(1)	(2)	(3)
CS10063	CS10064	CS10065	CS10066
-20
-10
0
10
20

Comments
CS11300