ARF_116_0_19: Market risk table 19

Australian Business Number	Institution Name

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

STRESS TESTING

Gold and other precious metal scenarios

Precious metal	CS10083
	Gold
	Palladium
	Platinum
	Silver

	Change in implied volatility (%)
Change in price (%)	100	0	-50
	(1)	(2)	(3)
CS10067	CS10068	CS10069	CS10070
-30
-15
0
15
30

Comments
CS11300