PET - Plain English Taxonomy

Attribute:	CS14871
Concept:	Financial Risk Market Interest Rate Shock Impact On EVBB Excluding Earnings Offset Amount
Label:	Impact Of Standard Interest Rate Shock On Economic Value Of Banking Book (Excluding Earnings Offset)
Concept Guidance:	This is the change in the economic value of the banking book (EVBB), as at the relevant date, given a shock to interest rates, without taking into account the earnings offset. This item is to be determined in accordance with relevant prudential standards.

Dimensions

Dimension	Member	Description
SourceCurrencyDimension	(CS14870)	Information categorised according to the currency transactions were originally denominated in.
StressTestingChangeInYieldDimension	(YieldCurve200BasisPointIncrease)	This dimension is used to represent the stress testing scenario in which there has been a change in yield applied to the reported information. The information reported is based upon the application of a yield curve scenario representing a 200 basis point increase in interest rate yield.The yield curve must be modelled to appropriately capture variations in the volatility of interest rates along the curve.

Dimension

Member

Description

SourceCurrencyDimension

(CS14870)

Information categorised according to the currency transactions were originally denominated in.

StressTestingChangeInYieldDimension

(YieldCurve200BasisPointIncrease)

This dimension is used to represent the stress testing scenario in which there has been a change in yield applied to the reported information.
The information reported is based upon the application of a yield curve scenario representing a 200 basis point increase in interest rate yield.The yield curve must be modelled to appropriately capture variations in the volatility of interest rates along the curve.