| ARF_116_0_22: Market risk table 22 | |||
| Australian Business Number | Institution Name | ||
| Reporting Period | Scale Factor | ||
| Quarterly | Millions to two decimal places | ||
| Reporting Consolidation | |||
| Level 1 / Level 2 | |||
| STRESS TESTING | |||
| Energy commodity scenarios | |||
| Energy commodity | |||
| American Fuel Oil | |||
| Amercian Middle Distillates | |||
| Californian Paving Asphalt | |||
| Coal | |||
| Coal - Newcastle | |||
| Electricity | |||
| Electricity Phelix peak | |||
| Electricity Phelix off-peak | |||
| Electricity ICE PJM peak | |||
| Electricity NYMEX PJM peak | |||
| Electricity NSW - base | |||
| Electricity NSW - off-peak | |||
| Electricity NSW - peak | |||
| Electricity QLD - base | |||
| Electricity QLD - off-peak | |||
| Electricity QLD - peak | |||
| Electricity SA - base | |||
| Electricity SA - off-peak | |||
| Electricity SA - peak | |||
| Electricity Snowy - base | |||
| Electricity Snowy - off-peak | |||
| Electricity Snowy - peak | |||
| Electricity TAS - base | |||
| Electricity TAS - off-peak | |||
| Electricity TAS - peak | |||
| Electricity VIC - base | |||
| Electricity VIC - off-peak | |||
| Electricity VIC - peak | |||
| European Fuel Oil | |||
| European Middle Distillate | |||
| Gas - Natural | |||
| Gas - Propane | |||
| Gasoline - IPE | |||
| Gasoline - Unleaded | |||
| Kerosene | |||
| Oil - Brent | |||
| Oil - BRT | |||
| Oil - Crude | |||
| Oil - EN590 | |||
| Oil - GO | |||
| Oil - Heating | |||
| Oil - HSFO180 | |||
| Oil - IPE | |||
| Oil - JETCIFNWE | |||
| Oil - SGO | |||
| Oil - SJT | |||
| Oil - Tapis | |||
| Oil - WTI | |||
| Renewable Energy Certificates | |||
| Singapore Fuel Oil | |||
| Singapore Middle Distillates | |||
| UK Gas | |||
| Change in implied volatility (%) | |||
| Change in price (%) | 200 | 0 | -75 |
| (1) | (2) | (3) | |
| -40 | |||
| -20 | |||
| 0 | |||
| 20 | |||
| 40 | |||
| Comments | |||
