PET - Plain English Taxonomy

Label:	Financial Risk Market Stress Testing Base Metal Scenarios Amount
TREF ID:	DE8067
Data Type:	xbrli:monetaryItemType
Period Type:	instant
Balance Type:	debit
Business Description & Guidance:	This is the value, as at the relevant date, of the effect on positions in base metals due to movements in prices and volatilities as specified in stress testing scenarios. This represents the change in the portfolio value of these positions given stress testing scenarios applied.All positions in base metals (including copper, aluminium, zinc, nickel and tin) must be included in the stress test portfolio revaluations.For the purposes of this item, in assessing the change in portfolio value, positions in the same based metal, but with differing maturities, may be netted.

Usage

Form	Labels
ARF_116_0_20	Label: Guidance:	Stress Testing - Base Metals Scenarios The price shifts should be applied to each commodity separately; a separate scenario matrix should be completed for each base metal. The scenario representing a 75% decrease in the implied volatility only needs to be reported where the corresponding change in price scenario is 0%.

Form

Labels

ARF_116_0_20

Label:

Guidance:

Stress Testing - Base Metals Scenarios
The price shifts should be applied to each commodity separately; a separate scenario matrix should be completed for each base metal.
 
The scenario representing a 75% decrease in the implied volatility only needs to be reported where the corresponding change in price scenario is 0%.