PET - Plain English Taxonomy

Label:	Financial Risk Market Stress Testing Energy Commodities Scenarios Amount
TREF ID:	DE8069
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 energy commodities 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 energy commodities (including oil, gas, and electricity) 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 energy commodity, but with differing maturities, may be netted.

Usage

Form	Labels
ARF_116_0_22	Label: Guidance:	Stress Testing - Energy Commodity Scenarios The price shifts should be applied to each commodity separately; a separate scenario matrix should be completed for each commodity. 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_22

Label:

Guidance:

Stress Testing - Energy Commodity Scenarios
The price shifts should be applied to each commodity separately; a separate scenario matrix should be completed for each commodity.

The scenario representing a 75% decrease in the implied volatility only needs to be reported where the corresponding change in price scenario is 0%.