PET - Plain English Taxonomy

Name:	StressTestingChangeInCreditSpreadDimension
Label:	Stress Testing Change In Credit Spread Dimension
TREF ID:	DM483
Type:	Predefined
Description:	This dimension is used to represent the relevant stress testing scenario to which a change in the current credit spread is applied to the calculation of the reported information.
Usage:	ARF_116_0_23

Dimension Members

Name	Label	TREF ID	Description
Decrease50Percent	Decrease 50 Percent	DV5535	The information reported is based upon the application of a stress testing scenario representing a 50 per cent decrease in the current credit spread of relevant positions. The current credit spread would be market implied credit spread derived from the current market price of the security.
Increase100Percent	Increase 100 Percent	DV5534	The information reported is based upon the application of a stress testing scenario representing a 100 per cent increase in the current credit spread of relevant positions. The current credit spread would be market implied credit spread derived from the current market price of the security.

Name

Label

TREF ID

Description

Decrease50Percent

Decrease 50 Percent

DV5535

The information reported is based upon the application of a stress testing scenario representing a 50 per cent decrease in the current credit spread of relevant positions. The current credit spread would be market implied credit spread derived from the current market price of the security.

Increase100Percent

Increase 100 Percent

DV5534

The information reported is based upon the application of a stress testing scenario representing a 100 per cent increase in the current credit spread of relevant positions. The current credit spread would be market implied credit spread derived from the current market price of the security.