Name: | AssetRiskStressTypeDimension |
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Label: | Asset Risk Stress Type Dimension |
TREF ID: | DM540 |
Type: | Predefined |
Description: |
This dimension categorises the reported information based on the impacts arising from the application of certain asset risk stresses. The reported information is contribution towards the change in capital base under the scenario considered. |
Usage: |
Dimension Members
Name | Label | TREF ID | Description |
CURDownwards | CUR Downwards | DV6070 |
The reported information measures the impact of downwards movement in Currency (CUR) stress on the capital base of the reporting entity, due to changes in foreign currency exchange rates. |
CURUpwards | CUR Upwards | DV6072 |
The reported information measures the impact of upwards movement in Currency (CUR) stress on the capital base of the reporting entity, due to changes in foreign currency exchange rates. |
CreditSpread | Credit Spread | DV6066 |
The reported information measures the impact of credit spreads stress and the risk of default on the capital base of the reporting entity. |
Default | Default | DV6064 |
The reported information measures the impact of counterparty default on the capital base of the reporting entity. |
Equity | Equity | DV6060 |
The reported information measures the impact of equity stress on the capital base of the reporting entity, due to fall in equity and other asset values. |
INFDownwards | INF Downwards | DV6061 |
The reported information measures the impact of downwards movement in Expected Inflation (INF) stress on the capital base of the reporting entity, due to changes to Consumer Price Index inflation rate. |
INFUpwards | INF Upwards | DV6069 |
The reported information measures the impact of upwards movement in Expected Inflation (INF) stress on the capital base of the reporting entity, due to changes to Consumer Price Index inflation rate. |
Property | Property | DV6071 |
The reported information measures the impact of property stress on the capital base of the reporting entity, due to changes in property and infrastructure asset values. |
RIRDownwards | RIR Downwards | DV6063 |
The reported information measures the impact of downwards movement in Real Interest Rate (RIR) stress on the capital base of the reporting entity. |
RIRUpwards | RIR Upwards | DV6068 |
The reported information measures the impact of upwards movement in Real Interest Rate (RIR) stress on the capital base of the reporting entity. |