PET - Plain English Taxonomy

Name: AssetRiskStressTypeDimension
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.