| Scenario Name        | Date    | Euro area real GDP growth | Euro area inflation | Euro area bilateral dollar exchange rate (USD/euro) | Developing Asia real GDP growth | Developing Asia inflation | Developing Asia bilateral dollar exchange rate (F/USD, index) | Japan real GDP growth | Japan inflation | Japan bilateral dollar exchange rate (yen/USD) | U.K. real GDP growth | U.K. inflation | U.K. bilateral dollar exchange rate (USD/pound) |
|----------------------|---------|---------------------------|---------------------|-----------------------------------------------------|---------------------------------|---------------------------|---------------------------------------------------------------|-----------------------|-----------------|------------------------------------------------|----------------------|----------------|-------------------------------------------------|
| Supervisory Baseline | 2020 Q3 | 35.0                      | 0.2                 | 1.149                                               | 1.0                             | 2.1                       | 98.3                                                          | 20.0                  | -1.3            | 107.1                                          | 80.0                 | -0.1           | 1.265                                           |
| Supervisory Baseline | 2020 Q4 | 18.7                      | 1.0                 | 1.174                                               | 1.6                             | 2.0                       | 99.3                                                          | 4.9                   | -1.0            | 106.3                                          | 16.3                 | 2.5            | 1.294                                           |
| Supervisory Baseline | 2021 Q1 | 3.3                       | 1.2                 | 1.182                                               | 6.2                             | 3.3                       | 99.1                                                          | 2.3                   | 0.8             | 106.4                                          | 6.1                  | 1.1            | 1.310                                           |
| Supervisory Baseline | 2021 Q2 | 1.2                       | 1.5                 | 1.190                                               | 10.7                            | 2.1                       | 98.8                                                          | 1.0                   | 1.3             | 106.5                                          | 1.4                  | 1.7            | 1.326                                           |
| Supervisory Baseline | 2021 Q3 | 2.5                       | 1.3                 | 1.198                                               | 8.8                             | 2.5                       | 98.6                                                          | 2.1                   | 0.9             | 106.6                                          | 2.8                  | 1.8            | 1.343                                           |
| Supervisory Baseline | 2021 Q4 | 3.7                       | 1.2                 | 1.206                                               | 6.9                             | 2.9                       | 98.3                                                          | 3.1                   | 0.6             | 106.7                                          | 4.2                  | 1.8            | 1.359                                           |
| Supervisory Baseline | 2022 Q1 | 5.0                       | 1.0                 | 1.206                                               | 4.8                             | 3.3                       | 98.3                                                          | 4.1                   | 0.2             | 106.7                                          | 5.6                  | 1.9            | 1.359                                           |
| Supervisory Baseline | 2022 Q2 | 4.3                       | 1.1                 | 1.206                                               | 5.0                             | 3.3                       | 98.3                                                          | 3.6                   | 0.2             | 106.7                                          | 5.0                  | 2.0            | 1.359                                           |
| Supervisory Baseline | 2022 Q3 | 3.7                       | 1.1                 | 1.206                                               | 5.2                             | 3.3                       | 98.3                                                          | 3.2                   | 0.2             | 106.7                                          | 4.4                  | 2.0            | 1.359                                           |
| Supervisory Baseline | 2022 Q4 | 3.2                       | 1.2                 | 1.206                                               | 5.5                             | 3.3                       | 98.3                                                          | 2.7                   | 0.2             | 106.7                                          | 3.8                  | 2.1            | 1.359                                           |
| Supervisory Baseline | 2023 Q1 | 2.6                       | 1.2                 | 1.206                                               | 5.7                             | 3.4                       | 98.3                                                          | 2.3                   | 0.3             | 106.7                                          | 3.2                  | 2.2            | 1.359                                           |
| Supervisory Baseline | 2023 Q2 | 1.9                       | 1.3                 | 1.206                                               | 7.2                             | 2.9                       | 98.3                                                          | 1.7                   | 0.6             | 106.7                                          | 2.4                  | 2.1            | 1.359                                           |
| Supervisory Baseline | 2023 Q3 | 1.3                       | 1.4                 | 1.206                                               | 8.9                             | 2.5                       | 98.3                                                          | 1.1                   | 0.9             | 106.7                                          | 1.6                  | 1.9            | 1.359                                           |