| 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 | 2021 Q1 | 13.2                      | 1.7                 | 1.224                                               | 0.6                             | 2.6                       | 92.1                                                          | 4.8                   | 0.8             | 103.0                                          | 21.5                 | 2.0            | 1.371                                           |
| Supervisory Baseline | 2021 Q2 | 1.3                       | 1.5                 | 1.225                                               | 1.6                             | 2.0                       | 91.9                                                          | 0.7                   | 1.2             | 102.7                                          | 1.7                  | 1.7            | 1.376                                           |
| Supervisory Baseline | 2021 Q3 | 2.5                       | 1.3                 | 1.226                                               | 3.2                             | 2.3                       | 91.7                                                          | 1.5                   | 0.8             | 102.5                                          | 3.5                  | 1.7            | 1.382                                           |
| Supervisory Baseline | 2021 Q4 | 3.8                       | 1.1                 | 1.227                                               | 4.8                             | 2.6                       | 91.5                                                          | 2.2                   | 0.4             | 102.2                                          | 5.2                  | 1.7            | 1.387                                           |
| Supervisory Baseline | 2022 Q1 | 5.0                       | 1.0                 | 1.234                                               | 6.4                             | 2.9                       | 91.6                                                          | 2.9                   | 0.0             | 102.6                                          | 6.9                  | 1.7            | 1.405                                           |
| Supervisory Baseline | 2022 Q2 | 4.3                       | 1.1                 | 1.241                                               | 6.1                             | 2.7                       | 91.6                                                          | 2.5                   | 0.2             | 103.0                                          | 5.2                  | 1.8            | 1.423                                           |
| Supervisory Baseline | 2022 Q3 | 3.5                       | 1.2                 | 1.248                                               | 5.8                             | 2.5                       | 91.7                                                          | 2.1                   | 0.4             | 103.3                                          | 3.5                  | 1.9            | 1.442                                           |
| Supervisory Baseline | 2022 Q4 | 2.8                       | 1.3                 | 1.256                                               | 5.5                             | 2.4                       | 91.7                                                          | 1.7                   | 0.6             | 103.7                                          | 1.9                  | 2.0            | 1.460                                           |
| Supervisory Baseline | 2023 Q1 | 2.1                       | 1.4                 | 1.256                                               | 5.2                             | 2.2                       | 91.7                                                          | 1.3                   | 0.8             | 103.7                                          | 0.4                  | 2.1            | 1.460                                           |
| Supervisory Baseline | 2023 Q2 | 2.2                       | 1.4                 | 1.256                                               | 5.7                             | 2.3                       | 91.7                                                          | 1.4                   | 0.7             | 103.7                                          | 0.8                  | 2.1            | 1.460                                           |
| Supervisory Baseline | 2023 Q3 | 2.3                       | 1.4                 | 1.256                                               | 6.2                             | 2.4                       | 91.7                                                          | 1.5                   | 0.6             | 103.7                                          | 1.3                  | 2.2            | 1.460                                           |
| Supervisory Baseline | 2023 Q4 | 2.5                       | 1.5                 | 1.256                                               | 6.6                             | 2.5                       | 91.7                                                          | 1.5                   | 0.5             | 103.7                                          | 1.7                  | 2.2            | 1.460                                           |
| Supervisory Baseline | 2024 Q1 | 2.6                       | 1.5                 | 1.256                                               | 7.0                             | 2.6                       | 91.7                                                          | 1.6                   | 0.4             | 103.7                                          | 2.1                  | 2.3            | 1.460                                           |