| 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 Severely Adverse | 2021 Q1 | -3.3                      | -0.3                | 1.216                                               | -0.5                            | 0.6                       | 92.8                                                          | -6.6                  | -1.1            | 102.7                                          | -2.4                 | 0.3            | 1.359                                           |
| Supervisory Severely Adverse | 2021 Q2 | -2.7                      | 0.0                 | 1.210                                               | -0.8                            | 1.1                       | 93.3                                                          | -4.3                  | -0.8            | 102.7                                          | -2.8                 | 0.6            | 1.352                                           |
| Supervisory Severely Adverse | 2021 Q3 | -1.8                      | 0.0                 | 1.194                                               | 1.4                             | 0.6                       | 94.6                                                          | -2.5                  | -1.3            | 102.2                                          | -2.0                 | 0.2            | 1.334                                           |
| Supervisory Severely Adverse | 2021 Q4 | -1.6                      | -0.3                | 1.181                                               | 3.3                             | 0.2                       | 95.6                                                          | -2.0                  | -1.0            | 101.7                                          | -1.8                 | -0.2           | 1.320                                           |
| Supervisory Severely Adverse | 2022 Q1 | -1.4                      | -0.6                | 1.178                                               | 5.6                             | 0.0                       | 95.8                                                          | -1.6                  | -1.4            | 101.4                                          | -1.6                 | -0.4           | 1.316                                           |
| Supervisory Severely Adverse | 2022 Q2 | -1.2                      | -1.0                | 1.175                                               | 5.9                             | -0.2                      | 96.1                                                          | -1.1                  | -2.0            | 101.1                                          | -1.4                 | -0.6           | 1.313                                           |
| Supervisory Severely Adverse | 2022 Q3 | 1.0                       | -1.2                | 1.177                                               | 5.8                             | -0.4                      | 96.0                                                          | 1.0                   | -2.2            | 101.2                                          | 1.0                  | -0.7           | 1.314                                           |
| Supervisory Severely Adverse | 2022 Q4 | 4.0                       | -1.1                | 1.178                                               | 5.7                             | -0.5                      | 95.8                                                          | 3.0                   | -2.1            | 101.4                                          | 4.0                  | -0.5           | 1.316                                           |
| Supervisory Severely Adverse | 2023 Q1 | 5.0                       | -0.9                | 1.184                                               | 5.6                             | -0.5                      | 95.3                                                          | 4.0                   | -1.7            | 101.7                                          | 5.0                  | -0.2           | 1.323                                           |
| Supervisory Severely Adverse | 2023 Q2 | 6.0                       | -0.6                | 1.197                                               | 6.3                             | -0.4                      | 94.3                                                          | 5.0                   | -1.2            | 101.9                                          | 6.0                  | 0.2            | 1.337                                           |
| Supervisory Severely Adverse | 2023 Q3 | 7.0                       | -0.3                | 1.204                                               | 6.7                             | 0.0                       | 93.8                                                          | 5.5                   | -0.7            | 102.2                                          | 7.0                  | 0.7            | 1.345                                           |
| Supervisory Severely Adverse | 2023 Q4 | 8.0                       | 0.1                 | 1.210                                               | 7.3                             | 0.5                       | 93.3                                                          | 6.0                   | -0.3            | 102.4                                          | 8.0                  | 1.1            | 1.352                                           |
| Supervisory Severely Adverse | 2024 Q1 | 9.0                       | 0.5                 | 1.216                                               | 8.1                             | 1.1                       | 92.8                                                          | 7.0                   | 0.1             | 102.7                                          | 9.0                  | 1.5            | 1.359                                           |