| 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 Alternative Severe | 2020 Q3 | 35.0                      | 0.3                 | 1.113                                               | 1.0                             | 2.5                       | 98.3                                                          | 20.0                  | -0.3            | 107.6                                          | 80.0                 | 0.3            | 1.225                                           |
| Supervisory Alternative Severe | 2020 Q4 | -4.4                      | -0.1                | 1.101                                               | -1.0                            | 0.2                       | 99.3                                                          | -6.9                  | -1.3            | 107.3                                          | -4.1                 | 0.4            | 1.212                                           |
| Supervisory Alternative Severe | 2021 Q1 | 1.0                       | 0.0                 | 1.069                                               | 5.2                             | -0.2                      | 102.3                                                         | 1.0                   | -1.5            | 106.7                                          | 1.0                  | -0.1           | 1.177                                           |
| Supervisory Alternative Severe | 2021 Q2 | 1.0                       | 0.6                 | 1.074                                               | 9.7                             | 0.2                       | 101.8                                                         | 1.0                   | -1.2            | 106.8                                          | 1.0                  | 0.5            | 1.182                                           |
| Supervisory Alternative Severe | 2021 Q3 | 1.0                       | 0.5                 | 1.080                                               | 7.8                             | -0.3                      | 101.3                                                         | 1.0                   | -1.0            | 106.9                                          | 1.0                  | 0.6            | 1.188                                           |
| Supervisory Alternative Severe | 2021 Q4 | 1.0                       | 0.7                 | 1.085                                               | 5.9                             | 0.3                       | 100.8                                                         | 1.0                   | -0.5            | 107.0                                          | 1.0                  | 0.6            | 1.194                                           |
| Supervisory Alternative Severe | 2022 Q1 | 1.0                       | 0.2                 | 1.090                                               | 3.8                             | -0.4                      | 100.3                                                         | 1.0                   | -0.8            | 107.1                                          | 1.0                  | 0.5            | 1.200                                           |
| Supervisory Alternative Severe | 2022 Q2 | 0.6                       | -0.4                | 1.102                                               | 4.0                             | -0.5                      | 100.1                                                         | 0.6                   | -1.1            | 107.1                                          | 0.6                  | 0.3            | 1.215                                           |
| Supervisory Alternative Severe | 2022 Q3 | 0.8                       | -1.0                | 1.112                                               | 4.2                             | -0.5                      | 99.9                                                          | 0.7                   | -1.4            | 107.0                                          | 0.8                  | 0.0            | 1.229                                           |
| Supervisory Alternative Severe | 2022 Q4 | 1.0                       | -1.5                | 1.121                                               | 4.5                             | -0.5                      | 99.8                                                          | 0.7                   | -1.5            | 107.0                                          | 1.0                  | -0.3           | 1.241                                           |
| Supervisory Alternative Severe | 2023 Q1 | 2.0                       | -1.6                | 1.129                                               | 4.7                             | -0.4                      | 99.6                                                          | 1.3                   | -1.5            | 107.0                                          | 2.0                  | -0.4           | 1.253                                           |
| Supervisory Alternative Severe | 2023 Q2 | 2.8                       | -1.6                | 1.137                                               | 6.2                             | -0.4                      | 99.5                                                          | 1.5                   | -1.4            | 106.9                                          | 3.0                  | -0.4           | 1.263                                           |
| Supervisory Alternative Severe | 2023 Q3 | 3.0                       | -1.5                | 1.143                                               | 7.9                             | -0.4                      | 99.4                                                          | 1.7                   | -1.1            | 106.9                                          | 3.5                  | -0.4           | 1.272                                           |