{"pre_text": ["jpmorgan chase & co./2009 annual report 131 earnings-at-risk stress testing the var and stress-test measures described above illustrate the total economic sensitivity of the firm 2019s consolidated balance sheets to changes in market variables .", "the effect of interest rate exposure on reported net income is also important .", "interest rate risk exposure in the firm 2019s core nontrading business activities ( i.e. , asset/liability management positions ) results from on 2013and off 2013balance sheet positions and can occur due to a variety of factors , including : 2022 differences in the timing among the maturity or repricing of assets , liabilities and off 2013balance sheet instruments .", "for example , if liabilities reprice quicker than assets and funding interest rates are declining , earnings will increase initially .", "2022 differences in the amounts of assets , liabilities and off 2013balance sheet instruments that are repricing at the same time .", "for example , if more deposit liabilities are repricing than assets when general interest rates are declining , earnings will increase initially .", "2022 differences in the amounts by which short-term and long-term market interest rates change ( for example , changes in the slope of the yield curve , because the firm has the ability to lend at long-term fixed rates and borrow at variable or short- term fixed rates ) .", "based on these scenarios , the firm 2019s earnings would be affected negatively by a sudden and unanticipated increase in short-term rates paid on its liabilities ( e.g. , depos- its ) without a corresponding increase in long-term rates re- ceived on its assets ( e.g. , loans ) .", "conversely , higher long-term rates received on assets generally are beneficial to earnings , particularly when the increase is not accompanied by rising short-term rates paid on liabilities .", "2022 the impact of changes in the maturity of various assets , liabili- ties or off 2013balance sheet instruments as interest rates change .", "for example , if more borrowers than forecasted pay down higher-rate loan balances when general interest rates are de- clining , earnings may decrease initially .", "the firm manages interest rate exposure related to its assets and liabilities on a consolidated , corporate-wide basis .", "business units transfer their interest rate risk to treasury through a transfer- pricing system , which takes into account the elements of interest rate exposure that can be risk-managed in financial markets .", "these elements include asset and liability balances and contrac- tual rates of interest , contractual principal payment schedules , expected prepayment experience , interest rate reset dates and maturities , rate indices used for repricing , and any interest rate ceilings or floors for adjustable rate products .", "all transfer-pricing assumptions are dynamically reviewed .", "the firm conducts simulations of changes in net interest income from its nontrading activities under a variety of interest rate scenarios .", "earnings-at-risk tests measure the potential change in the firm 2019s net interest income , and the corresponding impact to the firm 2019s pretax earnings , over the following 12 months .", "these tests highlight exposures to various rate-sensitive factors , such as the rates themselves ( e.g. , the prime lending rate ) , pricing strate- gies on deposits , optionality and changes in product mix .", "the tests include forecasted balance sheet changes , such as asset sales and securitizations , as well as prepayment and reinvestment behavior .", "immediate changes in interest rates present a limited view of risk , and so a number of alternative scenarios are also reviewed .", "these scenarios include the implied forward curve , nonparallel rate shifts and severe interest rate shocks on selected key rates .", "these scenar- ios are intended to provide a comprehensive view of jpmorgan chase 2019s earnings at risk over a wide range of outcomes .", "jpmorgan chase 2019s 12-month pretax earnings sensitivity profile as of december 31 , 2009 and 2008 , is as follows. ."], "post_text": ["december 31 , 2009 $ ( 1594 ) $ ( 554 ) nm ( a ) nm ( a ) december 31 , 2008 $ 336 $ 672 nm ( a ) nm ( a ) ( a ) down 100- and 200-basis-point parallel shocks result in a fed funds target rate of zero , and negative three- and six-month treasury rates .", "the earnings- at-risk results of such a low-probability scenario are not meaningful .", "the change in earnings at risk from december 31 , 2008 , results from a higher level of afs securities and an updated baseline scenario that uses higher short-term interest rates .", "the firm 2019s risk to rising rates is largely the result of increased funding costs on assets , partially offset by widening deposit margins , which are currently compressed due to very low short-term interest rates .", "additionally , another interest rate scenario , involving a steeper yield curve with long-term rates rising 100 basis points and short- term rates staying at current levels , results in a 12-month pretax earnings benefit of $ 449 million .", "the increase in earnings is due to reinvestment of maturing assets at the higher long-term rates , with funding costs remaining unchanged .", "risk identification for large exposures individuals who manage risk positions , particularly those that are complex , are responsible for identifying potential losses that could arise from specific , unusual events , such as a potential tax change , and estimating the probabilities of losses arising from such events .", "this information is entered into the firm 2019s rifle database .", "management of trading businesses control rifle entries , thereby permitting the firm to monitor further earnings vulnerability not adequately covered by standard risk measures .", "risk monitoring and control limits market risk is controlled primarily through a series of limits .", "limits reflect the firm 2019s risk appetite in the context of the market environment and business strategy .", "in setting limits , the firm takes into consideration factors such as market volatility , product liquidity , business trends and management experience. ."], "table": [["( in millions )", "immediate change in rates +200bp", "immediate change in rates +100bp", "immediate change in rates -100bp", "immediate change in rates -200bp"], ["december 31 2009", "$ -1594 ( 1594 )", "$ -554 ( 554 )", "nm ( a )", "nm ( a )"], ["december 31 2008", "$ 336", "$ 672", "nm ( a )", "nm ( a )"]], "table_ori": [["", "Immediate change in rates"], ["(in millions)", "+200bp", "+100bp", "-100bp", "-200bp"], ["December 31, 2009", "$(1,594)", "$(554)", "NM<sup>(a)</sup>", "NM<sup>(a)</sup>"], ["December 31, 2008", "$336", "$672", "NM<sup>(a)</sup>", "NM<sup>(a)</sup>"]]}

Question: if there were a 200bp rise in rates , how much more would the impact be on earnings in 2009 vs . 2008?
Evidence:
table_2: ( in millions ) the december 31 2008 of immediate change in rates +200bp is $ 336 ; the december 31 2008 of immediate change in rates +100bp is $ 672 ; the december 31 2008 of immediate change in rates -100bp is nm ( a ) ; the december 31 2008 of immediate change in rates -200bp is nm ( a ) ;
table_1: ( in millions ) the december 31 2009 of immediate change in rates +200bp is $ -1594 ( 1594 ) ; the december 31 2009 of immediate change in rates +100bp is $ -554 ( 554 ) ; the december 31 2009 of immediate change in rates -100bp is nm ( a ) ; the december 31 2009 of immediate change in rates -200bp is nm ( a ) ;
Program: subtract(336, -1594)
Answer:
str_answer: 1930
exe_answer: 1930