Document ID: chunk:federal_register_of_legislation:F2023L00570:front:0:p15
Version: federal_register_of_legislation:F2023L00570
Segment Type: other
Provision Reference: 
Character Range: 43828–45362

* expected inflation downwards stress;
                            * currency upwards stress;
                            * currency downwards stress;
                            * equity stress;
                            * property stress;
                            * credit spreads stress; and
                            * default stress.

Y
Yields used in stress scenario percent  This is the percentage values of yields used in stress scenario type.

Yields used in stress scenario type     This consists of the types of yields used in stress scenario that must be applied to individual items under GPS 114. The yield types are:

                                            * dividend yield used in determination of equity stress;
                                            * rental yield used in determination of property stress; and
                                            * earnings yield used in determination of property stress.

Specific instructions

Table 1: Adjusted Pre-Stress Amount

Reporting basis
Level 2 insurance groups should report the value of all relevant items within the balance sheet of the reporting Level 2 insurance group.

Report values before the application of any designated asset stresses, and net of the effect of any look-through adjustments.

Units of measurement
Report values in whole Australian dollars (no decimal places).
   Name                                     Valid values                                                                       Description