Document ID: chunk:federal_register_of_legislation:F2023L00568:reg:2
Version: federal_register_of_legislation:F2023L00568
Segment Type: reg
Provision Reference: reg 2
Character Range: 51184–52178

2  Stress Scenario Type                          * Real interest rates upwards stress                                          Report the stress scenario type.
                                                 * Real interest rates downwards stress
                                                 * Expected inflation upwards stress
                                                 * Expected inflation downwards stress                                         Default stress must be assigned to the data items under GPS 340 reinsurance assets subject to default stress.
                                                 * Currency upwards stress
                                                 * Currency downwards stress
                                                 * Equity stress
                                                 * Property stress
                                                 * Credit spreads stress
                                                 * Default stress