Document ID: chunk:federal_register_of_legislation:F2023L00702:reg:5
Version: federal_register_of_legislation:F2023L00702
Segment Type: reg
Provision Reference: reg 5
Character Range: 54348–56572

5  Stress Scenario Amount                   Whole dollars                                                                              Report stress scenario amount, the contribution of the relevant items towards the change in capital base under the scenario considered.

                                                                                                                                       A negative number indicates a reduction in the capital base. Report negative values for decreases to assets and increases to liabilities.

                                                                                                                                       Report positive values for increases to assets and decreases to liabilities.

                                                                                                                                       If there are items subject to Asset Risk Charge type not impacted by stress scenario type, report nil.

                                                                                                                                       For adjusted policy liabilities ceded (reinsurance assets), only report the impact of default stress.

                                                                                                                                       For default stress relating to reinsurance assets, report it under adjusted policy liabilities ceded (reinsurance assets) and not under adjusted policy liabilities (net of reinsurance) - exclude discretionary component.

Table 3: Counterparty Grade

Reporting basis

This table applies to life companies including friendly societies. This table applies to statutory, shareholder, benefit and management funds.

Report the fair value and stressed value of assets that are subject to credit spreads stress, subdivided by counterparty grade type and assets subject to credit spreads stress type.

Report all information as at the reporting date.

Units of measurement

Report the dollar values in this table in whole Australian dollars.
   Name                                          Valid values                                Description