Financial Sector (Collection of Data) (reporting standard) determination No. 115 of 2023
Asset stress scenariosAsset stress scenarios
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Asset stress scenarios
Life companies are not required to report the components of impact on capital base for asset stress scenarios where it is determined that those scenarios would improve the capital base (i.e. result in a zero-risk charge component) as at the end of the relevant reporting period.
Life companies must report all asset stress scenarios that would give rise to a positive risk charge component.