[this page | pdf | references | back links | custom searches]

Function Description

Returns the stressed interest rate applicable by applying a given Stress (as defined by StressName) to a cash flow payable at time t from now, assuming that the unstressed interest rate is r. Proposed (term dependent) factor has changed during consultation process, so table returned varies according to choice of StressSetName, see MnSolvencyII_SCRSFStressSetNames and according to whether the stress direction is “up” or “down”.


See Nematrian Solvency II Tools for further details.


Contents | Prev | Next

Links to:

-          Interactively run function

-          Interactive instructions

-          Example calculation

-          Output type / Parameter details

-          Illustrative spreadsheet

-          Other Solvency II functions

-          Computation units used

Note: If you use any Nematrian web service either programmatically or interactively then you will be deemed to have agreed to the Nematrian website License Agreement

Desktop view | Switch to Mobile