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Interest Rate Currency Scenario Aggregation

Calculate the Up Scenario Loss Sum and Down Scenario Loss Sum instantly.

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Up Scenario Loss Sum

€18 000 000

1Step 1

Up Scenario Loss Sum

Up Scenario Loss Sum=Currency 1 Up Loss+Currency 2 Up Loss+Currency 3 Up Loss\textit{Up Scenario Loss Sum} = \textit{Currency 1 Up Loss} + \textit{Currency 2 Up Loss} + \textit{Currency 3 Up Loss}
2Step 2

Down Scenario Loss Sum

Down Scenario Loss Sum=Currency 1 Down Loss+Currency 2 Down Loss+Currency 3 Down Loss\textit{Down Scenario Loss Sum} = \textit{Currency 1 Down Loss} + \textit{Currency 2 Down Loss} + \textit{Currency 3 Down Loss}

Understand the Interest Rate Currency Scenario Aggregation

Overview

This calculator sums upward and downward interest-rate losses across currencies before scenario selection.[1]

Important Notes

  • Article 165 is applied by scenario across currencies; selection of the larger total is left to the Interest Rate Capital Selector calculator.
  • Three currency slots are provided as an atomistic UI convention. Additional currencies should be aggregated by repeating the same calculation pattern upstream.

Sources

  1. Delegated Regulation (EU) 2015/35 - Art. 165 (Interest rate risk: general provisions) - EIOPA

Default values are illustrative sample inputs for navigation, training, and QA. Replace them with controlled data before using the result in capital analysis, governance, or reporting decisions.