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Interest Rate NAV Under Scenario

Calculate the Scenario Net Asset Value instantly.

€
€
€

Scenario NAV

€102 000 000

1Step 1

Scenario NAV

Scenario NAV=Scenario Assets−Scenario TP+Scenario Other Liabilities\textit{Scenario NAV} = \textit{Scenario Assets} - \textit{Scenario TP} + \textit{Scenario Other Liabilities}

Understand the Interest Rate NAV Under Scenario

Overview

This calculator computes net asset value under one interest-rate stress scenario.[1]

Important Notes

  • The calculator assumes stressed assets, technical provisions, and other liabilities have already been revalued consistently with the shocked curve.
  • It is intentionally atomistic and does not decide whether the up or down scenario binds.

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.