Stress testing - summary

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Date range

Stress measure

Stress scenario

Date range

Stress measure

Stress scenario

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Quarter	Sector aggregate	Minimum	Lower quartile	Median	Upper quartile	Maximum
2016 Q3	0.010	-1.005	-0.005	0.000	0.026	1.005
2013 Q2	0.013	-1.005	-0.014	0.000	0.041	0.464
2018 Q3	0.001	-1.005	-0.104	-0.001	0.013	0.278
2017 Q3	0.000	-1.005	-0.035	-0.001	0.004	1.005
2015 Q3	0.004	-1.005	-0.003	0.000	0.014	1.005
2016 Q1	0.009	-1.005	-0.005	0.000	0.018	1.005
2018 Q4	0.000	-1.005	-0.080	0.000	0.017	1.005
2017 Q4	0.000	-1.005	-0.060	0.000	0.004	1.005
2018 Q1	0.001	-1.005	-0.127	0.000	0.073	0.426
2017 Q1	-0.009	-1.005	-0.004	0.000	0.018	1.005
2013 Q3	0.012	-0.137	-0.003	0.001	0.015	0.088
2014 Q3	0.010	-0.353	-0.002	0.000	0.042	0.117
2012 Q3	0.002	-0.164	-0.014	0.000	0.005	0.291
2018 Q2	0.001	-1.005	-0.162	0.000	0.115	1.005
2015 Q4	0.015	-1.005	-0.010	0.008	0.035	1.005
2014 Q4	0.012	-0.067	-0.002	0.001	0.029	0.124
2013 Q4	0.018	-0.137	-0.002	0.004	0.032	0.072
2016 Q4	-0.010	-1.005	-0.027	0.000	0.014	1.005
2014 Q1	0.011	-0.137	-0.002	0.001	0.032	0.817
2015 Q1	0.007	-0.020	-0.002	0.005	0.032	0.198
2013 Q1	0.008	-1.005	-0.003	0.000	0.020	0.273
2014 Q2	0.016	-1.005	-0.004	0.001	0.032	0.118
2015 Q2	0.003	-1.005	-0.012	0.000	0.021	1.005
2017 Q2	-0.008	-1.005	-0.050	0.000	0.010	1.005
2012 Q4	0.020	-0.712	-0.011	0.001	0.022	0.144
2016 Q2	0.006	-1.005	-0.006	0.000	0.019	0.212

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About this report

The results for three measures of financial stress faced by firms participating in the wholesale market under two simulated stress scenarios are summarised in this report.

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spot market risk, spot price risk, cover ratio, disclosing participant

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