CMS Sept 2022
Internal Use Only
Ramp (Prolonged) Scenarios
• More likely scenario
• All tenor points on the Yield Curve move in parallel, except the increase is spread over the time horizon
15
15
Internal Use Only
Non-Parallel Scenarios
• Most likely scenario
• Yield Curve is steepened and flattened by moving short-term or long-term rates
16
16
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