<StressTesting>
  <UseSpreadedTermStructures>true</UseSpreadedTermStructures>
  <StressTest id="eur_capfloor_par">
    <ParShifts>
      <IRCurves>true</IRCurves>
      <SurvivalProbability>true</SurvivalProbability>
      <CapFloorVolatilities>true</CapFloorVolatilities>
    </ParShifts>
    <DiscountCurves />
    <IndexCurves />
    <YieldCurves />
    <FxSpots />
    <FxVolatilities />
    <SwaptionVolatilities />
    <CapFloorVolatilities>
      <CapFloorVolatility key="EUR-EURIBOR-6M">
        <ShiftType>Absolute</ShiftType>
        <Shifts>
          <Shift tenor="1Y">0.01</Shift>
          <Shift tenor="2Y">0.01</Shift>
          <Shift tenor="3Y">0.01</Shift>
          <Shift tenor="4Y">0.01</Shift>
          <Shift tenor="5Y">0.01</Shift>
          <Shift tenor="6Y">0.01</Shift>
          <Shift tenor="7Y">0.01</Shift>
          <Shift tenor="8Y">0.01</Shift>
          <Shift tenor="9Y">0.01</Shift>
        </Shifts>
        <ShiftExpiries>1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y</ShiftExpiries>
        
      </CapFloorVolatility>
    </CapFloorVolatilities>
    <EquitySpots />
    <EquityVolatilities />
    <SecuritySpreads />
    <RecoveryRates />
    <SurvivalProbabilities />
  </StressTest>
  <StressTest id="eur_capfloor_zero">
    <ParShifts>
      <IRCurves>false</IRCurves>
      <SurvivalProbability>false</SurvivalProbability>
      <CapFloorVolatilities>false</CapFloorVolatilities>
    </ParShifts>
    <DiscountCurves />
    <IndexCurves />
    <YieldCurves />
    <FxSpots />
    <FxVolatilities />
    <SwaptionVolatilities />
    <CapFloorVolatilities>
      <CapFloorVolatility key="EUR-EURIBOR-6M">
        <ShiftType>Absolute</ShiftType>
        <Shifts>
          <Shift tenor="1Y">0.01</Shift>
          <Shift tenor="2Y">0.01</Shift>
          <Shift tenor="3Y">0.01</Shift>
          <Shift tenor="4Y">0.01</Shift>
          <Shift tenor="5Y">0.01</Shift>
          <Shift tenor="6Y">0.01</Shift>
          <Shift tenor="7Y">0.01</Shift>
          <Shift tenor="8Y">0.01</Shift>
          <Shift tenor="9Y">0.01</Shift>
        </Shifts>
        <ShiftExpiries>1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y</ShiftExpiries>
      </CapFloorVolatility>
    </CapFloorVolatilities>
    <EquitySpots />
    <EquityVolatilities />
    <SecuritySpreads />
    <RecoveryRates />
    <SurvivalProbabilities />
  </StressTest>
  <StressTest id="xccy_basis_per">

    <ParShifts>
      <IRCurves>true</IRCurves>
      <SurvivalProbability>true</SurvivalProbability>
    </ParShifts>

    <DiscountCurves>
      <DiscountCurve ccy="EUR">
        <ShiftType>Absolute</ShiftType>
        <!--Shifts>0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0</Shifts-->
        <Shifts>0.00, 0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00</Shifts>
        <ShiftTenors>1D, 1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,11Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </DiscountCurve>
      <DiscountCurve ccy="USD">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <!--Shifts>0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00</Shifts-->
        <ShiftTenors>1D,2D,3D,1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y</ShiftTenors>
      </DiscountCurve>
    </DiscountCurves>

    <IndexCurves>
      <IndexCurve index="EUR-ESTER">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00</Shifts>
        <ShiftTenors>1D, 1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,11Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </IndexCurve>

      <IndexCurve index="USD-SOFR">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00</Shifts>
        <ShiftTenors>1D, 1W, 2W, 1M, 2M, 3M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, 1Y, 15M, 18M, 21M, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
      </IndexCurve>
    </IndexCurves>

    <YieldCurves>
      <!--      <YieldCurve name="__XCCY__-USD">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01</Shifts>
        <ShiftTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
      </YieldCurve>-->
    </YieldCurves>

    <FxSpots>
    </FxSpots>

    <FxVolatilities>      <!-- strike dimension ignored -->
    </FxVolatilities>

    <!-- Swaption ATM vol shifts, strike dimension ignored -->
    <SwaptionVolatilities>
    </SwaptionVolatilities>

    <!-- Cap/Floor (Optionlet) vol surface shifts, strike dimension ignored -->
    <CapFloorVolatilities>
    </CapFloorVolatilities>

    <!-- Equity spot shifts -->
    <EquitySpots>
    </EquitySpots>

    <!-- Equity ATM vol shifts -->
    <EquityVolatilities>
    </EquityVolatilities>
    <SecuritySpreads />
    <RecoveryRates/>
    <SurvivalProbabilities/>

  </StressTest>  <!-- end of stress test definition -->
  <StressTest id="cds_spread_par">
    <ParShifts>
      <IRCurves>true</IRCurves>
      <SurvivalProbability>true</SurvivalProbability>
    </ParShifts>
    <DiscountCurves/>
    <IndexCurves/>
    <YieldCurves/>
    <FxSpots/>
    <FxVolatilities/>
    <SwaptionVolatilities/>
    <CapFloorVolatilities/>
    <EquitySpots/>
    <EquityVolatilities/>
    <SecuritySpreads/>
    <RecoveryRates/>
    <SurvivalProbabilities>
      <SurvivalProbability name="Underlying1">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01, 0.01, 0.01, 0.01, 0.01</Shifts>
        <ShiftTenors>1Y, 2Y, 3Y, 5Y, 10Y</ShiftTenors>
      </SurvivalProbability>
    </SurvivalProbabilities>
  </StressTest>
  <StressTest id="cds_spread_zero">
    <ParShifts>
      <IRCurves>false</IRCurves>
      <SurvivalProbability>false</SurvivalProbability>
    </ParShifts>
    <DiscountCurves/>
    <IndexCurves/>
    <YieldCurves/>
    <FxSpots/>
    <FxVolatilities/>
    <SwaptionVolatilities/>
    <CapFloorVolatilities/>
    <EquitySpots/>
    <EquityVolatilities/>
    <SecuritySpreads/>
    <RecoveryRates/>
    <SurvivalProbabilities>
      <SurvivalProbability name="Underlying1">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01, 0.01, 0.01, 0.01, 0.01</Shifts>
        <ShiftTenors>1Y, 2Y, 3Y, 5Y, 10Y</ShiftTenors>
      </SurvivalProbability>
    </SurvivalProbabilities>
  </StressTest>
  <StressTest id="eur_ester_par">

    <ParShifts>
      <IRCurves>true</IRCurves>
      <SurvivalProbability>true</SurvivalProbability>
      <CapFloorVolatilities>true</CapFloorVolatilities>
    </ParShifts>

    <DiscountCurves>
      <DiscountCurve ccy="EUR">
        <ShiftType>Absolute</ShiftType>
        <!--Shifts>0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0</Shifts-->
        <Shifts>0.01, 0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftTenors>1D, 1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,11Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </DiscountCurve>
      <DiscountCurve ccy="USD">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00</Shifts>
        <ShiftTenors>1D,2D,3D,1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y</ShiftTenors>
      </DiscountCurve>
    </DiscountCurves>

    <IndexCurves>
      <IndexCurve index="EUR-ESTER">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftTenors>1D, 1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,11Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </IndexCurve>

      <IndexCurve index="USD-SOFR">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00</Shifts>
        <ShiftTenors>1D, 1W, 2W, 1M, 2M, 3M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, 1Y, 15M, 18M, 21M, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
      </IndexCurve>
    </IndexCurves>

    <YieldCurves/>

    <FxSpots>
    </FxSpots>

    <FxVolatilities>      <!-- strike dimension ignored -->
    </FxVolatilities>

    <!-- Swaption ATM vol shifts, strike dimension ignored -->
    <SwaptionVolatilities>
    </SwaptionVolatilities>

    <!-- Cap/Floor (Optionlet) vol surface shifts, strike dimension ignored -->
    <CapFloorVolatilities>
    </CapFloorVolatilities>

    <!-- Equity spot shifts -->
    <EquitySpots>
    </EquitySpots>

    <!-- Equity ATM vol shifts -->
    <EquityVolatilities>
    </EquityVolatilities>
    <SecuritySpreads />
    <RecoveryRates/>
    <SurvivalProbabilities/>

  </StressTest>
  <StressTest id="eur6m_par">

    <ParShifts>
      <IRCurves>true</IRCurves>
      <SurvivalProbability>true</SurvivalProbability>
      <CapFloorVolatilities>true</CapFloorVolatilities>
    </ParShifts>

    <DiscountCurves>
      <DiscountCurve ccy="EUR">
        <ShiftType>Absolute</ShiftType>
        <!--Shifts>0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0</Shifts-->
        <Shifts>0.00, 0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00</Shifts>
        <ShiftTenors>1D, 1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,11Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </DiscountCurve>
      <DiscountCurve ccy="USD">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00</Shifts>
        <!--Shifts>0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00</Shifts-->
        <ShiftTenors>1D,2D,3D,1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y</ShiftTenors>
      </DiscountCurve>
    </DiscountCurves>

    <IndexCurves>
      <IndexCurve index="EUR-ESTER">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00</Shifts>
        <ShiftTenors>1D, 1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,11Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </IndexCurve>

      <IndexCurve index="EUR-EURIBOR-6M">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01</Shifts>
        <ShiftTenors>6M, 7M,8M,9M,10M,11M,12M,15M,18M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </IndexCurve>

      <IndexCurve index="USD-SOFR">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00</Shifts>
        <ShiftTenors>1D, 1W, 2W, 1M, 2M, 3M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, 1Y, 15M, 18M, 21M, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
      </IndexCurve>
    </IndexCurves>

    <YieldCurves>
      <!--      <YieldCurve name="__XCCY__-USD">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01</Shifts>
        <ShiftTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
      </YieldCurve>-->
    </YieldCurves>

    <FxSpots>
    </FxSpots>

    <FxVolatilities>      <!-- strike dimension ignored -->
    </FxVolatilities>

    <!-- Swaption ATM vol shifts, strike dimension ignored -->
    <SwaptionVolatilities>
    </SwaptionVolatilities>

    <!-- Cap/Floor (Optionlet) vol surface shifts, strike dimension ignored -->
    <CapFloorVolatilities>
    </CapFloorVolatilities>

    <!-- Equity spot shifts -->
    <EquitySpots>
    </EquitySpots>

    <!-- Equity ATM vol shifts -->
    <EquityVolatilities>
    </EquityVolatilities>
    <SecuritySpreads />
    <RecoveryRates/>
    <SurvivalProbabilities/>

  </StressTest>
  <StressTest id="eur6m_zero">

    <ParShifts>
      <IRCurves>false</IRCurves>
      <SurvivalProbability>false</SurvivalProbability>
      <CapFloorVolatilities>false</CapFloorVolatilities>
    </ParShifts>

    <DiscountCurves>
      <DiscountCurve ccy="EUR">
        <ShiftType>Absolute</ShiftType>
        <!--Shifts>0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0</Shifts-->
        <Shifts>0.00, 0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00</Shifts>
        <ShiftTenors>1D, 1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,11Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </DiscountCurve>
      <DiscountCurve ccy="USD">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00</Shifts>
        <!--Shifts>0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00</Shifts-->
        <ShiftTenors>1D,2D,3D,1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y</ShiftTenors>
      </DiscountCurve>
    </DiscountCurves>

    <IndexCurves>
      <IndexCurve index="EUR-ESTER">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00</Shifts>
        <ShiftTenors>1D, 1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,11Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </IndexCurve>

      <IndexCurve index="EUR-EURIBOR-6M">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01</Shifts>
        <ShiftTenors>6M, 7M,8M,9M,10M,11M,12M,15M,18M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </IndexCurve>

      <IndexCurve index="USD-SOFR">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00</Shifts>
        <ShiftTenors>1D, 1W, 2W, 1M, 2M, 3M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, 1Y, 15M, 18M, 21M, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
      </IndexCurve>
    </IndexCurves>

    <YieldCurves>
      <!--      <YieldCurve name="__XCCY__-USD">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01</Shifts>
        <ShiftTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
      </YieldCurve>-->
    </YieldCurves>

    <FxSpots>
    </FxSpots>

    <FxVolatilities>      <!-- strike dimension ignored -->
    </FxVolatilities>

    <!-- Swaption ATM vol shifts, strike dimension ignored -->
    <SwaptionVolatilities>
    </SwaptionVolatilities>

    <!-- Cap/Floor (Optionlet) vol surface shifts, strike dimension ignored -->
    <CapFloorVolatilities>
    </CapFloorVolatilities>

    <!-- Equity spot shifts -->
    <EquitySpots>
    </EquitySpots>

    <!-- Equity ATM vol shifts -->
    <EquityVolatilities>
    </EquityVolatilities>
    <SecuritySpreads />
    <RecoveryRates/>
    <SurvivalProbabilities/>

  </StressTest>
  <StressTest id="eur6m_no_caplet">

    <ParShifts>
      <IRCurves>true</IRCurves>
      <SurvivalProbability>true</SurvivalProbability>
      <CapFloorVolatilities>false</CapFloorVolatilities>
    </ParShifts>

    <DiscountCurves>
      <DiscountCurve ccy="EUR">
        <ShiftType>Absolute</ShiftType>
        <!--Shifts>0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0</Shifts-->
        <Shifts>0.00, 0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00</Shifts>
        <ShiftTenors>1D, 1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,11Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </DiscountCurve>
      <DiscountCurve ccy="USD">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00</Shifts>
        <!--Shifts>0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00</Shifts-->
        <ShiftTenors>1D,2D,3D,1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y</ShiftTenors>
      </DiscountCurve>
    </DiscountCurves>

    <IndexCurves>
      <IndexCurve index="EUR-ESTER">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00</Shifts>
        <ShiftTenors>1D, 1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,11Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </IndexCurve>

      <IndexCurve index="EUR-EURIBOR-6M">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01</Shifts>
        <ShiftTenors>6M, 7M,8M,9M,10M,11M,12M,15M,18M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </IndexCurve>

      <IndexCurve index="USD-SOFR">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00</Shifts>
        <ShiftTenors>1D, 1W, 2W, 1M, 2M, 3M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, 1Y, 15M, 18M, 21M, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
      </IndexCurve>
    </IndexCurves>

    <YieldCurves>
      <!--      <YieldCurve name="__XCCY__-USD">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01</Shifts>
        <ShiftTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
      </YieldCurve>-->
    </YieldCurves>

    <FxSpots>
    </FxSpots>

    <FxVolatilities>      <!-- strike dimension ignored -->
    </FxVolatilities>

    <!-- Swaption ATM vol shifts, strike dimension ignored -->
    <SwaptionVolatilities>
    </SwaptionVolatilities>

    <!-- Cap/Floor (Optionlet) vol surface shifts, strike dimension ignored -->
    <CapFloorVolatilities>
    </CapFloorVolatilities>

    <!-- Equity spot shifts -->
    <EquitySpots>
    </EquitySpots>

    <!-- Equity ATM vol shifts -->
    <EquityVolatilities>
    </EquityVolatilities>
    <SecuritySpreads />
    <RecoveryRates/>
    <SurvivalProbabilities/>

  </StressTest>
  <StressTest id="xccy_basis_zero">

    <ParShifts>
      <IRCurves>false</IRCurves>
      <SurvivalProbability>false</SurvivalProbability>
    </ParShifts>

    <DiscountCurves>
      <DiscountCurve ccy="EUR">
        <ShiftType>Absolute</ShiftType>
        <!--Shifts>0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0</Shifts-->
        <Shifts>0.00, 0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00</Shifts>
        <ShiftTenors>1D, 1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,11Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </DiscountCurve>
      <DiscountCurve ccy="USD">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <!--Shifts>0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00</Shifts-->
        <ShiftTenors>1D,2D,3D,1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y</ShiftTenors>
      </DiscountCurve>
    </DiscountCurves>

    <IndexCurves>
      <IndexCurve index="EUR-ESTER">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00</Shifts>
        <ShiftTenors>1D, 1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,11Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </IndexCurve>

      <IndexCurve index="USD-SOFR">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00</Shifts>
        <ShiftTenors>1D, 1W, 2W, 1M, 2M, 3M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, 1Y, 15M, 18M, 21M, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
      </IndexCurve>
    </IndexCurves>

    <YieldCurves>
      <!--      <YieldCurve name="__XCCY__-USD">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01</Shifts>
        <ShiftTenors>2W, 1M, 3M, 6M, 1Y, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
      </YieldCurve>-->
    </YieldCurves>

    <FxSpots>
    </FxSpots>

    <FxVolatilities>      <!-- strike dimension ignored -->
    </FxVolatilities>

    <!-- Swaption ATM vol shifts, strike dimension ignored -->
    <SwaptionVolatilities>
    </SwaptionVolatilities>

    <!-- Cap/Floor (Optionlet) vol surface shifts, strike dimension ignored -->
    <CapFloorVolatilities>
    </CapFloorVolatilities>

    <!-- Equity spot shifts -->
    <EquitySpots>
    </EquitySpots>

    <!-- Equity ATM vol shifts -->
    <EquityVolatilities>
    </EquityVolatilities>
    <SecuritySpreads />
    <RecoveryRates/>
    <SurvivalProbabilities/>

  </StressTest>
  <StressTest id="eur_ester_zero">

    <ParShifts>
      <IRCurves>false</IRCurves>
      <SurvivalProbability>false</SurvivalProbability>
      <CapFloorVolatilities>false</CapFloorVolatilities>
    </ParShifts>

    <DiscountCurves>
      <DiscountCurve ccy="EUR">
        <ShiftType>Absolute</ShiftType>
        <!--Shifts>0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0</Shifts-->
        <Shifts>0.01, 0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftTenors>1D, 1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,11Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </DiscountCurve>
      <DiscountCurve ccy="USD">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00</Shifts>
        <ShiftTenors>1D,2D,3D,1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y</ShiftTenors>
      </DiscountCurve>
    </DiscountCurves>

    <IndexCurves>
      <IndexCurve index="EUR-ESTER">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftTenors>1D, 1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,11Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </IndexCurve>

      <IndexCurve index="USD-SOFR">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00</Shifts>
        <ShiftTenors>1D, 1W, 2W, 1M, 2M, 3M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, 1Y, 15M, 18M, 21M, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
      </IndexCurve>
    </IndexCurves>

    <YieldCurves/>

    <FxSpots>
    </FxSpots>

    <FxVolatilities>      <!-- strike dimension ignored -->
    </FxVolatilities>

    <!-- Swaption ATM vol shifts, strike dimension ignored -->
    <SwaptionVolatilities>
    </SwaptionVolatilities>

    <!-- Cap/Floor (Optionlet) vol surface shifts, strike dimension ignored -->
    <CapFloorVolatilities>
    </CapFloorVolatilities>

    <!-- Equity spot shifts -->
    <EquitySpots>
    </EquitySpots>

    <!-- Equity ATM vol shifts -->
    <EquityVolatilities>
    </EquityVolatilities>
    <SecuritySpreads />
    <RecoveryRates/>
    <SurvivalProbabilities/>

  </StressTest>
  <StressTest id="eur_ester_par_and_FX">

    <ParShifts>
      <IRCurves>true</IRCurves>
      <SurvivalProbability>true</SurvivalProbability>
      <CapFloorVolatilities>true</CapFloorVolatilities>
    </ParShifts>

    <DiscountCurves>
      <DiscountCurve ccy="EUR">
        <ShiftType>Absolute</ShiftType>
        <!--Shifts>0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0</Shifts-->
        <Shifts>0.01, 0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftTenors>1D, 1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,11Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </DiscountCurve>
      <DiscountCurve ccy="USD">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00,0.00</Shifts>
        <ShiftTenors>1D,2D,3D,1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y</ShiftTenors>
      </DiscountCurve>
    </DiscountCurves>

    <IndexCurves>
      <IndexCurve index="EUR-ESTER">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01, 0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftTenors>1D, 1W,2W,3W,1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,1Y,15M,18M,21M,2Y,3Y,4Y,5Y,6Y,7Y,8Y,9Y,10Y,11Y,12Y,15Y,20Y,25Y,30Y,40Y,50Y,60Y</ShiftTenors>
      </IndexCurve>

      <IndexCurve index="USD-SOFR">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00, 0.00</Shifts>
        <ShiftTenors>1D, 1W, 2W, 1M, 2M, 3M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, 1Y, 15M, 18M, 21M, 2Y, 3Y, 5Y, 10Y, 15Y, 20Y, 30Y</ShiftTenors>
      </IndexCurve>
    </IndexCurves>

    <YieldCurves/>

    <FxSpots>
      <FxSpot ccypair="USDEUR">
        <ShiftType>Relative</ShiftType>
        <ShiftSize>0.01</ShiftSize>
      </FxSpot>
    </FxSpots>

    <FxVolatilities>      <!-- strike dimension ignored -->
    </FxVolatilities>

    <!-- Swaption ATM vol shifts, strike dimension ignored -->
    <SwaptionVolatilities>
    </SwaptionVolatilities>

    <!-- Cap/Floor (Optionlet) vol surface shifts, strike dimension ignored -->
    <CapFloorVolatilities>
    </CapFloorVolatilities>

    <!-- Equity spot shifts -->
    <EquitySpots>
    </EquitySpots>

    <!-- Equity ATM vol shifts -->
    <EquityVolatilities>
    </EquityVolatilities>
    <SecuritySpreads />
    <RecoveryRates/>
    <SurvivalProbabilities/>

  </StressTest>
</StressTesting>
