<StressTesting>

  <StressTest id="parallel_rates">

    <DiscountCurves>
      <DiscountCurve ccy="EUR">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftTenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</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</Shifts>
        <ShiftTenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</ShiftTenors>
      </DiscountCurve>
      <DiscountCurve ccy="GBP">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftTenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</ShiftTenors>
      </DiscountCurve>
      <DiscountCurve ccy="JPY">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftTenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</ShiftTenors>
      </DiscountCurve>
    </DiscountCurves>

    <IndexCurves>
      <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</Shifts>
        <ShiftTenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</ShiftTenors>
      </IndexCurve>
      <IndexCurve index="EUR-EURIBOR-3M">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftTenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</ShiftTenors>
      </IndexCurve>
      <IndexCurve index="EUR-EONIA">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftTenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</ShiftTenors>
      </IndexCurve>
      <IndexCurve index="USD-LIBOR-3M">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftTenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</ShiftTenors>
      </IndexCurve>
      <IndexCurve index="USD-LIBOR-6M">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftTenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</ShiftTenors>
      </IndexCurve>
      <IndexCurve index="GBP-LIBOR-3M">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftTenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</ShiftTenors>
      </IndexCurve>
      <IndexCurve index="GBP-LIBOR-6M">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftTenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</ShiftTenors>
      </IndexCurve>
      <IndexCurve index="CHF-LIBOR-6M">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftTenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</ShiftTenors>
      </IndexCurve>
      <IndexCurve index="JPY-LIBOR-6M">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftTenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</ShiftTenors>
      </IndexCurve>
    </IndexCurves>

    <YieldCurves>
      <YieldCurve name="BENCHMARK_EUR">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.001,0.002,0.003,0.004,0.005,0.006,0.007,0.008,0.009</Shifts>
        <ShiftTenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</ShiftTenors>
      </YieldCurve>
    </YieldCurves>

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

    <FxVolatilities>
      <FxVolatility ccypair="USDEUR">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.1,0.1,0.1,0.1</Shifts>
        <ShiftExpiries>1Y,2Y,3Y,5Y</ShiftExpiries>
      </FxVolatility>
      <FxVolatility ccypair="GBPEUR">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.1,0.1,0.1,0.1</Shifts>
        <ShiftExpiries>1Y,2Y,3Y,5Y</ShiftExpiries>
      </FxVolatility>
      <FxVolatility ccypair="JPYEUR">
        <ShiftType>Absolute</ShiftType>
        <Shifts>0.1,0.1,0.1,0.1</Shifts>
        <ShiftExpiries>1Y,2Y,3Y,5Y</ShiftExpiries>
      </FxVolatility>
    </FxVolatilities>


    <SwaptionVolatilities>
      <SwaptionVolatility ccy="EUR">
        <ShiftType>Absolute</ShiftType>
        <Shifts>
          <Shift>0.0010</Shift>
          <Shift expiry="1Y" term="1Y">0.0010</Shift>
          <Shift expiry="1Y" term="5Y">0.0010</Shift>
          <Shift expiry="1Y" term="10Y">0.0010</Shift>
          <Shift expiry="5Y" term="1Y">0.0010</Shift>
          <Shift expiry="5Y" term="5Y">0.0010</Shift>
          <Shift expiry="5Y" term="10Y">0.0010</Shift>
          <Shift expiry="10Y" term="1Y">0.0010</Shift>
          <Shift expiry="10Y" term="5Y">0.0010</Shift>
          <Shift expiry="10Y" term="10Y">0.0010</Shift>
        </Shifts>
        <ShiftExpiries>1Y,5Y,10Y</ShiftExpiries>
        <ShiftTerms>5Y</ShiftTerms>
      </SwaptionVolatility>
    </SwaptionVolatilities>


    <CapFloorVolatilities>
      <CapFloorVolatility ccy="EUR">
        <ShiftType>Absolute</ShiftType>
        <Shifts>
          <Shift tenor="6M">0.001</Shift>
          <Shift tenor="1Y">0.001</Shift>
          <Shift tenor="2Y">0.001</Shift>
          <Shift tenor="3Y">0.001</Shift>
          <Shift tenor="5Y">0.001</Shift>
          <Shift tenor="10Y">0.001</Shift>
        </Shifts>
        <ShiftExpiries>6M,1Y,2Y,3Y,5Y,10Y</ShiftExpiries>
      </CapFloorVolatility>
      <CapFloorVolatility ccy="USD">
        <ShiftType>Absolute</ShiftType>
        <Shifts>
          <Shift tenor="6M">0.001</Shift>
          <Shift tenor="1Y">0.001</Shift>
          <Shift tenor="2Y">0.001</Shift>
          <Shift tenor="3Y">0.001</Shift>
          <Shift tenor="5Y">0.001</Shift>
          <Shift tenor="10Y">0.001</Shift>
        </Shifts>
        <ShiftExpiries>6M,1Y,2Y,3Y,5Y,10Y</ShiftExpiries>
      </CapFloorVolatility>
    </CapFloorVolatilities>


    <EquitySpots>
      <EquitySpot equity="SP5">
        <ShiftType>Relative</ShiftType>
        <ShiftSize>0.01</ShiftSize>
      </EquitySpot>
      <EquitySpot equity="Lufthansa">
        <ShiftType>Relative</ShiftType>
        <ShiftSize>0.01</ShiftSize>
      </EquitySpot>
    </EquitySpots>


    <EquityVolatilities>
      <EquityVolatility equity="SP5">
        <ShiftType>Relative</ShiftType>
        <Shifts>0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftExpiries>6M,1Y,2Y,3Y,5Y</ShiftExpiries>
      </EquityVolatility>
      <EquityVolatility equity="Lufthansa">
        <ShiftType>Relative</ShiftType>
        <Shifts>0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftExpiries>6M,1Y,2Y,3Y,5Y</ShiftExpiries>
      </EquityVolatility>
    </EquityVolatilities>
    <SecuritySpreads />
    <RecoveryRates />
    <SurvivalProbabilities />
  </StressTest>

  <StressTest id="twist">

    <DiscountCurves>
    </DiscountCurves>
    <IndexCurves>
    </IndexCurves>
    <YieldCurves>
      <YieldCurve name="BENCHMARK_EUR">
        <ShiftType>Absolute</ShiftType>
        <Shifts>-0.005,-0.004,-0.003,-0.002,0.002,0.004,0.006,0.008,0.01</Shifts>
        <ShiftTenors>6M,1Y,2Y,3Y,5Y,7Y,10Y,15Y,20Y</ShiftTenors>
      </YieldCurve>
    </YieldCurves>
    <FxSpots>
    </FxSpots>
    <FxVolatilities>
    </FxVolatilities>
    <SwaptionVolatilities>
      <SwaptionVolatility ccy="EUR">
        <ShiftType>Absolute</ShiftType>
        <Shifts>
          <Shift>0.0020</Shift>
          <Shift expiry="1Y" term="5Y">0.0040</Shift>
          <Shift expiry="5Y" term="5Y">0.0030</Shift>
          <Shift expiry="10Y" term="5Y">0.0010</Shift>
        </Shifts>
        <ShiftExpiries>1Y,5Y,10Y</ShiftExpiries>
        <ShiftTerms>5Y</ShiftTerms>
      </SwaptionVolatility>
    </SwaptionVolatilities>
    <CapFloorVolatilities>
    </CapFloorVolatilities>
    <EquitySpots>
    </EquitySpots>
    <EquityVolatilities>
    </EquityVolatilities>
    <SecuritySpreads />
    <RecoveryRates />
    <SurvivalProbabilities />
  </StressTest>

</StressTesting>