<StressTesting>

  <UseSpreadedTermStructures>true</UseSpreadedTermStructures>

  <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>
    </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>
    </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>
    </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>
    </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>1Y,5Y,10Y</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>
        <ShiftStrikes />
      </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="FTSE">
        <ShiftType>Relative</ShiftType>
        <ShiftSize>0.01</ShiftSize>
      </EquitySpot>
      <EquitySpot equity="SPX">
        <ShiftType>Relative</ShiftType>
        <ShiftSize>0.01</ShiftSize>
      </EquitySpot>
    </EquitySpots>
    
    <EquityVolatilities>
      <EquityVolatility equity="FTSE">
        <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="SPX">
        <ShiftType>Relative</ShiftType>
        <Shifts>0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftExpiries>6M,1Y,2Y,3Y,5Y</ShiftExpiries>
      </EquityVolatility>
    </EquityVolatilities>
    
    <CommodityCurves>
      <CommodityCurve commodity="COMDTY_WTI_USD">
        <Currency>USD</Currency>
        <ShiftType>Relative</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</Shifts>
        <ShiftTenors>1M,2M,3M,4M,5M,6M,7M,8M,9M,10M,11M,12M,15M,24M,36M,48M</ShiftTenors>
      </CommodityCurve>
    </CommodityCurves>
    
    <CommodityVolatilities>
      <CommodityVolatility commodity="COMDTY_WTI_USD">
        <ShiftType>Relative</ShiftType>
        <Shifts>0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01,0.01</Shifts>
        <ShiftExpiries>2W,1M,3M,6M,9M,1Y,2Y,3Y,4Y</ShiftExpiries>
        <ShiftMoneyness>1.0</ShiftMoneyness>
      </CommodityVolatility>
    </CommodityVolatilities>
    
    <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>
