| Nom de la feuille | Description
| Instruments | Instruments (sensibilités et positions de risque de courbure) aux fins de validations SBM
| Portefeuilles | Portefeuilles de validation SBM, définis comme des combinaisons d'instruments visés dans la présente annexe
| Instrument | Identifiant du facteur de risque | Classe (bucket) | Identifiant supplémentaire | Sensibilité au risque
| S_IRC_a1# | GIRR_CU | USD | | –18466,83
| S_IRC_a1# | GIRR_CD | USD | | 18647,66
| S_IRC_b1# | GIRR_CU | USD | | 92233,09
| S_IRC_b1# | GIRR_CD | USD | | –93178,71
| S_IRC_c1# | GIRR_CU | CLP | | –1270,00
| S_IRC_c1# | GIRR_CD | CLP | | 450,00
| S_IRC_d1# | GIRR_CU | EUR | | –253,12
| S_IRC_d1# | GIRR_CD | EUR | | –3237,08
| S_IRC_e1# | GIRR_CU | VND | | –11950,00
| S_IRC_e1# | GIRR_CD | VND | | –4030,00
| S_IRD_a1# | GIRR_D_00.25 | USD | OIS | 30000,00
| S_IRD_b1# | GIRR_D_00.25 | USD | OIS | 20000,00
| S_IRD_b10# | GIRR_D_30.00 | USD | OIS | –50000,00
| S_IRD_b11# | GIRR_D_INF | USD | | –50000,00
| S_IRD_b12# | GIRR_D_CRO_EUR | USD | | –65000,00
| S_IRD_b2# | GIRR_D_00.50 | USD | OIS | 15000,00
| S_IRD_b3# | GIRR_D_01.00 | USD | OIS | –65000,00
| S_IRD_b4# | GIRR_D_02.00 | USD | OIS | –10000,00
| S_IRD_b5# | GIRR_D_03.00 | USD | OIS | 85000,00
| S_IRD_b6# | GIRR_D_05.00 | USD | OIS | –90000,00
| S_IRD_b7# | GIRR_D_10.00 | USD | OIS | 2000,00
| S_IRD_b8# | GIRR_D_15.00 | USD | OIS | 30000,00
| S_IRD_b9# | GIRR_D_20.00 | USD | OIS | 200000,00
| S_IRD_c1# | GIRR_D_00.25 | USD | Libor3m | –30000,00
| S_IRD_c10# | GIRR_D_30.00 | USD | Libor3m | 10000,00
| S_IRD_c2# | GIRR_D_00.50 | USD | Libor3m | –40000,00
| S_IRD_c3# | GIRR_D_01.00 | USD | Libor3m | 70000,00
| S_IRD_c4# | GIRR_D_02.00 | USD | Libor3m | 10000,00
| S_IRD_c5# | GIRR_D_03.00 | USD | Libor3m | 55000,00
| S_IRD_c6# | GIRR_D_05.00 | USD | Libor3m | –35000,00
| S_IRD_c7# | GIRR_D_10.00 | USD | Libor3m | –100000,00
| S_IRD_c8# | GIRR_D_15.00 | USD | Libor3m | 10000,00
| S_IRD_c9# | GIRR_D_20.00 | USD | Libor3m | –30000,00
| S_IRD_d1# | GIRR_D_00.25 | CLP | OIS | –30000,00
| S_IRD_d10# | GIRR_D_30.00 | CLP | OIS | 15000,00
| S_IRD_d11# | GIRR_D_INF | CLP | | 95000,00
| S_IRD_d12# | GIRR_D_CRO_USD | CLP | | 10500,00
| S_IRD_d2# | GIRR_D_00.50 | CLP | OIS | 45000,00
| S_IRD_d3# | GIRR_D_01.00 | CLP | OIS | 10000,00
| S_IRD_d4# | GIRR_D_02.00 | CLP | OIS | 5000,00
| S_IRD_d5# | GIRR_D_03.00 | CLP | OIS | –100000,00
| S_IRD_d6# | GIRR_D_05.00 | CLP | OIS | –5000,00
| S_IRD_d7# | GIRR_D_10.00 | CLP | OIS | –25000,00
| S_IRD_d8# | GIRR_D_15.00 | CLP | OIS | 70000,00
| S_IRD_d9# | GIRR_D_20.00 | CLP | OIS | 90000,00
| S_IRD_e1# | GIRR_D_00.25 | EUR | OIS | 100,00
| S_IRD_e10# | GIRR_D_30.00 | EUR | OIS | –120000,00
| S_IRD_e11# | GIRR_D_INF | EUR | DE | –65000,00
| S_IRD_e12# | GIRR_D_CRO_USD | EUR | | –85000,00
| S_IRD_e13# | GIRR_D_INF | EUR | FR | –100000,00
| S_IRD_e2# | GIRR_D_00.50 | EUR | OIS | 100,00
| S_IRD_e3# | GIRR_D_01.00 | EUR | OIS | –50000,00
| S_IRD_e4# | GIRR_D_02.00 | EUR | OIS | 100,00
| S_IRD_e5# | GIRR_D_03.00 | EUR | OIS | 100,00
| S_IRD_e6# | GIRR_D_05.00 | EUR | OIS | 100,00
| S_IRD_e7# | GIRR_D_10.00 | EUR | OIS | 100,00
| S_IRD_e8# | GIRR_D_15.00 | EUR | OIS | 100,00
| S_IRD_e9# | GIRR_D_20.00 | EUR | OIS | 100,00
| S_IRD_f1# | GIRR_D_00.25 | DKK | OIS | 100,00
| S_IRV_a1# | GIRR_V_00.50_00.50 | USD | | –100,00
| S_IRV_b1# | GIRR_V_00.50_00.50 | USD | | 700,00
| S_IRV_b10# | GIRR_V_01.00_10.00 | USD | | 500,00
| S_IRV_b11# | GIRR_V_03.00_00.50 | USD | | –100,00
| S_IRV_b12# | GIRR_V_03.00_01.00 | USD | | 700,00
| S_IRV_b13# | GIRR_V_03.00_03.00 | USD | | –800,00
| S_IRV_b14# | GIRR_V_03.00_05.00 | USD | | 700,00
| S_IRV_b15# | GIRR_V_03.00_10.00 | USD | | –400,00
| S_IRV_b16# | GIRR_V_05.00_00.50 | USD | | –50,00
| S_IRV_b17# | GIRR_V_05.00_01.00 | USD | | 300,00
| S_IRV_b18# | GIRR_V_05.00_03.00 | USD | | 50,00
| S_IRV_b19# | GIRR_V_05.00_05.00 | USD | | –300,00
| S_IRV_b2# | GIRR_V_00.50_01.00 | USD | | 400,00
| S_IRV_b20# | GIRR_V_05.00_10.00 | USD | | 1000,00
| S_IRV_b21# | GIRR_V_10.00_00.50 | USD | | –350,00
| S_IRV_b22# | GIRR_V_10.00_01.00 | USD | | 950,00
| S_IRV_b23# | GIRR_V_10.00_03.00 | USD | | –900,00
| S_IRV_b24# | GIRR_V_10.00_05.00 | USD | | 200,00
| S_IRV_b25# | GIRR_V_10.00_10.00 | USD | | 400,00
| S_IRV_b3# | GIRR_V_00.50_03.00 | USD | | –500,00
| S_IRV_b4# | GIRR_V_00.50_05.00 | USD | | 100,00
| S_IRV_b5# | GIRR_V_00.50_10.00 | USD | | 100,00
| S_IRV_b6# | GIRR_V_01.00_00.50 | USD | | 900,00
| S_IRV_b7# | GIRR_V_01.00_01.00 | USD | | 200,00
| S_IRV_b8# | GIRR_V_01.00_03.00 | USD | | –500,00
| S_IRV_b9# | GIRR_V_01.00_05.00 | USD | | 50,00
| S_IRV_c1# | GIRR_V_00.50_00.50 | CLP | | 300,00
| S_IRV_c2# | GIRR_V_00.50_01.00 | CLP | | 150,00
| S_IRV_c3# | GIRR_V_00.50_03.00 | CLP | | –300,00
| S_IRV_c4# | GIRR_V_00.50_05.00 | CLP | | 100,00
| S_IRV_c5# | GIRR_V_00.50_10.00 | CLP | | –100,00
| S_IRV_d1# | GIRR_V_00.50_00.50 | EUR | | –4750,00
| S_IRV_d2# | GIRR_V_00.50_01.00 | EUR | | 3750,00
| S_IRV_d3# | GIRR_V_00.50_03.00 | EUR | | 1000,00
| S_IRV_d4# | GIRR_V_00.50_05.00 | EUR | | 1500,00
| S_IRV_d5# | GIRR_V_00.50_10.00 | EUR | | –2000,00
| S_IRV_e1# | GIRR_V_00.50_00.50 | BRL | | –500,00
| S_IRV_e2# | GIRR_V_01.00_INF | BRL | | 750,00
| S_IRV_e3# | GIRR_V_03.00_CRO_USD | BRL | | 500,00
| Portefeuille | Catégorie de risque | Composante | Instruments
| G000 | GIRR | DELTA | S_IRD_a1#
| G001 | GIRR | DELTA | S_IRD_b1#
| G002 | GIRR | DELTA | S_IRD_b2#
| G003 | GIRR | DELTA | S_IRD_b3#
| G004 | GIRR | DELTA | S_IRD_b4#
| G005 | GIRR | DELTA | S_IRD_b5#
| G006 | GIRR | DELTA | S_IRD_b6#
| G007 | GIRR | DELTA | S_IRD_b7#
| G008 | GIRR | DELTA | S_IRD_b8#
| G009 | GIRR | DELTA | S_IRD_b9#
| G010 | GIRR | DELTA | S_IRD_b10#
| G011 | GIRR | DELTA | S_IRD_b11#
| G012 | GIRR | DELTA | S_IRD_b12#
| G013 | GIRR | DELTA | S_IRD_d1#
| G014 | GIRR | DELTA | S_IRD_d2#
| G015 | GIRR | DELTA | S_IRD_d3#
| G016 | GIRR | DELTA | S_IRD_d4#
| G017 | GIRR | DELTA | S_IRD_d5#
| G018 | GIRR | DELTA | S_IRD_d6#
| G019 | GIRR | DELTA | S_IRD_d7#
| G020 | GIRR | DELTA | S_IRD_d8#
| G021 | GIRR | DELTA | S_IRD_d9#
| G022 | GIRR | DELTA | S_IRD_d10#
| G023 | GIRR | DELTA | S_IRD_d11#
| G024 | GIRR | DELTA | S_IRD_d12#
| G025 | GIRR | DELTA | S_IRD_a1# S_IRD_b1#
| G026 | GIRR | DELTA | S_IRD_b1# S_IRD_b2# S_IRD_b3# S_IRD_b4# S_IRD_b5# S_IRD_b6# S_IRD_b7# S_IRD_b8# S_IRD_b9# S_IRD_b10#
| G027 | GIRR | DELTA | S_IRD_b1# S_IRD_c1#
| G028 | GIRR | DELTA | S_IRD_b1# S_IRD_b2# S_IRD_b3# S_IRD_b4# S_IRD_b5# S_IRD_b6# S_IRD_b7# S_IRD_b8# S_IRD_b9# S_IRD_b10# S_IRD_c1# S_IRD_c2# S_IRD_c3# S_IRD_c4# S_IRD_c5# S_IRD_c6# S_IRD_c7# S_IRD_c8# S_IRD_c9# S_IRD_c10#
| G029 | GIRR | DELTA | S_IRD_b1# S_IRD_b2# S_IRD_b3# S_IRD_b4# S_IRD_b5# S_IRD_b6# S_IRD_b7# S_IRD_b8# S_IRD_b9# S_IRD_b10# S_IRD_b11#
| G030 | GIRR | DELTA | S_IRD_b1# S_IRD_b2# S_IRD_b3# S_IRD_b4# S_IRD_b5# S_IRD_b6# S_IRD_b7# S_IRD_b8# S_IRD_b9# S_IRD_b10# S_IRD_b11# S_IRD_b12#
| G031 | GIRR | DELTA | S_IRD_c2# S_IRD_c3# S_IRD_c6#
| G032 | GIRR | DELTA | S_IRD_b1# S_IRD_b2# S_IRD_b3# S_IRD_b4# S_IRD_b5# S_IRD_b6# S_IRD_b7# S_IRD_b8# S_IRD_b9# S_IRD_b10# S_IRD_b11# S_IRD_b12# S_IRD_c1# S_IRD_c2# S_IRD_c3# S_IRD_c4# S_IRD_c5# S_IRD_c6# S_IRD_c7# S_IRD_c8# S_IRD_c9# S_IRD_c10# S_IRD_d1# S_IRD_d2# S_IRD_d3# S_IRD_d4# S_IRD_d5# S_IRD_d6# S_IRD_d7# S_IRD_d8# S_IRD_d9# S_IRD_d10# S_IRD_d11# S_IRD_d12#
| G033 | GIRR | DELTA | S_IRD_d1# S_IRD_d2# S_IRD_d3# S_IRD_d4# S_IRD_d5# S_IRD_d6# S_IRD_d7# S_IRD_d8# S_IRD_d9# S_IRD_d10# S_IRD_d11# S_IRD_d12# S_IRD_e1# S_IRD_e2# S_IRD_e3# S_IRD_e4# S_IRD_e5# S_IRD_e6# S_IRD_e7# S_IRD_e8# S_IRD_e9# S_IRD_e10# S_IRD_e11# S_IRD_e12# S_IRD_e13#
| G034 | GIRR | DELTA | S_IRD_a1# S_IRD_b1# S_IRD_b2# S_IRD_b3# S_IRD_b4# S_IRD_b5# S_IRD_b6# S_IRD_b7# S_IRD_b8# S_IRD_b9# S_IRD_b10# S_IRD_b11# S_IRD_b12# S_IRD_c1# S_IRD_c2# S_IRD_c3# S_IRD_c4# S_IRD_c5# S_IRD_c6# S_IRD_c7# S_IRD_c8# S_IRD_c9# S_IRD_c10# S_IRD_d1# S_IRD_d2# S_IRD_d3# S_IRD_d4# S_IRD_d5# S_IRD_d6# S_IRD_d7# S_IRD_d8# S_IRD_d9# S_IRD_d10# S_IRD_d11# S_IRD_d12# S_IRD_e1# S_IRD_e2# S_IRD_e3# S_IRD_e4# S_IRD_e5# S_IRD_e6# S_IRD_e7# S_IRD_e8# S_IRD_e9# S_IRD_e10# S_IRD_e11# S_IRD_e12# S_IRD_e13# S_IRD_f1#
| G035 | GIRR | VEGA | S_IRV_b1#
| G036 | GIRR | VEGA | S_IRV_a1# S_IRV_b1#
| G037 | GIRR | VEGA | S_IRV_b1# S_IRV_b2# S_IRV_b3# S_IRV_b4# S_IRV_b5#
| G038 | GIRR | VEGA | S_IRV_b1# S_IRV_b6# S_IRV_b11# S_IRV_b16# S_IRV_b21#
| G039 | GIRR | VEGA | S_IRV_b1# S_IRV_b2# S_IRV_b3# S_IRV_b4# S_IRV_b5# S_IRV_b6# S_IRV_b7# S_IRV_b8# S_IRV_b9# S_IRV_b10# S_IRV_b11# S_IRV_b12# S_IRV_b13# S_IRV_b14# S_IRV_b15# S_IRV_b16# S_IRV_b17# S_IRV_b18# S_IRV_b19# S_IRV_b20# S_IRV_b21# S_IRV_b22# S_IRV_b23# S_IRV_b24# S_IRV_b25#
| G040 | GIRR | VEGA | S_IRV_e1# S_IRV_e2#
| G041 | GIRR | VEGA | S_IRV_e1# S_IRV_e3#
| G042 | GIRR | VEGA | S_IRV_d1# S_IRV_d2# S_IRV_d3# S_IRV_d4# S_IRV_d5#
| G043 | GIRR | VEGA | S_IRV_b1# S_IRV_b2# S_IRV_b3# S_IRV_b4# S_IRV_b5# S_IRV_b6# S_IRV_b7# S_IRV_b8# S_IRV_b9# S_IRV_b10# S_IRV_b11# S_IRV_b12# S_IRV_b13# S_IRV_b14# S_IRV_b15# S_IRV_b16# S_IRV_b17# S_IRV_b18# S_IRV_b19# S_IRV_b20# S_IRV_b21# S_IRV_b22# S_IRV_b23# S_IRV_b24# S_IRV_b25# S_IRV_c1# S_IRV_c2# S_IRV_c3# S_IRV_c4# S_IRV_c5#
| G044 | GIRR | VEGA | S_IRV_c1# S_IRV_c2# S_IRV_c3# S_IRV_c4# S_IRV_c5# S_IRV_d1# S_IRV_d2# S_IRV_d3# S_IRV_d4# S_IRV_d5#
| G045 | GIRR | VEGA | S_IRV_a1# S_IRV_b1# S_IRV_b2# S_IRV_b3# S_IRV_b4# S_IRV_b5# S_IRV_b6# S_IRV_b7# S_IRV_b8# S_IRV_b9# S_IRV_b10# S_IRV_b11# S_IRV_b12# S_IRV_b13# S_IRV_b14# S_IRV_b15# S_IRV_b16# S_IRV_b17# S_IRV_b18# S_IRV_b19# S_IRV_b20# S_IRV_b21# S_IRV_b22# S_IRV_b23# S_IRV_b24# S_IRV_b25# S_IRV_c1# S_IRV_c2# S_IRV_c3# S_IRV_c4# S_IRV_c5# S_IRV_d1# S_IRV_d2# S_IRV_d3# S_IRV_d4# S_IRV_d5# S_IRV_e1# S_IRV_e2# S_IRV_e3#
| G046 | GIRR | COURBURE | S_IRC_b1#
| G047 | GIRR | COURBURE | S_IRC_c1#
| G048 | GIRR | COURBURE | S_IRC_a1# S_IRC_b1#
| G049 | GIRR | COURBURE | S_IRC_d1#
| G050 | GIRR | COURBURE | S_IRC_b1# S_IRC_c1#
| G051 | GIRR | COURBURE | S_IRC_c1# S_IRC_e1#
| G052 | GIRR | COURBURE | S_IRC_d1# S_IRC_e1#
| G053 | GIRR | COURBURE | S_IRC_a1# S_IRC_a1# S_IRC_b1# S_IRC_b1# S_IRC_c1# S_IRC_c1# S_IRC_d1# S_IRC_d1# S_IRC_e1# S_IRC_e1#
| G054 | GIRR | TOUTES | S_IRD_a1# S_IRD_b1# S_IRD_b2# S_IRD_b3# S_IRD_b4# S_IRD_b5# S_IRD_b6# S_IRD_b7# S_IRD_b8# S_IRD_b9# S_IRD_b10# S_IRD_b11# S_IRD_b12# S_IRD_c1# S_IRD_c2# S_IRD_c3# S_IRD_c4# S_IRD_c5# S_IRD_c6# S_IRD_c7# S_IRD_c8# S_IRD_c9# S_IRD_c10# S_IRD_d1# S_IRD_d2# S_IRD_d3# S_IRD_d4# S_IRD_d5# S_IRD_d6# S_IRD_d7# S_IRD_d8# S_IRD_d9# S_IRD_d10# S_IRD_d11# S_IRD_d12# S_IRD_e1# S_IRD_e2# S_IRD_e3# S_IRD_e4# S_IRD_e5# S_IRD_e6# S_IRD_e7# S_IRD_e8# S_IRD_e9# S_IRD_e10# S_IRD_e11# S_IRD_e12# S_IRD_e13# S_IRD_f1# S_IRV_a1# S_IRV_b1# S_IRV_b2# S_IRV_b3# S_IRV_b4# S_IRV_b5# S_IRV_b6# S_IRV_b7# S_IRV_b8# S_IRV_b9# S_IRV_b10# S_IRV_b11# S_IRV_b12# S_IRV_b13# S_IRV_b14# S_IRV_b15# S_IRV_b16# S_IRV_b17# S_IRV_b18# S_IRV_b19# S_IRV_b20# S_IRV_b21# S_IRV_b22# S_IRV_b23# S_IRV_b24# S_IRV_b25# S_IRV_c1# S_IRV_c2# S_IRV_c3# S_IRV_c4# S_IRV_c5# S_IRV_d1# S_IRV_d2# S_IRV_d3# S_IRV_d4# S_IRV_d5# S_IRV_e1# S_IRV_e2# S_IRV_e3# S_IRC_a1# S_IRC_a1# S_IRC_b1# S_IRC_b1# S_IRC_c1# S_IRC_c1# S_IRC_d1# S_IRC_d1# S_IRC_e1# S_IRC_e1#
| G055 | GIRR | DELTA | S_IRD_e11# S_IRD_e13#
| G056 | GIRR | DELTA | S_IRD_e1# S_IRD_f1#