Historical stress scenarios

This is the list of the historical stress scenarios available through the Edgelab API. The ID represents the identifier of the scenario that must be used in the API. For all these scenarios, the time horizon is implicitly given by the difference between the start and end dates.

ID Name Description Start date End date
3021 2007 - 2009 Great financial crisis In the mid 2000s, demand for mortgages led to an asset bubble in housing. When the Federal Reserve raised the federal funds rate, it sent adjustable mortgage interest rates skyrocketing causing home prices to plummet and many borrowers to default. Derivatives spread the risk into every corner of the globe. That caused the 2007 banking crisis, the 2008 financial crisis, and the Great Recession. Dow Jones Industrial Average fell by almost 50% between October 1, 2007 and February 27, 2009. 2007-10-01 2009-02-27
3035 2008 Lehman Brothers bankruptcy Since Lehman Brothers declared bankruptcy in mid-September, its debt debacle continued to haunt the global financial market as investors became increasingly uncertain when the cascade of bank failures and bankruptcies will stop. The MSCI World Index dropped by 37% during this period. 2008-09-05 2008-11-20
3044 2010 Greek sovereign crisis In 2010, Greece said it might default on its national debt, threatening the viability of the eurozone itself. To avoid default, the EU loaned Greece enough to continue making payments. In return for the loan, the EU required Greece to adopt austerity measures. These reforms were intended to strengthen the Greek government and financial structures, but this plunged Greece into a recession. Greece’s credit rating was downgraded to junk status, the lowest in the eurozone. 2010-04-01 2010-05-07
3048 2011 Japanese Earthquake On March 11, 2011, a 9.1 magnitude earthquake and tsunami struck Japan. This disrupted the global supply chain of semiconductor equipment and materials, as Japan manufactures 20% of the world’s semiconductor products. To make matters worse, the tsunami damaged the Fukushima Daiichi nuclear power plant, creating radioactive leaks. The Nikkei 225 index was down by 16% from March 11, 2011 to March 15, 2011. 2011-03-11 2011-03-15
4560 2015 SNB EURCHF floor removal The Swiss National Bank (SNB) decided on January 15, 2015 that it would no longer defend the minimum exchange rate of the Swiss franc against the Euro. The SNB had been intervening in the currency markets more aggressively since September 2011 to prevent the franc from appreciating too high. The CHF appreciated almost 20% with respect to USD. Switzerland’s equity markets experienced a crash, resulting in the Swiss Market Index dropping by 14%. 2015-01-14 2015-01-15
4565 2016 - Brexit Brexit is the June 23, 2016, referendum where the United Kingdom voted to leave the European Union. As a result, the pound sterling dropped its value by 12% and reached its lowest level against the US dollar since 1985. 2016-06-23 2016-06-27
4566 2011 European Sovereign Debt Crisis The European Sovereign debt crisis was triggered by several eurozone member states (Greece, Portugal, Ireland, Spain and Cyprus) that were unable to repay or refinance their government debt or to bail out over-indebted banks under their national supervision without the assistance of third parties like other eurozone countries, the European Central Bank (ECB), or the International Monetary Fund (IMF). It starts mid February of 2011 with Ireland’s political tensions after uncertainity surrounding the proposed bailout from the IMF and a huge deficit in the governement’s budget in 2010. The end of the crisis was set to end of November 2011 where the ECB, the US Federal Reserve, the central banks of Canada, Japan, Britain and the Swiss National Bank provided global financial markets with additional liquidity to ward off the debt crisis and to support the real economy. Regarding short maturity bonds, the Bloomberg 1-3 Year Euro Government Bond Index experienced a drop of 2% during this period. For longer maturity bonds, the Bloomberg 7-10 Year Euro Government Bond Index fell more than 6%. 2011-02-17 2011-11-22
4567 2013 Taper Tantrum Since November 2008, the US Federal Reserve implemented a program called quantitative easing. It involved large purchases of bonds and other securities in order to increase liquidity in the financial sector and stimulate the economy. On May 22, 2013 the Fed announced that they may taper, or reduce, the size of its bond-buying program, which led to substantial turmoil in the financial markets during the second quarter. As a result, the interest rate of the US 10 Year Treasury Bond increased by 68% between May 1, 2013 and July 5, 2013. 2013-05-01 2013-07-05
4568 2015 China Stock Market Turbulence Before reaching the ceiling on June 12, 2015, China’s stock market had ballooned about 150% in a year. The widespread participation of retail investors (accounting for over 80% of trading volume) and the practice of margin trading had fueled the rise in valuations and market volatility. Between June 12, 2015 and August 28, 2015 China’s Shanghai Composite index dropped by 37%. The sell-off was precipitated by the release of draft regulations pertaining to shadow-financed margin accounts. 2015-06-12 2015-08-28
7502 1987 Black Monday On October 19, 1987, the stock market collapsed suddenly and unexpectedly. The Dow Jones Industrial Average (DJIA) fell by 22.6%. There was no compelling fundamental reason for the crash, which occurred mainly as a result of programmatic trading and investor panic. 1987-10-16 1987-10-19
7503 September 2001 : 9/11 Terror attacks On the morning of September 11, 2001, the United States experienced a series of terrorist attacks. The stock market closed for four trading days after the attacks, the first time this had happened since the Great Depression. The immediate economic impact was a drop of the Dow Jones Industrial Average (DJIA) by 7.13%. 2001-09-10 2001-09-21
7505 1973 - 1974 Arab Oil Embargo The Arab-dominated Organization of Petroleum Exporting Countries (OPEC) proclaimed in October 1973 an oil embargo to the United States and other nations that provided military aid to Israel in the Yom Kippur War. In March 1974, the embargo was lifted, however during that six-month period, the price of oil had risen by nearly 400%. 1973-10-16 1974-03-17
7506 1990 Oil Price Shock Following Iraq’s invasion of Kuwait, the United Nations imposed an embargo on oil exports from both countries, which were two of the world’s biggest oil producers. This led to an increase in oil prices by 133%. 1990-07-10 1990-09-28
7507 1998 Russian Default On August 17, 1998, the Russian government devalued the ruble, defaulted on domestic debt and declared a moratorium on repayment of foreign debt. The crisis led to a lot of consequences in every sphere, such as devaluation of the national currency by around 250% by December 1998. 1998-07-01 1998-10-01
7508 2000 - 2002 Dot-com Bubble During the late 20th century, the internet lead to the creation of many Internet companies (known as ‘dot-coms’) while investors were buoyed by the prospect of huge financial returns. As many dot-coms failed, the successful ones became highly overvalued, causing many of them to crash and leaving investors with significant losses. The NASDAQ composite index value dropped by 77% between March 11, 2000 and October 9, 2002. 2000-03-11 2002-10-09
10066 2010 Flash crash On May 6, 2010 between 2PM and 3PM, a large flash crash occured intra-day on the US market. The market mostly retraced its losses, nevertheless leaving a clear drop at closure of over 8% of the MSCI ACWI Index. In the aftermath of this strong intra-day event, the subsequent days showed clearly large moves and an enhanced volatilite. Please notice that since the stress-tests are done with close prices, the intra-may moves are not acounted for, and a macro-stress test should be used to probe an isolated large move. 2010-05-05 2010-05-11
10067 2018 February high volatility February 2018 is considered as a wild month for the stock market, mostly in the US, with several strong moves down and up. It is not related to one particular event, but rooted in economic uncertainty about overvaluation of stocks, rising interest rates and fears of inflation. Over the month, the volatility was very high, albeit the overall moves over this period are not exceptional. The MSCI ACWI Index dropped more than 8%. 2018-02-01 2018-02-21
10109 2018 Fall high volatility The 2018 Fall high volatility refers to a period marked by large daily price movements in the stock market, driven by a combination of factors including rising interest rates, trade tensions, and global economic uncertainty. This period increased investor anxiety, leading to a significant decline in stock values, including a 17% drop in the MSCI ACWI Index. 2018-09-21 2018-12-21
10110 2020 Covid-19 Crash On 20th February 2020, stock markets across the world crashed after growing instability due to the COVID-19 pandemic. Declared a public health emergency of international concern by the WHO on 30th January 2020, governments resorted to unprecedented policy measures to contain the outbreak. Combined with the actual high valuation of the stock market, COVID-19 resulted in violent market reactions all over the world. The Dow Jones Industrial Average, The S&P 500 and the Nasdaq fell by more than 30% between 20 February and 23 March. 2020-02-20 2020-03-23
10125 Reaganomics Reaganomics refers to the economic policies implemented during the presidency of Ronald Reagan. These policies aimed to promote economic growth, reduce inflation, and increase employment through a combination of tax cuts, deregulation, and tight monetary policy. The MSCI World Index increased by over 300% during this 5 year period. 1982-08-12 1987-08-25
10126 Black Monday Comeback The Black Monday Comeback refers to the recovery period following the stock market crash on October 19th, 1987, where the Dow Jones Industrial Average dropped by 22.6%. Despite the severity of the crash, the stock market staged a rapid and robust recovery, with the Dow Jones regaining its pre-crash levels within two years and gaining approximately 50% in value. 1987-12-04 1990-07-17
10127 Roaring 90s Roaring 90s refers to the period during 90s characterized by strong economic growth, declining unemployment, and widespread prosperity. This period was marked by a technological revolution, including the widespread adoption of personal computers and the development of the internet, which led to new industries and job growth. The MSCI World Index increased more than 200% during the Boom. 1990-10-11 2000-01-14
10128 Housing Boom The Housing Boom refers to the period in early 2000s characterized by a rapid increase in housing prices and widespread investment in the housing market. The boom was driven by a combination of factors such as low interest rates, loose lending standards, and increased demand for housing. As a consequence, the MSCI World Index increased beyond 100% this period. 2002-10-09 2007-02-08
10129 Long, Slow Recovery The Long, Slow Recovery period refers to the period following the global financial crisis of 2008. The slow recovery was due in part to the lingering effects of the financial crisis, including the ongoing process of repairing damaged balance sheets, as well as broader structural challenges such as demographic shifts and technological changes. Despite these challenges, the US economy experienced sustained growth over this period, and the stock market hit new highs, and the MSCI World experienced a 250% increase during this recovery period. 2009-03-09 2020-01-17
10130 Dot com Boom The Dot Com Boom refers to the period of rapid growth in the technology sector, particularly in the development and popularization of the internet. The boom was driven by investments in internet-based companies, also known as dot coms, leading to a surge in the stock market and widespread speculation, with a rise in almost 100% of the MSCI World Index. 1995-08-09 2000-03-10
10131 Covid Rebound The Covid Rebound refers to the period following the onset of the COVID-19 pandemic. Governments and central banks around the world implemented a range of measures to support the economy, including fiscal stimulus programs and monetary policy measures such as low interest rates.These measures helped to stabilize the financial system and restore confidence, leading to a rapid rebound in stock prices. The MSCI World Index experienced a 40% increase. However, some sectors such as technology and e-commerce experienced significant growth, while others such as hospitality and retail struggled with ongoing challenges related to the pandemic. The Bloomberg U.S. Aggregate Float Adjusted Index recovered back almost 9%. 2020-03-23 2020-08-31
10132 2017 Bull market Global equity markets experienced a significant bull run, driven by strong economic growth, corporate earnings, and optimism surrounding tax reforms in the U.S. Investor confidence surged, particularly in sectors like technology and financials, as major indices reached record highs. This period marked a continuation of positive market sentiment and increased investment activity, fueled by low unemployment rates and accommodative monetary policies. MSCI World Index increased by 20%. 2016-12-01 2018-01-26
10133 Post 08 recovery The Post 08 recovery refers to the period following the global financial crisis of 2008. Over time, measures introduced by the US government (e.g TARP, ARRA…) helped to restore confidence in the financial system and kickstart the economy, with an increase of 160% in the MSCI World Index. This period was characterized by slow but steady economic growth, declining unemployment, and a recovering housing market, although the pace of recovery varied across different segments of the economy. 2009-03-01 2015-05-01
10134 Post 01 recovery The Post 01 recovery refers to the period following the terrorist attacks on September 11th, 2001. The US government responded with a series of economic stimulus measures, including tax cuts and increased government spending, which helped to jumpstart the economy. The MSCI World Index rose by 120%, with a recovery characterized by strong economic growth, low unemployment, and a Booming housing market, leading to a sense of optimism and confidence in the economy. 2002-10-01 2007-07-13
10136 2002 Equity Meltdown Between March and October 2002, equity markets faced a significant meltdown following the collapse of WorldCom in July 2002 and other high-profile corporate scandals. These events exposed widespread accounting fraud and led to increased scrutiny of corporate governance. As investor confidence plummeted, panic selling ensued, resulting in sharp declines across major stock indices like the MSCI World Index, which dropped 30%. 2002-03-01 2002-09-30
10137 April - June 2012 Equity markets experienced significant fluctuations driven by concerns over economic growth and geopolitical tensions. Factors such as the ongoing European debt crisis and slowing growth in major economies raised fears of a potential global recession. The MSCI World Index experienced a decline of 12%. 2012-04-01 2012-06-30
10138 Bear Stearns Collapse The collapse of Bear Stearns, a key player in the investment banking sector, triggered widespread panic among investors, leading to significant declines in stock prices. This event heightened fears of a broader financial crisis, contributing to a general sell-off in the markets as investors sought safety in the middle of increasing uncertainty. The MSCI World Index dropped 3.5%. 2008-03-13 2008-03-17
10139 Bond Sell-off Fixed income markets experienced a notable sell-off as rising Treasury yields prompted concerns among investors. The increasing yields were driven by fears of inflation and expectations that the Federal Reserve would raise interest rates to combat economic recovery. This environment led to significant declines in bond prices, reflecting heightened volatility and shifting investor sentiment. 2003-06-14 2003-07-31
10140 Energy Rise Between February and July 2008, energy markets experienced a significant rise, driven by escalating global demand and supply constraints. The surge in oil prices, reaching an all-time high in July, was fueled by geopolitical tensions, particularly in the Middle East, and concerns about production capacity. Additionally, a weak U.S. dollar contributed to higher energy costs as investors sought refuge in commodities. The MSCI World Index experienced a 6% decline during this period. 2008-02-01 2008-07-01
10141 Great Financial Crisis In the mid 2000s, demand for mortgages led to an asset bubble in housing. When the Federal Reserve raised the federal funds rate, it sent adjustable mortgage interest rates skyrocketing causing home prices to plummet and many borrowers to default. Derivatives spread the risk into every corner of the globe. That caused the 2007 banking crisis, the 2008 financial crisis, and the Great Recession. Dow Jones Industrial Average fell by almost 50% between October 1, 2007 and February 27, 2009. 2008-09-12 2009-03-06
10142 Gulf War 2 During this period, markets reacted positively to the onset of the Iraq War. Initially, there was significant volatility as the conflict began, but stocks rallied as the war progressed and investors anticipated a quick resolution. By the 4th of August, the MSCI World Index rose by 15%, contributing to a strong market performance throughout the spring and summer. 2003-03-01 2003-05-01
10143 Oil Crisis Global oil prices crashed, primarily due to oversupply from U.S. shale production and weaker demand, particularly from China. OPEC’s decision to maintain production levels led to a significant decline in crude oil prices, dropping from over $100 to around $50 per barrel, which adversely affected energy markets and oil-dependent economies. 2014-10-01 2014-12-31
10144 QE1 Fixed income markets responded to the Federal Reserve’s quantitative easing (QE) programs, which aimed to combat the financial crisis. The Fed’s purchases of mortgage-backed securities and government bonds boosted bond prices and lowered yields, as investors sought safety in the middle of economic uncertainty. 2008-11-24 2009-02-28
10145 QE2 The Federal Reserve was engaged in a second round of quantitative easing (QE2), which it announced in November 2010. The Fed aimed to stimulate the economy by purchasing $600 billion in long-term Treasury securities over eight months. While this policy intended to lower long-term interest rates and support economic growth, it also contributed to volatility in fixed income markets as investors grappled with the implications of the Fed’s actions on inflation and future monetary policy. 2010-07-01 2011-05-31
10146 Quant Meltdown This period was characterized by the collapse of numerous quantitative hedge funds, which used complex algorithms to trade and manage investments. As markets turned volatile, these funds experienced massive losses, triggering widespread selling of assets. The MSCI World Index dropped by over 10%. 2007-07-19 2007-08-15
10147 Rates Hike Expectation As economic data began to show signs of recovery, including increased consumer spending and improved labor market conditions, investors anticipated that the Fed would tighten monetary policy to combat potential inflation. This led to increased volatility in both equity and bond markets, as traders adjusted their positions in response to changing interest rate forecasts. 2004-03-23 2004-06-15
10148 Summer 2011 The U.S. debt ceiling crisis, which culminated in a last-minute agreement in early August, raised fears of a potential default and resulted in a downgrade of the U.S. credit rating by Standard & Poor’s. This uncertainty led to significant sell-offs in both equity and fixed income markets, as investors sought safety in cash and gold. Meanwhile, the European debt crisis continued to escalate, with concerns surrounding Greece’s financial stability contributing to market anxiety. As a consequence, the MSCI World Index dropped 23%. 2011-06-01 2011-09-30
10149 US Rate Rise 1999 The fixed income market reacted to strong U.S. economic growth and rising inflation concerns. Positive GDP reports and a tightening labor market fueled expectations of Federal Reserve interest rate hikes. In June, the Fed raised rates 25 bp, which led to increased bond yields and declines in bond prices. This combination of economic indicators and Fed actions created uncertainty in the fixed income market, prompting investors to adjust their positions to manage interest rate risk. 1999-02-01 1999-08-31
10150 US Rate Rise 2003 From late May to July 2003, the fixed income market faced increased volatility as investors reacted to signs of an economic recovery in the U.S. Stronger-than-expected economic data, including positive employment reports, raised concerns about potential interest rate hikes by the Federal Reserve. This led to a sell-off in government bonds, causing yields to rise and prices to fall. 2003-05-31 2003-07-31
10151 VIX Compression During this period, investor confidence grew as the global economy showed signs of recovery following the dot-com bubble burst and the aftermath of the 2001 recession. The stabilization of financial markets and consistent economic growth led to reduced uncertainty and lower volatility expectations. Additionally, the Federal Reserve’s monetary policy, which involved gradual interest rate hikes, further contributed to a calmer market environment, resulting in a prolonged period of low VIX levels. This resulted in an increase of 100% in the MSCI World Index. 2003-03-11 2006-11-13
12000 1997-1998 Asian financial crisis The 1997-1998 Asian financial crisis refers to a period of economic turmoil characterized by currency devaluations, bank failures, and sharp economic contraction that began in Thailand and spread throughout the region. It was largely driven by speculative borrowing and weak economic fundamentals, leading to a widespread loss of confidence. IThe MSCI Asia Ex Japan dropped by more than 60%, and the MSCI Japan index dropped 26%. On the other hand, the MSCI World Index remained flat. 1997-07-02 1998-09-30
21146 2022 Ukraine Invasion After several weeks of tension, on February 24th 2022, Russian military forces announced that they were starting a military operation in Ukraine. From February 18th 2022, until March 8th 2022, global markets were under significant pressure due to the invasion but also the global geopolitical tensions. The MSCI World Index dropped 4%. 2022-02-18 2022-03-08
22307 2022 Stock market decline In 2022, several factors lead to a global decline in stock markets; 2022 was marked by concerns over rising interest rates and inflation while global supply chains were still recovering from the Covid-19 pandemic. On top of that, the Russian invasion of Ukraine lead to increased geopolitical tensions and fear of energy shortage. As a result, the S&P 500 dropped by 25% between January 3, 2022 and October 12, 2022. The fixed income market underwent a prolonged crisis characterized by rising interest rates and inflation fears, with the Bloomberg Global Aggregate Bond Index declining 16% during the crisis. 2022-01-03 2022-10-12
24509 2022 Geopolitical uncertainty During the first half of 2022, the global financial markets were marred by a geopolitical crisis between Ukraine and Russia. The uncertainty surrounding the conflict and its potential escalation sent shockwaves throughout global financial markets. Investors reacted swiftly to the heightened risk, resulting in a decline in the S&P 500 index and other major financial markets worldwide. Between January 3 and June 17, the S&P 500 index experienced a substantial decline of approximately 23%. Other financial markets, including emerging markets, saw sharp declines, while traditional safe-haven assets such as gold, treasuries, and Yen, experienced significant price increases. The crisis also triggered a response from central banks, governments, and international organizations. The Federal Reserve and other central banks worldwide took emergency measures to stabilize financial markets. 2022-01-03 2022-06-17

Macro stress scenarios

This is the list of all the macro stress scenarios where a shock on the primary driver is spread across the whole universe. All the scenarios suppose a time horizon of 5 days.

ID Primary driver Shock on the primary driver
10004 EuroStoxx -10%
10005 CAC 40 -10%
10006 DAX -10%
10007 IBEX 35 -10%
10008 SMI -10%
10009 OMX STOCKHOLM 30 -10%
10010 FTSE 100 -10%
10011 Dow Jones Industrial Average -10%
10012 S&P 500 Net TR -10%
10013 NASDAQ 100 -10%
10014 S&P/TSX 60 -10%
10015 Nikkei 225 -10%
10016 Hong Kong Hang Seng Index -10%
10018 MSCI Emerging Markets Index -10%
10019 FTSE Europe GBI EUR -10%
10020 Bloomberg US Government Bond -10%
10021 Bloomberg Barclays US Corporate High Yield Total Return Index Value Unhedged USD -10%
10022 Swiss Bond Index (SBI) Domestic Government Total Return -10%
10023 Swiss Bond Index AAA-BBB Total Return -10%
10024 SXI Swiss Real Estate Funds TR -10%
10025 USD-GBP -10%
10026 USD-GBP +10%
10027 USD-JPY -10%
10028 USD-JPY +10%
10029 USD-CHF -10%
10030 USD-CHF +10%
10031 USD-EUR -10%
10032 USD-EUR +10%
10033 USD-AUD -10%
10034 USD-AUD +10%
10035 USD-CAD -10%
10036 USD-CAD +10%
10037 XAU-USD -10%
10038 XAU-USD +10%
10039 XAG-USD -10%
10040 XAG-USD +10%
10041 CHF yield curve -25 bps
10042 CHF yield curve +25 bps
10045 EUR yield curve -25 bps
10046 EUR yield curve +25 bps
10049 GBP yield curve -25 bps
10050 GBP yield curve +25 bps
10053 USD yield curve -25 bps
10054 USD yield curve +25 bps
10057 JPY yield curve -25 bps
10058 JPY yield curve +25 bps
10100 MSCI World EUR -10%
21148 USD yield curve +100 bps

Isolated stress scenarios

This is the list of all the macro stress scenarios where a shock is applied only on the prescribed entities and not spread to the rest of the factors. All the scenarios suppose a time horizon of 5 days.

ID Primary driver Shock on the primary driver
10043 CHF yield curve -25 bps
10044 CHF yield curve +25 bps
10047 EUR yield curve -25 bps
10048 EUR yield curve +25 bps
10051 GBP yield curve -25 bps
10052 GBP yield curve +25 bps
10055 USD yield curve -25 bps
10056 USD yield curve +25 bps
10059 JPY yield curve -25 bps
10060 JPY yield curve +25 bps
10061 Swiss equities Prices -10%
10062 EUR denominated equities Prices -10%
10063 UK equities Prices -10%
10064 US equities Prices -10%
10065 Japanese equities Prices -10%
10068 Global credit curve shift Spread +25%
10101 Swiss credit curve shift Spread +25%
10102 US credit curve shift Spread +25%
10103 Eurozone credit curve shift Spread +25%
10104 French credit curve shift Spread +25%
10105 German credit curve shift Spread +25%
10106 Italian credit curve shift Spread +25%
10107 Spanish credit curve shift Spread +25%
10108 British credit curve shift Spread +25%
21147 USD yield curve +100 bps

Stress drivers

This is the list of all the stress drivers for which you can call a “pnl” impact on demand and choose the magnitude of shock.

ID Description Shock Type
fx-USD-AUD Foreign Exchange Rate USD in AUD. relative
fx-USD-CAD Foreign Exchange Rate USD in CAD. relative
fx-USD-CHF Foreign Exchange Rate USD in CHF. relative
fx-USD-EUR Foreign Exchange Rate USD in EUR. relative
fx-USD-GBP Foreign Exchange Rate USD in GBP. relative
fx-USD-JPY Foreign Exchange Rate USD in JPY. relative
fx-XAG-USD Foreign Exchange Rate XAG (Silver) in USD. relative
fx-XAU-USD Foreign Exchange Rate XAU (Gold) in USD. relative
index-bonds-ch-gov Index of government bonds in Switzerland. relative
index-bonds-ch-hq Index of high quality grades bonds in Switzerland. relative
index-bonds-eu-gov Index of government bonds in the Eurozone countries. relative
index-bonds-us-gov Index of government bonds in the United States. relative
index-bonds-us-hy Index of high yield corporate bonds in the United States. relative
index-equity-cac40 Index of 40 main French stocks that are trading on Euronext Paris. relative
index-equity-dax30 Index of 30 main blue chip german stocks trading on the Frankfurt Stock Exchange. relative
index-equity-djia30 Index of 30 large stock listed on the stock exchanges in the United States. relative
index-equity-eurostoxx50 Index of main blue chip Eurozone stocks. relative
index-equity-ftse100 Index of 100 stocks with the highest market capitalisation listed on the London Stock Exchange. relative
index-equity-hangseng50 Index of 50 large stock traded on the Honk Kong stock exchange. relative
index-equity-ibex35 Index of 35 main Spanish stocks trading on the Bolsa the Madrid. relative
index-equity-msci-em Index of over 1300 large and mid cap equities across 27 Emerging Markets. relative
index-equity-msci-world Index of over 1500 large and mid cap equities across 23 Developed Markets. relative
index-equity-nasdaq100 Index of stocks issued by 100 largest non-financial companies listed on the Nasdaq Stock Exchange. relative
index-equity-nikkei225 Index of 225 large stocks traded on the Tokyo Stock Exchange. relative
index-equity-omx30 Index of 30 most traded stock on the Stockholm Stock Exchange. relative
index-equity-smi20 Index of main Swiss Stocks. It includes 20 of the largest and most liquuid Swiss companies. relative
index-equity-sp500 Index of 500 large stocks listed on the stock exchanges in United States. relative
index-equity-sptsx60 Index of approximately 250 stocks traded on the Toronto Stock Exchange. relative
index-real-estate-ch Index of the real estate market based on the real estate funds traded at SIX Exchange that have at least 75% of their assets invested in Switzerland. relative
yield-CHF Parrallel shift in CHF yield curve. absolute
yield-EUR Parrallel shift in EUR yield curve. absolute
yield-GBP Parrallel shift in GBO yield curve. absolute
yield-JPY Parrallel shift in JPY yield curve. absolute
yield-USD Parrallel shift in USD yield curve. absolute