Stress Testing Change In Yield This dimension is used to represent the stress testing scenario in which there has been a change in yield applied to the reported information. Yield Curve 200 Basis Point Decrease The information reported is based upon the application of a yield curve scenario representing a 200 basis point decrease in interest rate yield. The yield curve must be modelled to appropriately capture variations in the volatility of interest rates along the curve. Yield Curve 200 Basis Point Increase The information reported is based upon the application of a yield curve scenario representing a 200 basis point increase in interest rate yield. The yield curve must be modelled to appropriately capture variations in the volatility of interest rates along the curve. Yield Curve 20 Pct Decrease The information reported is based upon the application of a yield curve scenario representing a 20% decrease in yield. This stress testing scenario is based on a yield curve expressed in terms of proportional changes in interest rates, and uses the same interpolation method used within the reporting party's internal model to obtain intermediate points on the yield curve. Yield Curve 20 Pct Increase The information reported is based upon the application of a yield curve scenario representing a 20% increase in yield. This stress testing scenario is based on a yield curve expressed in terms of proportional changes in interest rates, and uses the same interpolation method used within the reporting party's internal model to obtain intermediate points on the yield curve.