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      "text": "We complement the scenario-based CST measures with our statistical stress framework to calculate and aggregate risks using statistical techniques to derive stress events at chosen confidence levels.",
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      "text": "We use the CaR solvency measure as a basis for deriving the contributions of the business divisions to risk-based capital (RBC). Refer to 'Capital, liquidity and funding, and balance sheet' section.",
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      "text": "Within Group Treasury, we also perform stress testing to determine the optimum asset and liability structure. Refer to 'Credit risk' and 'Market risk' and 'Capital, liquidity and funding, and balance sheet' sections.",
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      "text": "As part of the CST framework, we routinely monitored three additional stress scenarios throughout 2021: The US Monetary Crisis scenario, The Severe Global Interest Rate Steepening scenario, and The Extreme Coronavirus scenario.",
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