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Daily % change

Daily change (bp)

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0

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Dec-88

Dec-00

Macquarie stress tests generally exceeded the observed market volatility

Foreign Exchange -AUD/JPY

Equities - Hang Seng Index

30

Macquarie stress test

20

Macquarie stress test

Daily % change

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0

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Macquarie stress test

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Macquarie stress test

Dec-90

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Dec-88

Dec-90

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Dec-94

Dec-96

Dec-98

Dec-00

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Interest Rates - USD Cash Rate

Metals - Copper

Macquarie stress test

Macquarie stress test

Daily % change

40 30 20

10 0

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    10

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Macquarie stress test

Macquarie stress test

Dec-01

Dec-02

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Dec-88

Dec-90

Dec-92

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Dec-00

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Dec-10

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