Corporate Bond Portfolio and Investment Analysis
EV Sensitivity to Market Movements Remains Small
5%
4%
3%
2%
1%
AIA
AIA Long-Term Assumptions vs Market Rates
Weighted Average by Geography (1)
EV Sensitivities to Interest Rates and Equity Prices
Includes mark-to-market asset impacts, changes to
long-term assumption and risk discount rates ($m)
Nov-10
Nov-11
68,033
Equity Prices
Interest Rates
10%
Decrease
10%
Increase
50 bps
Decrease
50 bps
Increase
(2.8)%
+2.8%
+1.7%
(1.3)%
Nov-12
Nov-13
10 Year Market Forward
(10-year Govt Bond)
Nov-14
Nov-15
Nov-16
Note:
(1) Weighted average interest rates by VIF of Mainland China, Hong Kong, Thailand, Singapore and Malaysia
Dec-17
Dec-18
Dec-19
Jun-20
(10-year Govt Bond)
AIA Long-Term Assumption
Dec-20
Dec-21
Dec-22
Jun-23
End of 1H23
EV
(1,926)
1,892
1,142
(915)
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