Market Risk (Tables) |
6 Months Ended | ||||||||||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Jun. 30, 2026 | |||||||||||||||||||||||||||||||||||||
| Disclosure Of Market Risk Exposure [Abstract] | |||||||||||||||||||||||||||||||||||||
| Summary of NII and EVE Sensitivity of Interest Rate Risk | The table below shows how our net interest income would be affected by a parallel shift (both up and down) applied instantaneously to the yield curve at 30 June 2026 and 31 December 2025. Sensitivity to parallel shifts represents the amount of risk in a way that we think is both simple and scalable.
1Based on modelling assumptions of repricing behaviour.
|
||||||||||||||||||||||||||||||||||||