I know this topic has been on the table before, but I haven't seen a clear explanation with an example. I have successfully calculated the previous steps in
but I am now struggling with stress scenario calculation in pages 23-24. I have made a quick excel to show the calculation I have done. I don't know where I'm going wrong , but I'm quite close number wise (could be still a mile away from correct). A clear answer with used value dates and ranges would be much appreciated to point out where I'm wrong.
Here is a link to excel: https://www.dropbox.com/s/8htamga4mg92pf2/PRIIPS_EuroStoxx50_example.xlsx?dl=0
edit: Added more calculations in the excel above
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