Index Index

Assertion Set: aset-sr.26.01.01.01_sr.26.01.01.02_sr.26.01.01.03.xml

CodeassertionSet
Locationaset-sr.26.01.01.01_sr.26.01.01.02_sr.26.01.01.03.xml

Referred Assertions

CodeLabelSeverity
s2md_BV561_2-1BV561_2: Only the solvency capital requirement needs to be reported for interest rate risk when the ...ERROR
s2md_BV562_2-1BV562_2: Only the solvency capital requirement needs to be reported for spread risk-bonds and loans ...ERROR
s2md_BV565_2-1BV565_2: The capital charge for the interest rate shock down is different from the loss in the value ...ERROR
s2md_BV566_2-1BV566_2: The capital charge for the interest rate shock up is different from the loss in the value o ...ERROR
s2md_BV567_2-1BV567_2: The capital charge for the interest rate shock down is different from the loss in the value ...ERROR
s2md_BV568_2-1BV568_2: The capital charge for the interest rate shock up is different from the loss in the value o ...ERROR
s2md_BV569_2-1BV569_2: The capital charge for bonds and loans is different from the loss in the value of assets mi ...ERROR
s2md_BV570_2-1BV570_2: The capital charge for bonds and loans is different from the loss in the value of assets mi ...ERROR

Referred Tables

CodeLabel
templatetemplatedpm mapSR.26.01.01.01Market risk - basic information
templatetemplatedpm mapSR.26.01.01.02Market risk - basic information, part 2
templatetemplatedpm mapSR.26.01.01.03Simplification Used

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