IndexValue Assertion: s2md_BV907-2
| Code | s2md_BV907-2 |
|---|---|
| Id | s2md_BV907-2 |
| Severity | WARNING |
| Aspect Model | dimensional |
| Implicit Filtering | true |
| Test | if (($a = xs:QName('s2c_CN:x1')) and not(empty($b))) then (not(empty($c)) or not(empty($d))) else (true()) |
Unsatisfied Message(s)
| Lang | Role/Text |
|---|---|
| en | http://www.xbrl.org/2010/role/message |
| BV907-2: if {{S.01.01.07.01,r0500,c0010}}=[s2c_CN:x1] and not(empty({{S.26.01.01.02,r0420,c0060}})) then not(empty({{S.26.01.01.02,r0430,c0060}})) and not(empty({{S.26.01.01.02,r0440,c0060}})) where ExDimVal({{S.26.01.01.02,r0420,c0060}},AO)=x0 and ExDimVal({{S.26.01.01.02,r0430,c0060}},AO)=x0 and ExDimVal({{S.26.01.01.02,r0440,c0060}},AO)=x0 | |
| en | http://www.xbrl.org/2010/role/terseMessage |
| BV907-2: if {{S.01.01.07.01,r0500,c0010}}=[s2c_CN:x1] and not(empty({{S.26.01.01.02,r0420,c0060}})) then not(empty({{S.26.01.01.02,r0430,c0060}})) and not(empty({{S.26.01.01.02,r0440,c0060}})) where ExDimVal({{S.26.01.01.02,r0420,c0060}},AO)=x0 and ExDimVal({{S.26.01.01.02,r0430,c0060}},AO)=x0 and ExDimVal({{S.26.01.01.02,r0440,c0060}},AO)=x0 | |
Label(s)
| Lang | Role/Text |
|---|---|
| en | http://www.xbrl.org/2008/role/label |
| BV907: If the net capital charge for spread risk on credit derivatives, after adjustment for the loss absorbing capacity of technical provisions is reported then the absolute value of assets sensitive to the downward/upward shock in respect to the spread risk on credit derivatives also has to be reported. -->Template 1: S.01.01; Template 2: S.26.01; Filter: {S.26.01, z0010}=[s2c:AO_x0]; Expression: if {S.01.01, r0500,c0010}=[s2c_CN:x1] and {S.26.01, r0420,c0060} <>empty then {S.26.01, r0430,c0060} <>empty or {S.26.01, r0440,c0060} <>empty | |
| en | http://www.xbrl.org/2008/role/verboseLabel |
| BV907: If the net capital charge for spread risk on credit derivatives, after adjustment for the loss absorbing capacity of technical provisions is reported then the absolute value of assets sensitive to the downward/upward shock in respect to the spread risk on credit derivatives also has to be reported. -->Template 1: S.01.01; Template 2: S.26.01; Filter: {S.26.01, z0010}=[s2c:AO_x0]; Expression: if {S.01.01, r0500,c0010}=[s2c_CN:x1] and {S.26.01, r0420,c0060} <>empty then {S.26.01, r0430,c0060} <>empty or {S.26.01, r0440,c0060} <>empty | |