Index Index

Assertion Set: aset-lv47.00.00.01.xml

CodeassertionSet
Locationaset-lv47.00.00.01.xml

Referred Assertions

CodeLabelSeverity
boe_boe_b0027The total exposure measure excluding claims on central banks using a transitional definition of tier ...ERROR
boe_boe_b0026The total exposure measure excluding claims on central banks using a fully phased-in definition of t ...ERROR
boe_boe_b0025The total exposure measure including claims on central banks using a transitional definition of tier ...ERROR
boe_boe_b0024The total exposure measure including claims on central banks using a fully phased-in definition of t ...ERROR
boe_boe_b0030The leverage ratio including claims on central banks must be equal to: tier 1 capital (leverage) * t ...ERROR
boe_boe_b0028The leverage ratio including claims on central banks must be equal to: tier 1 capital (leverage) * t ...ERROR
boe_boe_b0023The total exposure measure excluding central bank claims using a fully phased-in definition of tier ...ERROR
boe_boe_b0022The CET1 capital surplus/shortfall to the minimum requirement plus buffers must be equal to the amou ...ERROR
boe_boe_b0021The CET1 capital surplus/shortfall to the minimum requirement plus buffers must be equal to the amou ...ERROR
boe_boe_b0020The Tier 1 capital surplus/shortfall to the minimum requirement must be equal to the amount of Tier ...ERROR
boe_boe_b0019The Tier 1 capital surplus/shortfall to the minimum requirement must be equal to the amount of Tier ...ERROR
boe_boe_b0018The CET1 capital surplus/shortfall to the minimum requirement must be equal to the amount of CET1 ca ...ERROR
boe_boe_b0017The CET1 capital surplus/shortfall to the minimum requirement must be equal to the amount of CET1 ca ...ERROR
boe_boe_b0014The value of this exposure must be greater than or equal to zero.ERROR
boe_boe_b0015The value of this exposure should be less than or equal to zero.WARNING
boe_boe_b0013The value of this exposure must be greater than or equal to zero.ERROR
boe_boe_b0012The exempted CCP leg of client-cleared SFT exposures must be less than or equal to the sum of the va ...ERROR
boe_boe_b0011The absolute value of the amount reported in row 0140 must be less than or equal to the capped notio ...ERROR
boe_boe_b0010The absolute value of the amount reported in row 0120 must be less than or equal to the derivatives ...ERROR
boe_boe_b0009The absolute value of the amount reported in row 0104 should be less than or equal to the PFE contri ...WARNING
boe_boe_b0008The absolute value of the amount reported in row 0102 should be less than or equal to the replacemen ...WARNING
boe_boe_b0007The absolute value of the amount reported in row 0093 should be less than or equal to the total PFE ...WARNING
boe_boe_b0006The absolute value of the amount reported in row 0092 should be less than or equal to the total PFE ...WARNING
boe_boe_b0005Tier 1 capital (leverage) must be equal to: total exposure measure * leverage ratio.ERROR
boe_boe_b0004Tier 1 capital (leverage) must be equal to: total exposure measure * leverage ratio.ERROR

Referred Tables

CodeLabel
templatetemplatedpm mapLV47.00.00.01LV47.00.00.01 (LRCalc) Leverage ratio calculation

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