Index Index

Assertion Set: aset-s.26.01.04.01_s.26.01.04.02_s.26.01.04.03.xml

CodeassertionSet
Locationaset-s.26.01.04.01_s.26.01.04.02_s.26.01.04.03.xml

Referred Assertions

CodeLabelSeverity
s2md_BV561_1-2BV561_1: Only the solvency capital requirement needs to be reported for spread risk-bonds and loans ...ERROR
s2md_BV562_1-2BV562_1: Only the solvency capital requirement needs to be reported for interest rate risk when the ...ERROR
s2md_BV565_1-2BV565_1: The capital charge for the interest rate shock down is different from the loss in the value ...ERROR
s2md_BV566_1-2BV566_1: The capital charge for the interest rate shock up is different from the loss in the value o ...ERROR
s2md_BV569_1-2BV569_1: The capital charge for bonds and loans is different from the loss in the value of assets mi ...WARNING
s2md_BV570_1-2BV570_1: The capital charge for bonds and loans is different from the loss in the value of assets mi ...WARNING
s2md_BV561_1-2_WBV561_1: Only the solvency capital requirement needs to be reported for spread risk-bonds and loans ...WARNING
s2md_BV562_1-2_WBV562_1: Only the solvency capital requirement needs to be reported for interest rate risk when the ...WARNING
s2md_BV565_1-2_WBV565_1: The capital charge for the interest rate shock down is different from the loss in the value ...WARNING
s2md_BV566_1-2_WBV566_1: The capital charge for the interest rate shock up is different from the loss in the value o ...WARNING

Referred Tables

CodeLabel
templatetemplatedpm mapS.26.01.04.01Market risk - basic information, part 1
templatetemplatedpm mapS.26.01.04.02Market risk - basic information, part 2
templatetemplatedpm mapS.26.01.04.03Simplifications used

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