Index Index

Assertion Set: aset-sr.01.01.04.01_sr.26.01.01.01_sr.26.01.01.02_sr.26.01.01.03.xml

CodeassertionSet
Locationaset-sr.01.01.04.01_sr.26.01.01.01_sr.26.01.01.02_sr.26.01.01.03.xml

Referred Assertions

CodeLabelSeverity
s2md_BV561_2-3BV561_2: Only the solvency capital requirement needs to be reported for spread risk-bonds and loans ...ERROR
s2md_BV562_2-3BV562_2: Only the solvency capital requirement needs to be reported for interest rate risk when the ...ERROR
s2md_BV565_2-3BV565_2: The capital charge for the interest rate shock down is different from the loss in the value ...ERROR
s2md_BV566_2-3BV566_2: The capital charge for the interest rate shock up is different from the loss in the value o ...ERROR
s2md_BV567_2-1-3BV567_2: The capital charge for the interest rate shock down is different from the loss in the value ...ERROR
s2md_BV567_2-2-4BV567_2: The capital charge for the interest rate shock down is different from the loss in the value ...ERROR
s2md_BV568_2-1-3BV568_2: The capital charge for the interest rate shock up is different from the loss in the value o ...ERROR
s2md_BV568_2-2-4BV568_2: The capital charge for the interest rate shock up is different from the loss in the value o ...ERROR
s2md_BV569_2-3BV569_2: The capital charge for bonds and loans is different from the loss in the value of assets mi ...WARNING
s2md_BV570_2-3BV570_2: The capital charge for bonds and loans is different from the loss in the value of assets mi ...WARNING
s2md_BV561_2-3_WBV561_2: Only the solvency capital requirement needs to be reported for spread risk-bonds and loans ...WARNING
s2md_BV562_2-3_WBV562_2: Only the solvency capital requirement needs to be reported for interest rate risk when the ...WARNING
s2md_BV565_2-3_WBV565_2: The capital charge for the interest rate shock down is different from the loss in the value ...WARNING
s2md_BV566_2-3_WBV566_2: The capital charge for the interest rate shock up is different from the loss in the value o ...WARNING
s2md_BV567_2-1-3_WBV567_2: The capital charge for the interest rate shock down is different from the loss in the value ...WARNING
s2md_BV567_2-2-4_WBV567_2: The capital charge for the interest rate shock down is different from the loss in the value ...WARNING
s2md_BV568_2-1-3_WBV568_2: The capital charge for the interest rate shock up is different from the loss in the value o ...WARNING
s2md_BV568_2-2-4_WBV568_2: The capital charge for the interest rate shock up is different from the loss in the value o ...WARNING

Referred Tables

CodeLabel
templatetemplatedpm mapSR.01.01.04.01Content of the submission
templatetemplatedpm mapSR.26.01.01.01Market risk - basic information, part 1
templatetemplatedpm mapSR.26.01.01.02Market risk - basic information, part 2
templatetemplatedpm mapSR.26.01.01.03Simplifications used

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