Value Assertion: s2md_BV905-2_W

Codes2md_BV905-2_W
Ids2md_BV905-2_W
SeverityWARNING
Aspect Modeldimensional
Implicit Filteringtrue
Testif ($a =xs:QName('s2c_CN:x1') and not(empty($b ))) then not(empty($c )) else (true())

Unsatisfied Message(s)

LangRole/Text
enhttp://www.xbrl.org/2010/role/message
BV905-2_W: if ({{S.01.01.07.01,r0500,c0010}}=[s2c_CN:x1] and not(empty({{S.26.01.01.01,r0430,c0020}}))) then not(empty({{S.26.01.01.01,r0440,c0020}})) where ExDimVal({{S.26.01.01.01,r0430,c0020}},AO)=x0 and ExDimVal({{S.26.01.01.01,r0440,c0020}},AO)=x0
enhttp://www.xbrl.org/2010/role/terseMessage
BV905-2_W: if ({{S.01.01.07.01,r0500,c0010}}=[s2c_CN:x1] and not(empty({{S.26.01.01.01,r0430,c0020}}))) then not(empty({{S.26.01.01.01,r0440,c0020}})) where ExDimVal({{S.26.01.01.01,r0430,c0020}},AO)=x0 and ExDimVal({{S.26.01.01.01,r0440,c0020}},AO)=x0

Label(s)

LangRole/Text
enhttp://www.xbrl.org/2008/role/label
BV905: If the absolute value of assets sensitive to the upward shock in respect to the spread risk on credit derivatives is reported in S.26.01 - Solvency Capital Requirement - Market risk then the absolute value of assets sensitive to the downward 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, r0430,c0020} <>empty then {S.26.01, r0440,c0020} <>empty
enhttp://www.xbrl.org/2008/role/verboseLabel
BV905: If the absolute value of assets sensitive to the upward shock in respect to the spread risk on credit derivatives is reported in S.26.01 - Solvency Capital Requirement - Market risk then the absolute value of assets sensitive to the downward 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, r0430,c0020} <>empty then {S.26.01, r0440,c0020} <>empty