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Assertion Set: aset-im.03.02.02.02.xml

Code	assertionSet
Location	aset-im.03.02.02.02.xml

Code	Label	Severity
boemd_boe_bv200	Gross 99.5th output is greater than net 99.5th output	WARNING
boemd_boe_bv199	Gross simulated mean output is greater than net simulated output	WARNING
boemd_boe_bv170	Increasing risk distributions	ERROR
boemd_boe_bv161	Increasing risk distributions	ERROR
boemd_boe_bv160	Increasing risk distributions	ERROR
boemd_boe_bv11	(Reserve risk - 1Y, SII Lines) Aggregate and LoB simulated mean and 50%ile to 99.9%ile are greater o ...	WARNING
boemd_boe_bv7	(Reserve risk - 1Y, SII Lines) Aggregate and LoB reserve durations and standard deviations are large ...	ERROR
boemd_boe_bv3_3	(Reserve risk - 1Y, SII Lines) Net undiscounted aggregate simulated mean is equal to the sum of the ...	WARNING
boemd_boe_bv3_2	(Reserve risk - 1Y, SII Lines) Net discounted aggregate simulated mean is equal to the sum of the ne ...	WARNING
boemd_boe_bv3_1	(Reserve risk - 1Y, SII Lines) Gross aggregate simulated mean is equal to the sum of the gross mean ...	WARNING

			Code	Label
			IM.03.02.02.02	Reserve Risk Outputs - Solvency II Lines, 1 Year Risk