Index Index

Assertion Set: aset-s.08.01.04.01_s.08.01.04.02.xml

CodeassertionSet
Locationaset-s.08.01.04.01_s.08.01.04.02.xml

Referred Assertions

CodeLabelSeverity
s2md_TV36-1TV36: There is at least one derivative reported in Table 1 of S.08.01 that is not reported in Table ...ERROR
s2md_BV798-1BV798: Delta (C0120) shall be reported for call options and put options (CIC ##B# AND ##C#) -->Templ ...ERROR
s2md_BV799-1BV799: Delta (C0120) shall not be reported for derivatives other than call options and put options ( ...WARNING
s2md_BV800-1BV800: Maximum loss under unwinding event (C0190) shall be reported for credit derivatives (CIC ##F# ...ERROR
s2md_BV801-1BV801: Maximum loss under unwinding event (C0190) shall not be reported for derivatives other than c ...WARNING
s2md_BV802-1BV802: Premium paid to date (C0150) / Premium received to date (C0160) is not applicable for futures ...WARNING
s2md_BV803-1BV803: Buyer / Seller shall be reported for derivatives other than forwards (CIC ##E#) -->Template 1 ...ERROR
s2md_BV804-1BV804: Buyer / Seller shall not be reported for forwards (CIC ##E#) -->Template 1: S.08.01; Filter: ...WARNING
s2md_BV805-1BV805: Correctness of CIC code - for option 1 the CIC can't be given as for the assets that are not ...WARNING
s2md_BV806-1BV806: Items "Swap outflow amount" and "Swap inflow amount" should be reported for Swaps (CIC = ##D# ...WARNING
s2md_BV811-1BV811: Items "Counterparty group" (for OTC derivatives), "Portfolio", "Derivatives held in index lin ...ERROR
s2md_BV798-1_WBV798: Delta (C0120) shall be reported for call options and put options (CIC ##B# AND ##C#) -->Templ ...WARNING
s2md_BV800-1_WBV800: Maximum loss under unwinding event (C0190) shall be reported for credit derivatives (CIC ##F# ...WARNING
s2md_BV803-1_WBV803: Buyer / Seller shall be reported for derivatives other than forwards (CIC ##E#) -->Template 1 ...WARNING
s2md_BV811-1_WBV811: Items "Counterparty group" (for OTC derivatives), "Portfolio", "Derivatives held in index lin ...WARNING

Referred Tables

CodeLabel
templatetemplatedpm mapS.08.01.04.01Information on positions held
templatetemplatedpm mapS.08.01.04.02Information on derivatives

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