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Assertion Set: aset-s.08.02.04.01_s.08.02.04.02.xml

Code	assertionSet
Location	aset-s.08.02.04.01_s.08.02.04.02.xml

Code	Label	Severity
s2md_TV37-1	TV37: There is at least one derivative reported in Table 1 of S.08.02 that is not reported in Table ...	ERROR
s2md_BV817-1	BV817: Maximum loss under unwinding event shall be reported for credit derivatives (CIC ##F#) -->Tem ...	ERROR
s2md_BV818-1	BV818: Maximum loss under unwinding event shall not be reported for instruments other than credit de ...	WARNING
s2md_BV819-1	BV819: Item "Contract size" is applicable to futures and options (CIC ##A#, ##B#, ##C#) -->Template ...	ERROR
s2md_BV820-1	BV820: Premium paid to date / Premium received to date is not applicable for futures and forwards (C ...	WARNING
s2md_BV821-1	BV821: Buyer / Seller shall be reported for futures and options, swaps and credit derivatives contra ...	ERROR
s2md_BV822-1	BV822: Buyer / Seller shall not be reported for forwards (CIC ##E#) -->Template 1: S.08.02; Filter: ...	WARNING
s2md_BV824-1	BV824: Items "Counterparty group" (for OTC derivatives) , "Derivative ID Code", "Portfolio", "Deriva ...	ERROR
s2md_BV817-1_W	BV817: Maximum loss under unwinding event shall be reported for credit derivatives (CIC ##F#) -->Tem ...	WARNING
s2md_BV819-1_W	BV819: Item "Contract size" is applicable to futures and options (CIC ##A#, ##B#, ##C#) -->Template ...	WARNING
s2md_BV821-1_W	BV821: Buyer / Seller shall be reported for futures and options, swaps and credit derivatives contra ...	WARNING
s2md_BV824-1_W	BV824: Items "Counterparty group" (for OTC derivatives) , "Derivative ID Code", "Portfolio", "Deriva ...	WARNING

			Code	Label
			S.08.02.04.01	Information on positions held
			S.08.02.04.02	Information on derivatives