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Assertion Set: aset-im.03.07.01.02.xml

Code	assertionSet
Location	aset-im.03.07.01.02.xml

Code	Label	Severity
boemd_boe_bv41	(Market risk) The 99.5%ile of total market risk is smaller or equal to the sum of the 99.5%iles of t ...	WARNING
boemd_boe_bv40_1	(Market risk) Total market risk, market risk subcategories and market risk stresses have increasing ...	ERROR
boemd_boe_bv39	(Market risk) Market value of total assets equals the sum of the market value of the individual asse ...	WARNING
boemd_boe_bv38	(Market risk) Total market risk and interest rate risk mean are negative	WARNING
boemd_boe_bv37	(Market risk) Market value of assets larger than zero	WARNING
boemd_boe_bv36_1	(Market risk) GBP Standard deviations are larger than zero	WARNING

			Code	Label
			IM.03.07.01.02	Market Risk Outputs - market value and model outputs