IndexValue Assertion: s2md_BV907-1
| Code | s2md_BV907-1 |
|---|---|
| Id | s2md_BV907-1 |
| Severity | WARNING |
| Aspect Model | dimensional |
| Implicit Filtering | true |
| Test | if ($a =xs:QName('s2c_CN:x1') and not(empty($b ))) then not(empty($c )) or not(empty($d )) else (true()) |
Unsatisfied Message(s)
| Lang | Role/Text |
|---|---|
| en | http://www.xbrl.org/2010/role/message |
| BV907-1: if ({{SE.01.01.18.01,r0500,c0010}}=[s2c_CN:x1] and not(empty({{S.26.01.01.02,r0420,c0060}}))) then not(empty({{S.26.01.01.02,r0430,c0060}})) or not(empty({{S.26.01.01.02,r0440,c0060}})) where ExDimVal({{S.26.01.01.02,r0420,c0060}},AO)=x0 and ExDimVal({{S.26.01.01.02,r0430,c0060}},AO)=x0 and ExDimVal({{S.26.01.01.02,r0440,c0060}},AO)=x0 | |
| en | http://www.xbrl.org/2010/role/terseMessage |
| BV907-1: if ({{SE.01.01.18.01,r0500,c0010}}=[s2c_CN:x1] and not(empty({{S.26.01.01.02,r0420,c0060}}))) then not(empty({{S.26.01.01.02,r0430,c0060}})) or not(empty({{S.26.01.01.02,r0440,c0060}})) where ExDimVal({{S.26.01.01.02,r0420,c0060}},AO)=x0 and ExDimVal({{S.26.01.01.02,r0430,c0060}},AO)=x0 and ExDimVal({{S.26.01.01.02,r0440,c0060}},AO)=x0 | |
Label(s)
| Lang | Role/Text |
|---|---|
| en | http://www.xbrl.org/2008/role/label |
| BV907: If the net capital charge for spread risk on credit derivatives, after adjustment for the loss absorbing capacity of technical provisions is reported in S.26.01 - Solvency Capital Requirement - Market risk then the absolute value of assets sensitive to the downward/upward 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, r0420,c0060} <>empty then {S.26.01, r0430,c0060} <>empty or {S.26.01, r0440,c0060} <>empty | |
| en | http://www.xbrl.org/2008/role/verboseLabel |
| BV907: If the net capital charge for spread risk on credit derivatives, after adjustment for the loss absorbing capacity of technical provisions is reported in S.26.01 - Solvency Capital Requirement - Market risk then the absolute value of assets sensitive to the downward/upward 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, r0420,c0060} <>empty then {S.26.01, r0430,c0060} <>empty or {S.26.01, r0440,c0060} <>empty | |