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: The item "Maximum loss under unwinding event" in S.08.01 - Open Derivatives should be reporte ...ERROR
s2md_BV801-1BV801: The item "Maximum loss under unwinding event" in S.08.01 - Open Derivatives should not be rep ...WARNING
s2md_BV802-1BV802: The items "Premium paid to date" and "Premium received to date" in S.08.01 - Open Derivatives ...WARNING
s2md_BV803-1BV803: The item "Buyer / Seller" in S.08.01 - Open Derivatives should be reported for derivatives ot ...ERROR
s2md_BV804-1BV804: The item "Buyer / Seller" in S.08.01 - Open Derivatives should not be reported for forwards ( ...WARNING
s2md_BV805-1BV805: If the item "valuation method" in S.08.01 - Open Derivatives is equal to the "Quoted market p ...WARNING
s2md_BV806-1BV806: The Items "Swap outflow amount" or "Swap inflow amount" in S.08.01 - Open Derivatives should ...WARNING
s2md_BV811-1BV811: Items "Counterparty group", "Portfolio", "Derivatives held in index linked and unit linked co ...ERROR
s2md_BV1071-1BV1071: The item "Contract size" in S.08.01 - Open Derivatives should be reported for futures and o ...WARNING
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: The item "Maximum loss under unwinding event" in S.08.01 - Open Derivatives should be reporte ...WARNING
s2md_BV803-1_WBV803: The item "Buyer / Seller" in S.08.01 - Open Derivatives should be reported for derivatives ot ...WARNING
s2md_BV811-1_WBV811: Items "Counterparty group", "Portfolio", "Derivatives held in index linked and unit linked co ...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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