A check on vaR, SVaR and PV, details (C 107.01.a, EBA rule e09355_e)

A check in the benchmarking of market risk models return (SBP market risk), on template C 107.01.a, vaR, SVaR and PV, details.

EBA switched this rule off in its 4.2 severity package (January 2026), so it does not run on reporting framework 4.2 filings. EBA's list of validation rules of 12 October 2026 still has it switched off. Line4 Check does not run it either.

The template it checks

VaR, SVaR and PV, details (C 107.01.a)

Show the rule as writtenShow

EBA's formula. Cells are written as {template, row, column, sheet}.

not(empty({C_107.01.a,r0010,c0010,})) and not(empty({C_107.01.a,r0020,c0010,})) and not(empty({C_107.01.a,r0030,c0010,})) and not(empty({C_107.01.a,r0040,c0010,})) and not(empty({C_107.01.a,r0050,c0010,})) and not(empty({C_107.01.a,r0060,c0010,})) and not(empty({C_107.01.a,r0070,c0010,})) and not(empty({C_107.01.a,r0080,c0010,})) and not(empty({C_107.01.a,r0090,c0010,})) and not(empty(

Checks like this one, run at the point of submission, are the first step to real-time supervision.