1 min readSwitched off by EBAEBA reporting framework 4.2Updated 10 November 2026

VaR regulatory add-on must be at least 3 (EBA rule v09360_m)

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 rule in plain words

VaR regulatory add-on must be at least 3.

The template it checks

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

Row

0060VaR regulatory add-on

Column

0010Option

Show the rule as writtenShow

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

{C_107.01.a,r0060,c0010,} >= 3

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