Backtesting add-on cannot be negative (EBA rule v4328_s)

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

Backtesting add-on cannot be negative.

EBA writes it out three times. These words are for the first; the others are the same rule on other cells.

The template it checks

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

Row

0050Backtesting add-on

Column

0010Option

Show the rule as writtenShow

EBA's formula, as written out for the first of its checks. Cells are written as {template, row, column, sheet}.

{C_107.01.a,r0050,c0010,} >= 0

And 2 more, the same formula for the other cells it covers.

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