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In forceSolvency UK: market and liquidity riskLast checked 11 November 2026

Market risk sensitivities (MRS)

A regulatory return listed by the Bank of England (PRA), insurers, United Kingdom.

Shows how a firm's assets, best estimate liabilities, risk margin, own funds and SCR would change under set market shocks, such as moves in equity and property prices, interest rates, credit spreads, inflation and exchange rates. The PRA uses it to estimate each firm's and the sector's position between returns and under stress. Source

The facts

Who files
Insurers most exposed to market risk: mainly Category 1 and 2 life firms, and any other firm with material market risk exposures. The PRA tells firms individually if they are in scope (SS7/17 paragraph 2.1). Source
How often
Half-yearly, at end June and end December, and also after a significant change in risk profile or on PRA request (SS7/17 paragraphs 3.1 and 4.1). Source
Deadline
Four weeks after the formal submission date of the solo quarterly templates for end June and end December (SS7/17 paragraph 4.1). Source
Format
XBRL-XML. XBRL for entry point MRS, submitted through BEEDS (SS7/17 paragraph 4.3). Source
How it is filed
Filing routes recorded for the PRA: BEEDS (Bank of England Electronic Data Submission portal); Email to the Bank's insurance data mailbox. See how firms file with the PRA.
Status
In force
Legal basis
Group
Solvency UK: market and liquidity risk

Templates (1)

The tables and forms inside the return. Plain name first, the PRA's code in brackets.

  • Market risk sensitivities (MR.01.02.01)

Template of the MRS entry point in taxonomy v2.2.0 (Bank's label). Source

Validation rules

7 rules, as counted from the PRA's published material. Software can run them exactly as published. Source

How they are written: XBRL Formula 1.0 assertions in the taxonomy package (val folder of each framework), plus an Excel list of every rule with its expression, severity and entry points.

The rules, on bankofengland.co.uk

How they were counted

Distinct rule codes in sheet 'mrs' of 'Bank of England Insurance Taxonomy Validations v2.2.0 - MRS.xlsx' (validations zip) whose 'Severity and modules' column names MRS, with 'Include in XBRL' = yes and 'Deactivated' = no (7), less 0 rule codes set to 'Deactivate' on sheet 'Version 2.2.0' of the validation deny list. The sheet lists 8 rule codes for MRS in all; 1 have 'Include in XBRL' = no.

Counts are in the PRA's own unit, so they are not comparable with other regulators' counts.

Public data

No published data from this return was found. No published data from this return was found on the Bank of England statistics pages checked (insurance aggregate data, annual and quarterly). Source

Official documents (15)

The PRA's own files, with the size and SHA-256 fingerprint of each as downloaded on 11 November 2026, so anyone can tell whether a copy is the same version.

  • Regulatory reporting - insurance sector

    List of returns · HTML

    The Bank of England page that lists the insurance returns, templates, taxonomy releases, reporting schedules and how to submit.

  • PRA Rulebook: Solvency II Firms: Reporting Part

    Legal text · HTML

    Chapters 2 and 2A set the reports, templates and deadlines; Chapters 3 to 6 and 3A the Solvency and Financial Condition Report; Chapter 7 Lloyd's; Chapters 9 and 10 link each template and its instructions. Read in the version in force on 11 November 2026 (from 30 September 2026).

  • Bank of England Insurance XBRL Taxonomy v2.2.0

    Taxonomy · ZIP · 27.9 MB · 2 September 2026

    XBRL taxonomy package with 16 entry points (AIS, APG, APS, ARB, ARG, ARS, CFL, CFS, COL, IMO, LMR, MAL, MRS, QRG, QRS, SPV). Frameworks DIS, IR, IMO and MAL apply to reference dates on or after 31 December 2026; the validation formulas are in each framework's val folder.

    SHA-256 a56482661637show in fulla56482661637fa920abe18094022adfa74ff9c1c9646d47510fe5e5aacb24edc
  • Bank of England Insurance Taxonomy validations v2.2.0

    Validation rules · ZIP · 1.3 MB · 2 September 2026

    One Excel workbook per framework (DIS, IMO, IR, LQ, MAL, MRS, SF, SPV); each rule row has its code, expression, severity and the entry points it applies to.

    SHA-256 854226cc0675show in full854226cc0675d5608c6a08bdc73260bd529f4e6267fb7a1b028be3d01644582d
  • Taxonomy validation deny list

    Validation rules · XLSX · 123.8 KB · 3 October 2026

    Rules whose execution in BEEDS is switched off ("Deactivate") or downgraded to a warning, one sheet per taxonomy version. Sheet "Version 2.2.0" has 16 entries.

    SHA-256 40d5527586e6show in full40d5527586e6cc1a58235fa2ae161f86e66d068f6ea669b4e87f6fc0adda86df
  • Bank of England Insurance Taxonomy sample instances v2.2.0

    Sample · ZIP · 551.4 KB · 2 September 2026

    One sample XBRL file per entry point (16 files). The release note says they contain random data and may not pass validation or filing rules.

    SHA-256 61d98385f3b6show in full61d98385f3b68196a03bcdf46d7993346006e15ccc265c4ce3730b9db1a1f813
  • Bank of England Insurance Taxonomy v2.2.0 release note

    Release note · PDF · 307.2 KB · 2 September 2026

    SHA-256 83a1300513e3show in full83a1300513e34bbe90089b23bc8708b9a5735bf91cc499a9c0aacaeeaf24f79c
  • Taxonomy known issues log (last updated 30.09.2026)

    Known issues · XLSX · 157.2 KB · 30 September 2026

    SHA-256 f8a304bde73eshow in fullf8a304bde73ea48eaba0ed8937c3f3d5c0d292f335745df183ea6d5309d56993
  • Bank of England Insurance Taxonomy Data Point Model (DPM) v2.2.0

    Data dictionary · ZIP · 4.7 MB · 11 September 2026

    Annotated templates and DPM dictionary; the page marks it "last updated 11.09.2026".

    SHA-256 9dc015f67469show in full9dc015f67469df853019ee54ffe8424c008d4aff44d5ca6062422fe717487ecc
  • Change log between v2.1.0 and v2.2.0

    Release note · XLSX · 612.5 KB · 2 September 2026

    SHA-256 ec68d57b5a4dshow in fullec68d57b5a4d31f4dfec08eb03dfaab13a1fd951bebf6129489f647b7171e3d4
  • XBRL Filing Manual for filings to the Bank of England, version 1.0.1

    Filing rules · PDF · 763.6 KB · 30 May 2024

    The v2.2.0 release note says reporting against the taxonomy should follow Filing Manual v1.0.1; the document itself is dated 30 May 2024.

    SHA-256 53335968df4bshow in full53335968df4b753975f8efcff574fb014a36ef178e16061ce36931c7524b5e59
  • BEEDS user guide

    Guidance · PDF · 1.3 MB · 18 May 2026

    Appendix r (Solvency UK) says Solvency UK templates must be uploaded as XBRL or a zip containing an XBRL file; appendix m covers non-Directive firms.

    SHA-256 12f318aae44bshow in full12f318aae44b504d0e84c94aac4b2bbd53f150136f2969d99ee91546b1c87756
  • Supervisory statement 7/17 - Solvency II: Data collection of market risk sensitivities (November 2024)

    Guidance · PDF · 633.4 KB · 15 November 2024

    Published on 15 November 2024, effective from 31 December 2024 (as stated on the SS7/17 page).

    SHA-256 131bc91ba416show in full131bc91ba4168e904b6efccfacf9222ea90ed4e40c6ca95d7571a4568b69ec0e
  • Reporting templates for PS15/24 - Review of Solvency II: Restatement of assimilated law (zip)

    Template · ZIP · 5.8 MB · 15 November 2024

    Excel templates for every IR, IRR, IM, MR, QMC.01, AoC.01 and MALIR template in force from 31 December 2024.

    SHA-256 74e1ef95ac7fshow in full74e1ef95ac7f7e2151e008f9b8b0e59209376ed1c3f82f7ed79327a96c0774b4
  • Reporting instructions for PS15/24 - Review of Solvency II: Restatement of assimilated law (zip)

    Instructions · ZIP · 13.8 MB · 15 November 2024

    PDF instructions (LOG files) for each template in the PS15/24 templates zip.

    SHA-256 2067da7a6b11show in full2067da7a6b11f5c39b742f922cf7b9000355e54a7bdc2ab45bc574a2bc40a1a2

Sources

Every page and document this return's facts were read from.

Knowing exactly what is collected, in what format and under which rules is the first step to real-time supervision. Line4 builds SupTech software for financial regulators that runs checks like these as each return arrives.

Line4's text and records here are free to reuse under CC BY 4.0. Please credit: “Source: Line4 regulatory submissions library (CC BY 4.0), https://www.line4.ai”. The regulators' documents, forms, taxonomies, rules and data belong to them: see PRA's reuse terms. This describes what regulators publish. It is not legal or regulatory advice: always rely on the regulator's own text.

Last checked 11 November 2026.