Line4

1 min readBlockingEIOPA taxonomy 2.10.0Updated 11 November 2026

Solvency capital requirement - counterparty default risk: a conditional check (S.26.02, EIOPA rule BV1503)

A blocking check on the solvency capital requirement - counterparty default risk template (S.26.02), in the annual group (ARG) return.

It applies to 2.8.2 returns too, the release for the 2026 returns, and Line4 Check runs it there as well.

Check your file for this ruleWhat to do if it fails

The rule in plain words

Items "Name of single name exposure", "Loss Given Default" and "Probability of Default" must be left empty in case no "Code and type of code of single name exposure" have been provided

The headline gives only the template and the kind of check, because the rule is too long to say in a headline. The plain words above say all of it.

What to do if your return fails it

  1. 01Open the table below and find the cells the rule reads.
  2. 02The check applies only when its first part holds in your return. When it does, the second part must hold too: fix the second part, or correct the first.
  3. 03It runs only when your filing indicators mark S.26.02 as reported.
  4. 04This is a blocking check. A return that fails it is normally rejected, so fix it before you submit.

The cells it reads

Solvency capital requirement - counterparty default risk: counterparty default risk - basic information (S.26.02.04.01)

Rows

  • R0110Single name exposure 1
  • R0120Single name exposure 2
  • R0130Single name exposure 3
  • R0140Single name exposure 4
  • R0150Single name exposure 5
  • R0160Single name exposure 6
  • R0170Single name exposure 7
  • R0180Single name exposure 8
  • R0190Single name exposure 9
  • R0200Single name exposure 10

Columns

  • C0020Name of single name exposure
  • C0030Code and type of code of single name exposure
  • C0050Loss Given Default
  • C0060Probability of Default

Which returns it applies to

Line4 Check runs it on annual group (ARG) return on EIOPA taxonomy 2.10.0. EIOPA applies it to annual group (ARG) returns, as a blocking check.

EIOPA’s own words and formula

The plain words above are EIOPA’s own, word for word, from its list of validations.

Show the formulaShow

EIOPA's formula. Cells are written as {t: table, r: row, c: column}.

if isNull({t: S.26.02.04.01, c: C0030, z: Z0001}) then (isNull({t: S.26.02.04.01, c: C0020, z: Z0001}) and isNull({t: S.26.02.04.01, c: C0050, z: Z0001}) and isNull({t: S.26.02.04.01, c: C0060, z: Z0001})) else true()

Every Solvency II rule on S.26.02

Checks like this one, run at the point of submission, are the first step to real-time supervision. Line4 builds SupTech software for financial regulators that runs checks like these as each return arrives.