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1 min readBlockingEIOPA taxonomy 2.10.0Updated 11 November 2026

Internal model: market and credit risk - for financial instruments: a total must equal the sum of its parts (S.26.09, EIOPA rule BV1749_1)

A blocking check on the internal model: market and credit risk - for financial instruments template (S.26.09), in the annual solo (ARS) and annual branch (ARB) returns.

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

The equity risk sum must be equal to the sum of the components it is broken down to

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. 02Add up the parts in your return and compare the result with the total.
  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.
  4. 04EIOPA allows a small rounding difference, worked out from the decimals each value is reported with.
  5. 05It runs only when your filing indicators mark S.26.09 as reported.
  6. 06This is a blocking check. A return that fails it is normally rejected, so fix it before you submit.

The cells it reads

Internal model: market and credit risk - for financial instruments: internal model - market and credit risk for financial instruments - mVaR and vaR percentiles - including LAC TP but excluding LAC DT - each as marginal shock in the designated risk (S.26.09.01.02)

Rows

  • R0090Equity risk sum
  • R0110of which: Equity risk
  • R0120of which: Equity volatility risk

Columns

  • C0020mVaR 99.50%
  • C0030mVaR 99.50% w/o transitional on TP
  • C0040mVaR 99.50% w/o transitional on IR
  • C0050mVaR 99.50% w/o VA and w/o other transitionals
  • C0060mVaR 99.50% w/o MA and w/o all the others

Which returns it applies to

Line4 Check runs it on annual solo (ARS) and annual branch (ARB) returns on EIOPA taxonomy 2.10.0. EIOPA applies it to annual branch (ARB), annual solo (ARS), annual ECB solo (AES) and annual ECB branch (AEB) 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}.

{t: S.26.09.01.02, r: R0090, z: Z0001} = sum({t: S.26.09.01.02, r: R0110; R0120, z: Z0001})

Every Solvency II rule on S.26.09

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.