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1 min readWarningEIOPA taxonomy 2.10.0Updated 11 November 2026

Solvency capital requirement - market risk: values must agree (SR.26.01, EIOPA rule BV1787)

A warning on the solvency capital requirement - market risk template (SR.26.01), 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 rule

The rule in plain words

The item "Spread risk" reported in SR.26.01.04.02 Solvency Capital Requirement - Market risk, Market risk - basic information, part 2 should be equal to the sum of "bonds and loans", "credit derivatives" and "securitisation positions", with a minimum of zero

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.

This is a warning. It does not stop the return on its own, but your supervisor may ask you to explain it. It runs only when your filing indicators mark SR.26.01 as reported.

The cells it reads

Solvency capital requirement - market risk: market risk - basic information, part 2 (SR.26.01.04.02)

Rows

  • R0400Spread risk
  • R0410bonds and loans
  • R0420credit derivatives
  • R0450Securitisation positions

Columns

  • C0060Net solvency capital requirement
  • C0080Gross solvency capital requirement

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 warning.

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: SR.26.01.04.02, r: R0400, z: Z0001} = max(0, sum({t: SR.26.01.04.02, r: R0410; R0420; R0450, z: Z0001}))

Every Solvency II rule on SR.26.01

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.