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2 min readWarningEIOPA taxonomy 2.10.0Updated 11 November 2026

Solvency capital requirement - market risk: values must agree (SR.26.01, EIOPA rule BV1789)

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 "Absolute values after shock" of "Gross solvency capital requirement" reported in SR.26.01.04.02 Solvency Capital Requirement - Market risk, Market risk - basic information, part 2 should be equal to "Initial absolute values before shock" of "Assets" less "Liabilities" less "Absolute values after shock" of "Assets" plus "Liabilities (before the loss-absorbing capacity of technical provisions)", 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.

EIOPA writes it out as separate checks, one for each table or return it covers. Line4 Check runs 20 of them (BV1789-1 to BV1789-20), and a failure names the one that failed.

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 1 (SR.26.01.04.01)

Rows

  • R0110interest rate down shock
  • R0120interest rate up shock
  • R0210type 1 equities
  • R0250type 2 equities
  • R0291qualifying infrastructure corporate equities
  • R0292qualifying infrastructure equities other than corporate
  • R0300Property risk
  • R0410bonds and loans
  • R0412loans and bonds (other than qualifying investment infrastructure and infrastructure corporate)
  • R0413loans and bonds (qualifying investment infrastructure other than infrastructure corporate)
  • R0414loans and bonds (qualifying infrastructure corporate investment)
  • R0430downward shock on credit derivatives
  • R0440upward shock on credit derivatives
  • R0450Securitisation positions
  • R0461Senior STS securitisation
  • R0462Non-senior STS securitisation
  • R0480Resecuritisations
  • R0481Other securitisation
  • R0482Transitional type 1 securitisation
  • R0483Guaranteed STS securitisation

Columns

  • C0020Assets
  • C0030Liabilities
  • C0040Assets
  • C0070Liabilities (before the loss-absorbing capacity of technical provisions)

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

Rows

  • R0110interest rate down shock
  • R0120interest rate up shock
  • R0210type 1 equities
  • R0250type 2 equities
  • R0291qualifying infrastructure corporate equities
  • R0292qualifying infrastructure equities other than corporate
  • R0300Property risk
  • R0410bonds and loans
  • R0412loans and bonds (other than qualifying investment infrastructure and infrastructure corporate)
  • R0413loans and bonds (qualifying investment infrastructure other than infrastructure corporate)
  • R0414loans and bonds (qualifying infrastructure corporate investment)
  • R0430downward shock on credit derivatives
  • R0440upward shock on credit derivatives
  • R0450Securitisation positions
  • R0461Senior STS securitisation
  • R0462Non-senior STS securitisation
  • R0480Resecuritisations
  • R0481Other securitisation
  • R0482Transitional type 1 securitisation
  • R0483Guaranteed STS securitisation

Column

  • 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, for BV1789-1. Cells are written as {t: table, r: row, c: column}.

{t: SR.26.01.04.02, r: R0110, c: C0080, z: Z0001} = max(0, {t: SR.26.01.04.01, r: R0110, c: C0020, z: Z0001} - {t: SR.26.01.04.01, r: R0110, c: C0030, z: Z0001} - {t: SR.26.01.04.01, r: R0110, c: C0040, z: Z0001} + {t: SR.26.01.04.01, r: R0110, c: C0070, z: Z0001})

BV1789-2:

{t: SR.26.01.04.02, r: R0120, c: C0080, z: Z0001} = max(0, {t: SR.26.01.04.01, r: R0120, c: C0020, z: Z0001} - {t: SR.26.01.04.01, r: R0120, c: C0030, z: Z0001} - {t: SR.26.01.04.01, r: R0120, c: C0040, z: Z0001} + {t: SR.26.01.04.01, r: R0120, c: C0070, z: Z0001})

BV1789-3:

{t: SR.26.01.04.02, r: R0210, c: C0080, z: Z0001} = max(0, {t: SR.26.01.04.01, r: R0210, c: C0020, z: Z0001} - {t: SR.26.01.04.01, r: R0210, c: C0030, z: Z0001} - {t: SR.26.01.04.01, r: R0210, c: C0040, z: Z0001} + {t: SR.26.01.04.01, r: R0210, c: C0070, z: Z0001})

BV1789-4:

{t: SR.26.01.04.02, r: R0250, c: C0080, z: Z0001} = max(0, {t: SR.26.01.04.01, r: R0250, c: C0020, z: Z0001} - {t: SR.26.01.04.01, r: R0250, c: C0030, z: Z0001} - {t: SR.26.01.04.01, r: R0250, c: C0040, z: Z0001} + {t: SR.26.01.04.01, r: R0250, c: C0070, z: Z0001})

BV1789-5:

{t: SR.26.01.04.02, r: R0291, c: C0080, z: Z0001} = max(0, {t: SR.26.01.04.01, r: R0291, c: C0020, z: Z0001} - {t: SR.26.01.04.01, r: R0291, c: C0030, z: Z0001} - {t: SR.26.01.04.01, r: R0291, c: C0040, z: Z0001} + {t: SR.26.01.04.01, r: R0291, c: C0070, z: Z0001})

BV1789-6:

{t: SR.26.01.04.02, r: R0292, c: C0080, z: Z0001} = max(0, {t: SR.26.01.04.01, r: R0292, c: C0020, z: Z0001} - {t: SR.26.01.04.01, r: R0292, c: C0030, z: Z0001} - {t: SR.26.01.04.01, r: R0292, c: C0040, z: Z0001} + {t: SR.26.01.04.01, r: R0292, c: C0070, z: Z0001})

And 14 more, the same rule on other tables or returns.

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.