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2 min readBlockingEIOPA taxonomy 2.10.0Updated 11 November 2026

For RFF a fund number must be reported in Solvency Capital Requirement - Market risk (SR.25.01, SR.26.01, SR.26.07, EIOPA rule BV563-3)

A blocking check on the solvency capital requirement - for undertakings on standard formula (SR.25.01), solvency capital requirement - market risk (SR.26.01) and solvency capital requirement - simplifications (SR.26.07) templates, in the annual solo (ARS), annual group (ARG) 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 rule

The rule in plain words

For RFF a fund number must be reported in Solvency Capital Requirement - Market risk (SR.26.01)

EIOPA writes it out as separate checks, one for each table or return it covers. Line4 Check runs two of them (BV563-3-1 and BV563-3-2), and a failure names the one that failed.

This is a blocking check. A return that fails it is normally rejected, so fix it before you submit. It runs only when your filing indicators mark SR.26.01 as reported.

The cells it reads

Solvency capital requirement - for undertakings on standard formula: basic solvency capital requirement (SR.25.01.01.01)

Row

  • R0010Market risk

Column

  • C0040Gross solvency capital requirement

Solvency capital requirement - market risk: market risk - basic information, part 2 (SR.26.01.01.02)

Rows

  • R0100Interest rate risk
  • R0110interest rate down shock
  • R0120interest rate up shock
  • R0200Equity risk
  • R0210type 1 equities
  • R0250type 2 equities
  • R0291qualifying infrastructure corporate equities
  • R0292qualifying infrastructure equities other than corporate
  • R0300Property risk
  • R0400Spread 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)
  • R0420credit derivatives
  • 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
  • R0500Market risk concentrations
  • R0600Currency risk
  • R0610increase in the value of the foreign currency
  • R0620decrease in the value of the foreign currency
  • R0700Diversification within market risk module
  • R0800Total market risk

Column

  • C0080Gross solvency capital requirement

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

Rows

  • R0100Interest rate risk
  • R0110interest rate down shock
  • R0120interest rate up shock
  • R0200Equity risk
  • R0210type 1 equities
  • R0250type 2 equities
  • R0291qualifying infrastructure corporate equities
  • R0292qualifying infrastructure equities other than corporate
  • R0300Property risk
  • R0400Spread 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)
  • R0420credit derivatives
  • 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
  • R0500Market risk concentrations
  • R0600Currency risk
  • R0610increase in the value of the foreign currency
  • R0620decrease in the value of the foreign currency
  • R0700Diversification within market risk module
  • R0800Total market risk

Column

  • C0080Gross solvency capital requirement

Solvency capital requirement - simplifications: market risk - interest rate risk (captives) (SR.26.07.01.03)

Row

  • R0040Currency

Columns

  • C0100Interest rate up
  • C0110Interest rate down

Which returns it applies to

Line4 Check runs it on annual solo (ARS), annual group (ARG) 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), annual ECB branch (AEB) and annual group (ARG) returns, as a blocking check.

EIOPA’s own words and formula

In EIOPA’s list of validations, word for word:

For RFF a fund number must be reported in SR.26.01 - Solvency Capital Requirement - Market risk.
Show the formulaShow

EIOPA's formula, for BV563-3-1. Cells are written as {t: table, r: row, c: column}.

not(isNull(dim({t: SR.26.01.01.02, r: R0100; R0110; R0120; R0200; R0210; R0250; R0291; R0292; R0300; R0400; R0410; R0412; R0413; R0414; R0420; R0430; R0440; R0450; R0461; R0462; R0480; R0481; R0482; R0483; R0500; R0600; R0610; R0620; R0700; R0800, c: C0080, z: Z0001, filter: [s2c_dim:PO] = [s2c_PU:x40]},[s2c_dim:NF])))

BV563-3-2:

not(isNull(dim({t: SR.26.01.04.02, r: R0100; R0110; R0120; R0200; R0210; R0250; R0291; R0292; R0300; R0400; R0410; R0412; R0413; R0414; R0420; R0430; R0440; R0450; R0461; R0462; R0480; R0481; R0482; R0483; R0500; R0600; R0610; R0620; R0700; R0800, c: C0080, z: Z0001, filter: [s2c_dim:PO] = [s2c_PU:x40]},[s2c_dim:NF])))

Every Solvency II rule on SR.25.01

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.