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2 min readBlockingEIOPA taxonomy 2.10.0Updated 11 November 2026

Solvency capital requirement - market risk: values must agree (S.26.01, EIOPA rule BV574_1)

A blocking check on the solvency capital requirement - market risk template (S.26.01), 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

The capital charge reported in Solvency Capital Requirement - Market risk (S.26.01) must be equal to the loss in the value of assets minus liabilities (after the loss absorbing capacity of technical provisions) after the shock, 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 16 of them (BV574_1-6 to BV574_1-36), 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 S.26.01 as reported.

The cells it reads

Solvency capital requirement - market risk: market risk - basic information, part 1 (S.26.01.01.01)

Rows

  • R0210type 1 equities
  • R0250type 2 equities
  • R0291qualifying infrastructure corporate equities
  • R0292qualifying infrastructure equities other than corporate
  • R0300Property risk
  • R0430downward shock on credit derivatives
  • R0440upward shock on credit derivatives
  • R0450Securitisation positions

Columns

  • C0020Assets
  • C0030Liabilities
  • C0040Assets
  • C0050Liabilities (after the loss absorbing capacity of technical provisions)

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

Rows

  • R0210type 1 equities
  • R0250type 2 equities
  • R0291qualifying infrastructure corporate equities
  • R0292qualifying infrastructure equities other than corporate
  • R0300Property risk
  • R0430downward shock on credit derivatives
  • R0440upward shock on credit derivatives
  • R0450Securitisation positions

Column

  • C0060Net solvency capital requirement

Solvency capital requirement - market risk: market risk - basic information, part 1 (S.26.01.04.01)

Rows

  • R0210type 1 equities
  • R0250type 2 equities
  • R0291qualifying infrastructure corporate equities
  • R0292qualifying infrastructure equities other than corporate
  • R0300Property risk
  • R0430downward shock on credit derivatives
  • R0440upward shock on credit derivatives
  • R0450Securitisation positions

Columns

  • C0020Assets
  • C0030Liabilities
  • C0040Assets
  • C0050Liabilities (after the loss absorbing capacity of technical provisions)

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

Rows

  • R0210type 1 equities
  • R0250type 2 equities
  • R0291qualifying infrastructure corporate equities
  • R0292qualifying infrastructure equities other than corporate
  • R0300Property risk
  • R0430downward shock on credit derivatives
  • R0440upward shock on credit derivatives
  • R0450Securitisation positions

Column

  • C0060Net solvency capital requirement

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:

The capital charge reported in S.26.01 - Solvency Capital Requirement - Market risk must be equal to the loss in the value of assets minus liabilities (after the loss absorbing capacity of technical provisions) after the shock, with a minimum of zero.
Show the formulaShow

EIOPA's formula, for BV574_1-10. Cells are written as {t: table, r: row, c: column}.

{t: S.26.01.01.02, r: R0210, c: C0060, z: Z0001} = max(0, ({t: S.26.01.01.01, r: R0210, c: C0020, z: Z0001} - {t: S.26.01.01.01, r: R0210, c: C0030, z: Z0001}) - ({t: S.26.01.01.01, r: R0210, c: C0040, z: Z0001} - {t: S.26.01.01.01, r: R0210, c: C0050, z: Z0001}))

BV574_1-6:

{t: S.26.01.01.02, r: R0440, c: C0060, z: Z0001} = max(0, ({t: S.26.01.01.01, r: R0440, c: C0020, z: Z0001} - {t: S.26.01.01.01, r: R0440, c: C0030, z: Z0001}) - ({t: S.26.01.01.01, r: R0440, c: C0040, z: Z0001} - {t: S.26.01.01.01, r: R0440, c: C0050, z: Z0001}))

BV574_1-7:

{t: S.26.01.01.02, r: R0430, c: C0060, z: Z0001} = max(0, ({t: S.26.01.01.01, r: R0430, c: C0020, z: Z0001} - {t: S.26.01.01.01, r: R0430, c: C0030, z: Z0001}) - ({t: S.26.01.01.01, r: R0430, c: C0040, z: Z0001} - {t: S.26.01.01.01, r: R0430, c: C0050, z: Z0001}))

BV574_1-8:

{t: S.26.01.01.02, r: R0300, c: C0060, z: Z0001} = max(0, ({t: S.26.01.01.01, r: R0300, c: C0020, z: Z0001} - {t: S.26.01.01.01, r: R0300, c: C0030, z: Z0001}) - ({t: S.26.01.01.01, r: R0300, c: C0040, z: Z0001} - {t: S.26.01.01.01, r: R0300, c: C0050, z: Z0001}))

BV574_1-9:

{t: S.26.01.01.02, r: R0250, c: C0060, z: Z0001} = max(0, ({t: S.26.01.01.01, r: R0250, c: C0020, z: Z0001} - {t: S.26.01.01.01, r: R0250, c: C0030, z: Z0001}) - ({t: S.26.01.01.01, r: R0250, c: C0040, z: Z0001} - {t: S.26.01.01.01, r: R0250, c: C0050, z: Z0001}))

BV574_1-14:

{t: S.26.01.04.02, r: R0440, c: C0060, z: Z0001} = max(0, ({t: S.26.01.04.01, r: R0440, c: C0020, z: Z0001} - {t: S.26.01.04.01, r: R0440, c: C0030, z: Z0001}) - ({t: S.26.01.04.01, r: R0440, c: C0040, z: Z0001} - {t: S.26.01.04.01, r: R0440, c: C0050, z: Z0001}))

And 10 more, the same rule on other tables or returns.

Every Solvency II rule on S.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.