The rule in plain words
For RFF a fund number must be reported in Solvency Capital Requirement - Health underwriting risk (SR.26.04)
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.26.04 as reported.
The cells it reads
Solvency capital requirement - health underwriting risk: health catastrophe risk - basic information (SR.26.04.01.07)
Rows
- R1500Mass accident risk
- R1510Accident concentration risk
- R1520Pandemic risk
- R1530Diversification within health catastrophe risk
- R1540Total health catastrophe risk
Columns
- C0250Net solvency capital requirement
- C0260Gross solvency capital requirement
Solvency capital requirement - non-life and health catastrophe risk: non-life and health catastrophe risk - summary (SR.27.01.01.01)
Rows
- R0300Health catastrophe risk
- R0310Mass accident
- R0320Accident concentration
- R0330Pandemic
- R0340Diversification between sub-modules
Column
- C0030SCR after risk mitigation
Solvency capital requirement - non-life and health catastrophe risk: health catastrophe risk - mass accident (SR.27.01.01.20)
Row
- R3630Total Mass accident all countries after diversification
Column
- C1300Catastrophe Risk Charge after risk mitigation
Solvency capital requirement - non-life and health catastrophe risk: health catastrophe risk - pandemic. total (SR.27.01.01.25)
Row
- R4420Total Pandemic all countries
Column
- C1540Catastrophe Risk Charge after risk mitigation
Solvency capital requirement - non-life and health catastrophe risk: health catastrophe risk - concentration accident. total (SR.27.01.01.26)
Row
- R4040Total Concentration accident all countries after diversification
Column
- C1400Catastrophe Risk Charge after risk mitigation
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.26.04 - Solvency Capital Requirement - Health underwriting risk.
Show the formulaShowHide
EIOPA's formula. Cells are written as {t: table, r: row, c: column}.
not(isNull(dim({t: SR.26.04.01.07, r: R1500; R1510; R1520; R1530; R1540, c: C0250; C0260, z: Z0001, filter: [s2c_dim:PO] = [s2c_PU:x40]},[s2c_dim:NF])))Other rules on Solvency capital requirement - health underwriting risk (SR.26.04)
- For RFF a fund number must be reported in Solvency Capital Requirement - Health underwriting risk (BV603-1)Blocking
- For RFF a fund number must be reported in Solvency Capital Requirement - Health underwriting risk (BV603-2)Blocking
- For RFF a fund number must be reported in Solvency Capital Requirement - Health underwriting risk (BV603-3)Blocking
- For RFF a fund number must be reported in Solvency Capital Requirement - Health underwriting risk (BV603-4)Blocking
- For RFF a fund number must be reported in Solvency Capital Requirement - Health underwriting risk (BV603-5)Blocking
- For RFF a fund number must be reported in Solvency Capital Requirement - Health underwriting risk (BV603-6)Blocking
- For RFF a fund number must be reported in Solvency Capital Requirement - Health underwriting risk (BV603-7)Blocking
- Si2529 doesn't follow imposed pattern: values (from 1 to 2) or 9 (BV1383)Blocking
Every Solvency II rule on SR.26.04
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.