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 - for undertakings on standard formula: basic solvency capital requirement (SR.25.01.01.01)
Row
- R0040Health underwriting risk
Columns
- C0030Net solvency capital requirement
- C0040Gross solvency capital requirement
Solvency capital requirement - for undertakings on standard formula: basic solvency capital requirement (SR.25.01.04.01)
Row
- R0040Health underwriting risk
Columns
- C0030Net solvency capital requirement
- C0040Gross solvency capital requirement
Solvency capital requirement - health underwriting risk: total health underwriting risk (SR.26.04.01.08)
Rows
- R1600Diversification within health underwriting risk module
- R1700Total health underwriting risk
Columns
- C0270Net solvency capital requirement
- C0280Gross 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:
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.26.04.01.08, r: R1600; R1700, c: C0270; C0280, z: Z0001, filter: [s2c_dim:PO] = [s2c_PU:x40]},[s2c_dim:NF])))Other rules on Solvency capital requirement - for undertakings on standard formula (SR.25.01)
- For RFF a fund number must be reported in Solvency Capital Requirement - Life underwriting risk (BV583-3)Blocking
- For RFF a fund number must be reported in Solvency Capital Requirement - Counterparty default risk (BV576-2)Blocking
- For RFF a fund number must be reported in Solvency Capital Requirement - Non-Life underwriting risk (BV634-5)Blocking
- For RFF a fund number must be reported in Solvency Capital Requirement - Market risk (BV563-3)Blocking
- For RFF a fund number must be reported in Solvency Capital Requirement - Operational risk (BV649)Blocking
- Solvency capital requirement - for undertakings on standard formula: a total must equal the sum of its parts (BV1052)
- Solvency capital requirement - for undertakings on standard formula: rows R0600 to R0690 are not applicable when LAC DT is not used (BV1075)
- Solvency capital requirement - for undertakings on standard formula: a conditional check (BV1077)
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.