Line4

1 min readBlockingEIOPA taxonomy 2.10.0Updated 11 November 2026

Solvency capital requirement - simplifications: for RFF a fund number must be reported in Market risk - Spread risk (bonds and loans) (SR.26.07, EIOPA rule BV654-3)

A blocking check on the solvency capital requirement - simplifications template (SR.26.07), 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 Market risk (SR.26.07) - Spread risk (bonds and loans)

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.26.07 as reported.

The cells it reads

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.26.07 - Market risk - Spread risk (bonds and loans).
Show the formulaShow

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

not(isNull(dim({t: SR.26.07.01.03, r: R0040, c: C0100; C0110, z: Z0001, filter: [s2c_dim:PO] = [s2c_PU:x40]},[s2c_dim:NF])))

Every Solvency II rule on SR.26.07

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.