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2 min readBlockingBank of England banking taxonomy 4.1.1Updated 11 November 2026

Own funds requirements for SDDTs (CA2 SDDT): every value in the cells it covers must be zero or more (SC02.00.02.01, Bank of England check boe_b0009_ss)

A blocking check on the own funds requirements for SDDTs (CA2 SDDT) template (SC02.00.02.01), in the capital+ forecast semi annual for SDDTs and SDDT consolidation entities (PRA117) return.

Line4 Check runs it on the capital+ forecast semi annual for SDDTs and SDDT consolidation entities (PRA117) return, proven on test files, check by check: the same outcome on all eight test files of that return.

Check your file for this ruleWhat to do if it fails

The rule in plain words

In Own funds requirements for SDDTs (CA2 SDDT) (SC02.00.02.01): every value in the cells it covers must be zero or more.

What to do if your return fails it

  1. 01Open the table below and find the cells the rule reads.
  2. 02Look for a value below zero in these cells, such as an amount entered as a negative number.
  3. 03It runs only when your filing indicators mark SC02.00.02 as reported.
  4. 04This is a blocking check. A return that fails it is normally rejected, so fix it before you submit.

The cells it reads

Own funds requirements for SDDTs (CA2 SDDT) (SC02.00.02.01)

Rows

  • R0010Total risk exposure amount
  • R0040Risk weighted exposure amounts for credit, counterparty credit and dilution risks and free deliveries
  • R0050Standardised approach (SA)
  • R0460Risk exposure amount for contributions to the default fund of a CCP
  • R0470Securitisation positions
  • R0490Total risk exposure amount for settlement/delivery
  • R0590Total risk exposure amount for operational risk (OpR )
  • R0630Additional risk exposure amount due to fixed overheads
  • R0690Other risk exposure amounts
  • R0710Of which: Additional stricter prudential requirements based on Art 458
  • R0720Of which: requirements for large exposures
  • R0730Of which: due to modified risk weights for targeting asset bubbles in the residential and commercial property
  • R0740Of which: due to intra financial sector exposures
  • R0750Of which: Additional stricter prudential requirements based on Art 459
  • R0760Of which: Additional risk exposure amount due to Article 3 CRR

Columns

  • C0030Q2
  • C0050Q4
  • C0070Q6
  • C0090Q8
  • C0100Year-end following Q8

Which returns it applies to

Line4 Check runs it on the capital+ forecast semi annual for SDDTs and SDDT consolidation entities (PRA117) return on Bank of England banking taxonomy 4.1.1. The Bank of England applies it to capital+ forecast semi annual for SDDTs and SDDT consolidation entities (PRA117) returns, as a blocking check.

The Bank’s own words and formula

The plain words above spell out the Bank’s formula, with each cell named from its templates. In the Bank of England’s list of validations, word for word:

[boe_b0009_ss];[scope({t: SC02.00.02.01, r:0010;0040;0050;0460;0470;0490;0590;0630;0690;0710;0720;0730;0740;0750;0760,c:0030;0050;0070;0090;0100})];[{t: SC02.00.02.01} >= 0]
Show the formulaShow

The Bank of England's formula. Cells are written as {t: table, r: row, c: column}.

{t: SC02.00.02.01} >= 0

Where it applies, in the Bank's words (its scope):

scope({t: SC02.00.02.01, r:0010;0040;0050;0460;0470;0490;0590;0630;0690;0710;0720;0730;0740;0750;0760,c:0030;0050;0070;0090;0100, f: banking, fv: capital_plus_sddt})

Every PRA banking rule on SC02.00.02.01

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.