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

Own funds requirements for SDDTs (CA2 SDDT): a total must equal the sum of its parts (SC02.00.02.01, Bank of England check boe_b0011_ss)

A warning 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 each of 5 columns (listed below) of Own funds requirements for SDDTs (CA2 SDDT) (SC02.00.02.01): "Risk weighted exposure amounts for credit, counterparty credit and dilution risks and free deliveries" (row 0040) must equal the sum of "Standardised approach (SA)" (row 0050), "Risk exposure amount for contributions to the default fund of a CCP" (row 0460) and "Securitisation positions" (row 0470).

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.

What to do if your return fails it

  1. 01Open the table below and find the cells the rule reads.
  2. 02Add up the parts in your return and compare the result with the total.
  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.
  4. 04The Bank of England allows a small rounding difference, worked out from the decimals each value is reported with.
  5. 05It runs only when your filing indicators mark SC02.00.02 as reported.
  6. 06This is a warning. It does not stop the return on its own, but your supervisor may ask you to explain it.

The cells it reads

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

Rows

  • 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

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 warning.

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_b0011_ss];[scope({t: SC02.00.02.01, c:0030;0050;0070;0090;0100})];[{t: SC02.00.02.01, r: 0040} = sum({t: SC02.00.02.01, r: 0050; 0460; 0470})]
Show the formulaShow

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

{t: SC02.00.02.01, r: 0040} = sum({t: SC02.00.02.01, r: 0050; 0460; 0470})

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

scope({t: SC02.00.02.01, 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.