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

Own funds requirements for SDDTs (CA2 SDDT): "Total risk exposure amount" must equal the sum of 5 rows (SC02.00.02.01, Bank of England check boe_b0012_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 each of 5 columns (listed below) of Own funds requirements for SDDTs (CA2 SDDT) (SC02.00.02.01): "Total risk exposure amount" (row 0010) must equal the sum of 5 rows (listed below).

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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 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
  • 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

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_b0012_ss];[scope({t: SC02.00.02.01, c:0030;0050;0070;0090;0100})];[{t: SC02.00.02.01, r: 0010} = sum({t: SC02.00.02.01, r: 0040; 0490; 0590; 0630; 0690})]
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: 0010} = sum({t: SC02.00.02.01, r: 0040; 0490; 0590; 0630; 0690})

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.