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

Check that value of the stated rows is empty for all sheets other than Total exposures (s0001) and Corporates (s0008) (SC07.00.01.01, Bank of England check boe_b0078_ss)

A warning on the credit and counterparty credit risks and free deliveries: standardised approach to capital requirements for SDDTs (CR SA SDDT) template (SC07.00.01.01), in the own funds for SDDTs (PRA116) return.

Line4 Check runs it on the own funds for SDDTs (PRA116) return, proven on test files, check by check: the same outcome on all three test files of that return.

Check your file for this ruleWhat to do if it fails

The rule in plain words

Check that value of the stated rows is empty for all sheets other than Total exposures (s0001) and Corporates (s0008)

In Credit and counterparty credit risks and free deliveries: standardised approach to capital requirements for SDDTs (CR SA SDDT) (SC07.00.01.01): "of which: Exposures to corporates - Specialised lending - Object finance exposures" (row 0021), "of which: Exposures to corporates - Specialised lending - Commodities finance exposures" (row 0022) and "of which: Exposures to corporates - Specialised lending - Project finance exposures" (row 0023) in 24 columns (listed below) on 14 sheets must be left empty.

What to do if your return fails it

  1. 01Open the table below and find the cells the rule reads.
  2. 02Remove the value from this cell where the rule applies. A 0 is a value too, so leave the cell out of the return altogether.
  3. 03It runs only when your filing indicators mark SC07.00.01 as reported.
  4. 04This 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

Credit and counterparty credit risks and free deliveries: standardised approach to capital requirements for SDDTs (CR SA SDDT) (SC07.00.01.01)

Rows

  • R0021of which: Exposures to corporates - Specialised lending - Object finance exposures
  • R0022of which: Exposures to corporates - Specialised lending - Commodities finance exposures
  • R0023of which: Exposures to corporates - Specialised lending - Project finance exposures

Columns

  • C0010Original exposure pre conversion factors
  • C0030(-) Value adjustments and provisions associated with the original exposure
  • C0035(-) Adjustment to exposure value due to on-balance sheet netting
  • C0040Exposure net of value adjustments, provisions, and on-balance sheet netting
  • C0050(-) Guarantees
  • C0060(-) Credit derivatives
  • C0070(-) Financial collateral: simple method
  • C0080(-) Other funded credit protection
  • C0090(-) Total Outflows
  • C0100Total Inflows (+)
  • C0110Net exposure after CRM substitution effects pre conversion factors
  • C0120Volatility adjustment to the exposure
  • C0130(-) Financial collateral: adjusted value (Cvam)
  • C0140(-) of which: Volatility and maturity adjustments
  • C0150Fully adjusted exposure value (E*)
  • C016010%
  • C017020%
  • C017140%
  • C018050%
  • C0190100%
  • C0200Exposure value
  • C0220Risk-weighted exposure amount
  • C0230Of which: with a credit assessment by a nominated ECAI
  • C0235Of which: where a credit assessment by a nominated ECAI is not available

Sheets

  • S0002Central governments or Central banks
  • S0003Regional governments or local authorities
  • S0004Public sector entities
  • S0005Multilateral development banks
  • S0006International organisations
  • S0007Institutions
  • S0009Retail
  • S0010Real estate exposures
  • S0011Exposures in default
  • S0012Exposures associated with particularly high risk
  • S0013Eligible covered bonds
  • S0015Exposures in the form of units or shares in collective investment undertakings (‘CIUs’)
  • S0016Subordinated debt, equity and other own funds instruments
  • S0017Other items

Which returns it applies to

Line4 Check runs it on the own funds for SDDTs (PRA116) return on Bank of England banking taxonomy 4.1.1. The Bank of England applies it to own funds for SDDTs (PRA116) returns, as a warning.

The Bank’s own words and formula

The first paragraph of the plain words above is the Bank of England’s own, word for word, from its list of validations. The second spells out its formula, with each cell named from its templates.

Show the formulaShow

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

isNull({t: SC07.00.01.01, r: 0021; 0022; 0023, c: 0010; 0030; 0035; 0040; 0050; 0060; 0070; 0080; 0090; 0100; 0110; 0120; 0130; 0140; 0150; 0160; 0170; 0171; 0180; 0190; 0200; 0220; 0230; 0235, z: 0002; 0003; 0004; 0005; 0006; 0007; 0009; 0010; 0011; 0012; 0013; 0015; 0016; 0017})

Every PRA banking rule on SC07.00.01.01

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.