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

Group solvency: information on affiliates of SDDTs (GS SDDT): every value in 28 columns must be zero or more (SC06.02.01.01, Bank of England check boe_b0081_ss)

A warning on the group solvency: information on affiliates of SDDTs (GS SDDT) template (SC06.02.01.01), 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

In Group solvency: information on affiliates of SDDTs (GS SDDT) (SC06.02.01.01): every value in 28 columns (listed below) 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 SC06.02.01 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

Group solvency: information on affiliates of SDDTs (GS SDDT) (SC06.02.01.01)

Columns

  • C0060Share of holding (%)
  • C0070Total risk exposure amount
  • C0080Credit; counterparty credit; dilution risks, free deliveries and settlement/delivery risk
  • C0090Position, fx and commodities risks
  • C0100Operational risk
  • C0110Other risk exposure amounts
  • C0120Own funds
  • C0130Of which: qualifying own funds
  • C0140Related own funds instruments, related retained earnings and share premium accounts
  • C0150Total tier 1 capital
  • C0160Of which: qualifying tier 1 capital
  • C0170Related T1 instruments, related retained earnings and share premium accounts
  • C0180Common equity tier 1 capital
  • C0190Of which: minority interests
  • C0200Related own funds instruments, related retained earnings, share premium accounts and other reserves
  • C0210Additional tier 1 capital
  • C0220Of which: qualifying additional tier 1 capital
  • C0230Tier 2 capital
  • C0240Of which: qualifying tier 2 capital
  • C0250Total risk exposure amount
  • C0260Credit; counterparty credit; dilution risks, free deliveries and settlement/delivery risk
  • C0280Operational risk
  • C0290Other risk exposure amounts
  • C0300Qualifying own funds included in consolidated own funds
  • C0310Qualifying tier 1 instruments included in consolidated tier 1 capital
  • C0320Minority interests included in consolidated common equity tier 1 capital
  • C0330Qualifying tier 1 instruments included in consolidated additional tier 1 capital
  • C0340Qualifying own funds instruments included in consolidated tier 2 capital

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 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_b0081_ss];[{t: SC06.02.01.01, c: 0060; 0070; 0080; 0090; 0100; 0110; 0120; 0130; 0140; 0150; 0160; 0170; 0180; 0190; 0200; 0210; 0220; 0230; 0240; 0250; 0260; 0280; 0290; 0300; 0310; 0320; 0330; 0340} >= 0]
Show the formulaShow

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

{t: SC06.02.01.01, c: 0060; 0070; 0080; 0090; 0100; 0110; 0120; 0130; 0140; 0150; 0160; 0170; 0180; 0190; 0200; 0210; 0220; 0230; 0240; 0250; 0260; 0280; 0290; 0300; 0310; 0320; 0330; 0340} >= 0

Every PRA banking rule on SC06.02.01.01

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.