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

Detailed information on securitisations for SDDTs (SEC Details SDDT): every value in 15 columns must be zero or more (SC14.00.01.01, Bank of England check boe_b0116_ss)

A warning on the detailed information on securitisations for SDDTs (SEC Details SDDT) template (SC14.00.01.01), 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

In Detailed information on securitisations for SDDTs (SEC Details SDDT) (SC14.00.01.01): every value in 15 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 SC14.00.01 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

Detailed information on securitisations for SDDTs (SEC Details SDDT) (SC14.00.01.01)

Columns

  • C0090% Of retention at reporting date
  • C0130Total amount of securitised exposures at origination date
  • C0140Total amount
  • C0150Institution'S share (%)
  • C0204Exposure-weighted average maturity of assets
  • C0223Own funds requirements before securitisation (%) Ksa
  • C0230AMOUNT
  • C0231Attachment point (%)
  • C0240AMOUNT
  • C0241Number of tranches
  • C0250AMOUNT
  • C0251Detachment point (%)
  • C0260SENIOR
  • C0270MEZZANINE
  • C0280First loss

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_b0116_ss];[{t: SC14.00.01.01, c: 0090; 0130; 0140; 0150; 0204; 0223; 0230; 0231; 0240; 0241; 0250; 0251; 0260; 0270; 0280} >= 0]
Show the formulaShow

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

{t: SC14.00.01.01, c: 0090; 0130; 0140; 0150; 0204; 0223; 0230; 0231; 0240; 0241; 0250; 0251; 0260; 0270; 0280} >= 0

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.