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

Slotting is only available for specialised lending exposures (OF08.01.01.02, Bank of England check boe_b0206_1)

A warning on the credit and counterparty credit risks and free deliveries: IRB approach to capital requirements (CR IRB 1) - Of which arising from counterparty credit risk and off balance sheet template (OF08.01.01.02), in the own funds (PRA001) return.

Line4 Check runs it on the own funds (PRA001) 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

slotting is only available for specialised lending exposures

In Credit and counterparty credit risks and free deliveries: IRB approach to capital requirements (CR IRB 1) - Of which arising from counterparty credit risk and off balance sheet (OF08.01.01.02): "Specialised lending slotting approach: total" (row 0080) in "Of which: off balance sheet items" (column 0100), "Of which: off balance sheet items" (column 0120) and "Of which: arising from counterparty credit risk" (column 0130) on 15 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 OF08.01.01 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: IRB approach to capital requirements (CR IRB 1) - Of which arising from counterparty credit risk and off balance sheet (OF08.01.01.02)

Row

  • R0080Specialised lending slotting approach: total

Columns

  • C0100Of which: off balance sheet items
  • C0120Of which: off balance sheet items
  • C0130Of which: arising from counterparty credit risk

Sheets

  • S0001Total (AIRB approach)
  • S0006Institutions (FIRB approach)
  • S0009Corporates - Specialised Lending (AIRB approach)
  • S0011Corporates - Other general corporates - non-SME (AIRB approach)
  • S0012Corporates - Other general corporates - non-SME (FIRB approach)
  • S0015Retail - Qualifying revolving (AIRB approach)
  • S0016Retail - Other SME (AIRB approach)
  • S0017Retail - Other non-SME (AIRB approach)
  • S0018Retail - Secured by commercial immovable property SME (AIRB approach)
  • S0019Retail - Secured by commercial immovable property non-SME (AIRB approach)
  • S0020Retail - Secured by residential immovable property - SME (AIRB approach)
  • S0021Retail - Secured by residential immovable property non-SME (AIRB approach)
  • S0022Corporates - Financial corporates and large corporates (FIRB approach)
  • S0023Corporates - Other general corporates - SME (AIRB approach)
  • S0024Corporates - Other general corporates - SME (FIRB approach)

Which returns it applies to

Line4 Check runs it on the own funds (PRA001) return on Bank of England banking taxonomy 4.1.1. The Bank of England applies it to own funds (PRA001) 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: OF08.01.01.02, r: 0080, c: 0100; 0120; 0130, z: 0001; 0006; 0009; 0011; 0012; 0015; 0016; 0017; 0018; 0019; 0020; 0021; 0022; 0023; 0024})

Every PRA banking rule on OF08.01.01.02

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.