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

Original exposure pre-conversion factors for Corporates (Country-Total) = total Original exposures to Corporates (pre-conversion factors) (OF09.02.01.01, OF08.01.01.01, Bank of England check boe_b0282)

A blocking check on the geographical breakdown of exposures by residence of the obligor: IRB exposures (CR GB 2) (OF09.02.01.01) and credit and counterparty credit risks and free deliveries: IRB approach to capital requirements (CR IRB 1) (OF08.01.01.01) templates, 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

ORIGINAL EXPOSURE PRE-CONVERSION FACTORS for Corporates (Country-Total) = TOTAL Original exposures to Corporates (pre-conversion factors)

In Geographical breakdown of exposures by residence of the obligor: IRB exposures (CR GB 2) (OF09.02.01.01): "Corporates" in column "Original exposure pre-conversion factors" (row 0030, column 0010) (where country where the exposure is generated is "All countries") must equal the sum of "Total exposures" in column "Original exposure pre-conversion factors" (row 0010, column 0020) on 7 sheets in Credit and counterparty credit risks and free deliveries: IRB approach to capital requirements (CR IRB 1) (OF08.01.01.01).

What to do if your return fails it

  1. 01Open the tables 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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 OF08.01.01 and OF09.02.01 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

Credit and counterparty credit risks and free deliveries: IRB approach to capital requirements (CR IRB 1) (OF08.01.01.01)

Row

  • R0010Total exposures

Column

  • C0020Original exposure pre-conversion factors

Sheets

  • S0009Corporates - Specialised Lending (AIRB approach)
  • S0010Corporates - Specialised Lending (FIRB approach or slotting approach)
  • S0011Corporates - Other general corporates - non-SME (AIRB approach)
  • S0012Corporates - Other general corporates - non-SME (FIRB approach)
  • S0022Corporates - Financial corporates and large corporates (FIRB approach)
  • S0023Corporates - Other general corporates - SME (AIRB approach)
  • S0024Corporates - Other general corporates - SME (FIRB approach)

Geographical breakdown of exposures by residence of the obligor: IRB exposures (CR GB 2) (OF09.02.01.01)

Row

  • R0030Corporates

Column

  • C0010Original exposure pre-conversion factors

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 blocking check.

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}.

{t: OF09.02.01.01, r: 0030, c: 0010, filter: [eba_dim:CEG] = [eba_GA:x1]} = sum({t: OF08.01.01.01, r: 0010, c: 0020, z: 0009; 0010; 0011; 0012; 0022; 0023; 0024})

Every PRA banking rule on OF09.02.01.01

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.