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

Geographical breakdown of exposures by residence of the obligor: IRB exposures (CR GB 2): a total must equal the sum of its parts (OF09.02.01.01, OF08.01.01.01, Bank of England check boe_b0291)

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 TOTAL RETAIL exposures across countries = Total ORIGINAL EXPOSURES PRE-CONVERSION FACTORS in template OF08.01 for across Retail sheets (AIRB approach)

In Geographical breakdown of exposures by residence of the obligor: IRB exposures (CR GB 2) (OF09.02.01.01): "Retail" in column "Original exposure pre-conversion factors" (row 0060, 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).

The headline gives only the template and the kind of check, because the rule is too long to say in a headline. The plain words above say all of it.

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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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

  • 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)

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

Row

  • R0060Retail

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: 0060, c: 0010, filter: [eba_dim:CEG] = [eba_GA:x1]} = sum({t: OF08.01.01.01, r: 0010, c: 0020, z: 0015; 0016; 0017; 0018; 0019; 0020; 0021})

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.