The rule in plain words
Aggregates provided in OF02.01 and OF02.00 should be consistent
In Own funds requirements (CA2) (OF02.00.01.01): if "Total risk exposure amount" in column "Output Floor" (row 0010, column 0030) is reported, "Total" in column "Total RWA (U-TREA)" (row 0080, column 0030) in Output floor - Total RWA (OFL) (OF02.01.01.03) must equal "Total risk exposure amount" in column "All approaches" (row 0010, column 0010).
What to do if your return fails it
- 01Open the table below and find the cells the rule reads.
- 02The check applies only when its first part holds in your return. When it does, the second part must hold too: fix the second part, or correct the first.
- 03The Bank of England allows a small rounding difference, worked out from the decimals each value is reported with.
- 04It runs only when your filing indicators mark OF02.00.01 and OF02.01.01 as reported.
- 05This 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
Own funds requirements (CA2) (OF02.00.01.01)
Row
- R0010Total risk exposure amount
Columns
- C0010All approaches
- C0030Output Floor
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 formulaShowHide
The Bank of England's formula. Cells are written as {t: table, r: row, c: column}.
if not(isNull({t: OF02.00.01.01, r: 0010, c: 0030})) then {t: OF02.01.01.03, r: 0080, c: 0030} = {t: OF02.00.01.01, r: 0010, c: 0010} else true()Other rules on Own funds requirements (CA2) (OF02.00.01.01)
- Own funds requirements (CA2): total RWEA should be the same for the relevant exposure class across the templates (boe_b0616)Blocking
- Own funds requirements (CA2): total RWEA should be the same for the relevant exposure class across the templates (boe_b0619)Blocking
- Own funds requirements (CA2): total RWEA should be the same for the relevant exposure class across the templates (boe_b0620)Blocking
- Own funds requirements (CA2): total RWEA should be the same for the relevant exposure class across the templates (boe_b0621)Blocking
- Own funds requirements (CA2): total RWEA should be the same for the relevant exposure class across the templates (boe_b0622)Blocking
- Own funds requirements (CA2): total RWEA should be the same for the relevant exposure class across the templates (boe_b0623)Blocking
- Own funds requirements (CA2): total RWEA should be the same for the relevant exposure class across the templates (boe_b0624)Blocking
- Own funds requirements (CA2): total RWEA should be the same for the relevant exposure class across the templates (boe_b0625)Blocking
Every PRA banking rule on OF02.00.01.01
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.