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

Own funds requirements (CA2): specialised Lending (Object finance) should be consistent across templates (OF02.00.01.01, OF08.06.01.01, Bank of England check boe_b0633)

A blocking check on the own funds requirements (CA2) (OF02.00.01.01) and credit risk and free deliveries: IRB approach to capital requirements: specialised lending slotting approach (CR IRB 6) (OF08.06.01.01) 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

Specialised Lending (Object finance) should be consistent across templates

In Own funds requirements (CA2) (OF02.00.01.01): "Object finance exposures" in column "All approaches" (row 0413, column 0010) must equal "Total" in column "Risk-weighted exposure amount" (row 0095, column 0080) (where type of specialised lending exposure is "Object finance") in Credit risk and free deliveries: IRB approach to capital requirements: specialised lending slotting approach (CR IRB 6) (OF08.06.01.01).

What to do if your return fails it

  1. 01Open the tables below and find the cells the rule reads.
  2. 02The two values must be the same. Find which of the two is right, and correct the other one.
  3. 03The Bank of England allows a small rounding difference, worked out from the decimals each value is reported with.
  4. 04It runs only when your filing indicators mark OF02.00.01 and OF08.06.01 as reported.
  5. 05This is a blocking check. A return that fails it is normally rejected, so fix it before you submit.

The cells it reads

Own funds requirements (CA2) (OF02.00.01.01)

Row

  • R0413Object finance exposures

Column

  • C0010All approaches

Credit risk and free deliveries: IRB approach to capital requirements: specialised lending slotting approach (CR IRB 6) (OF08.06.01.01)

Row

  • R0095Total

Column

  • C0080Risk-weighted exposure amount

A worked example

With simple numbers.

Illustrative values
Total, Risk-weighted exposure amount1,200
What the rule then expects

Object finance exposures, All approaches must then be 1,200.

1,200Passes
1,300Fails

A file that reports 1,200 passes. One that reports 1,300 fails, by 100.

The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.

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: OF02.00.01.01, r: 0413, c: 0010} = {t: OF08.06.01.01, r: 0095, c: 0080, filter: [eba_dim:TSL] = [eba_TA:x131]}

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.