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

Own funds requirements (CA2): non-modelled RWEA should be the same value across templates for the relevant exposure class (OF02.00.01.01, Bank of England check boe_b0644)

A blocking check on the own funds requirements (CA2) template (OF02.00.01.01), 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

Non-modelled RWEA should be the same value across templates for the relevant exposure class

In Own funds requirements (CA2) (OF02.00.01.01): "Exposures subject to the AIRB approach" in column "Standardised approaches only (Output Floor)" (row 0310, column 0020) must equal "Total exposures" in column "Non-modelled approaches risk-weighted exposure value" (row 0010, column 0276) on sheet "Total (AIRB approach)" (sheet 0001) 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 table 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 OF08.01.01 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

  • R0310Exposures subject to the AIRB approach

Column

  • C0020Standardised approaches only (Output 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 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: 0310, c: 0020} = {t: OF08.01.01.01, r: 0010, c: 0276, z: 0001}

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.