The rule in plain words
Check that reported values are positive numbers or zero
In Geographical breakdown of exposures by residence of the obligor: SA exposures (OF CR GB 1) (OF09.01.01.01): every value in the cells it covers must be zero or more.
What to do if your return fails it
- 01Open the tables below and find the cells the rule reads.
- 02Look for a value below zero in these cells, such as an amount entered as a negative number.
- 03It runs only when your filing indicators mark OF09.01.01 as reported.
- 04This is a blocking check. A return that fails it is normally rejected, so fix it before you submit.
The cells it reads
Geographical breakdown of exposures by residence of the obligor: SA exposures (OF CR GB 1) (OF09.01.01.01)
Rows
- R0010Central governments or central banks
- R0020Regional governments or local authorities
- R0030Public sector entities
- R0040Multilateral Development Banks
- R0050International Organisations
- R0060Institutions
- R0070Corporates
- R0071of which: specialised lending - object finance exposures
- R0072of which: specialised lending - commodities finance exposures
- R0073of which: specialised lending - project finance exposures
- R0075Of which: SME
- R0080Retail
- R0085Of which: SME
- R0090Real estate exposures
- R0091of which: Regulatory residential real estate
- R0092of which: Regulatory commercial real estate
- R0093of which: Other real estate
- R0094of which: Land acquisition, development and construction
- R0095of which: SME
- R0110Exposures associated with particularly high risk
- R0120Eligible covered bonds
- R0140Collective investments undertakings (CIU)
- R0141Look-through approach
- R0142Mandate-based approach
- R0143Fall-back approach
- R0150Subordinated debt, equity and other own funds instruments
- R0160Other items
- R0170Total exposures
Columns
- C0010Original exposure pre conversion factors
- C0020Defaulted exposures
- C0040Observed new defaults for the period
- C0050General credit risk adjustments
- C0055Specific credit risk adjustments
- C0060Write offs
- C0061Additional value adjustments and other own funds reductions
- C0070Credit risk adjustments/write-offs for observed new defaults
- C0075Exposure value
- C0090Risk-weighted exposure amount
Geographical breakdown of exposures by residence of the obligor (SA EXPOSURES) (CR GB 1) (SC09.01.01.01)
Rows
- R0010Central governments or central banks
- R0020Regional governments or local authorities
- R0030Public sector entities
- R0040Multilateral Development Banks
- R0050International Organisations
- R0060Institutions
- R0070Corporates
- R0071of which: specialised lending - object finance exposures
- R0072of which: specialised lending - commodities finance exposures
- R0073of which: specialised lending - project finance exposures
- R0075Of which: SME
- R0080Retail
- R0085Of which: SME
- R0090Real estate exposures
- R0091of which: Regulatory residential real estate
- R0092of which: Regulatory commercial real estate
- R0093of which: Other real estate
- R0094of which: Land acquisition, development and construction
- R0095of which: SME
- R0110Exposures associated with particularly high risk
- R0120Eligible covered bonds
- R0140Collective investments undertakings (CIU)
- R0141Look-through approach
- R0142Mandate-based approach
- R0143Fall-back approach
- R0150Subordinated debt, equity and other own funds instruments
- R0160Other items
- R0170Total exposures
Columns
- C0010Original exposure pre conversion factors
- C0020Defaulted exposures
- C0040Observed new defaults for the period
- C0050General credit risk adjustments
- C0055Specific credit risk adjustments
- C0060Write offs
- C0061Additional value adjustments and other own funds reductions
- C0070Credit risk adjustments/write-offs for observed new defaults
- C0075Exposure value
- C0090Risk-weighted exposure amount
Which returns it applies to
Line4 Check runs it on the own funds (PRA001) and own funds for SDDTs (PRA116) returns on Bank of England banking taxonomy 4.1.1. The Bank of England applies it to own funds for SDDTs (PRA116) and 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 formulaShowHide
The Bank of England's formula. Cells are written as {t: table, r: row, c: column}.
{t: OF09.01.01.01} >= 0Where it applies, in the Bank's words (its scope):
scope({t: OF09.01.01.01, r:0010;0020;0030;0040;0050;0060;0070;0071;0072;0073;0075;0080;0085;0090;0091;0092;0093;0094;0095;0110;0120;0140;0141;0142;0143;0150;0160;0170,c:0010;0020;0040;0050;0055;0060;0061;0070;0075;0090, f: banking, fv: banking_reporting})Other rules on Geographical breakdown of exposures by residence of the obligor: SA exposures (OF CR GB 1) (OF09.01.01.01)
- Total exposures row 0170 should be the sum of all aggregate exposure class rows (boe_b0729)Blocking
- Total exposures row 0170 should be the sum of all aggregate exposure class rows (boe_b0730)Blocking
- Total Collective investment undertakings (CIUs) should be the sum of Look-through, Mandate-based and Fall-back approach (boe_b0731)
- R0094 should be less than or equal to r0090 as it's an 'of which' row (boe_b0611)Blocking
- R0093 should be less than or equal to r0090 as it's an 'of which' row (boe_b0610)Blocking
- R0092 should be less than or equal to r0090 as it's an 'of which' row (boe_b0609)Blocking
- R0091 should be less than or equal to r0090 as it's an 'of which' row (boe_b0608)Blocking
- R0085 should be less than or equal to r0080 as it's an 'of which' row (boe_b0607)Blocking
Every PRA banking rule on OF09.01.01.01
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.