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

Own funds requirements (CA2): values provided must be positive (OF02.00.01.01, Bank of England check boe_b0706)

A warning 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

Values provided must be positive

In Own funds requirements (CA2) (OF02.00.01.01): every value in 57 rows (listed below) in column "Standardised approaches only (Output Floor)" (column 0020) must be zero or more.

What to do if your return fails it

  1. 01Open the table below and find the cells the rule reads.
  2. 02Look for a value below zero in these cells, such as an amount entered as a negative number.
  3. 03It runs only when your filing indicators mark OF02.00.01 as reported.
  4. 04This 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)

Rows

  • R0040Risk weighted exposure amounts for credit, counterparty credit and dilution risks and free deliveries
  • R0240Internal ratings based Approach (IRB)
  • R0250Exposures subject to the FIRB approach
  • R0271Institutions
  • R0290Corporates - Specialised lending exposures
  • R0295Corporates - Financial corporates and large corporates
  • R0296Corporates - Other general corporates SME
  • R0297Corporates - Other general corporates non-SME
  • R0310Exposures subject to the AIRB approach
  • R0350Corporates - Specialised lending exposures
  • R0355Corporates - Other general corporates SME
  • R0356Corporates - Other general corporates non-SME
  • R0382Retail - Secured by residential immovable property SME
  • R0383Retail - Secured by residential immovable property non-SME
  • R0384Retail - Secured by commercial immovable property SME
  • R0385Retail - Secured by commercial immovable property non-SME
  • R0390Retail - Qualifying revolving
  • R0400Retail - Other SME
  • R0410Retail - Other non-SME
  • R0411Exposures subject to the slotting approach
  • R0412Project finance exposures
  • R0413Object finance exposures
  • R0414Commodities finance exposures
  • R0415Income Producing Real Estate (IPRE) exposures
  • R0416High Volatility Commercial Real Estate (HVCRE) exposures
  • R0450Other non credit-obligation assets
  • R0460Risk exposure amount for contributions to the default fund of a CCP
  • R0470Securitisation positions
  • R0520Total risk exposure amount for position, foreign exchange and commodities risks
  • R0580Risk exposure amount for position, foreign exchange and commodities risks under internal model approach (IMA) - for IMA desks only
  • R0640Total risk exposure amount for credit valuation adjustment
  • R0642Basic Approach (BA-CVA)
  • R0680Total risk exposure amount related to large exposures in the trading book
  • R0690Other risk exposure amounts
  • R0710Of which: Additional stricter prudential requirements based on Article 458
  • R0720Of which: requirements for large exposures
  • R0730Of which: due to modified risk weights for targeting asset bubbles in the residential and commercial property
  • R0740Of which: due to intra financial sector exposures
  • R0750Of which: Additional stricter prudential requirements based on Article 459
  • R0760Of which: Additional risk exposure amount due to Article 3 CRR

And 17 more.

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 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 formulaShow

The Bank of England's formula. Cells are written as {t: table, r: row, c: column}.

{t: OF02.00.01.01, r: 0040; 0240; 0250; 0271; 0290; 0295; 0296; 0297; 0310; 0350; 0355; 0356; 0382; 0383; 0384; 0385; 0390; 0400; 0410; 0411; 0412; 0413; 0414; 0415; 0416; 0450; 0460; 0470; 0520; 0640; 0642; 0680; 0690; 0710; 0720; 0730; 0740; 0750; 0760; 5860; 5861; 5862; 5863; 5870; 5872; 5874; 5876; 5878; 5880; 5882; 5884; 5886; 5888; 5890; 5892; 5894; 5896, c: 0020} >= 0

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.