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

Totals provided in OF 02.01 and OF 02.00 should be consistent (OF02.00.01.01, Bank of England check boe_b0720)

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

Totals provided in OF 02.01 and OF 02.00 should be consistent

In Own funds requirements (CA2) (OF02.00.01.01): "Total" in column "Standardised total RWA (S-TREA)" (row 0080, column 0040) in Output floor - Total RWA (OFL) (OF02.01.01.03) must equal the sum of 5 rows (listed below) in column "Standardised approaches only (Output Floor)" (column 0020) plus the sum of "Total risk exposure amount for settlement/delivery" (row 0490), "Total risk exposure amount for operational risk (OpR)" (row 0590), "Additional risk exposure amount due to fixed overheads" (row 0630) and "Total risk exposure amount for capital charge due to switching positions between trading and non-trading book" (row 5898) in column "All approaches" (column 0010).

What to do if your return fails it

  1. 01Open the table below and find the cells the rule reads.
  2. 02Add up the parts in your return and compare the result with the total.
  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.
  4. 04The Bank of England allows a small rounding difference, worked out from the decimals each value is reported with.
  5. 05It runs only when your filing indicators mark OF02.00.01 and OF02.01.01 as reported.
  6. 06This 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

  • R0010Total risk exposure amount
  • R0040Risk weighted exposure amounts for credit, counterparty credit and dilution risks and free deliveries
  • R0490Total risk exposure amount for settlement/delivery
  • R0520Total risk exposure amount for position, foreign exchange and commodities risks
  • R0590Total risk exposure amount for operational risk (OpR)
  • R0630Additional risk exposure amount due to fixed overheads
  • R0640Total risk exposure amount for credit valuation adjustment
  • R0680Total risk exposure amount related to large exposures in the trading book
  • R0690Other risk exposure amounts
  • R5898Total risk exposure amount for capital charge due to switching positions between trading and non-trading book

Columns

  • C0010All approaches
  • 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: OF02.01.01.03, r: 0080, c: 0040} = sum({t: OF02.00.01.01, r: 0040; 0520; 0640; 0680; 0690, c: 0020}) + sum({t: OF02.00.01.01, r: 0490; 0590; 0630; 5898, c: 0010})

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.