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

Total Exposures in 'Total AIRB' sheet should equal the sum of the individual exposure classes in each AIRB sheets for the columns listed (OF08.01.01.01, OF02.00.01.01, Bank of England check boe_b0748)

A blocking check on the credit and counterparty credit risks and free deliveries: IRB approach to capital requirements (CR IRB 1) (OF08.01.01.01) and own funds requirements (CA2) (OF02.00.01.01) 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

Total Exposures in 'Total AIRB' sheet should equal the sum of the individual exposure classes in each AIRB sheets for the columns listed

In each of 42 columns (listed below) of Credit and counterparty credit risks and free deliveries: IRB approach to capital requirements (CR IRB 1) (OF08.01.01.01): "Total exposures" (row 0010) on sheet "Total (AIRB approach)" (sheet 0001) must equal the sum of 10 cells (listed below).

What to do if your return fails it

  1. 01Open the tables 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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 OF08.01.01 as reported.
  6. 06This 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)

Rows

  • 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

Columns

  • C0010All approaches
  • C0020Standardised approaches only (Output Floor)

Credit and counterparty credit risks and free deliveries: IRB approach to capital requirements (CR IRB 1) (OF08.01.01.01)

Row

  • R0010Total exposures

Columns

  • C0020Original exposure pre-conversion factors
  • C0030Of which: large financial sector entities and unregulated financial sector entities
  • C0035(-) Adjustment to exposure value due to on-balance sheet netting
  • C0040(-) Guarantees
  • C0050(-) Credit derivatives
  • C0060(-) Other funded credit protection
  • C0070(-) Total outflows
  • C0080Total inflows (+)
  • C0090Exposure after CRM substitution effects pre-conversion factors
  • C0101Volatility adjustment to the exposure
  • C0102(-) Financial collateral: adjusted value (Cvam)
  • C0103(-) Of which: volatility and maturity adjustments
  • C0104Exposure after all CRM pre-conversion factors
  • C0110Exposure value
  • C0125Of which: defaulted
  • C0140Of which: large financial sector entities and unregulated financial sector entities
  • C0150Guarantees
  • C0160Credit derivatives
  • C0170Other funded credit protection
  • C0171AIRB: Cash on deposit
  • C0172Life insurance policies
  • C0173AIRB: Instruments held by a third party
  • C0180Eligible financial collateral
  • C0190Real estate
  • C0200Other physical collateral
  • C0210Receivables
  • C0250Exposure-weighted average maturity value (days)
  • C0251Risk-weighted exposure amount pre-adjustments
  • C0252Adjustment to risk-weighted exposure amount due to post-model adjustments
  • C0253Adjustment to risk-weighted exposure amount due to mortgage risk weight floor
  • C0254Unrecognised exposure adjustments
  • C0265Of which: defaulted
  • C0270Of which: large financial sector entities and unregulated financial sector entities
  • C0275Non-modelled approaches exposure value
  • C0280Expected loss amount pre post- model adjustments
  • C0281Adjustment to expected loss amount due to post- model adjustments
  • C0282Expected loss amount after post- model adjustments
  • C0290(-) Value adjustments and provisions
  • C0300Number of obligors
  • C0310Pre-credit derivatives risk-weighted exposure amount

Sheets

  • S0001Total (AIRB approach)
  • S0009Corporates - Specialised Lending (AIRB approach)
  • S0011Corporates - Other general corporates - non-SME (AIRB approach)
  • S0015Retail - Qualifying revolving (AIRB approach)
  • S0016Retail - Other SME (AIRB approach)
  • S0017Retail - Other non-SME (AIRB approach)
  • S0018Retail - Secured by commercial immovable property SME (AIRB approach)
  • S0019Retail - Secured by commercial immovable property non-SME (AIRB approach)
  • S0020Retail - Secured by residential immovable property - SME (AIRB approach)
  • S0021Retail - Secured by residential immovable property non-SME (AIRB approach)
  • S0023Corporates - Other general corporates - SME (AIRB approach)

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: OF08.01.01.01, r: 0010, z: 0001} = {t: OF08.01.01.01, r: 0010, z: 0009} + {t: OF08.01.01.01, r: 0010, z: 0023} + {t: OF08.01.01.01, r: 0010, z: 0011} + {t: OF08.01.01.01, r: 0010, z: 0020} + {t: OF08.01.01.01, r: 0010, z: 0021} + {t: OF08.01.01.01, r: 0010, z: 0018} + {t: OF08.01.01.01, r: 0010, z: 0019} + {t: OF08.01.01.01, r: 0010, z: 0015} + {t: OF08.01.01.01, r: 0010, z: 0016} + {t: OF08.01.01.01, r: 0010, z: 0017}

Where it applies, in the Bank's words (its scope):

scope({t: OF08.01.01.01, c:0020;0030;0035;0040;0050;0060;0070;0080;0090;0101;0102;0103;0104;0110;0125;0140;0150;0160;0170;0171;0172;0173;0180;0190;0200;0210;0250;0251;0252;0253;0254;0260;0265;0270;0275;0276;0280;0281;0282;0290;0300;0310, f: banking, fv: banking_reporting})

Every PRA banking rule on OF08.01.01.01

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.