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

Slotting is only available for specialised lending exposures (OF08.01.01.01, Bank of England check boe_b1041)

A blocking check on the credit and counterparty credit risks and free deliveries: IRB approach to capital requirements (CR IRB 1) template (OF08.01.01.01), 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 rule

The rule in plain words

slotting is only available for specialised lending exposures

In Credit and counterparty credit risks and free deliveries: IRB approach to capital requirements (CR IRB 1) (OF08.01.01.01): "Specialised lending slotting approach: Total" (row 0080) in 24 columns (listed below) on 2 sheets must be reported.

This is a blocking check. A return that fails it is normally rejected, so fix it before you submit. It runs only when your filing indicators mark OF08.01.01 as reported.

The cells it reads

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

Row

  • R0080Specialised lending slotting approach: Total

Columns

  • C0020Original exposure pre-conversion factors
  • C0035(-) Adjustment to exposure value due to on-balance sheet netting
  • C0040(-) Guarantees
  • C0050(-) Credit derivatives
  • C0060(-) Other funded credit protection
  • C0070(-) Total outflows
  • 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
  • C0170Other funded credit protection
  • C0180Eligible financial collateral
  • C0251Risk-weighted exposure amount pre-adjustments
  • C0252Adjustment to risk-weighted exposure amount due to post-model adjustments
  • C0260Risk-weighted exposure amount
  • 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

Sheets

  • S0002Total (FIRB approach and slotting approach)
  • S0010Corporates - Specialised Lending (FIRB approach or slotting 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}.

not(isNull({t: OF08.01.01.01, r: 0080, c: 0020; 0035; 0040; 0050; 0060; 0070; 0090; 0101; 0102; 0103; 0104; 0110; 0125; 0140; 0170; 0180; 0251; 0252; 0260; 0280; 0281; 0282; 0290; 0300, z: 0002; 0010}))

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.