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

Total Risk-weighted exposure amount for the relevant exposure class should be consistent across templates (OF09.02.01.01, OF02.00.01.01, Bank of England check boe_b1057)

A blocking check on the geographical breakdown of exposures by residence of the obligor: IRB exposures (CR GB 2) (OF09.02.01.01) 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 Risk-weighted exposure amount for the relevant exposure class should be consistent across templates

In Geographical breakdown of exposures by residence of the obligor: IRB exposures (CR GB 2) (OF09.02.01.01): "Secured by residential immovable property SMEs" in column "Risk-weighted exposure amount" (row 0071, column 0110) (where country where the exposure is generated is "All countries") must equal "Total exposures" in column "Risk-weighted exposure amount" (row 0010, column 0260) on sheet "Retail - Secured by residential immovable property - SME (AIRB approach)" (sheet 0020) in Credit and counterparty credit risks and free deliveries: IRB approach to capital requirements (CR IRB 1) (OF08.01.01.01).

What to do if your return fails it

  1. 01Open the tables below and find the cells the rule reads.
  2. 02The two values must be the same. Find which of the two is right, and correct the other one.
  3. 03The Bank of England allows a small rounding difference, worked out from the decimals each value is reported with.
  4. 04It runs only when your filing indicators mark OF08.01.01 and OF09.02.01 as reported.
  5. 05This 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)

Row

  • R0382Retail - Secured by residential immovable property SME

Column

  • C0010All approaches

Geographical breakdown of exposures by residence of the obligor: IRB exposures (CR GB 2) (OF09.02.01.01)

Row

  • R0071Secured by residential immovable property SMEs

Column

  • C0110Risk-weighted exposure amount

A worked example

With simple numbers.

Illustrative values
Retail - Secured by residential immovable property SME, All approaches1,200
What the rule then expects

Secured by residential immovable property SMEs, Risk-weighted exposure amount must then be 1,200.

1,200Passes
1,300Fails

A file that reports 1,200 passes. One that reports 1,300 fails, by 100.

The numbers are illustrative, reported to the unit, so the rounding tolerance does not change the result.

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: OF09.02.01.01, r: 0071, c: 0110, filter: [eba_dim:CEG] = [eba_GA:x1]} = {t: OF08.01.01.01, r: 0010, c: 0260, z: 0020}

Every PRA banking rule on OF09.02.01.01

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.