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

Every value in the cells it covers must be more than zero, and every value in the cells it covers must be less than 1 (CL66.01.01.04, Bank of England check boe_b2006_m)

A warning on the PRA110. LCR weight. Total template (CL66.01.01.04), in the liquidity pillar II (PRA110) return.

Line4 Check runs it on the liquidity pillar II (PRA110) 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

In PRA110. LCR weight. Total (CL66.01.01.04): every value in the cells it covers must be more than zero, and every value in the cells it covers must be less than 1.

This is a warning. It does not stop the return on its own, but your supervisor may ask you to explain it. It runs only when your filing indicators mark CL66.01.01 as reported.

The cells it reads

PRA110. LCR weight. Total (CL66.01.01.04)

Rows

  • R010Liabilities resulting from securities issued (if not treated as retail deposits)
  • R020unsecured bonds due
  • R030regulated covered bonds
  • R040securitisations due
  • R050other
  • R060Liabilities resulting from secured lending and capital market driven transactions collateralised by:
  • R070Level 1 tradable assets
  • R080Level 1 excluding covered bonds
  • R090Level 1 central bank
  • R100Level 1 (CQS 1)
  • R110Level 1 (CQS2, CQS3)
  • R120Level 1 (CQS4+)
  • R130Level 1 covered bonds (CQS1)
  • R140Level 2A tradable assets
  • R150Level 2A corporate bonds (CQS1)
  • R160Level 2A covered bonds (CQS1, CQS2)
  • R170Level 2A public sector (CQS1, CQS2)
  • R180Level 2B tradable assets
  • R190Level 2B ABS (CQS1)
  • R200Level 2B covered bonds (CQS1-6)
  • R210Level 2B: corporate bonds (CQS1-3)
  • R220Level 2B shares
  • R230Level 2B public sector (CQS 3-5)
  • R240other tradable assets
  • R250other assets
  • R260Liabilities not reported in 1.2, resulting from deposits received (excluding deposits received as collateral)
  • R270Stable retail deposits (3% & 5% category)
  • R280Other retail deposits (multiple categories)
  • R290Operational deposits
  • R300Non-operational deposits from credit institutions
  • R310Non-operational deposits from other financial customers
  • R320Non-operational deposits from central banks
  • R330Non-operational deposits from non-financial corporates
  • R340Non-operational deposits from other counterparties
  • R350FX-swaps maturing
  • R360Derivatives amount payables other than those reported in 1.4
  • R370Other outflows
  • R380Total outflows
  • R390Monies due from secured lending and capital market driven transactions collateralised by:
  • R400Level 1 tradable assets

And 223 more.

Column

  • C6000LCR weight

Which returns it applies to

Line4 Check runs it on the liquidity pillar II (PRA110) return on Bank of England banking taxonomy 4.1.1. The Bank of England applies it to liquidity pillar II (PRA110) returns, as a warning.

The Bank’s own words and formula

The plain words above spell out the Bank’s formula, with each cell named from its templates. In the Bank of England’s list of validations, word for word:

[boe_b2006_m]; [CL66.01.01.04 ]; [scope({t:CL66.01.01.04,y:010;020;030;040;050;060;070;080;090;100;1000;1010;1020;1030;1040;1050;1060;1070;1080;1090;110;1100;1110;1120;1130;1140;120;1200;1210;1220;1230;1240;1270;1280;1290;130;140;150;160;170;180;190;200;210;220;230;240;250;260;270;280;290;300;310;320;330;340;350;360;370;380;390;400;410;420;430;440;450;460;470;480;490;500;510;520;530;540;550;560;570;580;590;600;6000;6010;6020;6030;6040;6050;6060;6070;6080;6090;610;6100;6110;6120;6130;6140;6150;6160;6170;6180;6190;620;6200;6210;6220;6230;6240;6250;6260;6270;6280;6290;630;6300;6310;6320;6330;6340;6350;6360;6370;6380;6390;640;6400;6410;6420;6430;6440;6450;6460;6470;6480;6490;650;6500;6510;6520;6530;6540;6550;6560;6570;6580;6590;660;6600;6610;6620;6630;6640;6650;6660;6670;6680;6690;670;6700;6710;6720;6730;6740;6750;6760;6770;6780;6790;680;6800;6810;6820;6830;6840;6850;6860;6870;6880;6890;690;6900;6910;6920;6930;6940;6950;6960;6970;6980;6990;700;7000;7010;7020;7030;7040;7050;7060;7070;7080;7090;710;7100;7110;7120;7130;7140;7150;7160;7170;7180;7190;720;7200;7210;7220;7230;7240;730;740;7440;7450;7460;7470;7480;7490;750;7500;7510;7520;7530;7540;7550;7560;7570;7580;7590;760;770;780;790;800;810;820;830;840;850;860;870;880;890;900;910;920;930;940;950;960;970;980;990,x:6000})]; [{t:CL66.01.01.04} > 0 and {t:CL66.01.01.04} < 1]
Show the formulaShow

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

{t: CL66.01.01.04} > 0 and {t: CL66.01.01.04} < 1

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

scope({t: CL66.01.01.04, r: 010; 020; 030; 040; 050; 060; 070; 080; 090; 100; 1000; 1010; 1020; 1030; 1040; 1050; 1060; 1070; 1080; 1090; 110; 1100; 1110; 1120; 1130; 1140; 120; 1200; 1210; 1220; 1230; 1240; 1270; 1280; 1290; 130; 140; 150; 160; 170; 180; 190; 200; 210; 220; 230; 240; 250; 260; 270; 280; 290; 300; 310; 320; 330; 340; 350; 360; 370; 380; 390; 400; 410; 420; 430; 440; 450; 460; 470; 480; 490; 500; 510; 520; 530; 540; 550; 560; 570; 580; 590; 600; 6000; 6010; 6020; 6030; 6040; 6050; 6060; 6070; 6080; 6090; 610; 6100; 6110; 6120; 6130; 6140; 6150; 6160; 6170; 6180; 6190; 620; 6200; 6210; 6220; 6230; 6240; 6250; 6260; 6270; 6280; 6290; 630; 6300; 6310; 6320; 6330; 6340; 6350; 6360; 6370; 6380; 6390; 640; 6400; 6410; 6420; 6430; 6440; 6450; 6460; 6470; 6480; 6490; 650; 6500; 6510; 6520; 6530; 6540; 6550; 6560; 6570; 6580; 6590; 660; 6600; 6610; 6620; 6630; 6640; 6650; 6660; 6670; 6680; 6690; 670; 6700; 6710; 6720; 6730; 6740; 6750; 6760; 6770; 6780; 6790; 680; 6800; 6810; 6820; 6830; 6840; 6850; 6860; 6870; 6880; 6890; 690; 6900; 6910; 6920; 6930; 6940; 6950; 6960; 6970; 6980; 6990; 700; 7000; 7010; 7020; 7030; 7040; 7050; 7060; 7070; 7080; 7090; 710; 7100; 7110; 7120; 7130; 7140; 7150; 7160; 7170; 7180; 7190; 720; 7200; 7210; 7220; 7230; 7240; 730; 740; 7440; 7450; 7460; 7470; 7480; 7490; 750; 7500; 7510; 7520; 7530; 7540; 7550; 7560; 7570; 7580; 7590; 760; 770; 780; 790; 800; 810; 820; 830; 840; 850; 860; 870; 880; 890; 900; 910; 920; 930; 940; 950; 960; 970; 980; 990, c: 6000, seq: False, f: banking, fv: liquidity_pillarii})

Every PRA banking rule on CL66.01.01.04

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