The rule in plain words
In PRA110. HQLA and usable liquidity. Initial Stock. Total (CL66.01.01.06): the cells it covers must be more than zero.
What to do if your return fails it
- 01Open the table below and find the cells the rule reads.
- 02Look for a value of zero or below in these cells.
- 03It runs only when your filing indicators mark CL66.01.01 as reported.
- 04This 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
PRA110. HQLA and usable liquidity. Initial Stock. Total (CL66.01.01.06)
Row
- R7380Cash
Column
- C010Initial stock
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_b2020_s]; [CL66.01.01.06 ]; [scope({t:CL66.01.01.06,y:7380,x:010})]; [{t:CL66.01.01.06} > 0]
Show the formulaShowHide
The Bank of England's formula. Cells are written as {t: table, r: row, c: column}.
{t: CL66.01.01.06} > 0Where it applies, in the Bank's words (its scope):
scope({t: CL66.01.01.06, r: 7380, c: 010, seq: False, f: banking, fv: liquidity_pillarii})Other rules on PRA110. HQLA and usable liquidity. Initial Stock. Total (CL66.01.01.06)
Every PRA banking rule on CL66.01.01.06
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.