The rule in plain words
In Part 3: Detail of the exposures to intragroup counterparties (entity breakdown) (SR801.03.01.01): every value in the cells it covers must be zero or more.
What to do if your return fails it
- 01Open the table below and find the cells the rule reads.
- 02Look for a value below zero in these cells, such as an amount entered as a negative number.
- 03It runs only when your filing indicators mark SR801.03.01 as reported.
- 04This is a blocking check. A return that fails it is normally rejected, so fix it before you submit.
The cells it reads
Part 3: Detail of the exposures to intragroup counterparties (entity breakdown) (SR801.03.01.01)
Columns
- C050Total original exposure
- C060Of which: defaulted
- C070Debt instruments
- C080Equity instruments
- C090Derivatives
- C100Loan commitments
- C110Financial guarantees
- C120Other commitments
- C130Debt instruments
- C140Equity instruments
- C150Derivatives
- C160Loan commitments
- C170Financial guarantees
- C180Other commitments
- C190Additional exposures arising from transactions where there is an exposure to underlying assets
- C220Total
- C230Of which: Non-trading book
- C240% of Tier 1 capital
- C340Total
- C350Of which: Non-trading book
- C360% of Tier 1 capital
Which returns it applies to
Line4 Check runs it on the intragroup exposures (RFB001) return on Bank of England banking taxonomy 4.1.1. The Bank of England applies it to intragroup exposures (RFB001) returns, as a blocking check.
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_v3800_s: T1: SR801.03.01.01; columns: {SR801.03.01.01, c050;060;070;080;090;100;110;120;130;140;150;160;170;180;190;220;230;240;340;350;360}; Expression: {SR801.03.01.01} >= 0
Show the formulaShowHide
The Bank of England's formula. Cells are written as {t: table, r: row, c: column}.
{t: SR801.03.01.01} >= 0Where it applies, in the Bank's words (its scope):
scope({t: SR801.03.01.01, c: 050; 060; 070; 080; 090; 100; 110; 120; 130; 140; 150; 160; 170; 180; 190; 220; 230; 240; 340; 350; 360, seq: False, f: banking, fv: structural_reform})Other rules on Part 3: Detail of the exposures to intragroup counterparties (entity breakdown) (SR801.03.01.01)
- Part 3: Detail of the exposures to intragroup counterparties (entity breakdown): every value in the cells it covers must be zero or less (boe_v2059_s)
- Part 3: Detail of the exposures to intragroup counterparties (entity breakdown): "Total" must not be less than "Of which: Non-trading book" (boe_v1684_m)Blocking
- Part 3: Detail of the exposures to intragroup counterparties (entity breakdown): "Total" must equal the sum of 10 cells (boe_v1683_m)Blocking
- Part 3: Detail of the exposures to intragroup counterparties (entity breakdown): "Total" must not be less than "Of which: Non-trading book" (boe_v1682_m)Blocking
- "Total" must not be less than the size of the sum of 9 cells (ignoring its sign) (boe_v1681_m)Blocking
- Part 3: Detail of the exposures to intragroup counterparties (entity breakdown): a total must equal the sum of its parts (boe_v1680_m)Blocking
- "Total original exposure" must not be less than "Of which: defaulted" (boe_v1679_m)Blocking
- Part 3: Detail of the exposures to intragroup counterparties (entity breakdown): a value must not be less than another (boe_v1678_m)Blocking
Every PRA banking rule on SR801.03.01.01
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.