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

Own funds requirements (CA2): a total must equal the sum of its parts (CP02.00.04.01, Bank of England check v0150_h)

A blocking check on the own funds requirements (CA2) template (CP02.00.04.01), in the capital+ actuals and forecasts (PRA112) return.

Line4 Check runs it on the capital+ actuals and forecasts (PRA112) return, proven on test files, check by check: the same outcome on all eight test files of that return.

Check your file for this ruleWhat to do if it fails

The rule in plain words

In column "Current reporting month" (column 0010) of Own funds requirements (CA2) (CP02.00.04.01): "Total risk exposure amount for settlement/delivery" (row 0490) must equal the sum of "Settlement/delivery risk in the non-Trading book" (row 0500) and "Settlement/delivery risk in the Trading book" (row 0510).

The headline gives only the template and the kind of check, because the rule is too long to say in a headline. The plain words above say all of it.

What to do if your return fails it

  1. 01Open the table below and find the cells the rule reads.
  2. 02Add up the parts in your return and compare the result with the total.
  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.
  4. 04The Bank of England allows a small rounding difference, worked out from the decimals each value is reported with.
  5. 05It runs only when your filing indicators mark CP02.00.04 as reported.
  6. 06This 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) (CP02.00.04.01)

Rows

  • R0490Total risk exposure amount for settlement/delivery
  • R0500Settlement/delivery risk in the non-Trading book
  • R0510Settlement/delivery risk in the Trading book

Column

  • C0010Current reporting month

A worked example

With simple numbers.

Illustrative values
Settlement/delivery risk in the non-Trading book1,200
Settlement/delivery risk in the Trading book800
Together2,000
What the rule then expects

Total risk exposure amount for settlement/delivery must then be 2,000.

2,000Passes
2,100Fails

A file that reports 2,000 passes. One that reports 2,100 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 capital+ actuals and forecasts (PRA112) return on Bank of England banking taxonomy 4.1.1. The Bank of England applies it to capital+ actuals and forecasts (PRA112) 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:

[v0150_h];[scope({t: CP02.00.04.01, c:0010})];[{t: CP02.00.04.01, r: 0490} = {t: CP02.00.04.01, r: 0500} + {t: CP02.00.04.01, r: 0510}]
Show the formulaShow

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

{t: CP02.00.04.01, r: 0490} = {t: CP02.00.04.01, r: 0500} + {t: CP02.00.04.01, r: 0510}

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

scope({t: CP02.00.04.01, c:0010, f: banking, fv: capital_plus})

Every PRA banking rule on CP02.00.04.01

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.