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

Own funds requirements (CA2): "Exposures subject to AIRB" must equal the sum of 10 cells (CP02.00.04.01, Bank of England check v0211_m)

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" (0010) of Own funds requirements (CA2) (CP02.00.04.01): "Exposures subject to AIRB" (row 0310) must equal the sum of 10 cells (listed below).

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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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

  • R0310Exposures subject to AIRB
  • R0350Corporates - Specialised Lending exposures
  • R0355Corporates - Other SME
  • R0356Corporates - Other non-SME
  • R0382Retail - Secured by residential immovable property SME
  • R0383Retail - Secured by residential immovable property non-SME
  • R0384Retail - Secured by commercial immovable property SME
  • R0385Retail - Secured by commercial immovable property non-SME
  • R0390Retail - Qualifying revolving
  • R0400Retail - Other SME
  • R0410Retail - Other non-SME

Column

  • C0010Current reporting month

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:

[v0211_m];[{t: CP02.00.04.01, r: 0310, c: 0010} = {t: CP02.00.04.01, r: 0356, c: 0010} + {t: CP02.00.04.01, r: 0384, c: 0010} + {t: CP02.00.04.01, r: 0385, c: 0010} + {t: CP02.00.04.01, r: 0350, c: 0010} + {t: CP02.00.04.01, r: 0355, c: 0010} + {t: CP02.00.04.01, r: 0382, c: 0010} + {t: CP02.00.04.01, r: 0383, c: 0010} + {t: CP02.00.04.01, r: 0390, c: 0010} + {t: CP02.00.04.01, r: 0400, c: 0010} + {t: CP02.00.04.01, r: 0410, c: 0010}]
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: 0310, c: 0010} = {t: CP02.00.04.01, r: 0356, c: 0010} + {t: CP02.00.04.01, r: 0384, c: 0010} + {t: CP02.00.04.01, r: 0385, c: 0010} + {t: CP02.00.04.01, r: 0350, c: 0010} + {t: CP02.00.04.01, r: 0355, c: 0010} + {t: CP02.00.04.01, r: 0382, c: 0010} + {t: CP02.00.04.01, r: 0383, c: 0010} + {t: CP02.00.04.01, r: 0390, c: 0010} + {t: CP02.00.04.01, r: 0400, c: 0010} + {t: CP02.00.04.01, r: 0410, c: 0010}

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.