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

Own funds requirements (CA2): a value must not be less than another (CP02.00.04.01, Bank of England check v0216-1_m)

A warning 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 each of 10 columns (listed below) of Own funds requirements (CA2) (CP02.00.04.01): "Other risk exposure amounts" (row 0690) must not be less than the sum of "Of which: Additional stricter prudential requirements based on Art 458" (row 0710), "Of which: Additional stricter prudential requirements based on Art 459" (row 0750) and "Of which: Additional risk exposure amount due to Article 3 CRR" (row 0760).

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. 02Compare the values in your return. If the first is smaller than it may be, one of them is wrong: check both before you change either.
  3. 03The Bank of England allows a small rounding difference, worked out from the decimals each value is reported with.
  4. 04It runs only when your filing indicators mark CP02.00.04 as reported.
  5. 05This 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

Own funds requirements (CA2) (CP02.00.04.01)

Rows

  • R0690Other risk exposure amounts
  • R0710Of which: Additional stricter prudential requirements based on Art 458
  • R0750Of which: Additional stricter prudential requirements based on Art 459
  • R0760Of which: Additional risk exposure amount due to Article 3 CRR

Columns

  • C0010Current reporting month
  • C0020Q1
  • C0030Q2
  • C0040Q3
  • C0050Q4
  • C0060Q5
  • C0070Q6
  • C0080Q7
  • C0090Q8
  • C0100Year-end following Q8

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 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:

[v0216-1_m];[scope({t: CP02.00.04.01, c:0010;0020;0030;0040;0050;0060;0070;0080;0090;0100})];[{t: CP02.00.04.01, r: 0690} >= {t: CP02.00.04.01, r: 0710} + {t: CP02.00.04.01, r: 0750} + {t: CP02.00.04.01, r: 0760}]
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: 0690} >= {t: CP02.00.04.01, r: 0710} + {t: CP02.00.04.01, r: 0750} + {t: CP02.00.04.01, r: 0760}

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

scope({t: CP02.00.04.01, c:0010;0020;0030;0040;0050;0060;0070;0080;0090;0100, 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.