Line4

2 min readBlockingBank 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 v0217-1_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 each of 10 columns (listed below) of Own funds requirements (CA2) (CP02.00.04.01): "Of which: Additional stricter prudential requirements based on Art 458" (row 0710) must not be less than the sum of "Of which: requirements for large exposures" (row 0720), "Of which: due to modified risk weights for targeting asset bubbles in the residential and commercial property" (row 0730) and "Of which: due to intra financial sector exposures" (row 0740).

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 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

  • R0710Of which: Additional stricter prudential requirements based on Art 458
  • R0720Of which: requirements for large exposures
  • R0730Of which: due to modified risk weights for targeting asset bubbles in the residential and commercial property
  • R0740Of which: due to intra financial sector exposures

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 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:

[v0217-1_m];[scope({t: CP02.00.04.01, c:0010;0020;0030;0040;0050;0060;0070;0080;0090;0100})];[{t: CP02.00.04.01, r: 0710} >= {t: CP02.00.04.01, r: 0720} + {t: CP02.00.04.01, r: 0730} + {t: CP02.00.04.01, r: 0740}]
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: 0710} >= {t: CP02.00.04.01, r: 0720} + {t: CP02.00.04.01, r: 0730} + {t: CP02.00.04.01, r: 0740}

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.