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

Settlement/delivery risk (CR SETT): "Total settlement risk exposure amount" must equal "Own funds requirements" multiplied by 12.5 (C11.00.01.01, Bank of England check v0499_m)

A blocking check on the settlement/delivery risk (CR SETT) template (C11.00.01.01), in the own funds (PRA001) return.

Line4 Check runs it on the own funds (PRA001) return, proven on test files, check by check: the same outcome on all three test files of that return.

Check your file for this rule

The rule in plain words

In each of "Total unsettled transactions in the Non-trading Book" (row 0010) and "Total unsettled transactions in the Trading Book" (row 0070) of Settlement/delivery risk (CR SETT) (C11.00.01.01): "Total settlement risk exposure amount" (column 0040) must equal "Own funds requirements" (column 0030) multiplied by 12.5.

This is a blocking check. A return that fails it is normally rejected, so fix it before you submit. It runs only when your filing indicators mark C11.00.01 as reported.

The cells it reads

Settlement/delivery risk (CR SETT) (C11.00.01.01)

Rows

  • R0010Total unsettled transactions in the Non-trading Book
  • R0070Total unsettled transactions in the Trading Book

Columns

  • C0030Own funds requirements
  • C0040Total settlement risk exposure amount

Which returns it applies to

Line4 Check runs it on the own funds (PRA001) return on Bank of England banking taxonomy 4.1.1. The Bank of England applies it to own funds (PRA001) 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:

v0499_m: [C11.00.01.01 (r0010;0070)] {c0040} = {c0030} * 12.5
Show the formulaShow

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

{t: C11.00.01.01, c: 0040} = {t: C11.00.01.01, c: 0030} * 12.5

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

scope({t: C11.00.01.01, r:0010;0070, f: banking, fv: banking_reporting})

Every PRA banking rule on C11.00.01.01

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.