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

Counterparty credit risk: rwea flow statements of CCR exposures under the IMM (CCR 11): a value must not be negative (C34.11.01.01, Bank of England check v10298_s)

A warning on the counterparty credit risk: rwea flow statements of CCR exposures under the IMM (CCR 11) template (C34.11.01.01), 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 ruleWhat to do if it fails

The rule in plain words

In Counterparty credit risk: rwea flow statements of CCR exposures under the IMM (CCR 11) (C34.11.01.01): every value in "Risk weighted exposure amount at the end of the previous reporting period" (row 0010) and "Risk weighted exposure amount at the end of the current reporting period" (row 0090) in "Quarterly flows" (column 0010) and "Annual flows" (column 0020) must be zero or more.

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. 02Look for a value below zero in these cells, such as an amount entered as a negative number.
  3. 03It runs only when your filing indicators mark C34.11.01 as reported.
  4. 04This 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

Counterparty credit risk: rwea flow statements of CCR exposures under the IMM (CCR 11) (C34.11.01.01)

Rows

  • R0010Risk weighted exposure amount at the end of the previous reporting period
  • R0090Risk weighted exposure amount at the end of the current reporting period

Columns

  • C0010Quarterly flows
  • C0020Annual flows

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 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:

v10298_s: [C34.11.01.01 (r0010;0090, c0010;0020)] {C34.11.01.01} >= 0
Show the formulaShow

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

{t: C34.11.01.01, r: 0010; 0090, c: 0010; 0020} >= 0

Every PRA banking rule on C34.11.01.01

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.