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

Group solvency: information on affiliates (GS): a check on its values (C06.02.01.01, Bank of England check v11871_m)

A warning on the group solvency: information on affiliates (GS) template (C06.02.01.01), in the own funds (PRA001) return.

Line4 Check runs it on the own funds (PRA001) and own funds for SDDTs (PRA116) returns, proven on test files, check by check: the same outcome on all six test files of those returns.

Check your file for this rule

The rule in plain words

Group solvency: information on affiliates (GS): a check on its values. The Bank's own words and formula below set it out in full.

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.

This is a warning. It does not stop the return on its own, but your supervisor may ask you to explain it. It runs only when your filing indicators mark C06.02.01 as reported.

The cells it reads

Group solvency: information on affiliates (GS) (C06.02.01.01)

Columns

  • C0011Name of Entity in Group Solvency
  • C0027National code
  • C0030Institution or equivalent (yes / no)
  • C0035Type of entity
  • C0040Scope of data: solo fully consolidated (sf), solo partially consolidated (sp)
  • C0050Country code
  • C0060Share of holding (%)
  • C0070Total risk exposure amount
  • C0080Credit; counterparty credit; dilution risks, free deliveries and settlement/delivery risk
  • C0090Position, fx and commodities risks
  • C0100Operational risk
  • C0110Other risk exposure amounts
  • C0120Own funds
  • C0130Of which: qualifying own funds
  • C0140Related own funds instruments, related retained earnings, share premium accounts and other reserves
  • C0150Total tier 1 capital
  • C0160Of which: qualifying tier 1 capital
  • C0170Related own funds instruments, related retained earnings, share premium accounts and other reserves
  • C0180Common equity tier 1 capital
  • C0190Of which: minority interests
  • C0200Related own funds instruments, related retained earnings, share premium accounts and other reserves
  • C0210Additional tier 1 capital
  • C0220Of which: qualifying additional tier 1 capital
  • C0230Tier 2 capital
  • C0240Of which: qualifying tier 2 capital
  • C0250Total risk exposure amount
  • C0260Credit; counterparty credit; dilution risks, free deliveries and settlement/delivery risk
  • C0270Position, fx and commodities risks
  • C0280Operational risk
  • C0290Other risk exposure amounts
  • C0300Qualifying own funds included in consolidated own funds
  • C0310Qualifying tier 1 instruments included in consolidated tier 1 capital
  • C0320Minority interests included in consolidated common equity tier 1 capital
  • C0330Qualifying tier 1 instruments included in consolidated additional tier 1 capital
  • C0340Qualifying own funds instruments included in consolidated tier 2 capital
  • C0350Memorandum item: goodwill (-) / (+) negative goodwill
  • C0360Consolidated own funds
  • C0370Of which: common equity tier 1
  • C0380Of which: additional tier 1
  • C0390Of which: conributions to consolidated result

And 8 more.

Which returns it applies to

Line4 Check runs it on the own funds (PRA001) and own funds for SDDTs (PRA116) returns on Bank of England banking taxonomy 4.1.1. The Bank of England applies it to own funds for SDDTs (PRA116) and 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:

[v11871_m];[({t: C06.02.01.01, c: 0011; 0030; 0040; 0050}, {All rows})] != empty
Show the formulaShow

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

(count({t: C06.02.01.01, c: 0027; 0035; 0060; 0070; 0080; 0090; 0100; 0110; 0120; 0130; 0140; 0150; 0160; 0170; 0180; 0190; 0200; 0210; 0220; 0230; 0240; 0250; 0260; 0270; 0280; 0290; 0300; 0310; 0320; 0330; 0340; 0350; 0360; 0370; 0380; 0390; 0400; 0410; 0420; 0430; 0440; 0450; 0470; 0480}) > 0) and (count({t: C06.02.01.01, c: 0011; 0030; 0040; 0050}) = 4)

The same code in the own funds for SDDTs (PRA116) return: another check

The Bank of England uses v11871_m for a different check in the own funds for SDDTs (PRA116) return. There it is a warning on group solvency: information on affiliates of SDDTs (GS SDDT) (SC06.02.01.01).

Group solvency: information on affiliates of SDDTs (GS SDDT): a check on its values. The Bank's own words and formula below set it out in full.

Group solvency: information on affiliates of SDDTs (GS SDDT) (SC06.02.01.01)

Columns

  • C0011Name
  • C0027National code
  • C0030Institution or equivalent (yes / no)
  • C0035Type of entity
  • C0040Scope of data: solo fully consolidated (sf) or solo partially consolidated (sp)
  • C0050Country code
  • C0060Share of holding (%)
  • C0070Total risk exposure amount
  • C0080Credit; counterparty credit; dilution risks, free deliveries and settlement/delivery risk
  • C0090Position, fx and commodities risks
  • C0100Operational risk
  • C0110Other risk exposure amounts
  • C0120Own funds
  • C0130Of which: qualifying own funds
  • C0140Related own funds instruments, related retained earnings and share premium accounts
  • C0150Total tier 1 capital
  • C0160Of which: qualifying tier 1 capital
  • C0170Related T1 instruments, related retained earnings and share premium accounts
  • C0180Common equity tier 1 capital
  • C0190Of which: minority interests
  • C0200Related own funds instruments, related retained earnings, share premium accounts and other reserves
  • C0210Additional tier 1 capital
  • C0220Of which: qualifying additional tier 1 capital
  • C0230Tier 2 capital
  • C0240Of which: qualifying tier 2 capital
  • C0250Total risk exposure amount
  • C0260Credit; counterparty credit; dilution risks, free deliveries and settlement/delivery risk
  • C0280Operational risk
  • C0290Other risk exposure amounts
  • C0300Qualifying own funds included in consolidated own funds
  • C0310Qualifying tier 1 instruments included in consolidated tier 1 capital
  • C0320Minority interests included in consolidated common equity tier 1 capital
  • C0330Qualifying tier 1 instruments included in consolidated additional tier 1 capital
  • C0340Qualifying own funds instruments included in consolidated tier 2 capital
  • C0350Memorandum item: goodwill (-) / (+) negative goodwill
  • C0360Consolidated own funds
  • C0370Of which: common equity tier 1
  • C0380Of which: additional tier 1
  • C0390Of which: conributions to consolidated result
  • C0400Of which: (-) goodwill / (+) negative goodwill

And 1 more.

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:

[v11871_m];[(count({t: SC06.02.01.01, c: 0027; 0035; 0060; 0070; 0080; 0090; 0100; 0110; 0120; 0130; 0140; 0150; 0160; 0170; 0180; 0190; 0200; 0210; 0220; 0230; 0240; 0250; 0260; 0280; 0290; 0300; 0310; 0320; 0330; 0340; 0350; 0360; 0370; 0380; 0390; 0400; 0405})>0) and (count({t: SC06.02.01.01, c: 0011; 0030; 0040; 0050})=4)]
Show the formulaShow

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

(count({t: SC06.02.01.01, c: 0027; 0035; 0060; 0070; 0080; 0090; 0100; 0110; 0120; 0130; 0140; 0150; 0160; 0170; 0180; 0190; 0200; 0210; 0220; 0230; 0240; 0250; 0260; 0280; 0290; 0300; 0310; 0320; 0330; 0340; 0350; 0360; 0370; 0380; 0390; 0400; 0405})>0) and (count({t: SC06.02.01.01, c: 0011; 0030; 0040; 0050})=4)

Every PRA banking rule on C06.02.01.01

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.