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

Own funds requirements (CA2): every value in the cells it covers must be zero or more (CP02.00.04.01, Bank of England check v3686-1_s)

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 Own funds requirements (CA2) (CP02.00.04.01): every value in the cells it covers must be zero or more.

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 CP02.00.04 as reported.
  4. 04This 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

  • R0010Total risk exposure amount
  • R0031Total risk exposure amount - output floor (WITH MULTIPLIER AND ADJUSTMENT)
  • R0032Relevant Multiplier
  • R0033Total risk exposure amount using standardised approaches (output floor - pre-multiplier)
  • R0034Of which: credit risk (excluding counterparty credit risk)
  • R0035Of which: counterparty credit risk
  • R0036Of which: securitisation exposures in the banking book
  • R0037Of which: market risk (*calculated across whole portfolio)
  • R0039Of which: credit valuation adjustment
  • R0040Risk weighted exposure amounts for credit, counterparty credit and dilution risks and free deliveries
  • R0050Standardised approach (SA)
  • R0051Of which: Additional stricter prudential requirements based on Art. 124
  • R0070Central governments or central banks
  • R0080Regional governments or local authorities
  • R0090Public sector entities
  • R0100Multilateral Development Banks
  • R0110International Organisations
  • R0120Institutions
  • R0130Corporates
  • R0140Retail
  • R0150Real estate exposures
  • R0160Exposures in default
  • R0170Exposures associated with particular high risk
  • R0180Eligible covered bonds
  • R0200Collective investments undertakings (CIU)
  • R0210Subordinated debt, equity and other own funds instruments
  • R0211Other items
  • R0240Internal ratings based Approach(IRB)
  • R0250Exposures subject to FIRB
  • R0272Institutions
  • R0290Corporates - Specialised Lending exposures
  • R0295Corporates - Financial and Large Corporates
  • R0296Corporates - Other SME
  • R0297Corporates - Other non-SME
  • R0310Exposures subject to AIRB
  • R0350Corporates - Specialised Lending exposures
  • R0355Corporates - Other SME
  • R0356Corporates - Other non-SME
  • R0382Retail - Secured by residential immovable property SME
  • R0383Retail - Secured by residential immovable property non-SME

And 52 more.

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:

[v3686-1_s];[scope({t: CP02.00.04.01, r:0010;0031;0032;0033;0034;0035;0036;0037;0039;0040;0050;0051;0060;0070;0080;0090;0100;0110;0120;0130;0140;0150;0160;0170;0180;0200;0210;0211;0240;0250;0272;0290;0295;0296;0297;0310;0350;0355;0356;0382;0383;0384;0385;0390;0400;0410;0411;0412;0413;0414;0415;0416;0450;0460;0470;0490;0500;0510;0520;0530;0540;0550;0555;0556;0557;0560;0570;0575;0576;0577;0578;0580;0581;0582;0583;0584;0585;0586;0590;0630;0640;0651;0661;0671;0680;0690;0710;0720;0730;0740;0750;0760;0800,c:0010;0020;0030;0040;0050;0060;0070;0080;0090;0100})];[{t: CP02.00.04.01} >= 0]
Show the formulaShow

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

{t: CP02.00.04.01} >= 0

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

scope({t: CP02.00.04.01, r:0010;0031;0032;0033;0034;0035;0036;0037;0039;0040;0050;0051;0060;0070;0080;0090;0100;0110;0120;0130;0140;0150;0160;0170;0180;0200;0210;0211;0240;0250;0272;0290;0295;0296;0297;0310;0350;0355;0356;0382;0383;0384;0385;0390;0400;0410;0411;0412;0413;0414;0415;0416;0450;0460;0470;0490;0500;0510;0520;0530;0540;0550;0555;0556;0557;0560;0570;0575;0576;0577;0578;0580;0581;0582;0583;0584;0585;0586;0590;0630;0640;0651;0661;0671;0680;0690;0710;0720;0730;0740;0750;0760;0800,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.