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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 (CP02.00.05.01, Bank of England check v3686-2_s)

A blocking check on the own funds requirements (CA2) template (CP02.00.05.01), in the capital+ forecast semi annual (PRA113) return.

Line4 Check runs it on the capital+ forecast semi annual (PRA113) 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) (CP02.00.05.01): 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 CP02.00.05 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) (CP02.00.05.01)

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)
  • R0240Internal ratings based Approach(IRB)
  • R0460Risk exposure amount for contributions to the default fund of a CCP
  • R0470Securitisation positions
  • R0490Total risk exposure amount for settlement/delivery
  • R0520Total risk exposure amount for position, foreign exchange and commodities risks
  • R0530Risk exposure amount for position, foreign exchange and commodities risks under standardised approaches (SA)
  • R0575Risk exposure amount for position, foreign exchange and commodities risks under advanced standardised approaches (ASA) - for ASA desks
  • R0580Risk exposure amount for position, foreign exchange and commodities risks under internal model approach (IMA) - for IMA desks
  • R0586Total risk exposure amount for capital charge due to switching positions between trading and non-trading book
  • R0590Total risk exposure amount for operational risk (OpR )
  • R0630Additional risk exposure amount due to fixed overheads
  • R0640Total risk exposure amount for credit valuation adjustment
  • R0680Total risk exposure amount related to large exposures in the trading book
  • R0690Other risk exposure amounts
  • 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
  • R0750Of which: Additional stricter prudential requirements based on Art 459
  • R0760Of which: Additional risk exposure amount due to Article 3 CRR
  • R0800Of which: residual RWA

Columns

  • C0030Q2
  • C0050Q4
  • C0070Q6
  • C0090Q8
  • C0100Year-end following Q8

Which returns it applies to

Line4 Check runs it on the capital+ forecast semi annual (PRA113) return on Bank of England banking taxonomy 4.1.1. The Bank of England applies it to capital+ forecast semi annual (PRA113) 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:

[v3686-2_s];[scope({t: CP02.00.05.01, r:0010;0031;0032;0033;0034;0035;0036;0037;0039;0040;0050;0240;0460;0470;0490;0520;0530;0575;0580;0586;0590;0630;0640;0680;0690;0710;0720;0730;0740;0750;0760;0800,c:0030;0050;0070;0090;0100})];[{t: CP02.00.05.01} >= 0]
Show the formulaShow

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

{t: CP02.00.05.01} >= 0

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

scope({t: CP02.00.05.01, r:0010;0031;0032;0033;0034;0035;0036;0037;0039;0040;0050;0240;0460;0470;0490;0520;0530;0575;0580;0586;0590;0630;0640;0680;0690;0710;0720;0730;0740;0750;0760;0800,c:0030;0050;0070;0090;0100, f: banking, fv: capital_plus})

Every PRA banking rule on CP02.00.05.01

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.