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

Every value in 40 rows in "Long" and "Short" must be zero or more (OF22.00.01.01, SC22.00.01.01, Bank of England check v3787_s)

A blocking check on the market risk: standardised approaches for foreign exchange risk (MKR SA FX) (OF22.00.01.01) and information on foreign exchange risk for SDDTs (MKR SA FX SDDT) (SC22.00.01.01) templates, in the own funds (PRA001) and own funds for SDDTs (PRA116) returns.

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 ruleWhat to do if it fails

The rule in plain words

In Market risk: standardised approaches for foreign exchange risk (MKR SA FX) (OF22.00.01.01): every value in 40 rows (listed below) in "Long" (column 0040) and "Short" (column 0050) must be zero or more.

What to do if your return fails it

  1. 01Open the tables 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 OF22.00.01 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

Market risk: standardised approaches for foreign exchange risk (MKR SA FX) (OF22.00.01.01)

Rows

  • R0010Total positions
  • R0020Currencies closely correlated
  • R0025Of which: reporting currency
  • R0030All other currencies (including CIUs treated as different currencies)
  • R0040Gold
  • R0130Euro
  • R0140Lek
  • R0150Argentine Peso
  • R0160Australian Dollar
  • R0170Brazilian Real
  • R0180Bulgarian Lev
  • R0190Canadian Dollar
  • R0200Czech Koruna
  • R0210Danish Krone
  • R0220Egyptian Pound
  • R0230Pound Sterling
  • R0240Forint
  • R0250Yen
  • R0270Lithuanian Litas
  • R0280Denar
  • R0290Mexican Peso
  • R0300Zloty
  • R0310Romanian Leu
  • R0320Russian Ruble
  • R0330Serbian Dinar
  • R0340Swedish Krona
  • R0350Swiss Franc
  • R0360Turkish Lira
  • R0370Hryvnia
  • R0380US Dollar
  • R0390Iceland Krona
  • R0400Norwegian Krone
  • R0410Hong Kong Dollar
  • R0420New Taiwan Dollar
  • R0430New Zealand Dollar
  • R0440Singapore Dollar
  • R0450Won
  • R0460Yuan Renminbi
  • R0470Other
  • R0480Croatian Kuna

Columns

  • C0040Long
  • C0050Short

Information on foreign exchange risk for SDDTs (MKR SA FX SDDT) (SC22.00.01.01)

Rows

  • R0010Total positions
  • R0020Currencies closely correlated
  • R0025Of which: reporting currency
  • R0030All other currencies (including CIUs treated as different currencies)
  • R0040Gold
  • R0130Euro
  • R0140Lek
  • R0150Argentine Peso
  • R0160Australian Dollar
  • R0170Brazilian Real
  • R0180Bulgarian Lev
  • R0190Canadian Dollar
  • R0200Czech Koruna
  • R0210Danish Krone
  • R0220Egyptian Pound
  • R0230Pound Sterling
  • R0240Forint
  • R0250Yen
  • R0270Lithuanian Litas
  • R0280Denar
  • R0290Mexican Peso
  • R0300Zloty
  • R0310Romanian Leu
  • R0320Russian Ruble
  • R0330Serbian Dinar
  • R0340Swedish Krona
  • R0350Swiss Franc
  • R0360Turkish Lira
  • R0370Hryvnia
  • R0380US Dollar
  • R0390Iceland Krona
  • R0400Norwegian Krone
  • R0410Hong Kong Dollar
  • R0420New Taiwan Dollar
  • R0430New Zealand Dollar
  • R0440Singapore Dollar
  • R0450Won
  • R0460Yuan Renminbi
  • R0470Other
  • R0480Croatian Kuna

Columns

  • C0040Long
  • C0050Short

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 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:

v3787_s: [OF22.00.01.01 (r0010;0020;0025;0030;0040;0130;0140;0150;0160;0170;0180;0190;0200;0210;0220;0230;0240;0250;0270;0280;0290;0300;0310;0320;0330;0340;0350;0360;0370;0380;0390;0400;0410;0420;0430;0440;0450;0460;0470;0480, c0040;0050)] {OF22.00.01.01} >= 0
Show the formulaShow

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

{t: OF22.00.01.01, r: 0010; 0020; 0025; 0030; 0040; 0130; 0140; 0150; 0160; 0170; 0180; 0190; 0200; 0210; 0220; 0230; 0240; 0250; 0270; 0280; 0290; 0300; 0310; 0320; 0330; 0340; 0350; 0360; 0370; 0380; 0390; 0400; 0410; 0420; 0430; 0440; 0450; 0460; 0470; 0480, c: 0040; 0050} >= 0

Every PRA banking rule on OF22.00.01.01

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.