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

"Own funds requirements" on sheet "Total" must equal the sum of 24 cells (OF21.00.01.01, Bank of England check v5849_h)

A blocking check on the market risk: standardised approach for position risk in equities (MKR SA EQU) template (OF21.00.01.01), 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 each of 9 rows (listed below) of Market risk: standardised approach for position risk in equities (MKR SA EQU) (OF21.00.01.01): "Own funds requirements" (column 0060) on sheet "Total" (sheet 0001) must equal the sum of 24 cells (listed below).

What to do if your return fails it

  1. 01Open the table below and find the cells the rule reads.
  2. 02Add up the parts in your return and compare the result with the total.
  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.
  4. 04The Bank of England allows a small rounding difference, worked out from the decimals each value is reported with.
  5. 05It runs only when your filing indicators mark OF21.00.01 as reported.
  6. 06This 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 approach for position risk in equities (MKR SA EQU) (OF21.00.01.01)

Rows

  • R0010Equities in trading book
  • R0020General risk
  • R0050Specific risk
  • R0090Additional requirements for options (non-delta risks)
  • R0100Simplified method
  • R0110Delta plus approach - additional requirements for gamma risk
  • R0120Delta plus approach - additional requirements for vega risk
  • R0125Delta plus approach - non-continuous options and warrants
  • R0130Scenario matrix approach

Column

  • C0060Own funds requirements

Sheets

  • S0001Total
  • S0004Bulgaria
  • S0006Czech Republic
  • S0007Denmark
  • S0013Hungary
  • S0021Poland
  • S0023Romania
  • S0027Sweden
  • S0028United Kingdom
  • S0029Albania
  • S0030Japan
  • S0031Macedonia
  • S0032Russian Federation
  • S0033Serbia
  • S0034Switzerland
  • S0035Turkey
  • S0036Ukraine
  • S0037USA
  • S0038Norway
  • S0039Egypt
  • S0040Iceland
  • S0041Liechtenstein
  • S0042Other
  • S0043Croatia
  • S0044Euro Area

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 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:

[v5849_h];[scope({t: OF21.00.01.01, r:0010;0020;0050;0090;0100;0110;0120;0125;0130})];[{t: OF21.00.01.01, c: 0060, z: 0001} = {t: OF21.00.01.01, c: 0060, z: 0004} + {t: OF21.00.01.01, c: 0060, z: 0006} + {t: OF21.00.01.01, c: 0060, z: 0007} + {t: OF21.00.01.01, c: 0060, z: 0013} + {t: OF21.00.01.01, c: 0060, z: 0021} + {t: OF21.00.01.01, c: 0060, z: 0023} + {t: OF21.00.01.01, c: 0060, z: 0027} + {t: OF21.00.01.01, c: 0060, z: 0028} + {t: OF21.00.01.01, c: 0060, z: 0029} + {t: OF21.00.01.01, c: 0060, z: 0030} + {t: OF21.00.01.01, c: 0060, z: 0031} + {t: OF21.00.01.01, c: 0060, z: 0032} + {t: OF21.00.01.01, c: 0060, z: 0033} + {t: OF21.00.01.01, c: 0060, z: 0034} + {t: OF21.00.01.01, c: 0060, z: 0035} + {t: OF21.00.01.01, c: 0060, z: 0036} + {t: OF21.00.01.01, c: 0060, z: 0037} + {t: OF21.00.01.01, c: 0060, z: 0038} + {t: OF21.00.01.01, c: 0060, z: 0039} + {t: OF21.00.01.01, c: 0060, z: 0040} + {t: OF21.00.01.01, c: 0060, z: 0041} + {t: OF21.00.01.01, c: 0060, z: 0042} + {t: OF21.00.01.01, c: 0060, z: 0043} + {t: OF21.00.01.01, c: 0060, z: 0044}]
Show the formulaShow

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

{t: OF21.00.01.01, c: 0060, z: 0001} = {t: OF21.00.01.01, c: 0060, z: 0004} + {t: OF21.00.01.01, c: 0060, z: 0006} + {t: OF21.00.01.01, c: 0060, z: 0007} + {t: OF21.00.01.01, c: 0060, z: 0013} + {t: OF21.00.01.01, c: 0060, z: 0021} + {t: OF21.00.01.01, c: 0060, z: 0023} + {t: OF21.00.01.01, c: 0060, z: 0027} + {t: OF21.00.01.01, c: 0060, z: 0028} + {t: OF21.00.01.01, c: 0060, z: 0029} + {t: OF21.00.01.01, c: 0060, z: 0030} + {t: OF21.00.01.01, c: 0060, z: 0031} + {t: OF21.00.01.01, c: 0060, z: 0032} + {t: OF21.00.01.01, c: 0060, z: 0033} + {t: OF21.00.01.01, c: 0060, z: 0034} + {t: OF21.00.01.01, c: 0060, z: 0035} + {t: OF21.00.01.01, c: 0060, z: 0036} + {t: OF21.00.01.01, c: 0060, z: 0037} + {t: OF21.00.01.01, c: 0060, z: 0038} + {t: OF21.00.01.01, c: 0060, z: 0039} + {t: OF21.00.01.01, c: 0060, z: 0040} + {t: OF21.00.01.01, c: 0060, z: 0041} + {t: OF21.00.01.01, c: 0060, z: 0042} + {t: OF21.00.01.01, c: 0060, z: 0043} + {t: OF21.00.01.01, c: 0060, z: 0044}

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

scope({t: OF21.00.01.01, r:0010;0020;0050;0090;0100;0110;0120;0125;0130, f: banking, fv: banking_reporting})

Every PRA banking rule on OF21.00.01.01

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.