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

The cells it covers on sheet "Total" must equal the sum of the cells it covers on 23 sheets (OF18.00.01.01, Bank of England check v6269_m)

A warning on the market risk: standardised approach for position risks in traded debt instruments (MKR SA TDI) template (OF18.00.01.01), 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 Market risk: standardised approach for position risks in traded debt instruments (MKR SA TDI) (OF18.00.01.01): the cells it covers on sheet "Total" (sheet 0001) must equal the sum of the cells it covers on 23 sheets.

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  3. 03If they differ, a part is missing, a value sits in the wrong cell, or the total is out of date.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 OF18.00.01 as reported.
  6. 06This is a warning. It does not stop the return on its own, but your supervisor may ask you to explain it.

The cells it reads

Market risk: standardised approach for position risks in traded debt instruments (MKR SA TDI) (OF18.00.01.01)

Rows

  • R0020Maturity-based approach
  • R0030Zone 1
  • R00400 <= 1 month
  • R0050> 1 <= 3 months
  • R0060> 3 <= 6 months
  • R0070> 6 <= 12 months
  • R0080Zone 2
  • R0090> 1 <= 2 (1,9 for coupon of less than 3%) years
  • R0100> 2 <= 3 (> 1,9 <= 2,8 for coupon of less than 3%) years
  • R0110> 3 <= 4 (> 2,8 <= 3,6 for coupon of less than 3%) years
  • R0120Zone 3
  • R0130> 4 <= 5 (> 3,6 <= 4,3 for coupon of less than 3%) years
  • R0140> 5 <= 7 (> 4,3 <= 5,7 for coupon of less than 3%) years
  • R0150> 7 <= 10 (> 5,7 <= 7,3 for coupon of less than 3%) years
  • R0160> 10 <= 15 (> 7,3 <= 9,3 for coupon of less than 3%) years
  • R0170> 15 <= 20 (> 9,3 <= 10,6 for coupon of less than 3%) years
  • R0180> 20 (> 10,6 <= 12,0 for coupon of less than 3%) years
  • R0190> 20 (> 12,0 <= 20,0 for coupon of less than 3%) years
  • R0200> 20 (> 20 for coupon of less than 3%) years
  • R0210Duration-based approach
  • R0220Zone 1
  • R0230Zone 2
  • R0240Zone 3
  • R0251Own funds requirement for non-securitisation debt instruments
  • R0260Debt securities under the first category in Table 1
  • R0270Debt securities under the second category in Table 1
  • R0280With residual term <= 6 months
  • R0290With a residual term > 6 months and <= 24 months
  • R0300With a residual term > 24 months
  • R0310Debt securities under the third category in Table 1
  • R0320Debt securities under the fourth category in Table 1
  • R0321Rated nth-to default credit derivatives

Columns

  • C0030Long
  • C0040Short

Sheets

  • S0001Total
  • S0002Euro
  • S0003Lek
  • S0004Bulgarian Lev
  • S0005Czech Koruna
  • S0006Danish Krone
  • S0007Pound Sterling
  • S0008Forint
  • S0009Yen
  • S0012Denar
  • S0013Zloty
  • S0014Romanian Leu
  • S0015Russian Ruble
  • S0016Serbian Dinar
  • S0017Swedish Krona
  • S0018Swiss Franc
  • S0019Turkish Lira
  • S0020Hryvnia
  • S0021US Dollar
  • S0022Iceland Krona
  • S0023Norwegian Krone
  • S0024Egyptian Pound
  • S0025Other
  • S0026Croatian Kuna

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 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:

[v6269_m];[scope({t: OF18.00.01.01, r:0020;0030;0040;0050;0060;0070;0080;0090;0100;0110;0120;0130;0140;0150;0160;0170;0180;0190;0200;0210;0220;0230;0240;0251;0260;0270;0280;0290;0300;0310;0320;0321,c:0030;0040})];[{t: OF18.00.01.01, z: 0001} = sum({t: OF18.00.01.01, z: 0002; 0003; 0004; 0005; 0006; 0007; 0008; 0009; 0012; 0013; 0014; 0015; 0016; 0017; 0018; 0019; 0020; 0021; 0022; 0023; 0024; 0025; 0026})]
Show the formulaShow

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

{t: OF18.00.01.01, z: 0001} = sum({t: OF18.00.01.01, z: 0002; 0003; 0004; 0005; 0006; 0007; 0008; 0009; 0012; 0013; 0014; 0015; 0016; 0017; 0018; 0019; 0020; 0021; 0022; 0023; 0024; 0025; 0026})

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

scope({t: OF18.00.01.01, r:0020;0030;0040;0050;0060;0070;0080;0090;0100;0110;0120;0130;0140;0150;0160;0170;0180;0190;0200;0210;0220;0230;0240;0251;0260;0270;0280;0290;0300;0310;0320;0321,c:0030;0040, f: banking, fv: banking_reporting})

Every PRA banking rule on OF18.00.01.01

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.