The rule in plain words
In Capital adequacy - capital ratios (CA3) (C03.00.01.01): "T1 Capital ratio" in column "Amount" (row 0030, column 0010) must be reported.
This is a warning. It does not stop the return on its own, but your supervisor may ask you to explain it. It runs only when your filing indicators mark C03.00.01 as reported.
The cells it reads
Capital adequacy - capital ratios (CA3) (C03.00.01.01)
Row
- R0030T1 Capital ratio
Column
- C0010Amount
Capital adequacy - capital ratios and capital levels for SDDTs (CA3 SDDT) (SC03.00.01.01)
Row
- R0030T1 Capital ratio
Column
- C0010Amount
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 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:
v6294_2_m: [C03.00.01.01 (r0030)] {c0010} != empty
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The Bank of England's formula. Cells are written as {t: table, r: row, c: column}.
not(isNull({t: C03.00.01.01, r: 0030, c: 0010}))Other rules on Capital adequacy - capital ratios (CA3) (C03.00.01.01)
- Capital adequacy - capital ratios (CA3): "CET1 Capital ratio" in column "Amount" must be reported (v6294_1_m)
- Capital adequacy - capital ratios (CA3): "Total capital ratio" in column "Amount" must be reported (v6294_3_m)
- Capital adequacy - capital ratios (CA3): "OCR and P2G: to be made up of Tier 1 capital" must not be less than "OCR: to be made up of Tier 1" (v6267_m)
- "OCR and P2G: to be made up of CET1 capital" must not be less than "OCR: to be made up of CET1 capital" (v6266_m)
- Capital adequacy - capital ratios (CA3): "OCR and Pillar 2 Guidance (P2G)" must not be less than "Overall capital requirement ratio (OCR)" (v6265_m)
- Capital adequacy - capital ratios (CA3): "TSCR: to be made up of Tier 1" in column "Amount" must not be less than 0.06 (v6262_m)
- Capital adequacy - capital ratios (CA3): "TSCR: to be made up of CET1 capital1080" in column "Amount" must not be less than 0.045 (v6261_m)
- Capital adequacy - capital ratios (CA3): "Total SREP capital requirement ratio (TSCR)" in column "Amount" must not be less than 0.08 (v6260_m)
Every PRA banking rule on C03.00.01.01
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.