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

Credit risk: securitisations (CR SEC): every value in 43 rows in 50 columns must be zero or more (C13.01.01.01, Bank of England check v7751_s)

A warning on the credit risk: securitisations (CR SEC) template (C13.01.01.01), 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 Credit risk: securitisations (CR SEC) (C13.01.01.01): every value in 43 rows (listed below) in 50 columns (listed below) 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 C13.01.01 as reported.
  4. 04This 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

Credit risk: securitisations (CR SEC) (C13.01.01.01)

Rows

  • R0010Total exposures
  • R0020SECURITISATIONS
  • R0030Qualifying for differentiated capital treatment
  • R0040Sts exposures
  • R0050Senior position in SMEs securitisations
  • R0060Not qualifying for differentiated capital treatment
  • R0070RE-SECURITISATIONS
  • R0080Originator: total exposures
  • R0090Securitisations: on-balance sheet items
  • R0100Qualifying for differentiated capital treatment
  • R0110Of which: senior exposures
  • R0120Not qualifying for differentiated capital treatment
  • R0130Of which: senior exposures
  • R0140Securitisations: off-balance sheet items and derivatives
  • R0150Qualifying for differentiated capital treatment
  • R0160Of which: senior exposures
  • R0170Not qualifying for differentiated capital treatment
  • R0180Of which: senior exposures
  • R0190RE-SECURITISATIONS
  • R0200Investor: total exposures
  • R0210Securitisations: on-balance sheet items
  • R0220Qualifying for differentiated capital treatment
  • R0230Of which: senior exposures
  • R0240Not qualifying for differentiated capital treatment
  • R0250Of which: senior exposures
  • R0260Securitisations: off-balance sheet items and derivatives
  • R0270Qualifying for differentiated capital treatment
  • R0280Of which: senior exposures
  • R0290Not qualifying for differentiated capital treatment
  • R0300Of which: senior exposures
  • R0310RE-SECURITISATIONS
  • R0320Sponsor: total exposures
  • R0330Securitisations: on-balance sheet items
  • R0340Qualifying for differentiated capital treatment
  • R0350Of which: senior exposures
  • R0360Not qualifying for differentiated capital treatment
  • R0370Of which: senior exposures
  • R0380Securitisations: off-balance sheet items and derivatives
  • R0390Qualifying for differentiated capital treatment
  • R0400Of which: senior exposures

And 3 more.

Columns

  • C0070Exposure net of value adjustments and provisions
  • C0120Net exposure after CRM substitution effects pre conversion factors
  • C0180Exposure value
  • C0200Subject to risk weights
  • C0210SEC-IRBA
  • C0280SEC-SA
  • C0350SEC-ERBA
  • C0360CQS 1
  • C0370CQS 2
  • C0380CQS 3
  • C0390All other CQS
  • C0400CQS 1
  • C0410CQS 2
  • C0420CQS 3
  • C0430CQS 4
  • C0440CQS 5
  • C0450CQS 6
  • C0460CQS 7
  • C0470CQS 8
  • C0480CQS 9
  • C0490CQS 10
  • C0500CQS 11
  • C0510CQS 12
  • C0520CQS 13
  • C0530CQS 14
  • C0540CQS 15
  • C0550CQS 16
  • C0560CQS 17
  • C0570All other CQS
  • C0580Auto loans, auto leases and equipment leases
  • C0590SEC-ERBA OPTION
  • C0600Positions subject to art. 254(2)(a) CRR
  • C0610Positions subject to art. 254(2)(b) CRR
  • C0620Positions subject to art. 254 (4) or 258 (2) CRR
  • C0630Following the hierarchy of approaches
  • C0640Internal assessment approach
  • C0700OTHER (RW=1250%)
  • C0710Risk-weighted exposure amount
  • C0720SEC-IRBA
  • C0740SEC-SA

And 10 more.

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:

[v7751_s];[{t: C13.01.01.01, r: 0010; 0020; 0030; 0040; 0050; 0060; 0070; 0080; 0090; 0100; 0110; 0120; 0130; 0140; 0150; 0160; 0170; 0180; 0190; 0200; 0210; 0220; 0230; 0240; 0250; 0260; 0270; 0280; 0290; 0300; 0310; 0320; 0330; 0340; 0350; 0360; 0370; 0380; 0390; 0400; 0410; 0420; 0430, c: 0070; 0120; 0180; 0200; 0210; 0280; 0350; 0360; 0370; 0380; 0390; 0400; 0410; 0420; 0430; 0440; 0450; 0460; 0470; 0480; 0490; 0500; 0510; 0520; 0530; 0540; 0550; 0560; 0570; 0580; 0590; 0600; 0610; 0620; 0630; 0640; 0700; 0710; 0720; 0740; 0760; 0770; 0780; 0790; 0800; 0810; 0820; 0830; 0850; 0920} >= 0]
Show the formulaShow

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

{t: C13.01.01.01, r: 0010; 0020; 0030; 0040; 0050; 0060; 0070; 0080; 0090; 0100; 0110; 0120; 0130; 0140; 0150; 0160; 0170; 0180; 0190; 0200; 0210; 0220; 0230; 0240; 0250; 0260; 0270; 0280; 0290; 0300; 0310; 0320; 0330; 0340; 0350; 0360; 0370; 0380; 0390; 0400; 0410; 0420; 0430, c: 0070; 0120; 0180; 0200; 0210; 0280; 0350; 0360; 0370; 0380; 0390; 0400; 0410; 0420; 0430; 0440; 0450; 0460; 0470; 0480; 0490; 0500; 0510; 0520; 0530; 0540; 0550; 0560; 0570; 0580; 0590; 0600; 0610; 0620; 0630; 0640; 0700; 0710; 0720; 0740; 0760; 0770; 0780; 0790; 0800; 0810; 0820; 0830; 0850; 0920} >= 0

Every PRA banking rule on C13.01.01.01

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.