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Being replacedCapitalLast checked 11 November 2026

Own funds and capital requirements, COREP own funds (COR001a)

A regulatory return listed by the Bank of England (PRA), banks, United Kingdom.

Reports the firm's own funds (regulatory capital), its own funds requirements for credit, counterparty, market, operational and other risks, and its capital ratios. It is the main capital return required by Article 430(1)(a) of the Reporting (CRR) Part. Source

Official title: Reporting on own funds and own funds requirements (Annexes I and II)

The facts

Who files
Institutions (CRR firms: UK banks, building societies and PRA-designated investment firms) on an individual basis, and on a consolidated basis for groups (Articles 5 to 8). Source
How often
Quarterly for most templates (Article 5); semi-annually for some, such as C 14.00, C 17.01 and C 33.00 (Article 6); C 06.01 and C 06.02 semi-annually on a consolidated basis (Article 7). Source
Deadline
By close of business on 12 May, 11 August, 11 November and 11 February for quarterly data, and 11 August and 11 February for semi-annual data (Article 3). Source
Format
XBRL-XML. XBRL instance on the EBA taxonomy: the PRA says it has implemented EBA Taxonomy 3.0 for firms to use from 1 January 2022, and that later EBA taxonomies should only be used if a PRA consultation says so. Filed through the FCA's RegData system, whose entry point mapping lists it as data item COR001a. Source
How it is filed
Filing routes recorded for the PRA: BEEDS (Bank of England Electronic Data Submission portal); RegData (Financial Conduct Authority). See how firms file with the PRA.
Status
Being replacedThe BoE page gives this version an effective period of 1 January 2022 to 31 December 2026. The taxonomy v4.1.1 release note says own funds reporting (previously known as COR001a) with a reference date on or after 1 January 2027 should no longer use an EBA taxonomy: non-SDDT firms report PRA001 and SDDTs report PRA116. Source
Legal basis
Group
Capital

Templates (51)

The tables and forms inside the return. Plain name first, the PRA's code in brackets.

  • Own funds (C 01.00)
  • Own funds requirements (C 02.00)
  • Capital ratios (C 03.00)
  • Memorandum items (C 04.00)
  • Group solvency: information on affiliates - total (C 06.01)
  • Group solvency: information on affiliates (C 06.02)
  • Credit and counterparty credit risks and free deliveries: standardised approach to capital requirements (C 07.00)
  • Credit and counterparty credit risks and free deliveries: IRB approach to capital requirements (C 08.01)
  • CREDIT AND COUNTERPARTY CREDIT RISKS AND FREE DELIVERIES: IRB APPROACH TO CAPITAL REQUIREMENTS (Breakdown by obligor grades or pools) (C 08.02)
  • Credit risk and free deliveries: IRB approach to capital requirements: breakdown by PD ranges (C 08.03)
  • Credit risk and free deliveries: IRB approach to capital requirements: RWEA flow statements (C 08.04)
  • Credit risk and free deliveries: IRB approach to capital requirements: back-testing of PD (C 08.05)
  • C 08.05b (C 08.05b)
  • Credit risk and free deliveries: IRB approach to capital requirements: specialised lending slotting approach (C 08.06)
  • Credit risk and free deliveries: IRB approach to capital requirements: scope of use of IRB and SA approaches (C 08.07)
  • Table 9.1 - Geographical breakdown of exposures by residence of the obligor (SA exposures) (C 09.01)
Show all 51 templates
  • Table 9.2 - Geographical breakdown of exposures by residence of the obligor (IRB exposures) (C 09.02)
  • Table 9.4 - Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate (C 09.04)
  • Credit risk: equity - IRB approaches to capital requirements (C 10.01)
  • Credit risk: equity - IRB approaches to capital requirements. breakdown of total exposures under the pd/lgd aprroach by obligor grades: (C 10.02)
  • Settlement/delivery risk (C 11.00)
  • Credit risk: securitisations (C 13.01)
  • Detailed information on securitisations (C 14.00)
  • Detailed information on securitisations by approach (C 14.01)
  • Counterparty credit risk: size of the derivative business (C 34.01)
  • Counterparty credit risk: CCR exposures by approach (C 34.02)
  • Counterparty credit risk: CCR exposures treated with standardised approaches: SA-CCR or simplified SA-CCR (C 34.03)
  • Counterparty credit risk: CCR exposures treated with the the original exposure method (OEM) (C 34.04)
  • Counterparty credit risk: CCR exposures treated with the internal model method (IMM) (C 34.05)
  • Counterparty credit risk: top twenty counterparties (C 34.06)
  • Counterparty credit risk: IRB approach – CCR exposures by exposure class and PD scale (C 34.07)
  • Counterparty credit risk: composition of collateral for CCR exposures (C 34.08)
  • Counterparty credit risk: credit derivatives exposures (C 34.09)
  • Counterparty credit risk: exposures to CCPs (C 34.10)
  • Counterparty credit risk: RWEA flow statements of CCR exposures under the IMM (C 34.11)
  • Operational risk (C 16.00)
  • Operational risk: losses and recoveries by business lines and event types in the last year (C 17.01)
  • Operational risk: large loss events (C 17.02)
  • Market risk: standardised approach for position risks in traded debt instruments (C 18.00)
  • Market risk: standardised approach for specific risk in securitisations (C 19.00)
  • Market risk: standardised approach for specific risk in the correlation trading portfolio (C 20.00)
  • Market risk: standardised approach for position risk in equities (C 21.00)
  • Market risk: standardised approaches for foreign exchange risk (C 22.00)
  • Market risk: standardised approaches for commodities (C 23.00)
  • Market risk internal models (C 24.00)
  • Credit value adjustment risk (C 25.00)
  • Prudent valuation: fair-valued assets and liabilities (C 32.01)
  • Prudent valuation: core approach (C 32.02)
  • Prudent valuation: model risk AVA (C 32.03)
  • Prudent valuation: concentrated positions AVA (C 32.04)
  • General governments exposures by country of the counterparty (C 33.00)

Template codes as listed in Annex I of the Reporting (CRR) Part (current version); names from the Index sheet of the Annex I workbook. Source

Validation rules

The PRA publishes the checks it runs on this return. They could not be counted from the published material. They are written for people to read; software cannot run them as published. Source

How they are written: EBA validation and filing rules for the taxonomy version in use, applied by RegData.

The FCA page says RegData implements the validation and filing rules specified by the EBA, with EBA blocking rules set to ERROR (file rejected), non-blocking rules to WARNING and deactivated rules ignored. The PRA says it has implemented EBA taxonomy 3.0 from 1 January 2022 (2.10 for COR013). Reporting (CRR) Annex XV only states the criteria the rules must meet.

The rules, on fca.org.uk

How they were counted

Not counted: the PRA applies the EBA validation rules of the taxonomy version in use, and does not republish them as its own list.

Counts are in the PRA's own unit, so they are not comparable with other regulators' counts.

Public data

Published only added up across firms. The Bank publishes a quarterly Banking sector regulatory capital release (UK banking sector totals and ratios, from 2014 Q1) built from COREP forms CA1 (own funds) and CA2 (own funds requirements), using each reporter's highest consolidation basis. Source

Where it is published (Web page with charts and an Excel data table each quarter)

  • Banking sector regulatory capital

    Added up across firms · Web pages with charts and an Excel data table per quarter (for example table-2026-q2.xlsx)

    Quarterly statistical release (March, June, September and December, from 2014 Q1) of UK banking sector capital levels, risk-weighted assets and capital ratios, with breakdowns by tier of capital and risk type. Built from COREP CA1 (own funds) and CA2 (own funds requirements) on each reporter's highest consolidation basis. Latest read: 2026 Q2, published 30 September 2026. Source

Official documents (9)

The PRA's own files, with the size and SHA-256 fingerprint of each as downloaded on 11 November 2026, so anyone can tell whether a copy is the same version.

Sources

Every page and document this return's facts were read from.

Knowing exactly what is collected, in what format and under which rules is the first step to real-time supervision. Line4 builds SupTech software for financial regulators that runs checks like these as each return arrives.

Line4's text and records here are free to reuse under CC BY 4.0. Please credit: “Source: Line4 regulatory submissions library (CC BY 4.0), https://www.line4.ai”. The regulators' documents, forms, taxonomies, rules and data belong to them: see PRA's reuse terms. This describes what regulators publish. It is not legal or regulatory advice: always rely on the regulator's own text.

Last checked 11 November 2026.