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In forceCapitalLast checked 11 November 2026

Supervisory benchmarking of internal models (COR009a, COR009b, COR010)

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

Firms that use their own internal approaches to set capital requirements report the results those approaches give for the exposures or positions in the benchmark portfolios, with an explanation of the methods used. It covers every internal approach except those for operational risk. Source

Official title: Supervisory Benchmarking Portfolio returns: COR009a (credit risk), COR009b (risk measures), COR010

The facts

Who files
A CRR firm permitted to use internal approaches to calculate risk weighted exposure amounts or own funds requirements, except for operational risk (Benchmarking of Internal Approaches 2.1). Source
How often
Annually (Benchmarking of Internal Approaches 2.1). Source
Deadline
Not stated in the Benchmarking of Internal Approaches Part or on the BoE page. Source
Format
XBRL-XML. Filed through RegData as COR009a (SBP credit risk), COR009b (SBP market risk) and COR010 (SBP IMV) on EBA taxonomy 3.0 entry points (RegData entry point mapping). 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
In forceThe BoE page notes firms were not required to report COR009 and COR010 for 2022 and 2023. Source
Legal basis
Group
Capital

Templates (0)

The library lists no templates for this return.

Not listed on the PRA pages read; the templates are those of the EBA supervisory benchmarking modules named in the RegData mapping. 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

No published data from this return was found. No publication of this data, firm by firm or added up, was found on the Bank of England pages read. The PRA does not publish individual firms' returns. Source

Official documents (2)

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.