BEEDS

Business area contact: For all queries relating to data or validations, contact PRA-SRS-CRACL-DEA@bankofengland.co.uk

Further information about Banking Stress Testing

• Stress testing

Business area contact: For all queries relating to data or validations, please contact your usual PRA supervisory contact.

Further information about Branch Returns

• Banks, building societies and investment firms

Business area contact: For queries relating to BTL validation errors, plausibility checks or form definitions, please email BTL@bankofengland.co.uk. 

This form will be used to collect data on buy-to-let lending. It will take place in three phases from 2017 Q3. It should be submitted via BEEDS. 

• Form BTL definitions (phase 1, effective 2017 Q3) (pdf)
• Form BTL definitions (phase 2, effective 2018 Q1) (pdf)
• Form BTL definitions (phase 3, effective 2018 Q3) (pdf)

• Form BTL data model (phase 1, effective 2017 Q3) (pdf)
• Form BTL data model (phase 2, effective 2018 Q1) (pdf)
• Form BTL data model (phase 3, effective 2018 Q3) (pdf)

• Form BTL technical documentation (phase 1, effective 2017 Q3) (pdf)
• Form BTL technical documentation (phase 2, effective 2018 Q1) (pdf)
• Form BTL technical documentation (phase 3, effective 2018 Q3) (pdf)

• Form BTL schemas (zip)
• Form BTL FAQs (pdf)
• Form BTL testing guidance documentation (pdf)

Business area contact: For all Capital+ queries, contact Capital.Data@bankofengland.co.uk

The reporting requirements for Capital+ reporting changed in PS17/21. The latest taxonomy for the updated Policy Statement can be found on ‘Regulatory Reporting – Banking Sector’ webpage.

This is effective for reporting from 1 January 2022. 

As a reminder firms should note that we do not intend to update the Capital+ XBRL utility to reflect changes to the Capital+ reporting requirements in Taxonomy 3.4.0. Firms should ensure they have their own processes in place to prepare submissions.

Further information about Capital+

• Regulatory Reporting - Banking Sector

Business area contact: For all queries relating to data or validations, contact CCPSSTTechnicalNotifications@bankofengland.co.uk

Business area contact: For queries relating to credit union validation errors or plausibility checks, contact the Regulatory Data Group CreditUnionReporting@bankofengland.co.uk or +44 (0) 20 3461 7775.  

• Form CQ template (xlsx)
• Form CY template (xlsx)
• Notes on completing the quarterly and annual forms (pdf)

Please see the following document on the reporting clarifications from feedback on the BEEDS portal:

• Credit Union reporting - classifications (pdf)

Business area contact: For queries relating to Form MC please contact DSDMCGLtol@bankofengland.co.uk. 

• Form MC Version 202404 template (XLSX)
• Form MC definitions and guidance (pdf)
• Form MC box codes and examples (v.202404) (XLSX)

Business area contact: For all queries relating to data or validations for the Life Insurance Stress Test (LIST) 2025, contact LIST2025@bankofengland.co.uk

For all queries relating to data or validations for the Dynamic General Insurance Stress Test (DyGIST) 2025 contact DyGIST2025@bankofengland.co.uk

Further information about Insurance Stress Testing

• LIST 2025
• DyGIST 2025 

Business area contact: For all queries relating to data or validations, contact InternalisedSettleme@bankofengland.co.uk.

Further information about Internalised Settlement Reporting

• Financial market infrastructure supervision

Business area contact: For all queries relating to data or validations, contact Capital.Data@bankofengland.co.uk

Further information about Leverage Ratio

The latest taxonomy for the updated Policy Statement can be found on the Regulatory Reporting – Banking Sector page.

• Banks, building societies and investment firms
• PS21/21 - The UK leverage ratio framework(pdf)
• SS45/15 - 'The UK leverage ratio framework'

Business area contact: For all queries relating to data or validations, contact CapitalData@bankofengland.co.uk

Further information about MREL returns

The latest taxonomy for the updated Policy Statement can be found on Regulatory Reporting – Banking Sector page.

• PS11/18 | CP1/18 - Resolution planning: MREL reporting

Business area contact: For all queries relating to data or validations, please contact your usual PRA supervisory contact.

Further information about Pillar 2 and Intraday Liquidity

• Banks, building societies and investment firms

Business area contact: For queries relating to Solvency II XBRL validation or plausibility errors, contact the Regulatory Data Group: insurancedata@bankofengland.co.uk or +44 (0) 20 3461 7775. 

For all other enquiries, firms should liaise with their usual PRA supervisory contact.

• Solvency II XBRL filing manual (pdf)

Find out more information about Solvency II reporting

• Regulatory Reporting - Insurance sector

Business area contact: Any firm required to submit regulatory returns under the non-Directive firm regime should contact insurancedata@bankofengland.co.uk. 

Templates

• Non-Solvency II firm (excluding friendly societies) reporting templates (xlsx)
• Non-Solvency II firm (friendly societies) reporting templates (xlsx)
• Reporting requirements for non-Solvency II (friendly societies) firms (pdf)
• Regulatory Reporting - Insurance sector

Business area contact: For any queries relating to Form AS please contact dsdsecurities@bankofengland.co.uk. For any queries relating to Form FV please contact DSDPLteam@bankofengland.co.uk.

Form AS and FV are now part of the broader Bank of England Statistics taxonomy to support the collection of statistical data. Please refer to the Statistical Forms Taxonomy section below for additional information, along with respective documentation.

Find out more information about statistical reporting

• Statistical Reporting

ASFV documentation

V1.1.0 (with effect from Q1 2020 reporting) 

Following Statistical Notice 2020/02 all of the below documentation has been updated from v1.0.0 and is effective from Q1 2020 reporting. 

• Taxonomy release note v1.1.0 (pdf)
• XBRL taxonomy v1.1.0 (zip)
• Data point model v1.1.0 (zip)
• Taxonomy validations v1.1.0 (xlsx)
• Change log (xlsx)
• List of known issues (xlsx)

V1.0.0 (with effect from Q1 2019 reporting)

• Taxonomy release note v1.0.0 (pdf)
• XBRL taxonomy v1.0.0 (zip)
• Data point model v1.0.0 (zip)
• Taxonomy validations v1.0.0 (xlsx)
• List of known issues (xlsx)

Form AS – MFI holdings of securities collection 

V1.1.0 (with effect from Q1 2020 reporting)

Following Statistical Notice 2020/02 only the definitions and sample file have been updated from v1.0.0, both of which are effective from Q1 2020 reporting.

• Form AS definitions (effective from Q1 2020 reporting) (pdf)
• Form AS definitions (tracked changes) (pdf)
• Form AS FAQs (pdf)
• Form AS random sample file (xbrl)

V1.0.0 (with effect from Q1 2019 reporting)

• Form AS definitions (effective January 2019 reporting) (PDF)
• Form AS FAQs (pdf)
• Form AS zero file (xbrl)
• Form AS Fields (xlsx)

Form FV – Financial vehicle corporations collection

V1.1.0 (with effect from Q1 2020 reporting)

Following Statistical Notice 2020/02, due to few changes being made to Form FV in v1.1.0 of the taxonomy, only the sample file has been updated.

• Form FV definitions (pdf)
• Form FV FAQs (pdf)
• Form FV random sample file (xbrl)

V1.0.0 (with effect from Q1 2019 reporting)

• Form FV definitions (pdf)
• Form FV FAQs (pdf)
• Form FV zero file (xbrl)
• Form FV (xlsx)

Find out more information about statistical reporting

• Statistical Reporting

Business area contact: For all queries relating to data or validations, contact SMMReporting@bankofengland.co.uk

Further information about Sterling Money Markets – Annual Return

• Sterling Money Markets