BEEDS

Data submission

The Bank of England Electronic Data Submission (BEEDS) portal is an online application that manages formal regulatory and statistical data submissions between PRA-authorised firms and the Bank of England. The portal enables firms to complete and submit all data submissions online. Firms can also view the information held about them by the Bank of England and keep it up to date.

Please see our new BEEDS Resources page. There you will find the BEEDS User Guide as well as a host of videos and PDFs to take you through all aspects of BEEDS. You can also find information on interpreting BEEDS Portal error messages.

BEEDS resources

XBRL Taxonomy entry point mapping to Data Collections

The entry point mapping spreadsheet maps individual entry points to the corresponding Data Collection.

Entry point mapping

Updates

3 November 2025

New BEEDS Platform User interface

As communicated earlier this year, we have been working diligently to deliver a modernised BEEDS User Interface (UI) as part of our ongoing commitment to improving the BEEDS platform.

We are pleased to confirm that the new BEEDS portal UI will go live on Monday 10 November 2025.

The redesigned platform offers a more intuitive and efficient experience for users. Key enhancements include:

A simplified navigation structure, with primary menu options displayed at the top of the page and sub-options on the left-hand side.

Improved accessibility to core features, making interactions with the platform more seamless.

To support this transition, please refer to the 'BEEDS – New Portal Layout 2025' guide (PDF), available online. This resource provides clear before-and-after examples of key pages, including the Homepage, Important Information, My Details, Management, and Returns.

Additional resources, including updated user guides and video tutorials, are now available on the BEEDS resources webpage.

If you have any questions, please contact BEEDSqueries@bankofengland.co.uk.

Thank you for your continued engagement and support during this transition.

Contact

For queries relating to the BEEDS portal, please contact BEEDSQueries@bankofengland.co.uk.

If you have a question relating to reporting requirements or validations, please contact the relevant business area. All contact details can be found in the table below.

Data collections

Below you will find additional information for individual collections submitted via BEEDS, along with their respective documentation.

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.

Reporting schedules

The following document sets out the reporting schedule for Branch Returns reporting schedule 2025
- Branch Returns reporting schedule 2025 (pdf)
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.

Reporting schedules

The following documents sets out the reporting schedule for Buy to Let reporting schedule 2025.
- Buy to Let reporting schedule 2025 (pdf)
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.
Business area contact: For all Capital+ queries, contact Capital.Data@bankofengland.co.uk

Reporting schedules

The following document sets out the reporting schedule for Capital+ reporting schedule 2025.
- Capital+ reporting schedule 2025 (pdf)
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.

Reporting schedules
The following document sets out the reporting schedule for Credit Unions reporting schedule 2025.
- Credit Unions reporting schedule 2025 (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.

Reporting schedules

The following document sets out the reporting schedule for Form MC - Monthly Survey of Non-MFI Consumer Credit Lending reporting schedule 2025.
- Form MC - Monthly Survey of Non-MFI Consumer Credit Lending reporting schedule 2025 (pdf)
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.

Reporting schedules

The following document sets out the reporting schedule for Internalised Settlement (CSDR) reporting schedule 2025.
- Internalised Settlement (CSDR) reporting schedule 2025 (pdf)
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.

Reporting schedules

The following document sets out the reporting schedule for Leverage Ratio reporting schedule 2025.
- Leverage Ratio reporting schedule 2025 (pdf)
Further information about Leverage Ratio

The latest taxonomy for the updated Policy Statement can be found on the Regulatory Reporting – Banking Sector page.
Business area contact: For all queries relating to data or validations, contact CapitalData@bankofengland.co.uk.

Reporting schedules

The following document sets out the reporting schedule for MREL reporting schedule 2025.
- MREL reporting schedule 2025 (pdf)
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.
- XBRL Filing Manual (PDF)
Reporting schedules

The following document sets out the reporting schedule for PRA Solvency UK reporting schedule firms with a year end of 31 December 2025 and PRA Solvency UK reporting schedules firms with a non December year end 2025.
- PRA Solvency UK reporting schedule firms with a year end of 31 December 2025 (pdf)
- PRA Solvency UK reporting schedules firms with a non December year end 2025 (pdf)
Find out more information about Solvency UK 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 UK firm (excluding friendly societies) reporting templates (xlsx)
- Non-Solvency UK firm (friendly societies) reporting templates (xlsx)
Reporting requirements
Find out more information about Solvency UK reporting
- 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.
V1.0.0 (with effect from Q1 2019 reporting)
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.
V1.0.0 (with effect from Q1 2019 reporting)
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.
V1.0.0 (with effect from Q1 2019 reporting)
Find out more information about statistical reporting
- Statistical Reporting
Business area contact: BEEDSQueries@bankofengland.co.uk
- Bank of England Statistics XBRL filing manual v1.2 (PDF)
- BoE Statistics taxonomy - known issues (XLSX)
Taxonomy 1.3.1 PWD

Following Green Notice 2024/01, the Bank of England has released a public working draft (PWD) of the updated taxonomy and data point model (DPM). The reporting requirements remain unchanged with this update, so our published definition documents should continue to be used. This release aims to address known issues in data modelling and validation rules and refine the data model to ensure alignment with these definitions.

As previously outlined in Green Notice 2024/01, the Bank’s Statistical Utility tool will be withdrawn with this update to the DPM. An alternative solution for reporting XBRL includes using one of our recognized software houses listed here, who offer electronic reporting facilities.

We have provided the Data Point Model (DPM), annotated templates and data dictionary to request industry feedback on the proposed data point modelling and business validation rules.

We invite feedback from firms and software vendors on the PWD technical artefacts to uktaxonomypwdfeedback@bankofengland.co.uk by Friday 30 May 2025.

Statistics Taxonomy 1.3.1 PWD should not be used for reporting. A final version of the taxonomy and DPM will be published once the policy proposals have been finalised in due course. The Bank will update the taxonomy if any issues are identified in Statistics Taxonomy 1.3.1 PWD by the external firms and industry. The Bank will also publish the first reporting period that the new taxonomy will take effect from.
Version 1.3.0

On Monday 24 October we published a new version, 1.3.0, of the Bank of England Statistics taxonomy to support the collection of Form IPA. This change was announced in Statistical Notice. Please note that all entry points from taxonomy v1.2.4 have been included in this release so that firms can adopt this latest taxonomy if they wish. As no changes are being proposed to the v1.2.4 entry points, firms that do not report form IPA are not required to adopt v1.3.0. In taxonomy v1.3.0 the ‘all’ entry point has been updated to include form IPA, a summary of entry points is provided within the release note.

The taxonomy, data point model (DPM) dictionary, annotated templates and validation rules represent the reporting requirements outlined on the Statistical Reporting page, and collected under the Statistical Code of Practice.

The data point model is an extension of the European Banking Authority’s (EBA) data point model. Filings will be subject to the Bank of England Statistics XBRL filing manual, which has been published alongside this taxonomy. This manual is predominantly based on the EBA reporting frameworks page.
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
Business area contact: For all queries relating to data or validations, contact wholesalecashsupervision@bankofengland.co.uk.

Further information about Wholesale Cash Distribution Market Oversight regime
- Wholesale Cash Distribution Market Oversight regime

Back to top

Necessary cookies	Analytics cookies
Yes	Yes
Yes	No

BEEDS

In this section

Data submission

XBRL Taxonomy entry point mapping to Data Collections

Updates

Contact

Data collections

Further information about Banking Stress Testing

Reporting schedules

Further information about Branch Returns

Reporting schedules

Reporting schedules

Further information about Capital+

Reporting schedules

Reporting schedules

Further information about Insurance Stress Testing

Reporting schedules

Further information about Internalised Settlement Reporting

Reporting schedules

Further information about Leverage Ratio

Reporting schedules

Further information about MREL returns

Further information about Pillar 2 and Intraday Liquidity

Reporting schedules

Find out more information about Solvency UK reporting

Templates

Reporting requirements

Find out more information about Solvency UK reporting

ASFV documentation

Form AS – MFI holdings of securities collection

Form FV – Financial vehicle corporations collection

Taxonomy 1.3.1 PWD

Version 1.3.0

Further information about Sterling Money Markets – Annual Return

Further information about Wholesale Cash Distribution Market Oversight regime

Useful links

Our use of cookies

Necessary cookies

Analytics cookies

BEEDS

In this section

Data submission

XBRL Taxonomy entry point mapping to Data Collections

Updates

Contact

Data collections

Banking Stress Testing

Further information about Banking Stress Testing

Branch Returns

Reporting schedules

Further information about Branch Returns

Buy-to-Let Mortgage data

Reporting schedules

Capital+

Reporting schedules

Further information about Capital+

CCP Stress testing

Credit Unions

Reporting schedules

Form MC - Monthly Survey of Non-MFI Consumer Credit Lending

Reporting schedules

Insurance Stress Testing

Further information about Insurance Stress Testing

Internalised Settlement (CSDR)

Reporting schedules

Further information about Internalised Settlement Reporting

Leverage Ratio

Reporting schedules

Further information about Leverage Ratio

MREL

Reporting schedules

Further information about MREL returns

Pillar 2 and Intraday Liquidity

Further information about Pillar 2 and Intraday Liquidity

Solvency UK - Directive Firms

Reporting schedules

Find out more information about Solvency UK reporting

Solvency UK - Non-Directive Firms

Templates

Reporting requirements

Find out more information about Solvency UK reporting

Statistical Forms - AS and FV. Taxonomies 1.0.0 and 1.1.0

ASFV documentation

Form AS – MFI holdings of securities collection

Form FV – Financial vehicle corporations collection

Statistical Forms Taxonomy

Taxonomy 1.3.1 PWD

Version 1.3.0

Sterling Money Markets - Annual Return

Further information about Sterling Money Markets – Annual Return

WCDMO - Wholesale Cash Distribution Market Oversight

Further information about Wholesale Cash Distribution Market Oversight regime