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Home > Prudential Regulation Authority > The PRA’s approach to supervising liquidity and funding risks – SS24/15 UPDATE
 

The PRA’s approach to supervising liquidity and funding risks – SS24/15 UPDATE

12 December 2016

Update 12 December 2016: This supervisory statement (SS) was updated following publication of PS35/16 ‘Responses to CP26/16’.

This supervisory statement is relevant to UK banks, building societies and PRA UK-designated investment firms; third-country firms that are banks or designated investment firms; and European Economic Area (EEA) credit institutions that have a branch in the United Kingdom. It sets out the Prudential Regulation Authority’s (PRA’s) approach to supervising liquidity and funding risks, and covers its expectations in relation to:

  • the Internal Liquidity Adequacy Assessment Process;
  • the Liquidity Supervisory Review and Evaluation Process;
  • drawing down Liquid Asset Buffers;
  • collateral placed at the Bank of England; and
  • daily reporting under stress.

Supervisory Statement

The PRA’s approach to supervising liquidity and funding risks - SS24/15 UPDATE

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