Liquidity

PRA Rules and Modification by Consent

For a list of the Capital Requirements Regulation provisions revoked from UK legislation, and their corresponding PRA rules, refer to this table of corresponding provisions.

• Liquidity (CRR) 
• Liquidity Coverage Ratio (CRR) 
• Liquidity Coverage Requirement – UK Designated Investment Firms  
• Internal Liquidity Adequacy Assessment
• Regulatory Reporting
• Reporting (CRR) 
• Disclosure (CRR)
• Modification by consent for indirect derivative client clearing; Articles 411 and 428da of the Liquidity (CRR) Part of the PRA Rulebook
• Modification by consent for the treatment of assets representing claims on EEA central governments

Supervisory Statements and Statements of Policy

• The PRA’s approach to supervising liquidity and funding risks (SS24/15)
• Recovery planning (SS9/17)
• Supervising international banks the PRA's approach to branch supervision - liquidity reporting (SS1/17)
• Pillar 2 Liquidity (Statement of Policy)
• Liquidity and funding permissions (Statement of Policy) 

Other relevant material

Guidelines originally issued by European Supervisory Authorities should be read in conjunction with "Interpretation of EU Guidelines and Recommendations: Bank of England and PRA approach after the UK’s withdrawal from the EU" (Statement of Policy)

• Guidelines on ICAAP and ILAAP information (EBA/GL/2016/10)
• CRR data items and instructions (for LCR, NSFR and additional liquidity metrics reporting templates and instructions)
• UK reporting data items and instructions (for PRA110 reporting templates and instructions).