This supervisory statement (SS) sets out the specific liquidity coverage requirement (LCR) reporting arrangements which the PRA expects firms to follow on an interim basis in the period between 1 October 2015, the date the LCR standard applies in accordance with the European Commission’s (the Commission) delegated act with regard to the LCR for credit institutions (the Delegated Act) , and the introduction of mandatory reporting of the new LCR return following adoption of the amending implementing technical standard (ITS) on liquidity reporting by the Commission.
This SS is relevant to firms to which CRD IV applies.
For firms planning to submit xml data via xsd files, the PRA is planning to publish an LCR file in xsd format using the templates in the EBA’s final draft ITS on LCR reporting.
Supervisory Statement 29/15 