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.
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