The PRA’s approach to supervising liquidity and funding risks

Supervisory Statement 24/15

Update on 23 February 2018

This supervisory statement (SS) was updated following publication of PS2/18 ‘Pillar 2 liquidity’.

PDFSupervisory Statement 24/15 - February 2018

Update on 12 December 2016

This SS was updated following publication of PS35/16 ‘Responses to CP26/16’.

PDFSupervisory Statement 24/15 - December 2016

Published on 8 June 2015

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.

PDFSupervisory Statement 24/15

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