PRA published an update to Versions 01.05 and 02.03 of the PRA110 liquidity metric monitor tool (PRA110 LMM tool). The update follows the feedback received on Versions 01.04 and 02.02. Version 02.03 corresponds to the PRA110 template that came into effect on January 01, 2020 while Version 01.05 is built on the template that came into effect prior to January 01, 2020.
PRA announced that it does not intend to routinely publish further updates of the PRA110 LMM tool using the pre-January 2020 taxonomy. The PRA110 LMM tool is intended to assist firms in the same way as the LMM for FSA047 and FSA048. PRA110 LMM tool is for information only and must not be used to submit regulatory returns. This tool is designed to demonstrate certain metrics that are calculated using information from PRA110.
Keywords: Europe, UK, Banking, PRA110, PRA110 LMM Tool, Reporting, Liquidity Risk, LCR, FSA047, FSA048, PRA
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