PRA published Version 02.04 of the PRA110 liquidity metric monitoring tool (PRA110 LMM tool). The updated version follows feedback received on Version 02.03, which was published in March 2020. Version 02.04 corresponds to the PRA110 template that came into effect on January 01, 2020. In line with the Statement of Policy on Pillar 2 liquidity, Version 02.04 of the PRA110 LMM tool also includes the enhanced wholesale-only stress. In a separate notification, PRA also announced that it plans to consult, in early October, on the draft rules to implement the remaining elements of the Capital Requirements Directive (CRD) 5.
The PRA110 LMM tool is intended to assist firms in the same way as the LMM for FSA047 and FSA048. This tool is for information only and must not be used to submit regulatory returns. The tool is designed to demonstrate some of the metrics calculated using the information from PRA110.
- Notification on PRA110 LMM Tool
- PRA110 LMM Tool, Version 02.04 (XLSX)
- Notification on CRD 5 Consultation
Keywords: Europe, UK, Banking, PRA110, PRA110 LMM Tool, Reporting, Liquidity Risk, LCR, CRD5, PRA
Previous ArticleESMA to Recognize Three Central Counterparties from UK
The European Banking Authority (EBA) published the final draft regulatory technical standards specifying and, where relevant, calibrating the minimum performance-related triggers for simple.
The European Central Bank (ECB) is undertaking the integrated reporting framework (IReF) project to integrate statistical requirements for banks into a standardized reporting framework that would be applicable across the euro area and adopted by authorities in other EU member states.
The Basel Committee on Banking Supervision met, shortly after a gathering of the Group of Central Bank Governors and Heads of Supervision (GHOS), the oversight body of BCBS.
The International Organization of Securities Commissions (IOSCO) welcomed the work of the international audit and assurance standard setters—the International Auditing and Assurance Standards Board (IAASB)
The European Banking Authority (EBA) has been awarded the top European Standard for its environmental performance under the European Eco-Management and Audit Scheme (EMAS).
The Monetary Authority of Singapore (MAS) set out the Financial Services Industry Transformation Map 2025 and, in collaboration with the SGX Group, launched ESGenome.
The Bank of England (BoE) published a Statistical Notice (2022/18), which informs that due to the Bank Holiday granted for Her Majesty Queen Elizabeth II’s State Funeral on Monday September 19, 2022.
The French Prudential Control and Resolution Authority (ACPR) announced that the European Banking Authority (EBA) has updated its filing rules and the implementation dates for certain modules of the EBA reporting framework 3.2.
The European Central Bank (ECB) published a paper that examines how credit rating agencies accepted by the Eurosystem, as part of the Eurosystem Credit Assessment Framework (ECAF)
The Australian Prudential Regulation Authority (APRA) announced reduction in the aggregate Committed Liquidity Facility (CLF) for authorized deposit-taking entities to ~USD 33 billion on September 01, 2022.