PRA Releases New and Updated Versions of PRA 110 LMM Tool

By Regulatory News

October 03, 2019

Basel III, Regulatory Reporting: EU, Basel Liquidity Compliance

PRA published an update (Version 01.03) to the PRA110 liquidity metric monitor tool (PRA110 LMM tool) based on the current PRA110 template, which will be in place until December 31, 2019. The updated version of the LMM tool reflects minor changes in response to the feedback received on Version 01.02. PRA also published a new PRA110 LMM tool (Version 02.01) that is aligned to the PRA110 template effective from January 01, 2020, as set out in policy statement (PS13/19) on updates to Pillar 2 liquidity framework.

Version 02.01 of the tool mirrors the logic of Version 01.03, but also reflects the changes to the PRA110 template outlined in PS13/19 and the changes required to the calculation methodology as a result. Additionally, PRA published Version 7 of the question and answer (Q&A) document on PRA110 reporting template and instructions. The Q&A document has been updated to include responses or clarifications on questions related to weights (Q&As 3e and 3j) and inflows (Q&As 6a to 6c) under the liquidity coverage ratio.

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Keywords: Europe, UK, Banking, Reporting, PRA 110, Liquidity Risk, Pillar 2 Liquidity, Q&A, LMM, Liquidity Monitoring Tool, PRA

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