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.

Related Links

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

Featured Experts

BCBS Publishes Results of Basel III Monitoring for December 2018 Data


News APRA Publishes Proposal to Increase Transparency of Banking Data APRA proposed to substantially increase the volume and breadth of data it makes publicly available on authorized deposit-taking institutions, including banks, credit unions, and building societies. December 05, 2019 WebPage Regulatory News
News ESMA Consults on Guide to Internal Controls for Credit Rating Agencies ESMA launched a consultation on the guidelines on internal controls for credit rating agencies (CRAs). December 05, 2019 WebPage Regulatory News
News EU Finalizes Directive and Prudential Rules for Investment Firms EU published, in the Official Journal of the European Union, the Directive (2019/2034) and Regulation (2019/2033) on the prudential requirements and supervision of investment firms. December 05, 2019 WebPage Regulatory News
News OSFI Revises Guideline on Principles for Management of Liquidity Risk OSFI finalized Guideline B-6 on the principles for the management of liquidity risk. December 05, 2019 WebPage Regulatory News
News PRA Consults on Framework to Manage Outsourcing and Third-Party Risk PRA published a consultation paper CP30/19 that sets out proposals to modernize the regulatory framework on outsourcing and third-party risk management. December 05, 2019 WebPage Regulatory News
News BoE, PRA, and FCA Consult to Strengthen Operational Resilience BoE, PRA, and FCA published a shared policy summary and coordinated consultation papers on new requirements to strengthen operational resilience in the financial services sector. December 05, 2019 WebPage Regulatory News
News EC Amends Rule on Mapping of External Credit Assessment Institutions EC published the implementing regulation (EU) 2019/2028, which amends Regulation 2016/1799, regarding the mapping tables specifying correspondence between the credit risk assessments of external credit assessment institutions (ECAIs) and the credit quality steps set out in the Capital Requirements Regulation. December 04, 2019 WebPage Regulatory News
News EBA Issues Second Part of Advice on Implementation of Basel III in EU EBA published the second part of its advice on the implementation of Basel III in EU, which complements the report published on August 05, 2019. December 04, 2019 WebPage Regulatory News
News EU Approves European Council Proposal on CCP Recovery and Resolution EU ambassadors approved the position of European Council on a proposed framework for clearing houses and their authorities to prepare for and deal with financial difficulties. December 04, 2019 WebPage Regulatory News
News OSFI Releases Guideline on Foreign Bank Branch Deposit Requirements OSFI released the final version of Guideline A-10 on foreign bank branch deposit requirements, along with guideline impact analysis statement. December 04, 2019 WebPage Regulatory News

RESULTS 1 - 10 OF 4268