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 MAS Amends Notice 610 on Reporting Templates for Banks in Singapore MAS published amendments to Notices 610 and 1003 related to submission of statistics and returns, along with the reporting templates and frequently asked questions (FAQs) associated with these Notices. January 24, 2020 WebPage Regulatory News
News HKMA Updates Policy Module on Supervisory Review Process HKMA is issuing, by notice in the Gazette, revised versions of two Supervisory Policy Manual modules as statutory guidelines under section 7(3) of the Banking Ordinance. The Supervisory Policy Manual modules are CA-G-5 on “Supervisory Review Process” and SB-2 on “Leveraged Foreign Exchange Trading.” January 24, 2020 WebPage Regulatory News
News PRA Amends Pillar 2 Capital Framework for Banks PRA published the policy statement PS2/20 that contains the final amendments to the Pillar 2 framework and provides feedback to responses to the consultation paper CP5/19 on updates related to Pillar 2 capital framework. January 23, 2020 WebPage Regulatory News
News FED Proposes to Revise Information Collection Under Market Risk Rule FED proposed to revise and extend, for three years, FR 4201, which is the information collection under the market risk capital rule. January 22, 2020 WebPage Regulatory News
News HKMA Consults on Stay Rules on Financial Contracts Under FIRO HKMA published proposals for making rules related to contractual stays on termination rights in financial contracts for authorized institutions under FIRO or the Financial Institutions (Resolution) Ordinance (Cap. 628). January 22, 2020 WebPage Regulatory News
News MAS Amends Notices on Minimum Liquid Asset Requirements for Banks MAS published amendments to Notices 1015, 613, and 649 related to the minimum liquid assets (MLA) requirements. January 21, 2020 WebPage Regulatory News
News APRA Publishes Submission on Fintech and Regtech APRA published its submission, to the Senate Select Committee, on financial technology and regulatory technology. January 21, 2020 WebPage Regulatory News
News OSFI to Implement Operational Risk Capital Rules for Banks in Q1 2022 OSFI decided to move domestic implementation of the revised Basel III operational risk capital requirements from the first quarter of 2021 to the first quarter of 2022. January 20, 2020 WebPage Regulatory News
News ECB Consults on Guideline on Threshold for Credit Obligations Past Due ECB published a draft guideline, along with the frequently asked questions (FAQs), on the definition of the materiality threshold for credit obligations past due for less significant institutions. January 20, 2020 WebPage Regulatory News
News OSFI Consults on Instruction Guide for Termination of Pension Plan OSFI is consulting on draft revisions to the instruction guide for termination of a defined benefit pension plan. January 20, 2020 WebPage Regulatory News

RESULTS 1 - 10 OF 4529