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.
- PRA110 LMM Tool, Version 01.03 (XLSX)
- PRA110 LMM tool, Version 02.01 (XLSX)
- Q&As (PDF)
- Overview of Liquidity Tools
Keywords: Europe, UK, Banking, Reporting, PRA 110, Liquidity Risk, Pillar 2 Liquidity, Q&A, LMM, Liquidity Monitoring Tool, PRA
Previous ArticleIFRS Publishes Summary of September 2019 Meeting of Advisory Council
EC published Regulation 2021/25 that addresses amendments related to the financial reporting consequences of replacement of the existing interest rate benchmarks with alternative reference rates.
BIS published a bulletin, or a note, that examines the cyber threat landscape in the context of the pandemic and discusses policies to reduce risks to financial stability.
HM Treasury, also known as HMT, has updated the table containing the list of the equivalence decisions that came into effect in UK at the end of the transition period of its withdrawal from EU.
EBA published an erratum for technical package on phase 1 of the reporting framework 3.0.
APRA updated a frequently asked question (FAQ), for authorized deposit-taking institutions, on the measurement of credit risk weighted assets.
EBA published the quarterly risk dashboard, along with the results of the Risk Assessment Questionnaire survey among 60 banks and 15 market analysts.
ECB concluded the public consultation on the introduction of a digital euro in EU.
ECB published a guide that sets out the supervisory approach to consolidation in the banking sector.
The SRB Chair Elke König published an article setting out work priorities for 2021.
FDIC has selected 11 technology companies—including BearingPoint, Fed Reporter, Inc, and S&P Global Market Intelligence, LLC—for inclusion in the third and final phase of the rapid prototyping competition.