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    PRA Publishes Version 02.04 of PRA110 Liquidity Metric Monitor Tool

    September 28, 2020

    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.

     

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    Keywords: Europe, UK, Banking, PRA110, PRA110 LMM Tool, Reporting, Liquidity Risk, LCR, CRD5, PRA

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