Pillar 2 liquidity – CP13/17

July 13, 2017

The Bank of England published today a consultation Paper (CP) which sets out the Prudential Regulation Authority’s (PRA’s) proposals on a cashflow mismatch risk (CFMR) framework and other PRA methodologies for assessing firms’ liquidity risk, under the Pillar 2 liquidity (‘Pillar 2’) framework.

This CP also proposes updates to Supervisory Statement (SS) 24/15 and SS34/15, draft reporting rule changes, and a draft reporting template and instructions relating to CFMR.

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