February 17, 2017
The Prudential Regulation Authority (PRA) has updated the instructions for some of the intraday liquidity reporting metrics. The updates address common errors and inconsistencies found in the submissions of intraday liquidity returns. These updated notes supersede previous guidance and should be used going forward, including as the basis for their upcoming quarterly returns in March.
Note: these updates do not cover all the reporting metrics – the metrics not covered here should continue to be reported as in previous submissions.
Further details can be found on the PRA website here.
- Outline of AxiomSL’s Liquidity Reporting solution