PRA publishes information in relation to UK Leverage Ratio treatment of claims on central banks

October 3, 2017

The Prudential Regulatory Authority (PRA) published today new documentation and guidance in relation to the UK Leverage Ratio treatment of claims on central banks.

Policy Statement PS21/17 provides feedback to Consultation Paper CP11/17 ‘Consultations by the Financial Policy Committee (FPC) and PRA on changes to the UK leverage ratio framework relating to the treatment of claims on central banks’ and is relevant to PRA-regulated banks and building societies with retail deposits equal to or greater than £50 billion on an individual or consolidated basis.

Changes to the existing framework are communicated in Supervisory Statement SS46/15 ‘UK leverage ratio: instructions for completing data items FSA083 and FSA084’.

The updated template FSA083 and instructions are available on the CRD firms – Reporting Requirements page.

These reporting changes come into effect immediately, so will apply to firms’ reporting and disclosure requirements for end-December 2017 onwards.

The original press release and all associated material can be found under item 1 on the PRA website here.

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