February 23rd, 2018
The PRA have published the below PS2/18 ‘Pillar 2 Liquidity’ – which contains the following:
- Final Statement of Policy (SoP ‘Pillar 2 Liquidity’ (Appendix 1)
- Updated SS 24/15 ‘The PRA’s approach to supervising liquidity and funding risks (Appendix 2)
- A final PRA110 template and reporting instructions (Appendix 3)
- A final amendment to the Reporting Part of the PRA Rulebook (Appendix 4)
- Updated SS34/15 ‘Guidelines for completing regulatory reporting (Appendix 5)
Further details can be found on the Bank Of England website here.