PRA publish PS2/18 ‘Pillar 2 Liquidity’

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.

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