November 14th 2018
The PRA has published Policy Statement (PS) ‘UK leverage ratio: Applying the framework to systemic ring-fenced bodies and reflecting the systemic risk buffer’.
It contains the PRA’s final policy to update:
- The Leverage Ratio, Public Disclosure, Reporting Leverage Ratio, and Ring-fenced Bodies Parts of the PRA Rulebook (Appendix 1);
- Supervisory Statement (SS) 45/15 ‘The UK leverage ratio framework’ (Appendix 2);
- SS46/15 ‘UK leverage ratio: instructions for completing data items FSA083 (Appendix 3) and
- FSA083 Leverage Ratio Reporting template, and reporting instructions (Appendix 4)
Further details can be found on the PRA website here.