PRA Publishes CP28/18 & PS28/18 – UK leverage ratio: Applying the framework to systemic ring-fenced bodies and reflecting the systemic risk buffer

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.

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