Regulatory News, Regulatory News - EMEA

Pillar 2 liquidity: Updates to the framework

March 19th, 2019 The PRA have published Consultation Paper 6/19, which sets out proposals for regulatory reporting amendments and clarifications to the Pillar 2 liquidity framework. The proposed changes would be implemented through amendments to: The Regulatory Reporting Part of the PRA Rulebook; (Appendix 1); Statement of Policy (SoP) ‘Pillar 2 Liquidity’ (Appendix 2); Supervisory […]

Regulatory News, Regulatory News - EMEA

Liquidity reporting: FSA047, FSA048, and PRA110 – PS1/19

January 8th, 2019    The PRA have published Policy Statement PS1/19, which provides feedback to responses to Consultation Paper (CP)22/18 ‘Liquidity reporting: FSA047 and FSA048’ and the proposal in CP16/18 ‘Regulatory reporting: occasional consultation paper’ to correct the level of consolidation of the PRA110 reporting requirements. It also contains the PRA’s final policy as follows: […]

Regulatory News, Regulatory News - EMEA

PRA publish Consultation Paper (CP) 22/18

October 12th 2018  On October 12th 2018, the PRA published a consultation paper (CP22/18) proposing to to delay terminating the existing ‘daily flows’ and ‘enhanced mismatch’ liquidity reports (FSA047 and FSA048) for a limited period. The purpose of the proposed change is to mitigate risks to the supervision of liquidity in the initial period following […]

Regulatory News, Regulatory News - EMEA

PRA publish CP16/18 outlining proposed amendments to their reporting requirements

July 23rd 2018 On July 23 2018, the PRA published a consultation paper (CP16/18) outlining a number of proposed amendment to their reporting requirements. Among the proposed changes are the following: Discontinuation of Prudent Valuation Return PV001 (year-end 2018); Changes to PRA reporting instructions to align with updated EBA requirements (RFB001, PRA110, and PRA101 – […]

Press Release - EMEA, Press Releases

AxiomSL broadens liquidity risk calculation and reporting suite with the launch of its PRA110 solution

LONDON, 11/07/2018: AxiomSL, the leading provider of regulatory reporting and risk management solutions, announces today that it has widened its United Kingdom liquidity risk calculation and reporting suite with the launch of its PRA110 solution. The solution provides treasury teams a powerful tool that automates the calculation of maturity mismatch and ensures that the final […]