PRA supervisory statement on liquidity risk
UK Prudential Regulation Authority supervisory statement sets out PRA's approach to supervising liquidity and funding risks. Covers its expectations regarding: i) Internal Liquidity Adequacy Assessment Process; ii) Liquidity Supervisory Review and Evaluation Process; iii) drawing down Liquid Asset Buffers; iv) collateral placed at Bank of England; v) daily reporting under stress; and vi) disclosure of Pillar 2 guidance. Updated March 2020.
Publisher:
National Regulators
Release date:
Mar 2020
Country:
United Kingdom
Type:
Supervisory Practice
Topics:
Liquidity risk and rules, Stress-testing, Recovery and resolution
Sectors:
Banking
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