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  3. Liquidity Coverage Ratio (CRR)

Legal Instruments

Legal instruments shows a list of legal instruments that have been made by the PRA and published. They can be found on this page, or via the Bank of England’s Publications page.
  • Liquidity Coverage Ratio (CRR)

Legal Instruments that change this Part Liquidity Coverage Ratio (CRR)

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  • Published: 30/04/2024

PRA2024/3 - PRA Rulebook: CRR Firms, Non-CRR Firms, Solvency II Firms, Non-Solvency II Firms: Securitisation (and Miscellaneous Amendments) Instrument 2024

Effective: 01/11/2024

  • Rules on Standards for the Liquidity Coverage Requirement for Credit Institutions (previously Regulation (EU) No 2015/61)

Policy Statement

  • PS7/24 - Securitisation: General requirements
  • Published: 14/10/2021

PRA2021/13 - PRA Rulebook (CRR) Instrument 2021

Effective: 01/01/2022

  • Application and Definitions
  • Rules on Standards for Additional Liquidity Outflows Corresponding to Collateral Needs Resulting from the Impact of an Adverse Market Scenario on an Institution's Derivatives Transactions (previously Regulation (EU) No 2017/208)
  • Rules on Standards for Specifying the Conditions for the Application of the Derogations Concerning Currencies with Constraints on the Availability of Liquid Assets (previously Regulation (EU) No 2016/709)
  • Rules on Standards for the Liquidity Coverage Requirement for Credit Institutions (previously Regulation (EU) No 2015/61)

Policy Statement

  • PS22/21 - Implementation of Basel standards: Final rules

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