Related links

SS3/21 – Non-systemic UK banks: The Prudential Regulation Authority’s approach to new and growing banks
PS11/15 - CRD IV: Liquidity https://www.bankofengland.co.uk/prudential-regulation/publication/2014/crd-iv-liquidity
PS35/16 - Responses to CP26/16 https://www.bankofengland.co.uk/prudential-regulation/publication/2016/responses-to-cp-26-2016
PS2/18 - Pillar 2 liquidity https://www.bankofengland.co.uk/prudential-regulation/publication/2016/pillar-2-liquidity
PS6/18 - "Responses to CP18/17 Occasional Consultation Paper – Chapters 2 to 6, 9 and 10" https://www.bankofengland.co.uk/prudential-regulation/publication/2018/responses-to-cp-18-17-chapters-2-to-6-9-and-10
PS1/19 - "Liquidity reporting: FSA047, FSA048, and PRA110" https://www.bankofengland.co.uk/prudential-regulation/publication/2018/liquidity-reporting-fsa047-and-fsa048
PS30/20 - The Bank of England’s amendments under the European Union (Withdrawal) Act 2018: Changes before the end of the transition period https://www.bankofengland.co.uk/prudential-regulation/publication/2020/uk-withdrawal-from-the-eu-changes-before-the-end-of-the-transition-period
PS29/20 - Capital Requirements Directive V (CRD V) https://www.bankofengland.co.uk/prudential-regulation/publication/2020/capital-requirements-directive-v-further-implementation
PS26/21 - Domestic Liquidity Sub-Groups https://www.bankofengland.co.uk/prudential-regulation/publication/2021/september/domestic-liquidity-sub-groups

Chapters

  • 1 Application and Definitions
  • 2 Overall Liquidity Adequacy Rule
  • 3 Overall Strategies, Processes and Systems
  • 4 Liquidity Risk Appetite and Funding Risk Appetite
  • 5 Intra-Day Management of Liquidity
  • 6 Transfer Pricing System
  • 7 Management of Collateral
  • 8 Managing Liquidity Across Legal Entities, Business Lines, Countries and Currencies
  • 9 Funding Diversification and Market Access
  • 10 Management of Asset Encumbrance
  • 11 Stress Testing
  • 12 Liquidity Contingency Plan
  • 13 Internal Liquidity Adequacy Assessment Process
  • 14 Application of this Part on an Individual or Domestic Liquidity Sub-Group Basis and a Consolidated Basis
  • 15 Introduction of the Liquidity Coverage Ratio
  • 16 Transitional Provision (Deleted)