On 25 June 2019, the PRA published Consultation Paper 14/19: Pillar 2 liquidity: PRA110 reporting frequency threshold (CP14/19).
In CP14/19 the PRA set out proposals to amend the reporting frequency of the PRA110 reporting template, when a firm is in stress. The proposal introduces a further threshold of total assets of £5 billion or above, calculated in accordance with Council Directive 86/635/EEC. Firms above this threshold, that would otherwise report PRA110 monthly, would report on every business day if (and for as long as) there is a specific liquidity stress, or market liquidity stress in relation to the firm, branch, or group in question.
The deadline for comments on CP14/19 is 27 September 2019