Paper 26/16: Occasional Consultation Paper. It also contains final rules and updates Supervisory Statement 24/15: The PRA’s approach to supervising liquidity and funding risks.
The Appendices in the Policy Statement also provide links to the final rules consulted on in the earlier Quarterly Consultation as follows:
- Internal Liquidity Adequacy Assessment Part (Appendix 1);
- Conditions Governing Business Part (Appendix 2);
- Regulatory Reporting Part (Appendix 3);
- Capital Buffers Part and Leverage Ratio Part (Appendix 4).
View Responses to CP26/16 – PS35/16, 12 December 2016