SS24/15 - The PRA’s approach to supervising liquidity and funding risks

Published in July 2021. Effective from  1 January 2022. First published as near-final as part of PS17/21 ‘Implementation of Basel standards’.

• Supervisory Statement 24/15 – January 2022 (pdf)

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Published on 4 September 2020. Effective from 4 September 2020 (superseded on 1 January 2022 by January 2022 version).

• Supervisory Statement 24/15 – September 2020 (pdf)

This SS was updated following publication of PS20/20 ‘Responses to Chapters 2 to 7 of CP3/20 ‘Occasional Consultation Paper’’.

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Published on 27 July 2020. Effective from 27 July 2020 (superseded on 4 September 2020 by September 2020 version).

• Supervisory Statement 24/15 – July 2020 (pdf)

- following PS18/20 ‘Asset encumbrance’.

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Published on 17 December 2019. Effective from 1 May 2020 (superseded on 27 July 2020 by July 2020 version).

• Supervisory Statement 24/15 – December 2019 (pdf)

- following PS26/19 ‘Pillar 2 liquidity: PRA110 reporting frequency threshold’. 

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Published on 2 March 2020. Effective from 2 March 2020 (superseded on 1 May 2020 by December 2019 version).

• Supervisory Statement 24/15 – March 2020 (pdf)

- following PS4/20 ‘Liquidity: The PRA’s approach to supervising liquidity and funding risks’.

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Published on 17 December 2019. Effective from 1 May 2020 (superseded on 2 March 2020 to incorporate the updates from that day). 

• Supervisory Statement 24/15 – December 2019 (pdf)

- following PS26/19 ‘Pillar 2 liquidity: PRA110 reporting frequency threshold’.

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Published on 17 June 2019. Effective from 1 July 2019 (superseded on 2 March 2020 by March 2020 version).

• Supervisory Statement 24/15 – June 2019 (pdf)

- following PS13/19 ‘Pillar 2 liquidity: Updates to the framework’.

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Published on 30 April 2018. Effective from 1 January 2019 (superseded on 1 July 2019 by June 2019 version).

• Supervisory Statement 24/15 – April 2018 (pdf)

- following PS9/18 ‘Groups policy and double leverage’.

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Published on 23 February 2018. Effective from 23 February 2018 (superseded on 1 January 2019 by April 2018 version).

• Supervisory Statement 24/15 – February 2018 (pdf)

- following PS2/18 ‘Pillar 2 liquidity’.

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Published on 12 December 2016. Effective from 12 December 2016 (superseded on 23 February 2018 by February 2018 version).

• Supervisory Statement 24/15 – December 2016 (pdf)

- following PS35/16 ‘Responses to CP26/16’.

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Published on 8 June 2015. Effective from 8 June 2015 (superseded on 12 December 2016 by December 2016 version).

• Supervisory Statement 24/15 (pdf)

- following PS11/15 ‘CRD IV: Liquidity’.

First publication of SS.