Prudential Regulation Authority Rulebook

1.1

The Liquidity Parts apply to:

1. (a) a firm that is a CRR firm; and
2. (b) a CRR consolidation entity.

1.2

In the Liquidity Parts, the following definitions shall apply:

the end of the business day

means 22.00 hours (London time) on the business day immediately following the last day of the reporting period for the item in question;

central bank of a third country

means a third country national central bank, the European Central Bank or other supranational central bank;

competent authority

means the PRA or, in relation to a third country, a national supervisory authority, a European supervisory authority or other supranational supervisory authority;

immediate parent undertaking

means a parent undertaking within the meaning of section 1162 of the Companies Act 2006 disregarding for this purpose section 1162(5) of that Act.

Liquidity Parts

means the Liquidity (CRR) and Liquidity Coverage Ratio (CRR) Parts of the PRA Rulebook;

weekly

means the period beginning on Saturday and ending on Friday.