Prudential Regulation Authority Rulebook

1.

In order to report information on additional liquidity monitoring metrics in accordance with point (d) of Article 430(1) of the Reporting (CRR) Part of the PRA Rulebook on an individual and a consolidated basis, institutions shall submit all of the following information with a monthly frequency:

1. (a) the information specified in Annex XVIII in accordance with the instructions in Annex XIX;
2. (b) the information specified in Annex XX in accordance with the instructions in Annex XXI.

2.

By way of derogation from paragraph 1:

1. (a) an institution that is an SDDT or an SDDT consolidation entity:
   1. (i) may omit the information on additional liquidity monitoring metrics specified in Templates C67, C69 and C70 of Annex XVIII and Template C71 in Annex XX; and
   2. (ii) shall report the information on additional liquidity monitoring metrics specified in Template C68 in Annex XVIII with a quarterly frequency and without distinguishing product types showing concentrations greater than 1% of total liabilities from other product types.
2. (b) up to and including returns remitted in relation to the reporting reference date of 30 June 2027 an institution that is not an SDDT or an SDDT consolidation entity but immediately before 1 July 2024 was a small and non-complex institution and continues to be so may report the information on additional liquidity monitoring metrics with a quarterly frequency.