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SS24/15 - The PRA's approach to supervising liquidity and funding risks1 Introduction2 The Internal Liquidity Adequacy Assessment Process3 The Liquidity Supervisory Review and Evaluation Process (L-SREP)4 Drawing down liquid asset buffers5 Collateral placed at the Bank of England6 Reporting7 Disclosure of Pillar 2 guidanceAppendix 1 Suggested structure and content of ILAAP documentAppendix 2 Suggested structure and content of an ILAAP document for Small Domestic Deposit TakersAppendix 3 Glossary of AbbreviationsAnnex: Changes to SS24/15
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Version date: 5 December 2023 - onwards
Version 12 of 12

SS24/15 - The PRA's approach to supervising liquidity and funding risks (effective from 1 July 2024)

Updated 5 December 2023

This SS was published following PS15/23 – The Strong and Simple Framework: Liquidity and Disclosure requirements for Simpler-regime Firms and comes into effect on 1 July 2024.

1 Introduction
2 The Internal Liquidity Adequacy Assessment Process
3 The Liquidity Supervisory Review and Evaluation Process (L-SREP)
4 Drawing down liquid asset buffers
5 Collateral placed at the Bank of England
6 Reporting
7 Disclosure of Pillar 2 guidance
Appendix 1 Suggested structure and content of ILAAP document
Appendix 2 Suggested structure and content of an ILAAP document for Small Domestic Deposit Takers
Appendix 3 Glossary of Abbreviations
Annex: Changes to SS24/15
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