15.1 The PRA proposed to introduce new rules via a new Disclosure Part of the PRA Rulebook, and supporting amendments to SS2/19 [SS2/19 'PRA approach to interpreting reporting and disclosure requirements and regulatory transactions forms after the UK's withdrawal from the EU', April 2019] to align UK Pillar 3 disclosure requirements with phases 1 and 2 of the Basel III disclosure standards. The PRA also proposed to retire SS6/17 [SS6/17 'Compliance with the EBA's Guidelines on disclosure', September 2017] as part of the proposed introduction of new counterparty credit risk disclosures. The PRA proposed to implement these disclosure changes by aligning the format and content of the majority of disclosures with the EBA ITS on public disclosure.

15.2 The PRA proposed:

• introducing new disclosure templates for counterparty credit risk, and limiting the application of the disclosure template UK CCR5 on the composition of collateral to firms for which total collateral posted and total collateral received respectively both exceed £125 billion;

• introducing new disclosure templates for Interest Rate Risk in the Banking Book (IRRBB);

• introducing a new disclosure template for the NSFR for large and listed institutions, and revisions to the key metrics template to facilitate NSFR disclosure by small and non-complex institutions. The PRA asked firms whether the disclosure of the NSFR on a spot basis could lead to adverse signalling in times of stress;