PS15/23 - The Strong and Simple Framework: Scope Criteria, Liquidity and Disclosure Requirements

Published date: 5 December 2023

	1: Overview (paras. 1.1-1.27)
	Background (paras. 1.4-1.7)
	Summary of responses (paras. 1.8-1.10)
	Changes to draft policy (paras. 1.11-1.24)
	Implementation and next steps (paras. 1.25-1.27)
	2: Feedback to responses (paras. 2.1-2.151)
	The Small Domestic Deposit Taker scope criteria (paras. 2.4-2.79)
	The level of application (paras. 2.79-2.88)
	Operationalisation of the SDDT regime (paras. 2.89-2.104)
	Implementation date for the SDDT regime (paras. 2.105-2.109)
	Net Stable Funding Ratio (paras. 2.110-2.118)
	Pillar 2 Liquidity (paras. 2.119-2.124)
	Liquidity reporting (paras. 2.125-2.133)
	Pillar 3 Disclosures (paras. 2.134-2.146)
	Future policy developments for SDDTs (paras. 2.147-2.148)
	Other comments (paras. 2.149-2.151)
	Appendices
	Appendix 1: PRA Rulebook: CRR firms: SDDT Regime Instrument 2023
	Appendix 2: Update to supervisory statement (SS) 24/15 - The PRA's approach to supervising liquidity and funding risk
	Appendix 3: Update to statement of policy - Liquidity and funding permissions
	Appendix 4: Update to statement of policy - Pillar 2 Liquidity
	Appendix 5: Statement of policy - Operating the Small Domestic Deposit Taker regime
	Reporting instructions
	ANNEX XIII - Instructions for reporting on net stable funding ratio
	ANNEX XIX - Instructions for reporting on additional liquidity monitoring metrics
	Reporting templates
	ANNEX XII - Template for reporting on net stable funding ratio
	ANNEX XVIII - Template for reporting on additional liquidity monitoring metrics

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