2.125 In CP4/23 the PRA proposed to exclude SDDTs from the requirement to report four of the five Additional Liquidity Monitoring Metrics (ALMM) returns:

- Concentration of funding by counterparty;

- Prices for various lengths of funding;

- Roll-over of funding;

- Concentration of counterbalancing capacity.

2.126 The PRA further proposed to amend the remaining ALMM return, concentration by product type, so that SDDTs report liabilities arising from all relevant product types, rather than just those that comprise greater than 1% of their total liabilities as at present [The reporting references are as follows for the ALMM returns: C67 concentration of funding by counterparty, C68 concentration by product type, C69 prices of various lengths of funding, C70 roll-over of funding, C71 concentration of counterbalancing capacity.].

2.127 The PRA also proposed to remove the current derogation on reporting frequency for the ALMM returns applicable to Small and Non-Complex Institutions (SNCIs), which allows SNCIs to report quarterly instead of monthly, following a transitional period.