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PS15/23 - The Strong and Simple Framework: Scope Criteria, Liquidity and Disclosure Requirements1: 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)AppendicesAppendix 1: PRA Rulebook: CRR firms: SDDT Regime Instrument 2023Appendix 2: Update to supervisory statement (SS) 24/15 - The PRA's approach to supervising liquidity and funding riskAppendix 3: Update to statement of policy - Liquidity and funding permissionsAppendix 4: Update to statement of policy - Pillar 2 LiquidityAppendix 5: Statement of policy - Operating the Small Domestic Deposit Taker regimeReporting instructionsANNEX XIII - Instructions for reporting on net stable funding ratioANNEX XIX - Instructions for reporting on additional liquidity monitoring metricsReporting templatesANNEX XII - Template for reporting on net stable funding ratioANNEX XVIII - Template for reporting on additional liquidity monitoring metrics
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Version date: 5 December 2023 - onwards

ANNEX XIX - Instructions for reporting on additional liquidity monitoring metrics

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