Reporting
In line with our new regime for liquidity regulation, we are also developing a new liquidity reporting framework. As part of our work on updating the liquidity reporting regime we are engaged in extensive consultation both internally and externally with a Reporting Sub-Group, which comprises the same members as the wider Liquidity Risk Standing Group (LRSG). The comments we have so far received through this process have helped us to advance our thinking on the data items we are proposing to collect, as well as the appropriate reporting frequencies. Further work is ongoing on a number of key issues as well as the design of the data items.
This section contains the draft data items on which we are pre-consulting as part of the wider Liquidity CP, as well as the papers which have been shared with the Reporting Sub Group to date. It will be regularly updated.
Data Items
- EMR [XLS]
- EMR Daily Flows [XLS]
- Pricing Data Item [XLS]
- Large Funders Data Item [XLS]
- Marketable Assets [XLS]
- Off Balance Sheet Data [XLS]
- Retail Data item [XLS]
Standing Group Documents
- A New Reporting Framework for Liquidity [PPT]
- New Liquidity Reporting Requirements [PDF]
- New Liquidity Data Items and Reporting Frequency [PDF]
- Liquidity Reporting - Currencies [PDF]
Contact Information
Elisabeth Bertalanffy-Fournier: 0207 066 1222 - liquidity.policy@fsa.gov.uk.
James McKenzie: 0207 066 3886 - liquidity.policy@fsa.gov.uk.