After much delay and numerous versions, the C66 liquidity maturity ladder will be added to COREP ALMM reporting from 31 March 2018. This is an important return for building societies as it is highly likely it will form the basis for populating PRA 110, expected later in 2019. While on the face of it a simple return, the detail is quite complex.
We are holding a webinar with ALMIS International who will explain how to populate the various rows and columns.
This practical webinar will:
• cover how to populate the return.
• discuss opinions over interpretation.
• assess if the report will help building societies with their day to day liquidity management.
• run through differences between C66 and PRA 110.
The webinar will start at 10am with a presentation of around 30 minutes, followed by Q&A. We will finish by 11am latest.
Attendance is free of charge for members. To register, please click on the button below.