Pillar 2 liquidity: PRA 110 reporting frequency threshold

We are pleased to offer comments on this consultation.  Large building societies have confirmed they are able to report the PRA 110 on a daily basis in times of specific or market liquidity stress – but warn there could also be resource implications to such a move.  We believe that weekly reporting remains the most appropriate frequency in times of liquidity stress for firms with assets between £5 billion and €30 billion. 

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