The Capital Requirements Regulations 2013

Specific liquidity requirementsU.K.

This section has no associated Explanatory Memorandum

35.  For the purposes of determining the appropriate level of liquidity requirements on the basis of [F1a SREP], the [F2PRA] must assess whether the imposition of a specific liquidity requirement is necessary to capture liquidity risks to which an institution is or might be exposed, taking into account the following—

(a)the particular business model of the institution;

(b)the institution's arrangements, processes and mechanisms (as referred to in [F3Directive 2013/36/EU UK law which implemented] Section 2 of Chapter 2 of Title 7 to the capital requirements directive, in particular in Article 86);

(c)the outcome of [F4the SREP]; and

(d)any systemic liquidity risk that threatens the integrity of the financial markets of the United Kingdom.

Textual Amendments