PRA Pillar II PRA110 Solution

Expert Guidance

The UK Prudential Regulation Authority (PRA) through its Pillar 2 liquidity framework aims to address risks not fully captured under Pillar 1 requirements (the Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR).
Following the outlining of the Pillar 2 objectives and the launch of subsequent consultation papers (CP 21/16 and CP 13/17), the PRA has published a Policy Statement (PS 2/18) in February 2018 which sets out final rules for a cashflow mismatch risk framework (CFMR).
Due to it’s Pillar 2 liquidity framework the UK Prudential Regulation Authority (PRA) concentrates on addressing risks that are not fully captured under Pillar 1 requirements (the Liquidity Coverage Ratio (LCR) and the Net Stable Funding Ratio (NSFR).
Therefore, the outline of the Pillar 2 objectives and launch of consultation papers (CP 21/16 and CP 13/17). the PRA has published a Policy Statement (PS 2/18) in February 2018 which sets out final rules for a cash flow mismatch risk framework (CFMR).
Our data-driven platform can deliver controlled and fully transparent end to end automatic solutions for Liquidity Risk Management and Regulatory Reporting for banks to meet Pillar 1 and Pillar 2 requirements. With drill down functions and the ability to review reports to original data our solution can help clients to successfully monitor potential risks from manual processes.