Prudential Regulation Authority Rulebook

Institutions shall disclose the following key metrics in a tabular format:

1. (a) the composition of their own funds and their own funds requirements as calculated in accordance with Article 92;
2. (b) the total risk exposure amount as calculated in accordance with Article 92(3);
3. (c) where applicable, the amount and composition of additional own funds which the institutions are required to hold in accordance with regulation 34(1) of the Capital Requirements Regulations;
4. (d) their combined buffer requirement which the institutions are required to hold in accordance with regulation 35 of the Capital Requirements (Capital Buffers and Macro-prudential Measures) Regulations 2014;
5. (e) the following information in relation to their leverage ratio:
   1. (i) for all institutions, their leverage ratio and total exposure measure;
   2. (ii) for LREQ firms, the information in Article 451(1)(b) and (g) and Article 451(2)(b) to (d);
6. (f) the following information in relation to their liquidity coverage ratio as calculated in accordance with Chapter 2 of the Liquidity Coverage Ratio (CRR) Part of the PRA Rulebook:
1. (i) the average or averages, as applicable, of their liquidity coverage ratio based on end-of-the-month observations over the preceding 12 months for each quarter of the relevant disclosure period;
2. (ii) the average or averages, as applicable, of their total liquid assets, after applying the relevant haircuts, included in the liquidity buffer pursuant to the Chapter 2 of the Liquidity Coverage Ratio (CRR) Part of the PRA Rulebook, based on end-of-the-month observations over the preceding 12 months for each quarter of the relevant disclosure period;
3. (iii) the averages of their liquidity outflows, inflows and net liquidity outflows as calculated pursuant to Chapter 2 of the Liquidity Coverage Ratio (CRR) Part of the PRA Rulebook, based on end-of-the-month observations over the preceding 12 months for each quarter of the relevant disclosure period;
7. (g) the following information in relation to their net stable funding requirement as calculated in accordance with Title IV of Part Six:
1. (i) the average or averages, as applicable, of their net stable funding ratio based on end-of-the-quarter observations over the preceding four quarters, for each quarter of the relevant disclosure period;
2. (ii) the average or averages, as applicable, of their available stable funding based on end-of-the-quarter observations over the preceding four quarters, for each quarter of the relevant disclosure period;
3. (iii) the average or averages, as applicable, of their required stable funding based on end-of-the-quarter observations over the preceding four quarters, for each quarter of the relevant disclosure period;
8. (h) their own funds and eligible liabilities ratios and their components, numerator and denominator, as calculated in accordance with Articles 92a and 92b and broken down at the level of each resolution group, where applicable.

[Note: Paragraph (h) of this rule corresponds to Article 447(h) of the CRR as it applied immediately before revocation by the Treasury.]