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:
7. (g) the following information in relation to their net stable funding requirement as calculated in accordance with Title IV of Part Six:
8. (h) their own funds and eligible liabilities ratios and their components, numerator and denominator, as calculated in accordance with Article 92a or, in the case of institutions that are material subsidiaries of non-UK G-SIIs and are not resolution entities or subsidiaries of a UK parent institution, in accordance with a direction from the Bank of England under section 3A(4B) of the Banking Act 2009, and broken down at the level of each resolution group, where applicable.

[Note: With effect from 1 July 2024, paragraph (g) is disapplied for SDDTs and SDDT consolidation entities by Chapter 5 of the Liquidity (CRR) Part where certain conditions are met]

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