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In forceLiquidity and fundingLast checked 11 November 2026

Additional liquidity monitoring metrics (COR012)

A regulatory return listed by the Bank of England (PRA), banks, United Kingdom.

Reports funding concentration by counterparty and by product type, prices paid for funding of different lengths, and the roll-over of funding. These are the additional liquidity monitoring metrics required by Article 18. Source

Official title: Reporting on additional liquidity monitoring metrics (Annexes XVIII and XIX); COR012 Additional liquidity monitoring metrics - combined

The facts

Who files
Institutions on an individual and a consolidated basis. SDDTs and SDDT consolidation entities may omit C 67.00, C 69.00, C 70.00 and C 71.00 and report C 68.00 quarterly (Article 18(2)). Source
How often
Monthly; quarterly for SDDT reporting of C 68.00, and quarterly until the 30 June 2027 reference date for some former small and non-complex institutions (Article 18). Source
Deadline
By close of business on the 15th calendar day after the reporting reference date for monthly reports (Article 3). Source
Format
XBRL-XML. XBRL instance on the EBA taxonomy: the PRA says it has implemented EBA Taxonomy 3.0 for firms to use from 1 January 2022, and that later EBA taxonomies should only be used if a PRA consultation says so. Filed through the FCA's RegData system, whose entry point mapping lists it as data item COR012 (COREP ALMM). Source
How it is filed
Filing routes recorded for the PRA: BEEDS (Bank of England Electronic Data Submission portal); RegData (Financial Conduct Authority). See how firms file with the PRA.
Status
In force
Legal basis
Group
Liquidity and funding

Templates (4)

The tables and forms inside the return. Plain name first, the PRA's code in brackets.

  • Concentration of funding by counterparty (C 67.00)
  • Concentration of funding by product type (C 68.00)
  • Prices for various lengths of funding (C 69.00)
  • Roll-over of funding (C 70.00)

Where the list was read: Source

Validation rules

The PRA publishes the checks it runs on this return. They could not be counted from the published material. They are written for people to read; software cannot run them as published. Source

How they are written: EBA validation and filing rules for the taxonomy version in use, applied by RegData.

The FCA page says RegData implements the validation and filing rules specified by the EBA, with EBA blocking rules set to ERROR (file rejected), non-blocking rules to WARNING and deactivated rules ignored. The PRA says it has implemented EBA taxonomy 3.0 from 1 January 2022 (2.10 for COR013). Reporting (CRR) Annex XV only states the criteria the rules must meet.

The rules, on fca.org.uk

How they were counted

Not counted: the PRA applies the EBA validation rules of the taxonomy version in use, and does not republish them as its own list.

Counts are in the PRA's own unit, so they are not comparable with other regulators' counts.

Public data

No published data from this return was found. No publication of this data, firm by firm or added up, was found on the Bank of England pages read. The PRA does not publish individual firms' returns. Source

Official documents (9)

The PRA's own files, with the size and SHA-256 fingerprint of each as downloaded on 11 November 2026, so anyone can tell whether a copy is the same version.

Sources

Every page and document this return's facts were read from.

Knowing exactly what is collected, in what format and under which rules is the first step to real-time supervision. Line4 builds SupTech software for financial regulators that runs checks like these as each return arrives.

Line4's text and records here are free to reuse under CC BY 4.0. Please credit: “Source: Line4 regulatory submissions library (CC BY 4.0), https://www.line4.ai”. The regulators' documents, forms, taxonomies, rules and data belong to them: see PRA's reuse terms. This describes what regulators publish. It is not legal or regulatory advice: always rely on the regulator's own text.

Last checked 11 November 2026.