Line4

In forceLiquidity and fundingLast checked 11 November 2026

Cash flow mismatch, Pillar 2 liquidity (PRA110)

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

Reports the firm's cash flow mismatch, in total and for significant currencies. It is the reporting template for the cash flow mismatch risk (CFMR) framework that the PRA introduced with Pillar 2 liquidity in PS2/18. Source

Official title: PRA110 Cash flow mismatch (Liquidity Pillar II)

The facts

Who files
UK banks, ring-fenced bodies and building societies (Regulated Activity Group 1) and UK designated investment firms (Group 3), on an individual basis and for each domestic liquidity sub-group, sub-consolidation group or consolidated group that applies (rule 7.1 note 35). Source
How often
Weekly if total assets are EUR 30 billion or more on an individual or UK consolidation group basis, otherwise monthly; daily (or weekly for small firms) while there is a specific or market liquidity stress (rule 7.2 notes 13 and 14). Source
Deadline
By 22.00 London time on the business day after the end of a daily or weekly period; 15 business days after the end of a monthly period (rule 7.3). Source
Format
XBRL-XML. XBRL instance on the Bank of England Banking taxonomy, entry point PRA110 (liquidity_pillarii/2019-08-14), reported in the firm's reporting currency and any other currencies required under CRR Article 415. The PRA says most Regulatory Reporting Part reports are filed through RegData. 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 (3)

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

  • Cash flow mismatch. Total (CL66.01.01)
  • Cash flow mismatch. Significant currencies (CL66.02.01)
  • Header info (CL700.00.01)

Codes and names are the template groups of entry point PRA110 in the Bank of England Banking taxonomy v4.1.1 (module presentation linkbase and table-group labels). The code is the template code plus a version suffix. Source

Validation rules

1,108 rules, as counted from the PRA's published material. Software can run them exactly as published. Source

How they are written: Excel rule list with an expression column and severity per entry point; rules marked Include in XBRL are also XBRL formula assertions in the taxonomy package.

The rules, on bankofengland.co.uk

How they were counted

Rows in sheet 'liquidity_pillarii' of 'Bank of England Banking Taxonomy Validations Liquidity Pillar II v4.1.1.xlsx' (inside the validations ZIP, release 4.1.1) whose 'Severity and modules' column names PRA110. 1108 rules: 1108 active (Deactivated = no), 1108 marked Include in XBRL = yes; 2 errors and 1106 warnings. A rule shared by several entry points is counted once for each.

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 (12)

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.