PRU 9.2.5

(1) An Authorised Person must ensure that the method referred to in Rule 9.2.1(4) for measuring Liquidity Risk is capable of:
(a) measuring the extent of the Liquidity Risk it is incurring and includes early warning indicators to aid its daily liquidity risk measurement and management processes;
(b) dealing with the dynamic aspects of the Authorised Person's liquidity profile;
(c) where appropriate, measuring the Authorised Person's Exposure to Foreign Currency Liquidity Risk;
(d) where appropriate, measuring the Authorised Person's intra-day liquidity positions; and
(e) where appropriate, measuring the Authorised Person's Exposure to PSIA and Islamic Contract Liquidity Risk.
(2) An Authorised Person must establish and maintain a system of management reporting which provides relevant, accurate, comprehensive, timely and reliable Liquidity Risk reports to relevant functions within the Authorised Person.