UK banks, designated investment firms or full-scope IFPRU investment firms must send us or the PRA a Prudent Valuation Return every three months.
This should be on a calendar year basis and not from your firm's accounting reference date, and within six weeks of the end of each period.
It should relate to your fair-value assessments and should be in the format set out in SUP 16 Annex 31A.
A PRA-authorised person to which this section applies can send the report by:
- email: [email protected]
- post: Regulatory Data Group, Statistics and Regulatory Data Division (HO5 A-B), Bank of England, Threadneedle Street, London EC2R 8AH
- fax: 020 7601 3334 (Bank of England Regulatory Data Group)