The ones I know have a camera, and something along the lines of: "these premises are protected by CCTV". But, since you have to get in touch with the Data Protection People anyway, why not ask them? I'm sure they can either tell you the requirements for the sign, or can otherwise tell you where to ask.
Should (very unlikely) anyone question the recordings on the basis of improper signage, you don't want to tell the judge: "well this bloke on nthellworld told me this was ok"