DP24: Liquidity risk in the Integrated Prudential sourcebook: a quantitative framework
The FSA's Discussion paper 24 is entitled 'Liquidity risk in the Integrated Prudential sourcebook: a quantitative framework'. It was published in October 2003 and the period for responses closes on 27 February 2004.
Introductory documents
Newsletter [ PDF | 43 KB | 4 pages ]
Press release:
Improving liquidity handling to head off financial failures
Discussion paper
DP24: [ PDF | 265 KB | 92 pages ]
Liquidity risk in the Integrated Prudential sourcebook: a quantitative framework
Response
Response Paper will be available at the end of the discussion process
Other relevant information
Integrated Prudential sourcebook
