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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

Annex 2 [ Excel | 76 KB ]
Annex 3 [ Excel | 118 KB ]

Response


Response Paper will be available at the end of the discussion process

Other relevant information

Integrated Prudential sourcebook

FSA Handbook

More Discussion papers: