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To access the FCA Handbook Archive choose a date between 1 January 2001 and 31 December 2004 (From field only).

DTR 4.2 Half-yearly financial reports

As Published: 2007

DTR 4.2 Half-yearly financial reports

INSPRU 7.1 Application

As Published: 2006

INSPRU 7.1 Application

COLL 7.6 Schemes of arrangement

As Published: 2011

COLL 7.6 Schemes of arrangement

COLL 9.3 Section 270 and 272 recognised schemes

As Published: 2004

COLL 9.3 Section 270 and 272 recognised schemes

COLL 1.2 Types of authorised fund

As Published: 2010

COLL 1.2 Types of authorised fund

ICOBS 7.2 Effects of cancellation

As Published: 2008

ICOBS 7.2 Effects of cancellation

SUP 11.8 Changes in the circumstances of existing controllers

As Published: 2004

SUP 11.8 Changes in the circumstances of existing controllers

BIPRU 9.11 Calculation of risk weighted exposure amounts under the standardised approach to securitisations

As Published: 2010

BIPRU 9.11 Calculation of risk weighted exposure amounts under the standardised approach to securitisations

SUP 11.1 Application

As Published: 2001

SUP 11.1 Application

SUP 12.9 Record keeping

As Published: 2004

SUP 12.9 Record keeping

TC App 5.1

As Published: 2010

TC App 5.1

SUP 13.5 Notices of intention

As Published: 2001

SUP 13.5 Notices of intention

DISP 3.5 Resolution of complaints by the Ombudsman

As Published: 2008

DISP 3.5 Resolution of complaints by the Ombudsman

REC 4.6A The section 192C power to direct qualifying parent undertakings

As Published: 2013

REC 4.6A The section 192C power to direct qualifying parent undertakings

COBS 18.5 Residual CIS operators, UCITS management companies and AIFMs

As Published: 2007

COBS 18.5 Residual CIS operators, UCITS management companies and AIFMs

COLL Appendix 1EU KII Regulation

As Published: 2011

COLL Appendix 1EU KII Regulation

BIPRU 7.6 Option PRR

As Published: 2007

BIPRU 7.6 Option PRR

BIPRU 3.4 Risk weights under the standardised approach to credit risk

As Published: 2006

BIPRU 3.4 Risk weights under the standardised approach to credit risk