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

SYSC 19C.1 General application and purpose

As Published: 2014

SYSC 19C.1 General application and purpose

BIPRU 8.1 Application

As Published: 2006

BIPRU 8.1 Application

SUP 10C.2 Purpose

As Published: 2015

SUP 10C.2 Purpose

SUP 16.8 Persistency reports from insurers and data reports on stakeholder pensions

As Published: 2002

SUP 16.8 Persistency reports from insurers and data reports on stakeholder pensions

FEES 3.1 Introduction

As Published: 2005

FEES 3.1 Introduction

FEES 4.2 Obligation to pay periodic fees

As Published: 2006

FEES 4.2 Obligation to pay periodic fees

CREDS 2.2 General provisions

As Published: 2012

CREDS 2.2 General provisions

SYSC 4.3A CRR firms

As Published: 2014

SYSC 4.3A CRR firms

RCB 2.3 Determination of registration

As Published: 2011

RCB 2.3 Determination of registration

REC 2.5 Systems and controls and conflicts

As Published: 2004

REC 2.5 Systems and controls and conflicts

DEPP 3.2 The operation of the RDC

As Published: 2013

DEPP 3.2 The operation of the RDC

COLL 7.2 Suspension and restart of dealings

As Published: 2008

COLL 7.2 Suspension and restart of dealings

EG 11.5 Other relevant powers

As Published: 2016

EG 11.5 Other relevant powers

SYSC 4.1 General requirements

As Published: 2002

SYSC 4.1 General requirements

DEPP 6.5A The five steps for penalties imposed on firms

As Published: 2010

DEPP 6.5A The five steps for penalties imposed on firms

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

EG App 3.1 The FCA

As Published: 2015

EG App 3.1 The FCA

SUP 4.2 Purpose

As Published: 2001

SUP 4.2 Purpose

SUP 14.8 Further guidance

As Published: 2001

SUP 14.8 Further guidance

BIPRU 3.2 The central principles of the standardised approach to credit risk

As Published: 2006

BIPRU 3.2 The central principles of the standardised approach to credit risk