Press Article: 'FSA Policy Statement (PS) 09/16: Pricing Liquidity Risk - Mechanism to Allocate Cost or Incentivise Business Behaviour?'
Nigel Walker's review of the rationale for pricing liquidity risk is this week's featured GT Plus article on GT News (www.gtnews.com). As well as outlining some practical issues of implemented a funds transfer pricing mechanism it also provides a means of addressing and complying with the 'Evidential Provisions' outlined in BIPRU 12.3.15.
If you would like further information on this topic please contact nigel.walker@avantage.eu.com
You may also be interested in Nigel's presentation on the Liquidity Systems and Controls regime introduced by the FSA, made at a BBA Seminar held on 3 December 2009 which can be downloaded here.
