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Dubai Financial Services Authority (DFSA): Contents

Dubai Financial Services Authority (DFSA)
Laws
Rulebook Modules
Prudential — Investment, Insurance Intermediation and Banking Module (PIB) [VER33/02-19]
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DFSA Codes of Practice
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  Versions
(1 version)
 
Dec 9 2012 onwards

PIB 4.8.2



Whole Section PDF

The definitive version of DFSA handbook text is the PDF version as that is the text of the instrument as made and published by the DFSA.

To view past versions of this module in PDF format, please visit the Archive.

An Authorised FirmG must include in its calculation of RWAG for CR ExposuresG :

(a) any on-balance sheet asset; and
(b) any off-balance sheet item;

but excluding:

(c) any SE ExposureG ;
(d) any securitised ExposureG that meets the requirements for the recognition of risk transference in a Traditional SecuritisationG set out in PIB section 4.14; or
(e) any ExposureG classified as a position or instrument in the Trading BookG in accordance with PIB section A2.1.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]