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Dubai Financial Services Authority (DFSA): Contents

Dubai Financial Services Authority (DFSA)
Rulebook Modules
Prudential — Investment, Insurance Intermediation and Banking Module (PIB) [VER33/02-19]
PIB 4 Credit Risk
PIB 4 Part 3 — CRDOM
Sourcebook Modules
Consultation Papers
Policy Statements
DFSA Codes of Practice
Amendments to Legislation
Media Releases
Financial Markets Tribunal

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(1 version)
Dec 9 2012 onwards

PIB 4.9 Methodology for Measurement of Exposures

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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.

PIB 4.9.1
PIB 4.9.1 Guidance
PIB 4.9.2
Measurement of E for On-Balance Sheet Assets
PIB 4.9.3
Measurement of E for Off-Balance Sheet Items Other than Counterparty Risk Exposures
PIB 4.9.4
Recognition of Eligible Financial Collateral for On-Balance Sheet Assets and Off-Balance Sheet Items Other Than Counterparty Exposures
PIB 4.9.5
PIB 4.9.6
PIB 4.9.7
Recognition of Eligible Financial Collateral for Securitisation (SE) Exposures
PIB 4.9.8
PIB 4.9.9
PIB 4.9.10
PIB 4.9.11
Measurement of E for Counterparty Exposures
PIB 4.9.11 Guidance
Measurement of E for Counterparty Exposures Arising from OTC Derivative Transactions and Long Settlement Transactions
PIB 4.9.12
Measurement of E for Pre-Settlement Counterparty Exposures Arising from SFTs
PIB 4.9.13
PIB 4.9.14
PIB 4.9.15
PIB 4.9.16
PIB 4.9.17
PIB 4.9.18
PIB 4.9.19
PIB 4.9.20
Exceptions to the Measurement of E
PIB 4.9.21