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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]
PIB 4 Credit Risk
PIB 4 Part 3 — CRDOM
Sourcebook Modules
Consultation Papers
Policy Statements
DFSA Codes of Practice
Amendments to Legislation
Media Releases
Notices
Financial Markets Tribunal
Archive

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Dec 9 2012 onwards

PIB 4.9.4

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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.

(1) For each off-balance sheet item other than a pre-settlement CounterpartyG ExposureG arising from an OTC DerivativeG transaction, long settlement transaction or securities financing transaction (referred to in PIBG as an "SFT"), an Authorised FirmG must calculate E by:
(a) in the case of an Early AmortisationG ExposureG , multiplying the amount of investors' interest by the applicable CCF set out in Rules PIB A4.2.1 and PIB A4.2.2 in PIB App4; and
(b) in all other cases, multiplying the notional amount of each item by:
(i) the applicable CCF set out in PIB Rule A4.2.1 in PIB App4 if that item is a CR ExposureG ; or
(ii) the applicable CCF set out in PIB Rule A4.2.2 in PIB App4 if that item is an SE ExposureG .
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]