Home   Browse contents   View updates   Search  
     Quick search
Go
   

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

Whole SectionText only Print Print Manager Link


  Versions
(1 version)
 
Dec 9 2012 onwards

PIB 4.9.20



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 which has taken eligible financial CollateralG for an SFT that is covered by a qualifying bilateral NettingG agreement and using the FCCA, must calculate E* for all its CR ExposuresG to any single CounterpartyG covered by the qualifying bilateral NettingG agreement, in accordance with Rules PIB A4.3.2 to PIB A4.3.6 in PIB App4 (if the Authorised FirmG is using supervisory haircuts or own-estimate haircuts), and substitute E* for E when calculating the Credit RiskG -weighted ExposureG amount for its CR ExposuresG to that CounterpartyG under PIB section 4.8.

Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]