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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
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 4.12.10

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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.

Subject to Rules PIB 4.12.11 and PIB 4.12.12, an Authorised FirmG must risk-weight any CR ExposureG in the bank asset class in accordance with the following table:

CRWs for the bank asset class

Credit Quality GradeG 1 2 3 4 5 6 Unrated
Risk WeightG 20% 50% 50% 100% 100% 150% 50%
Risk WeightG for Short-Term ExposuresG 20% 20% 20% 50% 50% 150% 20%
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]