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Dubai Financial Services Authority (DFSA): Contents

Dubai Financial Services Authority (DFSA)
Recognised Jurisdictions and Funds
Declaration Notices
Financial Markets Tribunal
Rulebook Modules
Prudential — Investment, Insurance Intermediation and Banking Module (PIB) [VER34/12-19]
PIB 4 Credit Risk
Sourcebook Modules
Consultation Papers
Policy Statements
DFSA Codes of Practice
Amendments to Legislation
Media Releases

Whole SectionText only Print Print Manager Link

(1 version)
Dec 9 2012 onwards

PIB 4.12.12

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.

The CRW for any CR ExposureG in the bank asset class that does not have an external credit assessment by a recognised external credit rating agency must be the risk weight determined in accordance with the table in PIB Rule 4.12.10 or the risk weight that is applicable to an CR ExposureG to the central government of the jurisdiction in which the banking institution is incorporated or established, whichever is higher. If a short-term CR ExposureG in the bank asset class with an issue-specific external credit assessment:

(a) attracts a risk weight of 50% or 100%, then the Authorised FirmG must apply a risk weight of not lower than 100% to any unrated short-term CR ExposureG to the same banking institution; or
(b) attracts a risk weight of 150%, then the Authorised FirmG must apply a risk weight of 150% to any unrated CR ExposureG (whether long-term or short-term) to the same banking institution.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]