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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
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  Versions
(1 version)
 
Dec 9 2012 onwards

PIB 4.12.15



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 risk weight for any CR ExposureG in the corporate 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 under PIB Rule 4.12.13 or the risk weight that is applicable to an CR ExposureG to the central government of the jurisdiction in which the corporate is incorporated or established, whichever is higher. If a short-term CR ExposureG in the corporate 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 corporate; 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 corporate.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]