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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]
Sourcebook Modules
Consultation Papers
Policy Statements
DFSA Codes of Practice
Amendments to Legislation
Media Releases
Notices
Financial Markets Tribunal
Archive

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  Versions
(1 version)
 
Dec 9 2012 onwards

PIB 4.13.14



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 may recognise the effects of Credit RiskG mitigation for an ExposureG where there is a maturity mismatch only if the Credit RiskG mitigant has an Original MaturityG of at least one year and a residual maturity of more than three months. For the purposes of calculating Credit RWAG , a maturity mismatch occurs when the residual maturity of the Credit RiskG mitigant is less than that of the underlying ExposureG .

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