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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]
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 App4 Credit Risk

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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.

PIB A4.1 Credit Risk Systems and Controls
PIB A4.1 Guidance
PIB A4.2 Credit Conversion Factors (CCFs) for Calculating Exposures
CCFs for Off-Balance Sheet CR Exposures
CCFs for Off-Balance Sheet SE Exposures
PIB A4.3 Collateral Calculations and Haircuts
"Core Market Participants"
Calculation of E* for Collateralised Transactions Other than OTC Derivative Transactions and Long Settlement Transactions
Standard Supervisory Haircuts
Own-Estimate Haircuts
Requirements for Use of Own-Estimate Haircuts
Minimum Holding Periods, Remargining or Revaluation Conditions
Recognition of Eligible Financial Collateral under FCSA
PIB A4.4 Qualifying Securities Financing Transactions (SFTs)
PIB A4.4.1
PIB A4.5 Requirements for Use of VaR Models
PIB A4.5.1
PIB A4.6 Credit RWA — Unsettled Transactions, free deliveries and OTC Derivatives
PIB A4.6 Guidance
PIB A4.6.1
PIB A4.6.2
PIB A4.6.3
PIB A4.6.4
Unsettled Transactions
Free Delivery Transactions
Financial Derivatives
PIB A4.7 Credit RWA — Repurchase Agreements, Reverse Repurchase Agreements, Similar Transactions and Other Deferred Settlements
PIB A4.7.1
PIB A4.7.2
PIB A4.7.3
PIB A4.7.4
PIB A4.7.5
PIB A4.7.6
PIB A4.7.7
PIB A4.7.8
PIB A4.7.9
PIB A4.7.10
PIB A4.7.11
PIB A4.7.12
PIB A4.8 Credit RWA — Other Trading Book Transactions
PIB A4.8.1
PIB A4.8.2
PIB A4.8.3
PIB A4.8.4
PIB A4.9 Exposures to Central Counterparties (CCPs)
PIB A4.9.1
PIB A4.9.2
PIB A4.9.3
PIB A4.9.4
Credit Default Products
PIB A4.10 Securitisation
PIB A4.10.1
PIB A4.10.2
Operational Requirements for the Treatment of Clean-Up Calls
PIB A4.11 Concentration Risk
Exempt Exposures
Identification of Counterparties
Group of Closely Related Counterparties
Connected Counterparties
Exposures to Transactions, Schemes or Funds
Connected Counterparty Exemptions
Measuring Exposure to Counterparties and Issuers
Exposures to Issuers
PIB A4.12 The Simplified Approach for Category 2 and 3A Firms
PIB A4.12.1
PIB A4.12.2
Risk Weights