Home   Browse contents   View updates   Search  
     Quick search

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 App4 Credit Risk
Sourcebook Modules
Consultation Papers
Policy Statements
DFSA Codes of Practice
Amendments to Legislation
Media Releases
Financial Markets Tribunal

Whole SectionText only Print Print Manager Link

(1 version)
Dec 9 2012 onwards

PIB A4.6.5

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 must calculate the Credit RWAG for transactions in which debt instruments, equities, foreign currencies and commodities (excluding repos, reverse repos and SecuritiesG or commodities lending/borrowing) remain unsettled after their due delivery dates, using the following formula:

Credit RWAG on Unsettled TransactionsG = E x the appropriate percentage from the second column in the table below:

Number of business days after due settlement date Percentages used for calculation of Credit RWAG on Unsettled TransactionsG
0–4 0%
5–15 100%
16–30 500%
31–45 750%
46 or more 1000%
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]