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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 App5 Market Risk
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 A5.2.22

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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.

The General Market RiskG requirement for each currency must be calculated as the sum of the following:

(a) 5% of the matched weighted positions in each time band;
(b) 40% of the matched weighted position in zone A;
(c) 30% of the matched weighted position in zones B and C;
(d) 40% of the matched weighted position between zones A and B, and between zones B and C;
(e) 100% of the matched weighted position between zones A and C; and
(f) 100% of the residual unmatched weighted positions.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]