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Dubai Financial Services Authority (DFSA): Contents

Dubai Financial Services Authority (DFSA)
Recognised Jurisdictions and Funds
Declaration Notices
Financial Markets Tribunal
Rulebook Modules
Prudential — Investment, Insurance Intermediation and Banking Module (PIB) [VER34/12-19]
Sourcebook Modules
Consultation Papers
Policy Statements
DFSA Codes of Practice
Amendments to Legislation
Media Releases

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(1 version)
Dec 9 2012 onwards

PIB A5.5.2

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.

(1) An Authorised FirmG must calculate its Commodities Risk Capital RequirementG by applying the Maturity LadderG approach in PIB Rule A5.5.5 or the Simplified ApproachG in PIB Rule A5.5.6 to all Non-Trading and Trading BookG :
(a) commodity positions;
(b) commodity derivatives and off-balance sheet positions that are affected by changes in commodity prices, having derived notional commodity positions; and
(c) other positions against which no other Market or Credit Risk Capital RequirementG has been applied.
(2) An Authorised FirmG must determine notional commodity positions by converting the commodity derivatives into notional underlying commodity positions and assigning appropriate maturities in accordance with PIB Rule A5.5.3.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]