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Dubai Financial Services Authority (DFSA): Contents

Dubai Financial Services Authority (DFSA)
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Rulebook Modules
Prudential — Investment, Insurance Intermediation and Banking Module (PIB) [VER33/02-19]
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  Versions
(1 version)
 
Dec 9 2012 onwards

PIB A5.6.4



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) For the purposes of PIB Rule A5.6.3, the Specific RiskG percentage for:
(a) a currency option is 8%; and
(b) an option on commodities is 15%.
(2) For the purposes of PIB Rule A5.6.3, in the case of an option with a residual maturity of more than six months, the strike price must be compared with the forward, not current price, or if the Authorised FirmG is unable to do this, then the money amount must be taken to be zero.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]