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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 A5.9 Use of Internal Models for Market 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 A5.9.1 Criteria for Use of Internally Developed Market Risk Models
PIB A5.9.1 Guidance
PIB A5.9.2 Incremental Risk Charge (IRC) Model
PIB A5.9.2 Guidance
PIB A5.9.3 Internal Model for Correlation Trading
PIB A5.9.3 Guidance
Stress testing
PIB A5.9.4