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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)
 
Jan 1 2018 onwards

PIB 3.9B.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.

A SIB must maintain an HLA Capital Buffer of CET1 Capital that is calculated using the following formula:

HLA Capital Buffer = HLA Ratio x Relevant RWA

where:

"HLA Capital Buffer" is the HLA Capital Buffer that the Authorised Firm must maintain;

"HLA Ratio" is the ratio determined by the DFSAG for that Authorised FirmG under PIB Rule 3.9B.6; and

"Relevant RWA":

(a) for a G-SIB, is the value of the its Risk Weighted Assets; or
(b) for a D-SIB, is the value of its Risk Weighted Assets in jurisdictions for which it is considered to be systemically important.
Derived from DFSA RM209/2017 (Made 25th October 2017). [VER30/01-18]