Home   Browse contents   View updates   Search  
     Quick search
Go
   

Dubai Financial Services Authority (DFSA): Contents

Dubai Financial Services Authority (DFSA)
Laws
Rulebook Modules
Sourcebook Modules
Consultation Papers
Policy Statements
DFSA Codes of Practice
Amendments to Legislation
Media Releases
Notices
Financial Markets Tribunal
Archive

Whole Section Print Print Manager Link


Prudential — Investment, Insurance Intermediation and Banking Module (PIB) [VER26/02-17]

View whole sectionWhole 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.


Contents:
PIB 1 Application, Interpretation and Categorisation
PIB 1.1 Application
PIB 1.2 Glossary for PIB
PIB 1.3 Categories of Authorised Firms
PIB 2 General Requirements
Introduction
PIB 2.1 Application
PIB 2.2 Trading Book
PIB 2.3 Reporting to the DFSA
PIB 2.4 Prudent Valuation Practices
PIB 3 Capital
Introduction
PIB 3 Part 1 — Application
PIB 3 Part 2 — Basic Requirements
PIB 3 Part 3 — Calculating the Capital Requirement
PIB 3 Part 4 — Calculating Capital Resources
PIB 3 Part 5 — Calculating the Leverage Ratio
PIB 4 Credit Risk
Introduction
PIB 4 Part 1 — Application
PIB 4 Part 2 — Credit Risk Systems and Controls
PIB 4 Part 3 — CRDOM
PIB 5 Market Risk
Introduction
PIB 5.1 Application
PIB 5.2 Market Risk Systems and Controls
PIB 5.3 Calculation of the Market Risk Capital Requirement
PIB 5.4 Interest Rate Risk Capital Requirement
PIB 5.5 Equity Risk Capital Requirement
PIB 5.6 Foreign Exchange Risk Capital Requirement
PIB 5.7 Commodities Risk Capital Requirement
PIB 5.8 Option Risk Capital Requirement
PIB 5.9 Collective Investment Fund Risk Capital Requirement
PIB 5.10 Securities Underwriting Capital Requirement
PIB 5.11 Use of Internal Market Risk Models
PIB 6 Operational Risk
Introduction
PIB 6.1 Application
PIB 6.2 Risk Management Framework and Governance
PIB 6.3 Risk Identification and Assessment
PIB 6.4 Risk Monitoring and Reporting
PIB 6.5 Control and Mitigation
PIB 6.6 Information Technology (IT) Systems
PIB 6.7 Information Security
PIB 6.8 Outsourcing
PIB 6.9 Business Continuity and Disaster Recovery
PIB 6.10 Management of Operational Risks in Trading Activities
PIB 6.11 Operational Risk Capital Requirement
PIB 6.12 Professional Indemnity Insurance
PIB 7 Interest Rate Risk in the Non-Trading Book
Introduction
PIB 7.1 Application
PIB 7.2 Stress Testing for Non-Trading Book Interest Rate Risk
PIB 7.3 Non-Trading Book Interest Rate Risk Under Chapter 10
PIB 7.4 Systems and Controls for Non-Trading Book Interest Rate Risk
PIB 8 Group Risk
Introduction
PIB 8.1 Application
PIB 8.2 Systems and Controls Requirements
PIB 8.3 Financial Group Capital Requirements and Financial Group Capital Resources
PIB 8.4 Financial Group Concentration Risk Limits
PIB 8.5 Restrictions on Ownership or Control
PIB 9 Liquidity Risk
Introduction
PIB 9.1 Application
PIB 9.2 Liquidity Risk policy Systems and Controls
PIB 9.2A Funding Strategy, Stress Testing and Contingency Funding Plan
PIB 9.3 Liquidity Requirements
PIB 10 Supervisory Review and Evaluation Processes
Introduction
PIB 10.1 Application
PIB 10.2 Overview
PIB 10.3 IRAP
PIB 10.4 ICAAP
PIB 10.5 SREP
PIB 10.6 Imposition of an Individual Capital Requirement
PIB 11 Disclosure Requirements
Introduction
PIB 11.1 Application and General Obligation of Disclosure
PIB 11.2 Disclosure Policy
PIB 11.3 Disclosure Frequency, Locations and Process
PIB App1 Categories of Authorised Firms
PIB A1.1 Categorisation of Authorised Firms
PIB App2 General Requirements
PIB A2.1 Detail in the Trading Book
PIB A2.2 Trading Book Policy
PIB A2.3 Risk Management Systems and Controls for Trading Book
PIB A2.4 Reporting to the DFSA
PIB A2.5 Prudent Valuation Practices
PIB App3 Capital
PIB A3.1 Stress and Scenario Testing
PIB App4 Credit Risk
PIB A4.1 Credit Risk Systems and Controls
PIB A4.2 Credit Conversion Factors (CCFs) for Calculating Exposures
PIB A4.3 Collateral Calculations and Haircuts
PIB A4.4 Qualifying Securities Financing Transactions (SFTs)
PIB A4.5 Requirements for Use of VaR Models
PIB A4.6 Credit RWA — Unsettled Transactions, free deliveries and OTC Derivatives
PIB A4.7 Credit RWA — Repurchase Agreements, Reverse Repurchase Agreements, Similar Transactions and Other Deferred Settlements
PIB A4.8 Credit RWA — Other Trading Book Transactions
PIB A4.9 Exposures to Central Counterparties (CCPs)
PIB A4.10 Securitisation
PIB A4.11 Concentration Risk
PIB A4.12 The Simplified Approach for Category 2 and 3A Firms
PIB App5 Market Risk
PIB A5.1 Market Risk Systems and Controls
PIB A5.2 Interest Rate Risk Capital Requirement
PIB A5.3 Equity Risk Capital Requirement
PIB A5.4 Foreign Exchange Risk Capital Requirement
PIB A5.5 Commodities Risk Capital Requirement
PIB A5.6 Option Risk Capital Requirement
PIB A5.7 Collective Investment Fund Risk Capital Requirement
PIB A5.8 Securities Underwriting Risk Capital Requirement
PIB A5.9 Use of Internal Models for Market Risk
PIB App6 Calculating the Operational Risk Capital Requirement
PIB App6 Guidance
PIB A6.1 Basic Indicator Approach
PIB A6.2 Standardised Approach
PIB A6.3 Alternative Standardised Approach
PIB App7 Not Used
PIB App8 Not Used
PIB App9 Liquidity
PIB A9.1 Application for a Global Liquidity Concession
PIB A9.2 The Liquidity Coverage Ratio
PIB A9.3 The Maturity Mismatch Approach
PIB A9.3 [Deleted]
PIB App10 Supervisory Review and Evaluation Processes
PIB A10.1 IRAP
PIB A10.2 ICAAP
PIB A10.3 Supervisory Review and Evaluation Process (SREP)
PIB App11 Public Disclosure Requirements