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Dubai Financial Services Authority (DFSA): Contents

Dubai Financial Services Authority (DFSA)
Laws
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
Notices
Financial Markets Tribunal
Archive

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  Versions
(1 version)
 
Dec 9 2012 onwards

PIB 4 Part 3 — CRDOM

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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.


Contents:
PIB 4.6 Application
PIB 4.6 Guidance
PIB 4.7 Simplified Approach
Category 3A Firms
Category 2 Firms
PIB 4.8 Calculation of the Crcom
PIB 4.8.1
Calculation of RWA for Credit Risk Exposures (CR Exposures)
Calculation of RWA for Securitisation Exposures (SE Exposures)
PIB 4.9 Methodology for Measurement of Exposures
PIB 4.9.1
PIB 4.9.2
Measurement of E for On-Balance Sheet Assets
Measurement of E for Off-Balance Sheet Items Other than Counterparty Risk Exposures
Recognition of Eligible Financial Collateral for On-Balance Sheet Assets and Off-Balance Sheet Items Other Than Counterparty Exposures
Recognition of Eligible Financial Collateral for Securitisation (SE) Exposures
Measurement of E for Counterparty Exposures
Measurement of E for Counterparty Exposures Arising from OTC Derivative Transactions and Long Settlement Transactions
Measurement of E for Pre-Settlement Counterparty Exposures Arising from SFTs
Exceptions to the Measurement of E
PIB 4.10 Categorisation of Credit Risk Exposures (CR Exposures)
PIB 4.10 Guidance
PIB 4.10.1
PIB 4.11 Credit Quality Grade and External Credit Assessments
PIB 4.11 Guidance
PIB 4.11.1
PIB 4.11.2
PIB 4.11.3
PIB 4.11.4
PIB 4.11.5
PIB 4.11.6
PIB 4.11.7
PIB 4.11.8
PIB 4.11.9
PIB 4.12 Risk Weights
PIB 4.12.1
Cash Items
Central Government and Central Bank Asset Class
Public Sector Enterprises (PSE) Asset Class
Multilateral Development Bank (MDB) Asset Class
Bank Asset Class
Corporate Asset Class
Regulatory Retail Asset Class
Residential Mortgage Asset Class
Commercial Real Estate Asset Class
Other Exposures Asset Class
Past Due Exposures
PIB 4.13 Credit Risk Mitigation
PIB 4.13 Guidance
General Requirements
Collateral
Requirements for Recognition of Collateral
Guarantees
Credit Derivatives
Currency Mismatches
Maturity Mismatches
On-balance Sheet Netting
PIB 4.14 Securitisation
Application
Interpretation
Systems and Controls for the Use of Securitisations
Calculation of Credit RWA Arising from Securitisations
Deductions
Implicit Support
Requirements in Order for a Traditional Securitisation to be Excluded from the Calculation of RWA
Requirements in Order for a Synthetic Securitisation to be Excluded from the Calculation of RWA
Operational Requirements for Use of External Credit Assessments
Calculation of RWA Amounts for Securitisation Exposures
Assigning Risk Weights
Exceptions to Deduction of Unrated Securitisation Exposures
Most Senior Exposure in a Securitisation
Exposures that are in a Second Loss Position or Better of an ABCP
Eligible Liquidity Positions
Overlapping Exposures
Credit Risk Mitigation
Capital Requirements for Securitisations with Early Amortisation Provisions
Calculation of Credit RWA Amounts for Securitisation Positions Subject to Early Amortisation Clause
Non-Controlled Early Amortisation
Transfers to Special Purpose Entities (SPEs)
Dealing
Recognition of Eligible Financial Collateral under FCSA Approach
PIB 4.15 Concentration Risk
Applicability and Limits
Large Exposure Limits
Exclusions from the Large Exposure Limits
PIB 4.15.9
Institutional Exemption
Systems and Controls
Recognition of Credit Risk Mitigations
Treatment of Parental Guarantees