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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
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Financial Markets Tribunal
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  Versions
(1 version)
 
Dec 9 2012 onwards

PIB 4.13.2



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.

Where an Authorised FirmG uses multiple Credit RiskG mitigation for a single ExposureG , the Authorised FirmG must divide the ExposureG into portions covered by each mitigation and must calculate the Credit RiskG -weighted ExposureG amount of each portion separately. An Authorised FirmG must apply the same approach when recognising eligible credit protection by a single protection provider where the eligible credit protection has differing maturities.

Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]