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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]
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DFSA Codes of Practice
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  Versions
(1 version)
 
Dec 9 2012 onwards

PIB 7.2.2



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.

(1) The evaluation under PIB Rule 7.2.1 must cover the effect of a sudden and unexpected parallel change in interest rates of 200 basis points in both directions.
(2) An Authorised FirmG must apply a 200 basis point shock to each material currency ExposureG it faces as part of its Non-Trading BookG .
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]