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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
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Financial Markets Tribunal
Archive

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PIB 9 Guidance



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. This chapter deals with management of Liquidity RiskG by an Authorised FirmG . Liquidity RiskG refers to the risk of potential losses incurred by an Authorised Firm'sG failure to have liquid assets to ensure payment of all its liabilities as they fall due and be in a position to meet all payments required to sustain its business on a planned growth path.
2. This chapter requires an Authorised FirmG to:
a. maintain and implement a Liquidity RiskG policy;
b. identify, measure and monitor Liquidity RiskG ;
c. maintain a minimum level of High Quality Liquid Assets (HQLA);
d. determine quantitative limits on cumulative negative maturity mismatch in accordance with a specified methodology; and
e. maintain a minimum Net Stable Funding Ratio.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]
[Amended] DFSA RM148/2014 (Made 1st January 2015). [VER23/01-15]
[Amended] DFSA RM209/2017 (Made 25th October 2017). [VER30/01-18]