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Dubai Financial Services Authority (DFSA): Contents

Dubai Financial Services Authority (DFSA)
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Prudential — Investment, Insurance Intermediation and Banking Module (PIB) [VER33/02-19]
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PIB 9.2.4 Guidance



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1. As part of the assessment for the purposes of PIB Rule 9.2.4(2), an Authorised FirmG should:
a. identify significant concentrations within its asset portfolio; and
b. value the assets conservatively, taking into account the likely deterioration in the value of assets under market-wide stress conditions.
2. For the purposes of PIB Rule 9.2.4(4), an Authorised FirmG should consider factors including:
a. the term structure of its liabilities;
b. the credit-sensitivity of its liabilities;
c. the mix of secured and unsecured funding;
d. concentrations among its liability providers or related GroupsG of liability providers;
e. reliance on particular instruments or products;
f. the geographical location of liability providers; and
g. reliance on intra-GroupG funding.
3. As appropriate, an Authorised FirmG would be expected to consider the amount of funding required by:
a. commitments given;
b. standby facilities given;
c. wholesale overdraft facilities given;
d. proprietary derivatives positions; and
e. liquidity facilities given for securitisation transactions.
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]