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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 9.3.10



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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.

(1) An Authorised FirmG in CategoryG 1 or 5 must use the Maturity MismatchG approach, as set out in this section, to measure liquidity.
(2) When using the Maturity MismatchG approach, an Authorised FirmG must determine the net cumulative Maturity MismatchG position for each time band by:
(a) determining, in accordance with the Rules in PIB section A9.3 of App9, the inflows (assets), outflows (liabilities), liquid assets and funding capacity which are to be included in the relevant time bands in the Maturity LadderG ; and
(b) subtracting outflows (liabilities) from inflows (assets) in each time band, and adding the eligible assets, in accordance with section A9.3 of App 9.
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]
[Amended] DFSA RM227/2018 (Made 6th June 2018). [VER32/08-18]