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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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Consultation Papers
Policy Statements
DFSA Codes of Practice
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Financial Markets Tribunal
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PIB 9.3.11



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) An Authorised FirmG in CategoryG 1 or 5 must determine a net cumulative Maturity MismatchG position for each time band in respect of each of the following means of funding used by the Authorised FirmG :
(a) PSIAusG ; and
(b) deposits.
(2) An Authorised FirmG in CategoryG 1 or 5 must calculate its liquidity by using the net cumulative Maturity MismatchG position separately for each means of funding used by the Authorised FirmG as a percentage of the means of funding in each time band as follows:
(a) PSIAuG net cumulative Maturity MismatchG % =
NetG cumulative Maturity MismatchG x 100
Total PSIAusG
(b) Total deposit liabilities net cumulative Maturity MismatchG % =
NetG cumulative Maturity MismatchG x 100
Total deposits
(3) An Authorised FirmG must ensure that its net cumulative Maturity MismatchG position for each means of funding used by the Authorised FirmG in the sight - 8 days time band does not exceed negative 15%
(4) An Authorised FirmG must notify the DFSAG in writing immediately if it exceeds or is likely to exceed the net cumulative Maturity MismatchG limits referred to in (3).
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]