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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
Media Releases
Notices
Financial Markets Tribunal
Archive

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  Versions
(1 version)
 
Dec 9 2012 onwards

PIB A2.1.13

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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.

An Authorised FirmG must ensure that:

(a) a transfer of General Market RiskG between its Trading BookG and Non-Trading BookG is subject to appropriate documentation and evidenced by a clear audit trail;
(b) positions held in its Non-Trading BookG that are being hedged by General Market RiskG arising from positions in the Trading BookG remain in the Non-Trading BookG ; and
(c) the General Market RiskG ExposureG associated with the positions in the Non-Trading BookG is incorporated into the calculation of General Market RiskG in the Trading BookG .
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]