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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]
PIB App5 Market Risk
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 A5.2 Interest Rate Risk Capital Requirement

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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.


Contents:
PIB A5.2 Guidance
PIB A5.2.1
PIB A5.2.2
PIB A5.2.3
PIB A5.2.3 Guidance
PIB A5.2.4
Derivation of Notional Positions for Certain Instruments (Including Interest Rate Derivatives)
PIB A5.2.5
Futures on Interest Rates and Forward Rate Agreements
PIB A5.2.6
Futures and Forwards on a Single Debt Security
PIB A5.2.7
Future or Forward on a Basket of Debt Securities
PIB A5.2.8
Interest Rate and Currency Swaps
PIB A5.2.9
Dual Currency Bonds
PIB A5.2.10
Cash Legs of Repos
PIB A5.2.11
Cash Legs of Reverse Repos
PIB A5.2.12
Specific Risk
Specific Risk Guidance
PIB A5.2.13
PIB A5.2.14
General Market Risk
PIB A5.2.15
Simplified Framework
PIB A5.2.16
Maturity Method
PIB A5.2.17
PIB A5.2.18
Duration Method
PIB A5.2.19
PIB A5.2.20
PIB A5.2.21
PIB A5.2.22