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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
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  Versions
(1 version)
 
Dec 9 2012 onwards

Calculation of the Equity Risk Capital Requirement Guidance



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.

There are two methods for calculating the Equity Risk Capital RequirementG : the standard method and the simplified method. The standard method requires two separate calculations. The first is Specific RiskG and the second is General Market RiskG . The simplified method is easier to calculate but usually results in a higher Capital RequirementG than the standard method. In addition, Authorised FirmsG must calculate an Interest Rate Risk Capital RequirementG for a forward, a future, an option or a company issued warrant.

Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]