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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
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Financial Markets Tribunal
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  Versions
(1 version)
 
Dec 9 2012 onwards

PIB A5.4.2



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.

An Authorised FirmG must calculate its Foreign Exchange Risk Capital RequirementG by using the standard method as follows:

(a) calculating its net open position in each currency and in gold;
(b) calculating its overall net open position in accordance with PIB Rule A5.4.4; and
(c) multiplying the overall net open position by the percentage provided in PIB Rule A5.4.5.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]