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Dubai Financial Services Authority (DFSA): Contents

Dubai Financial Services Authority (DFSA)
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
Financial Markets Tribunal

Whole SectionText only Print Print Manager Link

(1 version)
Dec 9 2012 onwards

PIB A5.7.2

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 Collective Investment FundG Risk Capital RequirementG by:

(a) identifying all applicable positions in FundsG within the scope of the requirement, including notional positions derived from certain instruments;
(b) identifying the positions in FundsG which will be subject to the risk Capital RequirementsG specified under this section;
(c) converting on a daily basis net positions in every FundG to the Authorised Firm'sG base currency at the prevailing spot foreign exchange rate;
(d) calculating a Collective Investment FundG Risk Capital RequirementG for each individual position in a FundG ; and
(e) summing the resultant Capital RequirementsG calculated in (d).
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]