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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 A5.8.1



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.

(1) An Authorised FirmG which calculates its Securities Underwriting Risk Capital RequirementG in accordance with PIB Rule 5.10.7(b) must apply the RulesG in this section.
(2) An Authorised FirmG which underwrites or sub-underwrites an issue of SecuritiesG must, for the purposes of calculating its Market Risk Capital RequirementG :
(a) identify commitments to underwrite or sub-underwrite which give rise to an underwriting position;
(b) identify the time of initial commitment; and
(c) calculate the net UnderwritingG position, reduced net UnderwritingG position or the net UnderwritingG ExposureG .
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]