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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]
PIB App5 Market Risk
Sourcebook Modules
Consultation Papers
Policy Statements
DFSA Codes of Practice
Amendments to Legislation
Media Releases
Financial Markets Tribunal

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(1 version)
Dec 9 2012 onwards

PIB A5.8.10

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.

To calculate the reduced net UnderwritingG position an Authorised FirmG must apply the reduction factors in the table below to the net UnderwritingG position calculated under PIB Rule A5.8.6 as follows:

(a) in respect of debt SecuritiesG , an Authorised FirmG must calculate two reduced net UnderwritingG positions; one for inclusion in the Authorised Firm'sG interest rate Specific RiskG calculation, the other for inclusion in its interest rate General Market RiskG calculation; and
(b) in respect of equities, an Authorised FirmG must calculate only one reduced net UnderwritingG position, and then include it in the simplified equity method.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]