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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]
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  Versions
(1 version)
 
Dec 9 2012 onwards

PIB A6.3.2



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.

Subject to PIB Rule A6.3.4, an Authorised FirmG which uses the Alternative Standardised ApproachG must calculate its Operational RiskG Capital RequirementG for its retail banking business line according to the following formula:

KRB = BRB x m x LARB

Where:

KRB = the Capital RequirementG for the retail banking business line

BRB = the beta for the retail banking business line

LARB = total outstanding retail loans and advances (non-risk weighted and gross of provisions), averaged over the past three years

m = 0.035

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