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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 3 Capital
Sourcebook Modules
Consultation Papers
Policy Statements
DFSA Codes of Practice
Amendments to Legislation
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Financial Markets Tribunal
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Jan 1 2018 onwards

PIB 3.9A.2

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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 maintain a Countercyclical Capital Buffer of CET1 Capital that is calculated using the formula:

CCyB = CCyB Rate x RWA

where:

(a) "CCyB" is the Countercyclical Capital Buffer that the Authorised FirmG must maintain;
(b) "CCyB Rate" is the weighted average of Countercyclical Capital Buffer Rates, calculated in accordance with Rule 3.9A.5, that apply in jurisdictions in which the Authorised FirmG has Non-Financial Private Sector Credit Exposures; and
(c) "RWA" is the value of the Authorised Firm'sG Risk Weighted Assets.
Derived from DFSA RM209/2017 (Made 25th October 2017). [VER30/01-18]