Home   Browse contents   View updates   Search  
     Quick search

Dubai Financial Services Authority (DFSA): Contents

Dubai Financial Services Authority (DFSA)
Recognised Jurisdictions and Funds
Declaration Notices
Financial Markets Tribunal
Rulebook Modules
Prudential — Investment, Insurance Intermediation and Banking Module (PIB) [VER34/12-19]
PIB 3 Capital
Sourcebook Modules
Consultation Papers
Policy Statements
DFSA Codes of Practice
Amendments to Legislation
Media Releases

Whole SectionText only Print Print Manager Link

(1 version)
Jan 1 2018 onwards

PIB 3.9A.2

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

CCyB = CCyB Rate x RWA


(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]