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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]
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 3.9B.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.

A SIB must maintain an HLA Capital Buffer of CET1 Capital that is calculated using the following formula:

HLA Capital Buffer = HLA Ratio x Relevant RWA


"HLA Capital Buffer" is the HLA Capital Buffer that the Authorised Firm must maintain;

"HLA Ratio" is the ratio determined by the DFSAG for that Authorised FirmG under PIB Rule 3.9B.6; and

"Relevant RWA":

(a) for a G-SIB, is the value of the its Risk Weighted Assets; or
(b) for a D-SIB, is the value of its Risk Weighted Assets in jurisdictions for which it is considered to be systemically important.
Derived from DFSA RM209/2017 (Made 25th October 2017). [VER30/01-18]