Dubai Financial Services Authority

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Dubai Financial Services Authority (DFSA): Contents

Dubai Financial Services Authority (DFSA)

Rulebook Modules

Anti-Money Laundering, Counter-Terrorist Financing and Sanctions Module (AML) [VER16/07-19]

Authorised Market Institutions (AMI) [VER18/02-17]

Auditor Module (AUD) [VER3/02-17]

Conduct of Business Module (COB) [VER33/07-19]

Collective Investment Rules (CIR) [VER25/07-19]

Fees Module (FER) [VER20/02-19]

Fund Protocol Rules (FPR) [VER1/02-19]

General Module (GEN) [VER44/07-19]

Glossary Module (GLO) [VER44/07-19]

Islamic Finance Rules (IFR) [VER13/12-18]

Markets Rules (MKT) [VER15/07-19]

Price Stabilisation Module (PRS) [VER7/04-18]

Prudential — Insurance Business Module (PIN) [VER15/01-18]

Prudential — Investment, Insurance Intermediation and Banking Module (PIB) [VER33/02-19]

PIB 1 Application, Interpretation and Categorisation

PIB 2 General Requirements

PIB 4 Credit Risk

PIB 5 Market Risk

PIB 6 Operational Risk

PIB 7 Interest Rate Risk in the Non-Trading Book

PIB 8 Group Risk

PIB 9 Liquidity Risk

PIB 10 Supervisory Review and Evaluation Processes

PIB 11 Disclosure Requirements

PIB App1 Categories of Authorised Firms

PIB App2 General Requirements

PIB App3 Capital

PIB App4 Credit Risk

PIB App5 Market Risk

PIB A5.1 Market Risk Systems and Controls

PIB A5.2 Interest Rate Risk Capital Requirement

PIB A5.2 Guidance

PIB A5.2.1

Derivation of Notional Positions for Certain Instruments (Including Interest Rate Derivatives)

Futures on Interest Rates and Forward Rate Agreements

Futures and Forwards on a Single Debt Security

Future or Forward on a Basket of Debt Securities

Interest Rate and Currency Swaps

Dual Currency Bonds

Cash Legs of Repos

Cash Legs of Reverse Repos

General Market Risk

Simplified Framework

Maturity Method

Duration Method

PIB A5.3 Equity Risk Capital Requirement

PIB A5.4 Foreign Exchange Risk Capital Requirement

PIB A5.5 Commodities Risk Capital Requirement

PIB A5.6 Option Risk Capital Requirement

PIB A5.7 Collective Investment Fund Risk Capital Requirement

PIB A5.8 Securities Underwriting Risk Capital Requirement

PIB A5.9 Use of Internal Models for Market Risk

PIB App6 Calculating the Operational Risk Capital Requirement

PIB App7 Not Used

PIB App8 Not Used

PIB App9 Liquidity

PIB App10 Supervisory Review and Evaluation Processes

PIB App11 Public Disclosure Requirements

Recognition (REC) [VER12/01-18]

Representative Office Module (REP) [VER10/04-18]

Takeover Rules Module (TKO) [VER7/02-16]

Sourcebook Modules

Consultation Papers

Policy Statements

DFSA Codes of Practice

Amendments to Legislation

Financial Markets Tribunal

Connected by Complinet

PIB A5.2.1
An Authorised Firm which calculates its Interest Rate Risk Capital Requirement in accordance with PIB Rule 5.4.1(b) must apply the Rules in this section.

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