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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]
PIB App5 Market Risk
Sourcebook Modules
Consultation Papers
Policy Statements
DFSA Codes of Practice
Amendments to Legislation
Media Releases

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  • PIB A5.3.8

    An Authorised Firm must not calculate an Equity Risk Capital Requirement for a Trading Book position in:

    (a) material holdings deducted under PIB chapter 3 for the purposes of calculating an Authorised Firm's Capital Resources;
    (b) the interest rate leg of an equity swap, equity future or forward, or equity based option; or
    (c) a non-Convertible preference security.
    Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]