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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]
Sourcebook Modules
Consultation Papers
Policy Statements
DFSA Codes of Practice
Amendments to Legislation
Media Releases
Notices
Financial Markets Tribunal
Archive

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  • PIB A5.4.2

    An Authorised Firm must calculate its Foreign Exchange Risk Capital Requirement by using the standard method as follows:

    (a) calculating its net open position in each currency and in gold;
    (b) calculating its overall net open position in accordance with PIB Rule A5.4.4; and
    (c) multiplying the overall net open position by the percentage provided in PIB Rule A5.4.5.
    Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]