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Dubai Financial Services Authority (DFSA): Contents

Dubai Financial Services Authority (DFSA)
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Prudential — Insurance Business Module (PIN) [VER15/01-18]
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  • PIN A8.6.3

    The amount in respect of a derivative contract is obtained by calculating, for an asset equivalent amount as determined in PIN Rule A8.6.4, a default risk component as set out in PIN section A8.4 and an investment volatility risk component as set out in PIN section A8.5, as though the asset equivalent amount were a debt obligation due from the derivative counterparty.


    Derived from DFSA RM06/2004 (Made 16th September 2004). [VER1/09-04]