Home   Browse contents   View updates   Search  
     Quick search
Go
   

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

BackText onlyPrint

You need the Flash plugin.

Download Macromedia Flash Player



  • PIB 5.8 Option Risk Capital Requirement

    • PIB 5.8.1

      An Authorised FirmG in CategoryG 1, 2 or 5 must calculate an Option Risk Capital RequirementG if it has positions in OptionsG in its Trading BookG by:

      (a) applying its internally developed Market RiskG model which has been approved by the DFSAG for this purpose; or
      (b) by applying the RulesG set out in PIB section A5.6.
      Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]