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Dubai Financial Services Authority (DFSA): Contents

Dubai Financial Services Authority (DFSA)
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
Financial Markets Tribunal

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  • 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]