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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]
PIB App4 Credit Risk
Sourcebook Modules
Consultation Papers
Policy Statements
DFSA Codes of Practice
Amendments to Legislation
Media Releases
Notices
Financial Markets Tribunal
Archive

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  • Credit Default Products

    • PIB A4.9.5

      (1) The Protection BuyerG relies on the Protection SellerG to pay the Credit Event PaymentG if a Credit EventG occurs, and therefore must compute Credit RWAsG for the Counterparty RiskG involved.
      (2) The Protection SellerG is exposed to the Protection BuyerG only if there are premium or interest rate-related payments outstanding.
      Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]

    • PIB A4.9.6

      In the case of Total Return SwapsG , since each party relies on the other for payment, each party must compute Credit RWAsG .

      Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]

    • PIB A4.9.7

      No Credit RWAG applies to credit-linked notesG unless a coupon or interest payment is outstanding.

      Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]