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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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  • Measuring Exposure to Counterparties and Issuers

    • PIB A4.11.10

      Rules PIB A4.11.12 to PIB A4.11.28 apply to both Non-Trading BookG and Trading BookG ExposuresG .

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

    • PIB A4.11.11

      When calculating an ExposureG , an Authorised FirmG must include accrued interest and dividends due.

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

    • PIB A4.11.12

      An Authorised FirmG must not offset Non-Trading BookG and Trading BookG ExposuresG .

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

    • PIB A4.11.13

      A net short position is not an ExposureG for the purposes of Concentration RiskG .

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

    • PIB A4.11.14

      The value of an Authorised Firm'sG ExposureG to a CounterpartyG , whether in its Non-Trading BookG or its Trading BookG , is the amount at risk calculated in accordance with PIB chapter 4.

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