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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 App5 Market 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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  • Calculation of the Equity Risk Capital Requirement

    • Calculation of the Equity Risk Capital Requirement Guidance

      There are two methods for calculating the Equity Risk Capital RequirementG : the standard method and the simplified method. The standard method requires two separate calculations. The first is Specific RiskG and the second is General Market RiskG . The simplified method is easier to calculate but usually results in a higher Capital RequirementG than the standard method. In addition, Authorised FirmsG must calculate an Interest Rate Risk Capital RequirementG for a forward, a future, an option or a company issued warrant.

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