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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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  • Specific Risk

    • PIB A5.3.24

      Specific RiskG must be calculated for each net position in an individual equity.

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

    • PIB A5.3.25

      The Specific RiskG of each individual net equity position is its market value (ignoring the sign) multiplied by 8%.

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

    • PIB A5.3.26

      [Not currently in use]

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

    • PIB A5.3.27

      [Not currently in use]

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

    • PIB A5.3.28

      [Not currently in use]

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

    • PIB A5.3.29

      An Authorised FirmG must calculate General Market RiskG on a country-by-country basis.

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

    • PIB A5.3.30

      An Authorised FirmG must calculate the General Market RiskG for each country in the following way:

      (a) all individual net positions are multiplied by 8%;
      (b) long and short positions in each country portfolio are netted; and
      (c) if the net equity position is negative, the sign must be reversed.
      Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]