Dubai Financial Services Authority (DFSA)
Laws
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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]
