Entire Section
PIB 3.8 PIB 3.8 Risk Capital Requirement
PIB 3.8.1 PIB 3.8.1
This section applies to an
Authorised Firm inCategory 1, 2, 3A or 5.Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]PIB 3.8.1 Guidance
The Risk
Capital Requirement is a component of the calculation of theCapital Requirement under sections PIB 3.3 and PIB 3.4.Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]Calculation of Risk Capital Requirement
PIB 3.8.1A
An
Authorised Firm must calculate its Risk Capital Requirement as 10% of its Risk Weighted Assets.Derived from DFSA RM209/2017 (Made 25th October 2017). [VER30/01-18]Risk Weighted Assets
PIB 3.8.2
An
Authorised Firm must calculate its Risk Weighted Assets as 12.5 multiplied by the sum of the following:(a) theCRCOM ;(b) theMarket Risk Capital Requirement ;(c) theOperational Risk Capital Requirement ; and(d) theDisplaced Commercial Risk Capital Requirement , where applicable.Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]
[Amended] DFSA RM209/2017 (Made 25th October 2017). [VER30/01-18]CRCOM
PIB 3.8.3 PIB 3.8.3
An
Authorised Firm must calculate itsCredit Risk Capital Requirement in accordance with the applicableRules in PIB chapter 4.Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]PIB 3.8.3 Guidance
1. DetailedRules andGuidance in respect of theCRCOM are specified in PIB chapter 4. TheCRCOM includes the risk weighted assets (RWA ) for allCredit Risk Exposures and securitisationExposures .2.Rules andGuidance in respect of calculating theCRCOM forIslamic Contracts are contained in IFR chapter 5.Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]Market Risk Capital Requirement
PIB 3.8.4 PIB 3.8.4
An
Authorised Firm must calculate itsMarket Risk Capital Requirement in accordance with the applicableRules in PIB chapter 5.Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]PIB 3.8.4 Guidance
1. DetailedRules andGuidance in respect of theMarket Risk Capital Requirement and each of its components are contained in PIB chapter 5.2.Rules andGuidance in respect of calculatingMarket Risk forIslamic Contracts are contained in IFR chapter 5.Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]Operational Risk Capital Requirement
PIB 3.8.5
An
Authorised Firm must calculate itsOperational Risk Capital Requirement in accordance with the applicableRules in PIB chapter 6.Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]Displaced Commercial Risk Capital Requirement
PIB 3.8.6
An
Authorised Firm Managing a PSIAu must calculate itsDisplaced Commercial Risk Capital Requirement in accordance with IFR chapter 5.Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]