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  • PIB 5.4 PIB 5.4 Interest Rate Risk Capital Requirement

    • PIB 5.4.1

      An Authorised Firm in Category 1 or 2 must calculate its Interest Rate Risk Capital Requirement in respect of Trading Book transactions:

      (a) by applying its internal Market Risk model which has been approved by the DFSA for this purpose; or
      (b) by applying the Rules set out in PIB section A5.2.
      Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]