Delta-Plus Method | Rulebook

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DFSA Rulebook

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Dubai Financial Services Authority (DFSA)

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Dubai Financial Services Authority (DFSA)
Rulebook Modules
Prudential — Investment, Insurance Intermediation and Banking Module (PIB) [VER41/01-22]
PIB App5 Market Risk
PIB A5.6 Option Risk Capital Requirement
Delta-Plus Method

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‹ PIB A5.6.4

Delta-Plus Method Guidance ›

Delta-Plus Method

Delta-Plus Method Guidance
PIB A5.6.5
PIB A5.6.6
PIB A5.6.7
PIB A5.6.8
PIB A5.6.9
- PIB A5.6.9 Guidance
PIB A5.6.10

‹ PIB A5.6.4

Delta-Plus Method Guidance ›

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