IFR 5.4.5

(1) An Authorised Firm'sDisplaced Commercial Risk Capital Requirement is based on 35% of the CRCOM and Market Riskcapital requirement of assets funded by Unrestricted PSIA holders, and is calculated using the following formula:

PSIACOM = [PSIACOMcredit + PSIACOMmarket] × 35%.
(2) PSIACOM is the Displaced Commercial Risk Capital Requirement;
(3) PSIACOMcredit is the Credit Riskcapital requirement for assets funded by Unrestricted PSIA holders and is calculated in accordance with Rules in part 3 of chapter 4 of PIB; and
(4) PSIACOMmarket is the Market Riskcapital requirement for assets funded by Unrestricted PSIA holders and is calculated in accordance with Rules in PIB chapter 5.
Derived from DFSA RM69/2010 (Made 1st March 2010). [VER1/03-10]
[Amended] DFSA RM115/2012 (Made 15th October 2012). [VER5/12-12]