IFR 5.4.5

(1) An Authorised Firm's Displaced Commercial Risk Capital Requirement is based on 35% of the CRCOM and Market Risk capital 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 Risk capital 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 Risk capital 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]