CCyB = CCyB Rate x RWA
(a) "CCyB" is the Countercyclical Capital Buffer that the
Authorised Firm must maintain;
(b) "CCyB Rate" is the weighted average of Countercyclical Capital Buffer Rates, calculated in accordance with Rule 3.9A.5, that apply in jurisdictions in which the
Authorised Firm has Non-Financial Private Sector Credit Exposures; and
(c) "RWA" is the value of the
Authorised Firm's Risk Weighted Assets.
Derived from DFSA RM209/2017 (Made 25th October 2017). [VER30/01-18]