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PIB 3.9B.2

A SIB must maintain an HLA Capital Buffer of CET1 Capital that is calculated using the following formula:

HLA Capital Buffer = HLA Ratio x Relevant RWA

where:

"HLA Capital Buffer" is the HLA Capital Buffer that the Authorised Firm must maintain;

"HLA Ratio" is the ratio determined by the DFSA for that Authorised Firm under PIB Rule 3.9B.6; and

"Relevant RWA":

(a) for a G-SIB, is the value of the its Risk Weighted Assets; or
(b) for a D-SIB, is the value of its Risk Weighted Assets in jurisdictions for which it is considered to be systemically important.
Derived from DFSA RM209/2017 (Made 25th October 2017). [VER30/01-18]