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
"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]