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PIB 5.6.1

An Authorised Firm in Category 1, 2, 3A or 5 must, subject to PIB Rule 5.6.2, calculate its Foreign Exchange Risk Capital Requirement in respect of Trading Book and Non-Trading Book foreign exchange positions by:

(a) applying its internal Market Risk model which has been approved by the DFSA for this purpose; or
(b) applying the Rules in PIB section A5.4.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]