PIB 5.9.1

An Authorised Firm in Category 1, 2 or 5 must calculate its Collective Investment Fund Risk Capital Requirement in respect of Trading Book positions in Units in a Collective Investment Fund by:

(a) applying its internally developed Market Risk model which has been approved by the DFSA for this purpose; or
(b) applying the Rules set out in PIB section A5.7.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]