An Authorised Firm must, when determining its Exposure to an Issuer arising from an Option, use an Exposure value based on the level of change in the price that will result from the default of the underlying instrument.
Derived from RM111/2012
(Made 15th October 2012). [VER20/12-12]
[Amended] DFSA RMI293/2021
(Made 24th February 2021). [VER38/04-21]