PIB A4.3 Collateral Calculations and Haircuts | Rulebook

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Dubai Financial Services Authority (DFSA)
Rulebook Modules
Prudential — Investment, Insurance Intermediation and Banking Module (PIB) [VER38/04-21]
PIB App4 Credit Risk
PIB A4.3 Collateral Calculations and Haircuts

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‹ PIB A4.2.2 Guidance

"Core Market Participants" ›

PIB A4.3 Collateral Calculations and Haircuts

"Core Market Participants"
- PIB A4.3.1
Calculation of E* for Collateralised Transactions Other than OTC Derivative Transactions and Long Settlement Transactions
- PIB A4.3.2
- PIB A4.3.3
- PIB A4.3.4
- PIB A4.3.5
- PIB A4.3.6
- PIB A4.3.7
- PIB A4.3.8
- PIB A4.3.9
- PIB A4.3.10
- PIB A4.3.11
- PIB A4.3.12
Standard Supervisory Haircuts
Own-Estimate Haircuts
Requirements for Use of Own-Estimate Haircuts
Minimum Holding Periods, Remargining or Revaluation Conditions
Recognition of Eligible Financial Collateral under FCSA

‹ PIB A4.2.2 Guidance

"Core Market Participants" ›

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