PIB A4.3.19

If An Authorised Firm fails to comply with PIB Rule A4.3.18, the DFSA may revoke its approval for the Authorised Firm to use own-estimate haircuts. The Authorised Firm may also be required to revise its estimates for the purpose of calculating regulatory Capital Requirements if its estimates of E*, does not adequately reflect its Exposure to Counterparty Credit Risk.

Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]