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