PIB A5.5 Commodities Risk Capital Requirement | Rulebook

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Dubai Financial Services Authority (DFSA)
Rulebook Modules
Prudential — Investment, Insurance Intermediation and Banking Module (PIB) [VER42/06-22]
PIB App5 Market Risk
PIB A5.5 Commodities Risk Capital Requirement

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‹ PIB A5.4.6

PIB A5.5 Guidance ›

PIB A5.5 Commodities Risk Capital Requirement

PIB A5.5 Guidance
PIB A5.5.1
Calculation of Commodities Risk Capital Requirement
- PIB A5.5.2
Treatment of Commodity Derivatives
- PIB A5.5.3
- PIB A5.5.4
Maturity Ladder Approach
- PIB A5.5.5
Simplified Approach
- PIB A5.5.6

‹ PIB A5.4.6

PIB A5.5 Guidance ›

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