PIN A8.2.1
Subject to PIN Rule A8.2.3, an
MFCR = DRC + IVRC + OARC + OLRC + CRC + SFAC + LIRC + AMRC
where:
Term | Definition |
MFCR | |
DRC | Default risk component in respect of that fund; |
IVRC | Investment volatility risk component in respect of the fund; |
OARC | Off-balance sheet asset risk component in respect of the fund; |
OLRC | Off-balance sheet liability risk component in respect of the fund; |
CRC | Concentration risk component in respect of the fund; |
SFAC | Size Factor Adjustment Component in respect of the fund; |
LIRC | |
AMRC | Asset management risk component in respect of the fund. |
Derived from DFSA RM06/2004 (Made 16th September 2004). [VER1/09-04]