2026-01-01
The Council of the Central Bank of Montenegro has amended the rules for calculating ex-ante contributions to the Resolution Fund to align with updated capital adequacy standards. The decision introduces detailed methodologies for determining the exposure value of derivatives, including mark-to-market and simplified exposure methods, while defining specific conditions for recognizing contractual netting as risk-reducing. These changes establish precise formulas and weightings for liabilities arising from derivative contracts to ensure accurate contribution assessments.