Regulatory Alerts2026-03-26
Decision No 74 of 26 March 2026 amending regulations on settlement risk and credit risk adjustments under the IRB approach
The Executive Board of the National Bank of Moldova issued Decision No 74 to partially transpose EU prudential regulations regarding settlement risk and the calculation of specific and general credit risk adjustments. The decision amends existing normative acts to align with the Internal Ratings Based approach, introducing new rules for assigning risk weights to free delivery exposures and defining the treatment of expected shortfall and excess loss values. These amendments establish detailed procedures for allocating credit risk adjustments between standardized and IRB approaches, with the provisions entering into force on 1 July 2027.
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