RegAlert2021-06-17 | Resolução BCB 107Added
BCB Resolution No. 107 — Amends Circular No. 3,809 of August 25, 2016, Establishing Procedures for Recognizing Mitigating Instruments in the Calculation of Risk-Weighted Assets for Credit Risk Exposures Under the Standardized Approach
BCB Resolution No. 107 amends Circular No. 3,809 to update the procedures for recognizing mitigating instruments in the calculation of risk-weighted assets (RWA) for credit risk exposures under the standardized approach. The amendment modifies Article 30 by specifying that when a stop-loss coverage limit falls below the volume of overdue operations exceeding 90 days, the original Factor of Risk (FPR) must be applied to each borrower. It also expands the definition of guarantees under Article 30, Item I to include government programs such as PEAC, PGSC, and Pronampe. The resolution entered into force on the date of its publication.
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BCB RESOLUTION
NO. 107, OF JUNE 17, 2021
Amends Circular No. 3,809, of August 25, 2016, which establishes the procedures for the recognition of mitigating instruments in the calculation of the risk-weighted assets (RWA) portion related to credit risk exposures subject to the calculation of capital requirement through the standardized approach (RWACPAD).
The Collegiate Board of the Central Bank of Brazil, in a session held on June 17, 2021, based on the provisions of Articles 9, 10, item IX, and 11, item VII, of Law No. 4,595, of December 31, 1964, and Articles 3, paragraph 2, and 15 of Resolution No. 4,193, of March 1, 2013,
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Lineage: In force
Source: Banco Central do Brasil — original document · Summary generated with machine assistance and reviewed before publication; the authoritative text is the regulator's original document. How RegAlert works
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BCB published 15 documents in the last 30 days. We email you each new one the day it's published.