RegAlert2021-10-06 | Resolução BCB 149Added
BCB Resolution No. 149 — Amending Circulars No. 3,861 and 3,862 Regarding Risk-Weighted Asset Calculations for Gold, Foreign Currency, and Specific Credit Programs
BCB Resolution No. 149 amends Circulars No. 3,861 and 3,862 to update the calculation procedures for risk-weighted assets under the simplified standardized approach. It defines the components of the simplified exposure amount for gold, foreign currency, and exchange rate risks, and introduces a 12% Factor for Risk Reduction for credit operations under the Pronampe and Emergency Employment Support programs. Additionally, it specifies which credit operations, including those guaranteed by the FGO and FGI, are excluded from certain risk-weighted asset calculations.
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Resolution No. 149
BCB RESOLUTION
NO. 149, OF OCTOBER 6, 2021
Amends
Circulars Nos. 3,861 and 3,862, both of December 7, 2017, which establish the procedures for calculating the risk-weighted asset components in the simplified form (RWAS5) regarding exposure to gold, foreign currency, and assets subject to exchange rate variation through the simplified standardized approach (RWACAMSimp) and to credit risk exposures subject to the capital requirement calculation through the simplified standardized approach (RWARCSimp), respectively.
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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