Rule · BCB · 8 Feb 2023 · Resolução BCB 290
BCB Resolution No. 290 amends Article 3 of BCB Resolution No. 200 of March 11, 2022, by defining three specific risk-weighted capital requirement components: RWACAM for exposures in gold, foreign currency, and assets subject to exchange rate variation calculated via the standardized approach; RWADRC for credit risk exposures of financial instruments classified in the trading book; and RWACVA for exposures to the risk of variation in the value of derivative financial instruments due to changes in counterparty credit quality. This resolution enters into force on July 1, 2023.
Vote
Resolution
BCB No. 290, OF FEBRUARY 8, 2023
Amends the
BCB Resolution No. 200, of March 11, 2022, which provides for the minimum requirements for Reference Equity (RE), Tier 1, and Core Capital and for the Additional Core Capital of a prudential conglomerate classified as Type 3.
The Collegiate Board of the Central Bank of Brazil, in a session held on February 8, 2023, based on arts. 9, item II, 14 and 15 of Law No. 12,865, of October 9, 2013, and taking into account the provisions of art. 14 of Resolution No. 4,282, of November 4, 2013,
R E S O L V E:
Art. 1º BCB Resolution No. 200, of March 11, 2022, shall enter into force with the following changes:
“Art.
3º ............................................................................................................
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§ 1º ..............................................................................................................
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VII - RWACAM, relating to exposures in gold, in foreign currency, and in assets subject to exchange rate variation whose capital requirement is calculated through a standardized approach;
VIII - RWADRC, relating to exposures to credit risk of financial instruments classified in the trading book; and
IX - RWACVA, relating to exposures to the risk of variation in the value of derivative financial instruments resulting from the variation in the credit quality of the counterparty.
................................................................................................................” (NR)
Art.
2º This Resolution enters into force on July 1, 2023.
Paulo Sérgio Neves de Souza
Acting Director of Regulation
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“Amends the BCB Resolution No. 200, of March 11, 2022, which provides for the minimum requirements for Reference Equity (RE), Tier 1, and Core Capital and for the Additional Core Capital of a prudential conglomerate classified as Type 3.”
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