RegAlert2023-04-26 | Resolução BCB 312Added
BCB Resolution No. 312 — Amends Circular No. 3,641 of March 4, 2013, regarding risk-weighted asset calculation for gold, foreign currency, and exchange rate-varying assets under the standardized approach
BCB Resolution No. 312 amends Circular No. 3,641 to define the daily calculation of the RWACAM portion and the foreign exchange exposure limit for financial institutions. The amendment introduces specific exclusions for institutions acting solely as intermediaries, transactions maturing on the next business day, and cash flow hedges open until January 1, 2025, that hedge future exchange rate risks. These changes apply to entities calculating capital requirements using the standardized approach for exposures in gold, foreign currency, and assets subject to exchange rate variation. The resolution enters into force on July 1, 2023.
BCB published 15 documents in the last 30 days — get each new one by email the day it lands.
BCB Resolution No. 312, OF APRIL 26, 2023
Amends Circular No. 3,641, of March 4, 2013, which establishes the procedures for calculating the risk-weighted assets (RWA) portion related to exposures in gold, in foreign currency, and in assets subject to exchange rate variation whose capital requirement is calculated through the standardized approach (RWACAM), as dealt with in CMN Resolution No. 4,958, of October 21, 2021, and BCB Resolution No. 200, of March 11, 2022.
The Collegiate Board of the Central Bank of Brazil, in a session held on April 26, 2023, based on the provisions of Arts. 9, 10, item IX, and 11, item VII, of Law No. 4,595, of December 31, 1964, Art. 9-A of Law No. 4,728, of July 14, 1965, and Arts. 9, item II, 14, and 15 of Law No. 12,865, of October 9, 2013, and having in view Art. 3, § 2, of CMN Resolution No. 4,958, of October 21, 2021, and Art. 3, § 2, of BCB Resolution No. 200, of March 11, 2022,
Read the rest free, and get an email when BCB publishes again
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
More like this from BCB
BCB published 15 documents in the last 30 days. We email you each new one the day it's published.
FX rules change often. Get an email the day any regulator we track changes its foreign-exchange rules.