RegAlert2023-06-14 | Resolução BCB 328Added
BCB Resolution No. 328 — Amends BCB Resolution No. 84 of March 31, 2021, regarding procedures for reporting market risk, IRRBB, and RWA exposures
This resolution amends BCB Resolution No. 84 to clarify the scope of entities required to report market risk, interest rate risk in the banking book (IRRBB), and risk-weighted asset (RWA) exposures. It specifies that prudential conglomerates classified in S1, S2, S3, or S4 must report on a consolidated basis, while non-conglomerate institutions and specific cooperative systems report individually. Payment institutions not part of a prudential conglomerate and Type 2 prudential conglomerates are explicitly exempted from these reporting requirements. The amendments to Articles 2(II) and 2(III) take effect on October 1, 2023, while all other provisions enter into force on July 1, 2023.
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BCB RESOLUTION NO. 328, OF JUNE 14, 2023
Amends BCB Resolution No. 84 of March 31, 2021, which consolidates the procedures for the submission of information regarding exposures to market risk, to interest rate variation risk in instruments classified in the banking book (IRRBB), and to exposures related to the calculation of Risk-Weighted Assets (RWA) for market risk, used for the purpose of calculating the minimum requirements for Reference Equity (PR), Tier 1, Core Capital, and the Core Capital Surcharge.
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Show all related documents (9)
- Amends
- BCB Resolution No. 84 — Consolidates Procedures for Reporting Market Risk, IRRBB, and RWA Exposures2021
- Issued under
- Complementary Law No. 130, of April 17, 2009 – National Cooperative Credit System2009Lei n.º 4.595, de 31 de dezembro de 1964 — dispõe sobre a política e as instituições monetárias, bancárias e creditícias (establishes the National Financial System and the Banco Central do Brasil)1964Law No. 12.865 dated 2013-10-09not in RegAlertLaw No. 4.728 dated 1965-07-14not in RegAlertResolution No. 4.553 dated 2017-01-30not in RegAlert
- Basis for
- Instruction Normative BCB No. 394 — Amends Instruction Normative No. 101 of April 26, 2021, regarding procedures for submitting information on market risk, IRRBB, and RWA exposures2023
- Refers to
- Resolution BCB No. 265 — Risk Management Structure, Capital Management Structure, and Information Disclosure Policy for Type 3 Institutions in Segments 2, 3, or 42022BCB Resolution No. 197 — Classifies prudential conglomerates including payment service institutions and establishes segmentation for Type 3 conglomerates for proportional prudential regulation2022
Timeline
This document amends: BCB Resolution No. 84 — Consolidates Procedures for Reporting Market Risk, IRRBB, and RWA Exposures
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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