RegAlert2024-11-28 | Resolução BCB 438Added
BCB Resolution No. 438 — Amends BCB Resolution No. 229 of May 12, 2022, regarding Risk-Weighted Assets (RWA) for Credit Risk Exposures under the Standardized Approach
This resolution amends BCB Resolution No. 229 to update the calculation of risk-weighted assets (RWA) for credit risk exposures under the standardized approach. It introduces new definitions for exposures related to interdependent operations, financial and operating leases, and problematic assets, while specifying deduction rules for provisions and adjustments. The amendments include specific risk weight multipliers for problematic assets based on provision levels and repeal certain previous provisions of Resolution No. 229. These changes enter into force on January 2, 2025.
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Resolution No. 438
RESOLUTION
BCB NO. 438, OF NOVEMBER 28, 2024
Amends
BCB Resolution No. 229, of May 12, 2022, which establishes the procedures for calculating the portion of risk-weighted assets – RWA – regarding credit risk exposures subject to the calculation of capital requirements through the standardized approach – RWACPAD.
The Collegiate Board of the Central Bank of Brazil, in a session held on November 28, 2024, based on the provisions of arts. 9, 10, caput, item IX, and 11, caput, item VII, of Law No. 4.595, of December 31, 1964, and art. 9, caput, item II, of Law No. 12.865, of October 9, 2013, and considering the provisions of art. 3, § 2, of CMN Resolution No. 4.958, of October 21, 2021, in arts. 3, caput, items III and VIII, and 14 of Resolution No. 4.282, of November 4, 2013, in art. 3, § 2, of BCB Resolution No. 200, of March 11, 2022, and in art. 4 of CMN Resolution No. 5.105, of September 28, 2023,
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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