RegAlert
2021-03-31 | Resolução BCB 84

Added

BCB Resolution No. 84 — Consolidates Procedures for Reporting Market Risk, IRRBB, and RWA Exposures

BCB Resolution No. 84 consolidates procedures requiring financial institutions and authorized entities in Segments 1 through 4 to report monthly data on market risk exposures, risk-weighted assets (RWA) for market risk, and interest rate risk in the banking book (IRRBB). The lead institution of each prudential conglomerate must submit consolidated reports, while non-conglomerate institutions and specific cooperative entities submit individual reports. Institutions must retain calculation methodologies and source data for five years and designate a responsible director for compliance.

Banco Central do Brasil logo

Brazil

Banco Central do Brasil

Scan of the document's first page
Share

BCB published 15 documents in the last 30 days — get each new one by email the day it lands.

Resolution No. 84

BCB RESOLUTION NO. 84, OF MARCH 31, 2021

Consolidates the procedures for the submission of information regarding exposures to market risk, to the risk of variation in interest rates on 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), Level I, Core Capital, and the Core Capital Surcharge.

The Collegiate Board of the Central Bank of Brazil, in a session held on March 31, 2021, based on arts. 10, item IX, 11, item VII, and 37 of Law No. 4.595, of December 31, 1964, and art. 1, § 1, of Complementary Law No. 130, of April 17, 2009, and having in view the provisions of Resolutions Nos. 4,192 and 4,193, both of March 1, 2013, 4,553, of January 30, 2017, and 4,557, of February 23, 2017, and Circular No. 3,876, of January 31, 2018,

Read the rest free, and get an email when BCB publishes again

Lineage: Amended

Lei n.º 4.595, de 31 de dezembr…1964Regulation No. 130 dated 2009-0…not in RegAlertCMN Resolution No. 4193 — Regul…2013Circular No. 4010 - Amends Dead…2020Circular No. 3429 dated 2009-01…not in RegAlertCircular No. 3687 dated 2013-12…not in RegAlertCircular No. 3740 dated 2014-12…not in RegAlertCircular No. 3878 dated 2018-02…not in RegAlertBCB Resolution No. 84 —Consolidates Procedures for R…2021-03-31 · this documentBCB Resolution No. 328 — Amends…2023Normative Instruction BCB No. 1…2021Instruction Normative BCB No. 3…2023BCB Instruction No. 545 of Nove…2024BCB Normative Instruction No. 5…2024
amendssupersedesissued underrefers toproposed or not in RegAlertarrows run from the older text to the one that changes it

Timeline

Amended 1 time · last 2023-06-14

This document supersedes: Circular No. 4010 - Amends Deadlines for Remittance of Documents 2060 and 2061 to the Central Bank of Brazil and Postpones Start of Remittance for Investor Information

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.

Topics
capital
disclosure