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2023-03-16 | Resolução BCB 303

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Central Bank Resolution No. 303 of March 16, 2023: Procedures for Calculating Risk-Weighted Assets for Credit Risk Exposures Under Internal Ratings-Based Approvals

Resolution BCB No. 303 establishes procedures for calculating Risk-Weighted Assets for Credit Risk exposures under Internal Ratings-Based (IRB) approaches for institutions in Segment 1 or Segment 2. It mandates prior authorization from the Central Bank of Brazil for using IRB approaches and defines specific risk parameters including Probability of Default (PD), Exposure at Default (EAD), Loss Given Default (LGD), and Effective Maturity (M). The regulation categorizes exposures into financial institutions, retail, and corporate, with specific subcategories and prohibitions for certain exposures such as sovereign entities and specialized financing.

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RESOLUTION BCB NO. 303, OF MARCH 16, 2023

Establishes the procedures for calculating the portion of risk-weighted assets (RWA) related to credit risk exposures subject to capital requirement calculations using internal credit risk classification systems (IRB approaches) authorized by the Central Bank of Brazil (RWACIRB), as addressed 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 March 15 and 16, 2023, based on the provisions of Articles 9, 10, item IX, and 11, item VII, of Law No. 4,595 of December 31, 1964, Article 3, paragraph 2, of CMN Resolution No. 4,958 of October 21, 2021, and Article 9, item II, of Law No. 12,865 of October 9, 2013, and considering Articles 3, item VIII, and 14 of Resolution No. 4,282 of November 4, 2013, and Article 3, paragraph 2, of BCB Resolution No. 200 of March 11, 2022,

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Law No. 12,865, of October 9, 2…2013Law No. 4595 dated 1964-12-31not in RegAlertResolution CMN No. 4282 — Estab…2013Resolution CMN No. 4557 — Estab…2017CMN Resolution No. 4,958 — Mini…2021BCB Resolution No. 197 — Classi…2022Resolution BCB No. 200 — Establ…2022Resolution BCB No. 229 — Proced…2022Resolution BCB No. 265 — Risk M…2022Resolution No. 3648 dated 2013-…not in RegAlertCentral Bank Resolution No.303 of March 16, 2023: Proced…2023-03-16 · this documentInstruction Normative BCB No. 4…2023Normative Instruction BCB No. 3…2023Normative Instruction BCB No. 5…2024BCB Resolution No. 447 of Decem…2024BCB Resolution No. 580 — Classi…2026
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Amended 1 time · last 2024-12-19

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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