Circular Letter No. 1424 — Introduce Technical Adjustment to Normative File R07 of the Risk System in the Bank Information System Manual

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REF: Introduce technical adjustment to normative file R07 of the Risk System of the Bank Information System Manual. _________________________________ CIRCULAR LETTER NO. 1,424 September 22, 2026 To all banking entities to which the instructions issued by this Agency, contained in the Bank Information System Manual (hereinafter, “MSI Banks”), apply, you are informed that this Commission, pursuant to what is established in Chapter 18-3 of the Updated Compilation of Norms and Resolution No. 4,479 of May 15, 2024; has resolved to make an adjustment to normative file R07, recently modified by Circular Letter No. 2,378. The modification, in the first record of normative file R07, detailed in Annex No. 1 and highlighted in yellow, consists of the following:

• The filler indicated as “X(179)” is replaced by “X(181)”, and consequently, the length of the corresponding record is replaced from “194 bytes” to “196 bytes”.
  As a consequence of the changes indicated, the respective sheet of file R07 of the Risk System of MSI Banks is replaced, and whose updated version is published on this Commission's website (www.cmfchile.cl).

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ANNEX:
CODE: R07
NAME: Risk-weighted assets for market risk
SYSTEM: Risks
FREQUENCY: Weekly: only for information at individual and local consolidated level.
It must be reported on days 4, 8, 12, 16, 20, 24, 28 and last day of each month, with information referring to each of the banking business days between the reporting dates, with the exception of records 7 and 8, whose date will refer only to the day of submission. Monthly: only for global consolidated information; and each bank established abroad, subsidiary of a bank established in Chile, in consolidated form. It must refer to the last day of each month. DEADLINE: 3 business days from the date to which the information refers, for information with weekly frequency. 9 business days from the last day of the month, for information with monthly frequency. In this file, the exposures of banking entities subject to capital requirements for market risk, under the simplified standard model, will be reported, informing movements of reference interest rates, foreign currencies, commodities and stock quotes used in the calculation of risk-weighted assets (RWA). The aforementioned exposures correspond to financial instruments classified in the trading book, considering, in addition, foreign currency risk and commodities for banking book positions. The data to be provided refers to the global consolidated situation, local consolidated situation and the bank without consolidation (individual). Records 02 to 08 should only be reported in cases where the bank has exposures associated with those risk factors or applies the requested method. First record

1. Financial institution code 9(04)
2. File identification X(03)
3. Date F(08)
4. Filler X(179/181)
   Record length 194/196 bytes
5. BANK CODE
   Corresponds to the code that identifies the bank.
6. FILE IDENTIFICATION
   Corresponds to the file identification. It must be "R07".

Signed by: Francisco Cabezón F.
Position: General Director
Area: General Regulation Directorate
Institution: Financial Market Commission
Date: 2026.09.23