2017-12-07 | Circular 3862

Added 2026-09-28

Circular No. 3862 — Establishes procedures for calculating the simplified risk-weighted assets portion (RWAS5) for credit risk exposures under the simplified standardized approach (RWARCSimp)

This Circular establishes the procedures for calculating the simplified risk-weighted assets portion (RWAS5) for credit risk exposures subject to the simplified standardized approach (RWARCSimp) as defined in Resolution No. 4.606 of 2017. It defines exposure items, specifies deductions for provisions and income to be appropriated, and assigns specific Risk Weighting Factors (RWFs) ranging from 0% to 100% to various asset categories and transaction types. The regulation supersedes Circular No. 3.643 of 2013 and enters into force on February 18, 2018.

Brazil

Banco Central do Brasil

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The Collegiate Board of the Central Bank of Brazil, in a session held on December 7, 2017, based on the provisions of Articles 9, 10, item IX, and 11, item VII, of Law No. 4.595 of December 31, 1964, and Article 11, sole paragraph, of Resolution No. 4.606 of October 19, 2017,

RESOLVES:

CHAPTER I

OF THE OBJECT OF APPLICATION

Article 1. This Circular establishes the procedures for calculating the portion of risk-weighted assets in simplified form (RWAS5) regarding credit risk exposures subject to the calculation of the capital requirement through the simplified standardized approach (RWARCSimp), as provided for in Resolution No. 4.606 of October 19, 2017.

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Timeline

Amended 3 times · last 2023-06-06

• 2023-06-06BCBNormative Instruction BCB No. 388 — Amends the text of Circular Letters Nos. 3,850, 3,851, 3,852, 3,853 and 3,854, all dated December 19, 2017amends
• 2022-11-25BCBBCB Resolution No. 266 — Amends Circulars and Resolution BCB Establishing Procedures for Calculating Risk-Weighted Asset (RWA) Components, Countercyclical Capital Buffer (ACPC), and Capital for Interest Rate Risk in the Banking Book (IRRBB) for Type 3 Conglomeratesamends
• 2021-10-06BCBBCB Resolution No. 149 — Amending Circulars No. 3,861 and 3,862 Regarding Risk-Weighted Asset Calculations for Gold, Foreign Currency, and Specific Credit Programsamends

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