Circular Letter No. 4063 — Amends the Layout and Filling Instructions for Document Code 2061 - Operational Limits Statement (DLO)

The Head of the Department of Financial System Monitoring (Desig), in exercise of the authority conferred by Article 23, item I, clause "a", of the Internal Regulations of the Central Bank of Brazil, annexed to Ordinance No. 84,287 of February 27, 2015, based on Article 77, item III, of the aforementioned Regulations, and considering the provisions of Resolutions Nos. 4,192 and 4,193, both of March 1, 2013, and Circulars Nos. 3,398 of July 23, 2008, 3,644 of March 4, 2013, 4,024 of June 3, 2020, 4,026 of June 10, 2020, 4,030 of June 23, 2020, and 4,034 of June 29, 2020.

RESOLVES:

Art. 1. The new versions of the Layout and the Filling Instructions for document code 2061 - Operational Limits Statement (DLO), available on the Central Bank of Brazil's website at the electronic address https://www.bcb.gov.br/estabilidadefinanceira/leiautedocumentoscrd, shall come into force as of the June 2020 reference date.

I - in the filling instructions:

a) in Chapter II - General Guidelines: amendment of item 10-b;

b) in Table 003 - Accounts: amendment of normative citations in accounts 550.04, 550.12, 550.13, 560.05, 570.06, 600.05, 605.06, 620.06, and 620.07;

c) in Table 010 - Exposure Weighting Factors: inclusion of domain 146;

d) in Table 011 - Risk Mitigators:

1. inclusion of domains 125, 265, 266, 267, and 366;

2. amendment of the descriptions of domains 166 and 167;

II - in the layout:

a) in Annex 10 - Exposure Weighting Factor Code: inclusion of domain 146;

b) in Annex 11 - Risk Mitigator Code:

1. inclusion of domains 125, 265, 266, 267, and 366;

2. amendment of the descriptions of domains 166 and 167.

Art. 2. Circular Letter No. 4,058 of June 8, 2020, is hereby revoked.

Art. 3. This Circular Letter enters into force on the date of its publication.

Gilneu Francisco Astolfi Vivan