Regulatory Alerts2026-07-15
Added · Updated
Modification of Capital Adequacy Norms for Derivative Exposure
Article 17 of Agreement No. 1-2015 is amended to define the exposure of derivatives as Counterparty Risk Exposure (ERC). This change aligns the treatment of derivative instruments with Agreement No. 3-2016 regarding risk-weighted assets for credit and counterparty risk. The modification applies to banks and banking groups and enters into force upon promulgation.
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