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2021-04-26 | Instrução Normativa BCB 101

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Normative Instruction BCB No. 101 of April 26, 2021: Procedures for Remitting Information on Market Risk, IRRBB, and RWA Exposures

Financial institutions and authorized entities in Segments 1 through 4 must submit the Market Risk Statement (DRM) monthly via the Electronic File Transfer System (STA) by the fifth business day following the month-end data base. The submission, mandated by the Central Bank of Brazil, requires consolidated reporting by leading institutions of prudential conglomerates and individual reporting by non-conglomerate entities and specific cooperatives, covering market risk, IRRBB, and Risk-Weighted Asset exposures. Payment institutions not part of a prudential conglomerate and institutions belonging to Type 2 prudential conglomerates are exempt from this requirement. The instruction revokes eight previous circular letters and entered into force on May 3, 2021.

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NORMATIVE INSTRUCTION BCB NO. 101, OF APRIL 26, 2021

Provides
on the procedures for transmitting information regarding exposures to market risk, to the risk of variation in interest rates on instruments classified in the banking book (IRRBB), and to exposures related to the calculation of Risk-Weighted Assets (RWA) for market risk, used for the purpose of calculating the minimum requirements for Reference Equity (PR), Tier 1, Core Capital, and the Core Capital Add-on, as provided for in Resolution BCB No. 84, of March 31, 2021.

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Lineage: Amended

Resolution CMN No. 4557 — Estab…2017BCB Resolution No. 84 — Consoli…2021Ordinance No. 84287 dated 2015-…not in RegAlertCircular No. 3165 Establishes t…2002CMN Resolution No. 4193 — Regul…2013CMN Resolution No. 4553 — Estab…2017Circular Letter No. 2914 dated …not in RegAlertCircular Letter No. 3521 dated …not in RegAlertCircular Letter No. 3573 dated …not in RegAlertNormative Instruction BCB No.101 of April 26, 2021: Proced…2021-04-26 · this documentInstruction Normative BCB No. 3…2023BCB Instruction No. 545 of Nove…2024BCB Normative Instruction No. 5…2024Instruction Normative BCB No. 5…2024Instruction Normative BCB No. 5…2024Instruction Normative BCB No. 5…2025
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Amended 2 times · last 2024-11-07

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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