2024-10-02 | Instrução Normativa BCB 528Added
Effective for the December 2024 reporting base, this instruction updates the filling instructions and layout for Document Code 2061 (Operational Limits Statement) to enable monthly reporting of Risk-Weighted Assets for Credit Risk calculated via Internal Ratings-Based approaches (RWACIRB) based on Pillar 3 publication frameworks. It introduces new domains and tables to specifically capture non-accounting exposures in standardized approach RWAC, guarantee operations, payment service exposures for Client Exposure Limits, and granular data on Level I and Level II capital instruments. These changes require financial institutions to adjust their data submission processes to align with updated regulatory monitoring requirements for liquidity and solvency.
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Resolution No. 222
NORMATIVE INSTRUCTION
BCB No. 528, OF OCTOBER 2, 2024
Amends the Filling Instructions and the Layout of document code 2061 - Demonstrativo de Limites Operacionais (DLO), as provided for in Normative Instruction BCB No. 81, of February 23, 2021.
The Head of the Department of Financial System Monitoring (Desig), in the exercise of the authority conferred by art. 23, item I, letter “a”, of the Internal Regulations of the Central Bank of Brazil, annexed to Resolution BCB No. 340, of September 21, 2023, based on art. 85, item I, letter “b” of said Regulations, and having in view the provisions of Resolutions CMN Nos. 4,677, of July 31, 2018, 4,955 and 4,958, both of October 21, 2021, in art. 29-B of Circular No. 3,809, of August 25, 2016, in Resolutions BCB Nos. 200, of March 11, 2022, 291, of February 8, 2023, 303, of March 16 of 2023, 319, of May 18, 2023, 324, of June 14, 2023, and 395, of June 26, 2024, and in Normative Instruction BCB No. 81, of February 23, 2021,
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