Normative Instruction BCB No. 572 — Amends the Filling Instructions for Document Code 2061 - Operational Limits Statement (DLO)

BCB NORMATIVE INSTRUCTION NO. 572, OF DECEMBER 20, 2024

Amends the Filling Instructions for document code 2061 - Operational Limits Statement (DLO), governed by BCB Normative Instruction No. 81, of February 23, 2021.

The Head of the Financial System Monitoring Department – DESIG, in the exercise of the authority conferred by Article 23, item I, letter “a”, of the Internal Regulations of the Central Bank of Brazil, published through BCB Resolution No. 340, of September 21, 2023, based on Article 85, item I, letter “b” of said Regulations, in view of the provisions of BCB Resolution No. 69, of February 10, 2021, No. 299, of May 12, 2022, with amendments by BCB Resolution No. 438, of November 28, 2024, and BCB Normative Instruction No. 81, of February 23, 2021,

RESOLVES:

Art. 1st The new versions of 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 enter into force as of the January 2025 data base.

Art. 2nd The following modifications were made to the Filling Instructions:

I - in Chapter IV - Specific Guidelines: textual adjustments to items 2.1.1, 5.2.c, and 7.2.e;

II – in Chapter V - Tables:

a) in item D - Detailing of the RWA portion related to credit risk (RWACPAD):

1. adjustments in the description of the item;

2. textual adjustments to accounts: 520.01, 520.03, 520.04, 540.08, 560.05, 560.06, 600.05, 600.06, and 620;

b) in item H - Detailing the calculation of the leverage ratio (LR): textual adjustments to accounts: 146.01.01, 146.01.02, 146.01.03, 146.02, 146.02.01, 146.02.02, and 146.02.03;

c) in item K - Detailing the calculation of the exposure limit per client and the concentrated exposure limit: textual adjustments to the item description;

d) in Table 004 - Element Code: textual adjustments to elements 46 and 63;

e) in Table 010 - Exposure weighting factors: textual adjustments to mitigators: 93000050, 93010050, 93020100, 93030100, 93060150, and 93070150.

Art. 3rd This Normative Instruction enters into force on the date of its publication.

ANDRÉ MAURÍCIO TRINDADE DA ROCHA

NOTE

The Operational Limits Statement – DLO, document code 2061, whose normative basis is BCB Resolution No. 69, of February 10, 2021, reflects the prudential regulation provided for in various Resolutions issued by the National Monetary Council – CMN and the Central Bank of Brazil – BCB, and BCB Normative Instruction No. 81, of February 23, 2021, aims to present, in a synthetic manner, the information regarding the details of the calculation of the limits monitored by the BCB, at the calculation data base.

2. For each limit, document code 2061 contains two sets of information: i) calculation of the institution's situation; and ii) calculation of the regulatory requirement and the margin (or deficiency) of the institution regarding the considered limit. The said document is composed of various accounts that must be filled in by financial institutions and other institutions authorized to operate by the Central Bank of Brazil.

3. BCB Resolution No. 438, of November 28, 2024, made adjustments to BCB Resolution No. 299, of May 12, 2022. In light of this, it was necessary to make textual adjustments to the DLO filling instructions.

4. Decree No. 10,411, of June 30, 2020, regulates the carrying out of regulatory impact analysis – AIR as a prerequisite for the issuance of normative acts. However, in its Article 4th, the said decree establishes the hypotheses for exemption from carrying out AIR. This Normative Instruction falls under the hypothesis provided for in item IV – normative act that aims to update or revoke norms considered obsolete, without alteration of merit.

5. As already clarified in paragraph 3, with the publication of BCB Resolution No. 438, of 2024, it was necessary to make textual updates to the DLO filling instructions in order to keep them in consonance with the provisions of said Resolution, thus justifying the classification under item IV of Article 4th of Decree No. 10,411, of 2020.

6. Thus, based on the provisions of paragraphs 4 and 5, I understand that the issuance of this BCB Normative Instruction is exempt from carrying out AIR.

ANDRÉ MAURÍCIO TRINDADE DA ROCHA
Head of the Financial System Monitoring Department