Regulatory Alerts2026-06-10
Added · Updated
RBI invites public comments on draft Amendment Directions on Standardised Approach for Counterparty Credit Risk (SA-CCR)
The draft Amendment Directions propose replacing the Current Exposure Method with the Standardised Approach for Counterparty Credit Risk (SA-CCR) for computing Counterparty Credit Risk exposure. The proposed changes include clarifications on the scope of CCR for banking and trading book exposures, treatment of multiple margin agreements and netting sets, guidance for banks acting as clearing members of SEBI-recognised stock exchanges, and rules for deferment of option premiums and computation of effective notional for options. Disclosure templates for SA-CCR are also included in the draft. Regulated entities, market participants, and other interested parties are invited to submit comments on these draft directions by July 1, 2026.
More like this from RBI
RBI published 59 documents in the last 30 days. We email you each new one the day it's published.