2024-11-28 | Resolução BCB 437Added
Resolution BCB No. 437 establishes procedures for calculating the risk-weighted asset portion (RWARCSimp) for credit risk exposures under the simplified standardized approach. It defines exposure definitions, excludes specific items such as interdependent operations and certain payment service receivables for Type 2 institutions, and classifies exposures into reduced (I, II, III), standard, and elevated risk categories with corresponding risk weighting factors ranging from 0% to 100% or higher. Transitional risk weighting factors are set for reduced risk category II and specific reduced risk category III elements, phasing in from 2025 to 2026, and the resolution revokes Circular No. 3,862 of 2017, entering into force on January 1, 2025.
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RESOLUTION BCB NO. 437, OF NOVEMBER 28, 2024
Establishes the procedures for calculating the portion of risk-weighted assets regarding credit risk exposures subject to the capital requirement calculation via the simplified standardized approach – RWARCSimp.
The Collegiate Board of the Central Bank of Brazil, in a session held on November 28, 2024, based on the provisions of Arts. 9, 10, caput, item IX, and 11, caput, item VII, of Law No. 4,595, of December 31, 1964, Art. 9-A of Law No. 4,728, of July 14, 1965, and Arts. 9, caput, item II, and 15 of Law No. 12,865, of October 9, 2013, and in view of the provisions of Art. 11, caput, item II and sole paragraph, of Resolution No. 4,606, of October 19, 2017, Art. 9, caput, item II, of BCB Resolution No. 201, of March 11, 2022, and Art. 6, caput, item II, of BCB Resolution No. 198, of March 11, 2022,
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Amended 1 time · last 2025-01-21
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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