RegAlert2022-05-12 | Resolução BCB 229Added
Resolution BCB No. 229 — Procedures for Calculating the Risk-Weighted Asset Component for Credit Risk Exposures under the Standardized Approach
Resolution BCB No. 229 establishes the procedures for calculating the risk-weighted asset (RWA) component for credit risk exposures subject to the standardized approach capital requirement (RWACPAD). It defines what constitutes an exposure, specifies the valuation criteria based on Central Bank of Brazil accounting standards, and outlines specific inclusions and exclusions for various financial instruments and operations. The regulation also details how to handle mitigating instruments, guarantees, and consolidated entities within the calculation framework.
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Frequently Asked Questions (FAQ) - Resolution BCB No. 229
RESOLUTION BCB NO. 229, OF MAY 12, 2022
Establishes the procedures for calculating the portion of risk-weighted assets (RWA) referring to credit risk exposures subject to the calculation of the capital requirement through the standardized approach (RWACPAD), as dealt with in Resolution CMN No. 4,958, of October 21, 2021, and Resolution BCB No. 200, of March 11, 2022.
The Collegiate Board of the Central Bank of Brazil, in a session held on May 11, 2022, based on the provisions of arts. 9, 10, item IX, and 11, item VII, of Law No. 4,595, of December 31, 1964, and art. 9, item II, of Law No. 12,865, of October 9, 2013, and having in view art. 3, § 2, of Resolution CMN No. 4,958, of October 21, 2021, arts. 3, item III, and 14, of Resolution No. 4,282, of November 4, 2013, and art. 3, § 2 of Resolution BCB No. 200, of March 11, 2022,
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Lineage: Amended
Show all related documents (33)
- Amended by
- Resolution BCB No. 452 – Amends Resolutions BCB No. 229 (May 12, 2022) and 437 (November 28, 2024) and Circular No. 3,748 (February 27, 2015)2025BCB Resolution No. 438 — Amends BCB Resolution No. 229 of May 12, 2022, regarding Risk-Weighted Assets (RWA) for Credit Risk Exposures under the Standardized Approach2024BCB Resolution No. 346 of October 5, 2023, amending Resolution BCB No. 229 of May 12, 2022, regarding standardized approach risk-weighted assets for credit risk exposures2023BCB Resolution No. 266 — Amends Circulars and Resolution BCB Establishing Procedures for Calculating Risk-Weighted Asset (RWA) Components, Countercyclical Capital Buffer (ACPC), and Capital for Interest Rate Risk in the Banking Book (IRRBB) for Type 3 Conglomerates2022
- Amends
- Resolution No. 266 dated 2022-11-25not in RegAlertResolution No. 313 dated 2023-04-26not in RegAlertResolution No. 323 dated 2023-06-14not in RegAlertResolution No. 363 dated 2023-12-14not in RegAlertResolution No. 395 dated 2024-06-26not in RegAlertResolution No. 438 dated 2024-11-28not in RegAlert
+2 more
Resolution No. 447 dated 2024-12-19not in RegAlertResolution No. 452 dated 2025-01-21not in RegAlert - Issued under
- CMN Resolution No. 4,955 — Establishes the methodology for calculating Reference Equity (PR)2021Law No. 12,865, of October 9, 2013 — payment arrangements and payment institutions that are part of the Brazilian Payment System2013Law No. 4595 dated 1964-12-31not in RegAlert
- Refers to
- CMN Resolution No. 4,995 — Revises and Consolidates Rules on Credit Limits for Public Sector Operations2022BCB Resolution No. 199 — Methodology for Calculating Reference Equity (PR) for Type 3 Prudential Conglomerates2022Resolution BCB No. 200 — Establishes minimum requirements for Reference Equity (RE), Tier 1 and Core Capital and for the Core Capital Surcharge for Type 3 classified institutions2022CMN Resolution No. 4,958 — Minimum Requirements for Reference Equity, Tier 1 and Core Capital and Additional Core Capital2021BCB Resolution No. 150 — Consolidates rules on payment arrangements, approves the regulation governing payment services within the Brazilian Payments System (SPB)2021BCB Resolution No. 80 — Regulation of Payment Institutions2021
- Referred to by
- BCB Resolution No. 580 — Classifies Virtual Asset Service Providers as Type 3 and Prohibits Virtual Asset Services for Segment 52026Central Bank of Brazil Instruction Normative No. 726 of April 17, 20262026Resolution BCB No. 478 — Scope and Methodology for Leverage Ratio Calculation, Minimum Requirements for Type 3 Institutions, and Exclusion Conditions for Cooperative System Exposures2025Central Bank of Brazil Instruction Normative No. 586 of January 29, 20252025BCB Resolution No. 447 of December 19, 20242024Normative Instruction BCB No. 447 of January 4, 20242024
+6 more
Central Bank of Brazil Instruction Normative No. 395 of June 23, 20232023Normative Instruction BCB No. 396 — Amends the Filling Instructions and Layout of Document Code 2061 - Operational Limits Statement (DLO)2023Normative Instruction BCB No. 385 — Updates standardized tables for Pillar 3 Report disclosure2023Resolution BCB No. 313 — Establishes the procedures for the daily calculation, using a standardized approach, of the portion of risk‑weighted assets (RWA) related to the calculation of required capital for credit‑risk exposures of financial instruments classified in the trading book2023Central Bank Resolution No. 303 of March 16, 2023: Procedures for Calculating Risk-Weighted Assets for Credit Risk Exposures Under Internal Ratings-Based Approvals2023BCB Resolution No. 239 — Amends Circular No. 3,809 of August 25, 2016 Regarding Procedures for Recognizing Mitigating Instruments in the Calculation of Risk-Weighted Assets for Credit Risk Exposures Under the Standardized Approach2022
Timeline
Amended 4 times · last 2025-01-21
- 2025-01-21
BCBResolution BCB No. 452 – Amends Resolutions BCB No. 229 (May 12, 2022) and 437 (November 28, 2024) and Circular No. 3,748 (February 27, 2015)amends
- 2024-11-28
- 2023-10-05
- 2022-11-25
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