RBI issues Amendment Directions on 'Counterparty Credit Risk: Add-on factors for computation of Potential Future Exposure'

Last updated: 11 March 2026

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This document details the Reserve Bank of India's (RBI) Amendment Directions concerning Counterparty Credit Risk. It clarifies add-on factors for calculating Potential Future Exposure (PFE), aligning them with international Basel guidelines. The amendments are particularly relevant for banks and financial institutions involved in equity and commodity derivatives. This update aims to enhance clarity within the Counterparty Credit Risk framework for Regulated Entities.

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RBI issues Amendment Directions on 'Counterparty Credit Risk: Add-on factors for computation of Potential Future Exposure' #pdf

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Submitted by Shree · Posted 11 March 2026 · Other files by Shree · Report

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