RBI Issues Amendment on Counterparty Credit Risk

Last updated: 19 March 2026
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This document details the Reserve Bank of India's (RBI) issued Amendment Directions concerning Counterparty Credit Risk (CCR). It clarifies add-on factors for calculating Potential Future Exposure (PFE) for banks and other regulated entities. The amendments aim to align India's CCR framework with international Basel Committee guidelines, particularly for interest rate and exchange rate contracts. This is crucial for financial institutions needing to understand updated capital charge requirements.

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Submitted by · Posted 19 March 2026 · Other files by Shree · Report
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