РБИ просит общественности высказаться по проекту поправок к SA-CCR

The Reserve Bank of India (RBI) has invited public comments on draft amendment directions to the Standardised Approach for Counterparty Credit Risk (SA-CCR) framework. The press release was issued on June 10, 2026, via PR ID 62908.

What Changed

SA-CCR is the regulatory capital methodology for measuring counterparty credit risk (CCR) on derivative transactions, replacing the Current Exposure Method (CEM) and the Standardised Method under Basel III. The draft amendment directions propose changes to the existing SA-CCR framework outlined in the RBI Master Direction on Capital Adequacy.

At the time of the announcement, the draft text itself has not been published alongside the press release. RBI has directed stakeholders to refer to the official press release page on its website for the draft amendment directions, which are expected to be uploaded there.

Who Is Affected

All commercial banks, including small finance banks and local area banks, as well as all-India financial institutions (AIFIs) that apply the SA-CCR for capital computation, are directly impacted. Primary dealers and non-banking financial companies (NBFCs) that hold derivative exposures may also be affected if the amendments extend to their regulatory capital requirements.

Next Steps for Operators

• Monitor RBI’s website for the release of the full draft Amendment Directions. No specific comment deadline has been stated in the press release, so operators should track updates.
• Submit comments once the draft is available. Comments are typically submitted through the RBI’s online portal or via email to the Department of Regulation.
• Review impact analysis: SA-CCR changes can affect RWAs, capital ratios, and derivative pricing. Treasury and risk teams should prepare internal assessments as soon as the draft is accessible.

No penalty or enforcement provisions have been cited as this is a consultation stage. The final directions will specify the effective date and transition arrangements.

Action item: Bookmark the press release page at http://www.rbi.org.in/scripts/BS_PressReleaseDisplay.aspx?prid=62908 and check for the linked draft directions. Participate in the consultation to shape the final regulatory outcome.

Source: RBI invites public comments on the draft Amendment Directions on 'Standardised Approach for Counterparty Credit Risk (SA-CCR)'
Domain: rbi.org.in