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RBI's draft Directions introduce a Basic Approach (BA-CVA) — full or reduced version — for computing commercial banks' CVA capital charge, replacing the 2011 framework. Banks with smaller derivative books may use a 100% CCR-based alternate treatment. Comments due August 28, 2026.
RBI invites public comments on the draft Directions on ‘Credit Valuation Adjustment (CVA) Framework’
7 August 202616 min
RBI has issued two draft Directions for Rural Co-operative Banks - new Concentration Risk Management norms and Credit Facilities amendments - covering exposure, housing loan, and unsecured advance limits. Comments due August 28, 2026.
Review of Guidelines on Concentration Risk Management - Rural Co-operative Banks
7 August 202613 min