Reserve Bank of India (RBI) revises counterparty credit risk rules to align with Basel norms

Exam-focused facts from the 13 March 2026 current affairs briefing.

Key facts

The Reserve Bank of India (RBI) has revised its counterparty credit risk (CCR) framework to align with Basel Committee on Banking Supervision norms.
The revisions lower capital add-ons for interest rate and foreign exchange contracts.
The revisions increase capital add-ons for some long-dated equity and commodity swaps.
The framework clarifies capital treatment for banks acting as clearing members on exchanges recognised by the Securities and Exchange Board of India (Sebi) in equity and commodity derivatives segments.
Regulated entities must include CCR exposures of all entities consolidated under the Basel III framework when computing capital on a consolidated basis.