MUMBAI, India, March 10 -- Reserve Bank of India issued the following press release:
The Reserve Bank of India had issued the draft circular on 'Counterparty Credit Risk: Add-on factors for computation of Potential Future Exposure - Revised Instructions' on August 20, 2025, seeking inputs from banks and other stakeholders till September 10, 2025. The draft instructions proposed to modify the Counterparty Credit Risk (CCR) related instructions to (i) clarify that banks acting as clearing members of SEBI recognised stock exchanges in the equity derivatives and commodity derivatives segments are required to maintain capital charge for CCR; and (ii) largely align the add-on factors for calculation of Potential Future Exposure (PFE) in the Curr...