MUMBAI, India, Oct. 7 -- Reserve Bank of India issued the following press release:
The Reserve Bank of India had issued draft Amendment Directions on the 'Standardised Approach for Counterparty Credit Risk (SA-CCR)' on June 10, 2026, inviting feedback from stakeholders until July 1, 2026. The draft Amendment Directions proposed modifications to the instructions on capital charge for counterparty credit risk as provided in Master Direction on Forthcoming Instructions for commercial banks. Key revisions included: (i) clarifying the scope of CCR for both banking and trading book exposures, (ii) addressing treatment of multiple margin agreements and multiple netting sets in light of recent legal / regulatory developments, (iii) providing guida...