RESERVE BANK OF INDIA (ALL INDIA FINANCIAL INSTITUTIONS (AIFIS) - PRUDENTIAL NORMS ON CAPITAL ADEQUACY) SECOND AMENDMENT DIRECTIONS, 2026"TABLE 13: ADD-ON FACTORS FOR MARKET-RELATED OFF-BALANCE SHEET ITEMS (SEE PARAGRAPH 197 FOR CDS EXPOSURES) ADD-ON FACTORS (PER CENT)INTEREST RATE CONTRACTSEXCHANGE RATE CONTRACTS AND GOLDEQUITIESPRECIOUS METALS EXCEPT GOLDOTHER COMMODITIES

MUMBAI, India, March 10 -- Reserve Bank of India issued the following notification:

RBI/2025-26/241

DOR.MRG.REC.No.436/21-01-002/2025-26

March 10, 2026

Reserve Bank of India (All India Financial Institutions (AIFIs) - Prudential Norms on Capital Adequacy) Second Amendment Directions, 2026

Please refer to paragraph 77 on 'Treatment of total counterparty credit risk' of the Reserve Bank of India (All India Financial Institutions (AIFIs) - Prudential Norms on Capital Adequacy) Directions, 2025. It has been decided to amend these instructions to provide greater clarity and to largely align them with international standards.

2. Accordingly, in exercise of the powers conferred by Section 45L of the Reserve Bank of India Act, 1934, and all ...