RESERVE BANK OF INDIA (URBAN CO-OPERATIVE BANKS - PRUDENTIAL NORMS ON CAPITAL ADEQUACY) THIRD AMENDMENT DIRECTIONS, 2026TABLE: EXAMPLE OF THE SHORTHAND MEASURE OF FOREIGN EXCHANGE RISKJPYEURGBPCADUSDGOLDV100

MUMBAI, India, June 24 -- Reserve Bank of India issued the following notification:

RBI/2026-27/159

DOR.MRG.REC.No.145/21-01-002/2026-27

June 24, 2026

Reserve Bank of India (Urban Co-operative Banks - Prudential Norms on Capital Adequacy) Third Amendment Directions, 2026

Please refer to Annex I of the FMRD Master Direction - Risk Management and Inter-Bank Dealings (Master Direction No. 1/2016-17 dated July 5, 2016) and paragraphs 17 and 20 of the Reserve Bank of India (Urban Co-operative Banks - Prudential Norms on Capital Adequacy) Directions, 2025 dated November 28, 2025, which specify the methodology for computation of Net Open Position and calculation of capital charge on foreign exchange risk. Upon a review and to ensure consiste...