RBI issues Amendment Directions on 'Standardised Approach for Counterparty Credit Risk (SA-CCR)’
Reported by Reserve Bank of India, not nibnow. We are not the publisher of this story, only the source is.
The final amendment directions will change how commercial banks calculate capital charges for counterparty credit risk, affecting their risk management and potentially the cost of credit for borrowers.
The Reserve Bank of India has issued final Amendment Directions regarding the Standardised Approach for Counterparty Credit Risk, known as SA-CCR. These directions follow the release of a draft document on June 10, 2026, which invited stakeholder feedback until July 1, 2026. The proposed modifications aim to update the instructions on capital charges for counterparty credit risk. The final directions will apply to commercial banks and other relevant entities, ensuring that they adhere to the updated regulatory standards. This process highlights the RBI’s commitment to refining its risk management frameworks in response to evolving market conditions and international best practices.
The Standardised Approach for Counterparty Credit Risk (SA-CCR) is a regulatory framework used worldwide to determine the capital banks must hold against exposures to counterparties; the RBI issues such instructions to ensure consistent risk measurement across Indian banks.
- •Implementation of the new SA-CCR rules begins on April 1, 2027
- •Banks will adjust their capital calculations and disclose information using the new templates
- •Regulators may monitor compliance and issue further guidance based on industry feedback