Search: Basel III
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September 2026
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FEMA & RBIRBI issues final Basel III market-risk capital rules for commercial banks: Simplified Standardised Approach from 1 April 2027
Market risk rules: 1 Apr 2027Rule changeRBI has issued the Reserve Bank of India (Commercial Banks – Minimum Capital Requirements for Market Risk) Directions, 2026, finalising draft guidelines of 17 February 2023. Banks must use the Simplified Standardised Approach, with capital computed for interest rate, equity and foreign exchange risk. The Directions take effect from 1 April 2027.
August 2026
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FEMA & RBIRBI draft CVA framework: banks to compute Credit Valuation Adjustment capital charge under Basel III basic approach from 1 April 2027, with a simpler option for smaller derivative books
CVA capital charge: draftComments invitedRBI released draft Directions on 7 August 2026 to replace its 2011 Credit Valuation Adjustment (CVA) framework with the basic approach (BA-CVA) of the final Basel III framework. Banks could choose the full or reduced version; a bank with non-centrally cleared derivatives of up to ₹10 lakh crore notional could instead set its CVA charge at 100% of its counterparty credit risk charge. Proposed date of effect is 1 April 2027; comments closed on 28 August 2026.
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