The Basel Committee on Banking Supervision (BCBS) has issued new rules on how banks calculate capital requirements for specific derivatives to improve the process and better reflect real risks.

The Basel Committee on Banking Supervision (BCBS) has published Technical Amendment D600, which changes how banks evaluate capital for derivative exposures hedged with fixed or capped credit protection. These changes aim to help improve consistency, transparency and risk sensitivity among global banks This update, which takes effect on 1 November 2028, applies to the Standardised Approach for Counterparty Credit Risk (SA-CCR) and the Internal Models Method (IMM). The changes come after a co