The Reserve Bank of India (RBI) has invited public comments on proposed changes to its counterparty credit risk guidelines.
The RBI has published draft amendments to its Standardised Approach for Counterparty Credit Risk (SA-CCR) framework and invited public comments until 1 July 2026. The RBI has invited comments on the draft amendments The proposed changes include clarification on the scope of counterparty credit risk across both banking book and trading book exposures. The draft also provides additional guidance on the treatment of multiple margin agreements, multiple netting sets and transactions where