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RBI Draft Circular – ‘Counterparty Credit Risk: Add-on factors for computation of Potential Future Exposure – Revised Instructions’

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Reserve Bank has released today the draft circular on Counterparty Credit Risk: Add-on factors for computation of Potential Future Exposure – Revised Instructions which modifies the aforementioned instructions.

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The comments on the draft circular are invited from the banks, market participants, and other interested parties till September 10, 2025. The comments/ feedback may be submitted through the link under the ‘Connect 2 Regulate’ Section available on the Reserve Bank’s website or may alternatively be forwarded to

The Chief General Manager-in-Charge
Market Risk Group
Department of Regulation, Central Office
Reserve Bank of India, 12th Floor
Shahid Bhagat Singh Marg
Fort Mumbai – 400 001
Or
by email

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With the subject line ‘Feedback on Counterparty Credit Risk: Add-on factors for computation of Potential Future Exposure – Revised Instructions’

Click here to download Draft Directions

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