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

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.

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

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