<h1>Central bank proposes draft circular revising Counterparty Credit Risk Current Exposure Method requirements for clearing members in derivatives</h1> A central bank has published a draft circular revising instructions on Counterparty Credit Risk (CCR) under the Current Exposure Method, proposing clarified capital-charge requirements for banks acting as clearing members in equity and commodity derivatives and broadly aligning Potential Future Exposure add-on factors for interest rate, exchange rate and gold contracts with international Basel Committee guidance. Comments from banks, market participants and other stakeholders are invited until September 10, 2025, to be submitted via the regulator's online feedback portal or by postal mail/email to the department handling market risk.