https://www.taxtmi.com/news?id=73292 The Reserve Bank has proposed draft Amendment Directions on Standardised Approach for Counterparty Credit Risk (SA-CCR) to update the framework for computing counterparty credit risk exposure. The draft revisits the earlier SA-CCR-based guidelines in light of later netting, margining, and Basel Committee developments, and seeks to clarify the treatment of CCR across banking and trading book exposures, multiple margin agreements, multiple netting sets, clearing-member transactions, option premium deferment, effective notional for options, and disclosure templates. Comments have been invited from regulated entities and other stakeholders within the consultation period. en-us Thu, 11 Jun 2026 11:21:42 +0530 Thu, 11 Jun 2026 11:21:42 +0530 TaxTMI RSS Generator https://www.taxtmi.com/news?id=73292 The Reserve Bank has proposed draft Amendment Directions on Standardised Approach for Counterparty Credit Risk (SA-CCR) to update the framework for computing counterparty credit risk exposure. The draft revisits the earlier SA-CCR-based guidelines in light of later netting, margining, and Basel Committee developments, and seeks to clarify the treatment of CCR across banking and trading book exposures, multiple margin agreements, multiple netting sets, clearing-member transactions, option premium deferment, effective notional for options, and disclosure templates. Comments have been invited from regulated entities and other stakeholders within the consultation period. News - Thu, 11 Jun 2026 11:21:42 +0530 https://www.taxtmi.com/news?id=73292