孟买：印度储备银行周三表示，对手方信用风险标准化方法将适用于具有国际业务或衍生品未偿账面价值在合并集团范围内达到2.5万亿卢比及以上的银行。其余银行可选择采用当前暴露法或对手方信用风险标准化方法。
印度储备银行于6月10日发布了关于‘对手方信用风险标准化方法’的修订指引草案，征求利益相关方意见。
Mumbai: The standardised approach for counterparty credit risk will be applicable to banks with an international presence or with a book value of derivative outstanding of ₹25,000 crore and above on a consolidated group-wide basis, the Reserve Bank of India said on Wednesday. Remaining banks may choose to adopt either the Current Exposure Method or the Standardised Approach for Counterparty Credit Risk .The RBI had issued draft Amendment Directions on the ‘Standardised Approach for Counterparty Credit Risk ’ on June 10, inviting feedback from stakeholders.
央行表示，已对草案收到的反馈意见进行审查，并将相应修改纳入最终修订指引。据此，央行发布了《印度储备银行修订指引，2026》。
Feedback received on the draft instructions has been examined and consequent modifications have been incorporated in the final amendment directions, it said. Accordingly, the central bank has released the Reserve Bank of India Amendment Directions, 2026.
在关于SA-CCR指引适用性的反馈中，利益相关方建议设定一个量化门槛，以识别衍生品敞口可忽略不计的银行。
In their feedback on the applicability of the SA-CCR guidelines, stakeholders had suggested setting a quantitative threshold to identify banks with negligible derivative exposure.
他们还建议低于该门槛的机构可继续采用CEM计量对手方信用风险。印度储备银行接受了该建议，并将其纳入最终指引。
印度储备银行修订指引，2026指出：‘本修订指引适用于具有国际业务或报告日衍生品未偿账面价值在合并集团范围内达到2.5万亿卢比及以上的商业银行。’
They also suggested that institutions falling below the threshold may continue to apply the CEM for counterparty credit risk measurement. The RBI accepted the suggestion and incorporated it into the final directions.“These amendment directions shall be applicable to commercial banks with an international presence or with book value of derivative outstanding of ₹25,000 crore and above as on the reporting date, on a consolidated group-wide basis,” said the Reserve Bank of India Amendment Directions, 2026.
此次修订针对《印度储备银行指引，2025》，该指引规定了对手方信用风险最低资本要求的计算方法。
The amendments have been made to the Reserve Bank of India Directions, 2025, which specify the methodology for minimum capital requirements for counterparty credit risk.
产生对手方信用风险的交易类别包括银行账簿中的场外衍生品、交易所交易衍生品、证券融资交易和长期结算交易。央行还发布了《印度储备银行指引，2026》。
The categories of transactions that give rise to counterparty credit risk are over-the-counter derivatives, exchange-traded derivatives, securities financing transactions and long-settlement transactions in the banking book. The central bank has also issued the Reserve Bank of India Directions, 2026.