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RBI sets Basel III market-risk capital rules for commercial banks

RBI finalised revised Basel III market-risk capital directions for commercial banks, effective April 1, 2027.

What happened

The Reserve Bank of India issued its 2026 Directions on minimum capital requirements for market risk under Basel III. The rules adopt the Simplified Standardised Approach and incorporate changes covering trading books, forex risk, interest-rate risk, funds and credit-derivative hedges.

Why it matters

Banks receive a defined framework and lead time to prepare for revised market-risk capital calculations. The changes could affect capital treatment for trading-book positions, including debt mutual funds, ETFs and positions hedged through permitted total return swaps.

Source: RBI

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