Published on: 2026-06-30
Source: Central Bank of Russia – Central Bank of Russia –
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Planned changesThey will expand banks’ capabilities to use national ratings for more accurate market risk assessment – this will allow them to optimize capital load.
The changes will affect a wide range of debt securities in the banks’ trading portfolios: securitization instruments, bonds of Russian corporate issuers, foreign states, and subjects of the Russian Federation.
Other innovations are also provided for – in particular, a more risk-sensitive approach to the assessment of commodity derivative financial instruments is being introduced.
Proposals and comments on the draft directive of the Bank of Russia are accepted until July 14, 2026, inclusive.
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