On Mar. 31, BRZ CB consolidated procedures to submit information.
BRZ CB resolution 84 consolidating procedures to send information on exposures to market risk, risk of changes in interest rates in instruments in portfolio (IRRBB).
Also on exposures re calculation of Risk-Weighted Assets (RWA) for market risk used to calculate the minimum requirements for Reference Equity (PR), level I.
Follows BRZ GVT Dec. 2020 amended calculations rules for IRRBB, see #93341.
Scope
Financial institutions and other institutions authorized to operate in Segment 1 (S1), Segment 2 (S2), Segment 3 (S3) or Segment 4 (S4) must prepare, submit listed data.
Information referred to in art 1 must be calculated using the base date of the last working day of each month and must be sent monthly; further details are provided.
Repealed the following: circulars 3.429 of 2009; 3.687 of 2013; 3.740 of 2014.
Effectiveness
Resolution 84 enters into force on May 3, 2021.
Apr. 6, 2021 Official Publication
On Apr. 6, 2021, BRZ CB published resolution 84 in the official gazette.
Apr. 26, 2021 New Instruction
On Apr. 26, 2021, BRZ CB issued instruction 101 on risk data reporting procedures.
Procedures to submit information re exposures to market risk, risk of changes in interest rates in instruments classified in bank portfolio (IRRBB), RWA exposures.
Used for purposes of calculating minimum requirements for Reference Equity (PR), level I, main capital, additional main capital as dealt with in resolution 84.
Instruction in force as of May 3, 2021; circular letters 2.914 of 2000, 3.687 of 2014, 3.733 of 2015, 3.873 of 2018, 3.878 of 2018, 3.971 of 2019 are repealed.
Apr. 27, 2021 Official Publication
On Apr. 27, 2021, BRZ CB published instruction 101 in the official gazette.
On Nov. 7, 2024, BRZ CB published Instruction 545 to amend the Instructions for calculating and filling information in Market Risk Statement (DRM), Document 2060.
Instruction 545 shall come into force on Jan. 1, 2025.
Dec. 12, 2024 BRZ CB Deadlines
On Dec. 12, 2024, BRZ CB issued Instruction 563 to provide the deadlines for filing the the various reports specified in the Instruction for base dates of Jan. and Feb. 2025.
Regulators
BRZ CB
Entity Types
Bank; BS; CU; IA; Inv Co
Reference
Ins 563, 12/12/2024; Ins 545, 11/7/2024; OG 77, 4/27/2021; Ins 101, 4/26/2021; OG 63, 4/6/2021; Res 84, 3/31/2021; Rpl Cir Lt 3.971; Rpl Cir Lt 3.878; Rpl Cir Lt 3.873; Rpl Cir 3.740; Rpl Cir Lt 3.733; Rpl Cir Lt 3.687; Rpl Cir 3.687; Rpl Cir 3.429; Rpl Cir Lt 2.914
Functions
Accounting; Actuarial and Valuation; Compliance; Financial; Legal; Reporting; Risk; Treasury
