Bank of Russia enhances regulation of credit institutions’ market risk
30 June 2026
News
The changes planned by the regulator will expand banks’ opportunities to use national ratings for assessing their market risk more accurately, which will help optimise the burden on their capital.
The changes will affect a wide range of debt securities on banks’ trading book, namely securitisation instruments and bonds issued by Russian companies, foreign countries, and Russian constituent territories.
Among other modifications, the regulator also plans to introduce a more risk-sensitive approach to assessing commodity derivatives.
The Bank of Russia welcomes your feedback on the draft ordinance through 14 July 2026.
Preview photo: guys_who_shoot / Shutterstock / Fotodom