RBI Circular 241/2026 Dated 10/03/2026 – Amendments to RBI All India Financial Institutions (AIFIs) Prudential Norms on Capital Adequacy Directions 

The amendments require AIFIs to include counterparty credit risk (CCR) exposures of all consolidated entities when calculating capital requirements on a consolidated basis. It also introduce revised add-on factors for market-related off- balance sheet items such as interest rate contracts, exchange rate contracts, equities, precious metals, and other commodities depending on residual maturity. When an AIFI acts as a clearing member of a qualified central counterparty (QCCP), a risk weight of 2% applies to trade exposures arising from derivatives and securities financing transactions. 

(Link: RBI Circular 241/2026 Dated 10/03/2026)

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