Wednesday, December 02, 2009

Capital Adequacy - Risk weightage on Lending through Collateralized Borrowing and Lending Obligation (CBLO)


RBI Circular : DNBS.PD/ CC.No.165/03.05.002/2009-10

It is clarified that the counterparty credit risk, arising out of exposure of NBFCs to Clearing Corporation of India Ltd (CCIL) on account of securities financing transactions Collateralized Borrowing and Lending Obligations (CBLOs) will carry a risk weight of zero.

Click the title for the text of the circular.

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