RBI issues Directions on 'Credit Valuation Adjustment (CVA) Framework’
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Official government notification — a formal executive order that operationalises policy decisions. Carries legal weight and specifies rules, dates, exemptions, or procedural requirements.
Summary
The Reserve Bank of India had issued draft Directions on the ‘Credit Valuation Adjustment (CVA) Framework’ on August 7, 2026, inviting feedback from stakeholders until August 28, 2026. 2. The draft Directions proposed modifications to the instructions on capital charge for CVA risk for commercial banks. Key revisions included: (i) allowing eligible banks to choose a simpler approach; (ii) increasing the sensitivity of supervisory risk weights for counterparties by sector and credit q
Key Facts
TypeNotification
SourceReserve Bank of India
PublishedWednesday, 7 October 2026
Affected Population1.4 billion citizens, 63 million MSMEs
Key Numbers
GDP: $3.9 trillion (2025 est.)
Fiscal deficit target: 4.4% of GDP
GST collection: Rs 1.87 lakh crore/month avg
Key Authorities
Key Stakeholders
Government Context
NDA IIIBJP-led NDA
LeftCentreRight
Amendment History
5 changes recorded for this policy.
DescriptionWednesday, 7 October 2026via policyradar
The Reserve Bank of India had issued draft Directions on the Credit Valuation Adjustment (CVA) Framework on August 7, 2026 , inviting feedback from stakeholders until August 28, 2026. 2.
DescriptionThursday, 8 October 2026via policyradar
The Reserve Bank of India had issued draft Directions on the Credit Valuation Adjustment (CVA) Framework on August 7, 2026 , inviting feedback from stakeholders until August 28, 2026. 2.
DescriptionThursday, 8 October 2026via policyradar
The Reserve Bank of India had issued draft Directions on the Credit Valuation Adjustment (CVA) Framework on August 7, 2026 , inviting feedback from stakeholders until August 28, 2026. 2.
DescriptionThursday, 8 October 2026via rbi_notifications
RBI notification: Reserve Bank of India (Commercial Banks – Credit Valuation Adjustment Framework) Directions, 2026
DescriptionThursday, 8 October 2026via policyradar
RBI issues CVA Framework Directions 2026 for commercial banks, prescribing capital charges, risk weights, hedging, disclosures and April 2027 implementation.