Translation in this page is not official. As some regulations have been revised since their issuance, the translated documents may not reflect their latest version, which is available at the section in Portuguese.
CMN: National Monetary Council
BCB: Central Bank of Brazil
Last update: Nov 21th, 2018
Segmentation
Resolution CMN 4,553, of January 30, 2017: rules for allocation of financial institutions and other institutions licensed by the Central Bank of Brazil in segments S1, S2, S3, S4 and S5 for the purposes of proportional implementation of prudential regulation.
Report on Segmentation: (select Base date: from March 2017 - initial allocation; Institution type: Prudential Conglomerates and Independent Institutions; and Report: Segmentation)
Resolution CMN 4,279 of Oct 31, 2013 (Translation not available): rules for conversion or write-off of capital instruments
Circular BCB 3,692 of Dec 16, 2013 (Translation not available): procedures for write-off of capital instruments and disclosure of information
Resolution CMN 4,679 of Jul 31, 2018 (Translation not available): rules for phase-out of specific instruments eligible to the Tier 2 component of PR
Resolution CMN 4,680 of Jul 31, 2018: transitional rules in Common Equity Tier 1 calculation for deducting deferred tax assets arising from tax losses related to foreign currency positions used for hedging foreign investments
Pillar 1 - Minimum capital requirements
Resolution CMN 4,193 of Mar 1, 2013: Risk-Weighted Assets (RWA) components, capital requirements and capital buffers (combined in one element: "Adicional de Capital Principal - ACP")
Credit Risk components of Risk-Weighted Assets (RWACPAD and RWACIRB)
Circular BCB 3,648 of Mar 4, 2013 (Translation not yet available): calculation of credit risk component of RWA under advanced approaches - IRB (RWACIRB)
Circular Letter BCB 3,578 of Dec 20, 2012 (Translation not yet available): template for the document "Information on Internal System for Classification of Credit Risk (IRB Approaches)"
Circular BCB 3,685 of Nov 20, 2013 (Translation not yet available): prudential treatment of "Certificado de Operações Estruturadas" (COE) financial instrument
Circular BCB 3,809 of Aug 25, 2016: credit risk mitigation techniques considered in the calculation of the RWA component under standardized approach (RWACPAD) component
Circular BCB 3,877 of Feb 8, 2018 (Translation not yet available): transitional rules for phasing-out of specific mitigant instruments considered in the calculation of the (RWACPAD) component
Capital requirements for Central Counterparty (CCP) exposures
Circular BCB 3,644, of Mar 4, 2013 - Chapter II, Arts. 20 to 20 H and Art. 29: Calculation of credit risk component of RWA under standardized approach (RWACPAD) for CCPs exposures
Capital requirements for securitization exposures
Circular BCB 3,848 of Sep 18, 2018 (Translation not yet available): calculation of (RWACPAD) component for securitization exposures
Capital requirements: standardized approach for measuring counterparty credit risk exposures (SA-CCR)
Circular BCB 3,904 of Jul 6, 2018: calculation of (RWACPAD) component for counterparty credit risk associated to derivatives instruments
Market Risk components of Risk-Weighted Assets (RWAMPAD and RWAMINT)
Circular BCB 3,634 of March 4, 2013: calculation of market risk component of RWA under standardized approach for exposures in fixed interest rates (RWAJUR1)
Circular Letter BCB 3,498 of Apr 8, 2011 (Translation not yet available): explanation on methodology for calculation of standard volatility and multiplier used in PJUR1 component
Circular BCB 3,635 of March 4, 2013: calculation of market risk component of RWA under standardized approach for exposures in foreign exchange coupon rates (RWAJUR2)
Circular BCB 3,636 of March 4, 2013: calculation of market risk component of RWA under standardized approach for exposures in price index coupon rates (RWAJUR3)
Circular BCB 3,637 of March 4, 2013: calculation of market risk component of RWA under standardized approach for exposures in interest rates coupon rates (RWAJUR4)
Circular Letter BCB 3,499 of Apr 8, 20, 2011 (Translation not yet available): explanation on methodology for calculation of components PJUR2, PJUR3 and PJUR4
Circular BCB 3,638 of March 4, 2013: calculation of market risk component of RWA under standardized approach for equity exposures in trading book (RWAACS)
Circular BCB 3,639 of March 4, 2013: calculation of market risk component of RWA under standardized approach for exposures in commodities (RWACOM)
Circular BCB 3,641 of March 4, 2013: calculation of market risk component of RWA under standardized approach for exposures in foreign exchange rates and gold (RWACAM)
Circular Letter BCB 3,612 of Sep 18, 2013 (Translation not yet available): template for the document "Information on the AMA Model"
Capital Buffers and Systemically Important Banks (G-SIBs and D-SIBs)
Circular BCB 3,768 of Oct 29, 2015 (Translation not yet available): methodology for calculation of the systemic capital buffer for D-SIBs higher loss absorbance requirement (ACPSistêmico)
Circular BCB 3,769 of Oct 29, 2015 (Translation not yet available): methodology for calculation of the countercyclical capital buffer (ACPContracíclico)
Circular BCB 3,751 of Mar 19, 2015 (Translation not yet available): collection of data used in assesment of global systemic importance (IAISG), remittance of information to the BCB and disclosure of such information
Resolution CMN 4,502 of Jun 30, 2016 (Translation not yet available): preparation and execution of recovery plans
Leverage Ratio
Resolution CMN 4,615, of Nov 30, 2017 (Translation not yet available): minimum requirements for the Leverage Ratio (RA) and conditions for its observance
Circular BCB 3,748 of Feb 26, 2015 (Translation not yet available): methodology for calculation of RA, remittance of information to BCB and disclosure of information
Pillar 2 - Supervisory review process (SRP)
Capital adequacy for interest risk in the banking book (IRRBB)
Circular BCB 3,876 of Jan 31, 2018 (Translation not yet available): methodologies and procedures for the assessment of capital adequacy for interest rate risk in the banking book (IRRBB), remittance of information to BCB and disclosure of such information
Circular BCB 3,365 of Sep 12, 2007 (Translation not yet available): measurement of interest rate risk in the banking book
Internal Capital Adequacy Process (ICAAP)
Circular BCB 3,846 of Sep 13, 2017 (Translation not yet available): procedures and parameters for the Internal Capital Adequacy Process (ICAAP)
Circular Letter BCB 3,841 of Sep 14, 2017 (Translation not yet available): model for ICAAP reporting
Pillar 3 - Disclosure of Information
Circular BCB 3,678 of Oct 31, 2013: disclosure of information on risk management, capital requirements and regulatory capital (PR) by financial institutions
Circular BCB 3,692 of Dec 16, 2013 (Translation not yet available): procedures for write-off of capital instruments and disclosure of information
Resolution CMN 4,019 of Sep 29, 2011: preventive prudential measures aiming at soundness, stability and regular operation of the Brazilian Financial System (SFN)
Prudential regulation applicable to Segment 5 (S5)
Resolution 4,606 of Oct 19, 2017 (Translation not yet available): optional simplified methodologies applicable to institutions allocated to S5 for calculation of minimum capital requirements and for calculation of simplified regulatory capital (PRS5)
Circular BCB 3,861 of Dec 7, 2017 (Translation not yet available): procedures for calculation of RWA component for gold and foreign exchange exposures (RWACAMSimp)
Circular BCB 3,862 of Dec 7, 2017 (Translation not yet available): procedures for calculation of RWA component for credit risk exposures (RWARCSimp)
Circular BCB 3,863 of Dec 7, 2017 (Translation not yet available): procedures for calculation of RWA component for operational risk (RWAROSimp)
Limits
Large exposures limit
Resolution CMN 4,677 of July 31, 2018: maximum limits for exposure to a single client and maximum limit for the amount of large exposures (in force from Jan 1st, 2019 for institutions allocated to segment S1 and S2; and from Jan 1st, 2020 for institutions allocated to segment S3, S4 and S5)
Resolution CMN 4,678 of Jul 31, 2018 (Translation not yet available): specific provisions applied to National Bank for Economic and Social Development (BNDES) concerning the large exposures limits (in force from Jan 1st, 2019)
Resolution CMN 2,844 of Jun 29, 2011 (Translation not yet available): concentration limits for financial institutions
Resolution CMN 3,963 of Mar 31, 2011 (Translation not yet available): specific treatment for oil and electric sector state-owned companies on concentration limit applied to BNDES
Resolution CMN 4,430 of Jun 25, 2015 (Translation not yet available): specific provisions applied to BNDES concerning the concentration limits
Fixed assets limit
Resolution CMN 2,283 of Jun 5, 1996 (Translation not yet available): limit on fixed assets
Foreign exchange exposure limit
Resolution CMN 3,488 of Aug 29, 2007 (Translation not yet available): limit on gold and foreign exchange exposures
Limit on exposures to public sector entities
Resolution CMN 4,589 of Jun 29, 2017 (Translation not yet available): limit on exposures to public sector entities
Other regulations
Margin requirements for non-centrally cleared derivatives
Resolution CMN 4,662 of May 25, 2018 (Translation not yet available): margin requirements for non-centrally cleared derivatives
Circular BCB 3,902 of May 30, 2018 (Translation not yet available): procedures for compliance with margin requirements for non-centrally cleared derivatives
Financial compensation of senior management
Resolution CMN 3,921 of Nov 25, 2010 (Translation not yet available): structure for compensation of senior management
Remittance of information to BCB
Circular BCB 3,398 of Jul 23, 2008 (Translation not yet available): remittance of information to BCB on limits and minimum requirements
Circular BCB 3,429 of Jan 14, 2009 (Translation not yet available): remittance of monthly information to BCB on regulatory capital and market risk exposures
Circular BCB 3,742 of Jan 8, 2015 (Translation not yet available): remittance of daily information to BCB on market risk exposures
Circular BCB 3,761 of Aug 20, 2015 (Translation not yet available): remittance of information to BCB on liquidity risk control and on LCR