Prudential Norms Relating to Derivatives
The prudential norms relating to derivatives – minimum capital adequacy requirement, credit exposure norms, ALM etc. will be as prescribed by RBI from time to time. Attention of the reader may be drawn on RBI’s Circular No. DBOD.No.BP.BC.48 / 21.06.001 /2010-11 dated October 1, 2010 and DBOD.No.BP.BC.31/21.04.157/2008-09 dated August 8, 2008, DBOD.No. BP.BC. 57/21.04. 157/ 2008–09 dated October, 13 2008, DBOD.No.BP.BC. 28/21.04.157/2011-12 dated August 11, 2011 and DBOD.No.BP.BC.31 /21.04. 157/2012-13 dated July 23, 2012 on “Prudential Norms for Off-Balance Sheet Exposures of Banks” and RBI’s Master Circular No. RBI /2015- 16/70/DBR.No.Dir.BC.12/13.03.00/2015-16 dated July 1, 2015 on “Exposure Norms”.