HomeCirculars › RBI/2009-10/239

NBFC Capital Adequacy: Zero Risk Weight on CBLO Lending via CCIL

Capital / Basel
Live · in forceNo withdrawal recorded as of 20 Jun 2026. Reviewed by Vikram Jain; always verify against the official RBI source below.
Issued by RBI: 01 Dec 2009  ·  Decoded by BankPulse: 20 Jun 2026, 17:38 IST
⏱ ~1 min read
📄 Official RBI source ↗
Quick answerRBI clarifies that NBFCs' counterparty credit risk from CBLO transactions with CCIL carries zero risk weight, as daily collateralization protects the CCP. However, deposits or collaterals kept with CCIL attract a 20% risk weight.

What changed

RBI issued two notifications amending earlier capital adequacy rules for NBFCs. The counterparty credit risk from securities financing transactions (CBLOs) with CCIL now gets zero risk weight. But any deposits or collaterals placed by NBFCs with CCIL will carry a 20% risk weight.

What it means for you

NBFCs can now treat CBLO exposures to CCIL as risk-free for capital adequacy purposes, freeing up capital that would otherwise be held against counterparty risk. However, the cash or collateral posted with CCIL still requires a 20% risk weight, so NBFCs must factor that into their capital calculations. This aligns NBFC treatment with the presumption that CCPs are fully collateralized daily.

What you must do

Who it affects

All NBFCs dealing in CBLOs, NBFCs with exposure to CCIL, Risk management and compliance teams at NBFCs

Why does CBLO lending get zero risk weight?

RBI presumes that CCIL, as a central counterparty, fully collateralizes its exposures daily, eliminating counterparty credit risk for NBFCs.

Does this mean all CBLO-related exposures are risk-free?

No. Only the counterparty credit risk from the transaction itself gets zero weight. Any deposits or collaterals you keep with CCIL still attract a 20% risk weight.

Key dataSee the live numbers behind this topic: Bank Health Scores, NPA / Asset-Quality Tracker — updated from official RBI data.
Key termsPlain-English definitions of terms in this circular — see the full Indian banking glossary. CRAR (Capital adequacy) · Tier 1 & Tier 2 capital · Risk-Weighted Assets (RWA) · LCR (Liquidity Coverage Ratio)
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AI-drafted · 3-model AI consensus fact-check · under the editorial review of Vikram Jain · decoded & published by BankPulse · 20 Jun 2026, 17:38 IST
Official RBI source: https://www.rbi.org.in/Scripts/NotificationUser.aspx?Id=5391&Mode=0 — Plain-English summary by BankPulse (bankpulse.ai), reviewed by Vikram Jain. Independent platform, not affiliated with the Reserve Bank of India; never reproduces RBI text verbatim.