Bank Negara Malaysia issues exposure draft on Capital Adequacy Framework (Counterparty Credit Risk)

19 January 2026

On 28 November 2025, Bank Negara Malaysia issued an exposure draft on Capital Adequacy Framework (Counterparty Credit Risk) which sets out the proposed regulatory capital requirements for counterparty credit risk. The draft incorporates the Standardised Approach to Counterparty Credit Risk (“SA-CCR”) under the Basel III standards. SA-CCR is a risk-sensitive measurement for counterparty credit risk exposure value that promotes risk mitigation through legally enforceable netting and margining agreements. The consultation closes on 31 March 2026.