Updated Master Direction – Reserve Bank of India (Credit Derivatives) Directions, 2022

Type of Document: Master Direction

Notification Date: 1-Jan-2025

Relevant Act(s)/Rule(s): Reserve Bank of India, 1934

Circular No.:RBI/2021-22/88 | FMRD.DIRD.10/14.03.004/2021-22

The Reserve Bank of India (RBI) has issued the updated Master Direction – Credit Derivatives Directions, 2022, providing the finalized framework for credit default swaps (CDS).

Background:
As part of the Bi-monthly Monetary Policy Statement for 2021-22 announced on February 10, 2022, the RBI highlighted the need to review existing Credit Default Swap Guidelines.
Draft Directions were released on February 16, 2021, to seek public comments.

Finalized Framework:
After incorporating feedback from market participants, the updated Credit Derivatives Directions have been finalized and are now issued as the Master Direction.

Objective:
The Directions aim to provide clarity and regulatory guidance for eligible market participants in the credit derivatives market, enhancing risk management and market development.

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