Capital Adequacy Requirements (CAR) 2023

• ​OSFI Actions to Address Operational Issues Stemming from COVID-19

Final Guideline

• Cover Letter
• Guideline Impact Analysis Statement
• Chapter 1 - Overview of Risk-based Capital Requirements
• Chapter 2 - Definition of Capital
• Chapter 3 - Operational Risk
• Chapter 4 - Credit Risk – Standardized Approach
• Chapter 5 - Credit Risk - Internal Ratings Based Approach
• Chapter 6 - Securitization
• Chapter 7 - Settlement and Counterparty Risk
• Chapter 8 – Credit Valuation Adjustment (CVA) Risk
• Chapter 8 – Credit Valuation Adjustment (CVA) Risk (Effective in fiscal 2024)
• Chapter 9 – Market Risk (Effective in fiscal 2024)
  
• Frequently asked questions – Basel III reforms

Draft Guideline

• Chapter 1 - Overview of Risk-based Capital Requirements
• Chapter 2 - Definition of Capital
• Chapter 3 - Operational Risk
• Chapter 4 - Credit Risk – Standardized Approach
• Chapter 5 - Credit Risk - Internal Ratings Based Approach
• Chapter 6 - Securitization
• Chapter 7 - Settlement and Counterparty Risk
• Chapter 8 – Credit Valuation Adjustment (CVA) Risk
• Chapter 8 – Credit Valuation Adjustment (CVA) Risk (Effective in fiscal 2024)
• Chapter 9 – Market Risk

Basel Capital Adequacy Reporting (BCAR)

• Basel Capital Adequacy Reporting Manual
• Basel Capital Adequacy Reporting Summary of changes

Implementation Notes for IRB Institutions

• Collateral Management Principles for IRB Institutions
• Oversight Expectations for IRB Institutions
• Implementation Notes for IRB Institutions - Domestic & Foreign DTI Self-Assessment Instructions and Schedules
• The Use of Ratings and Estimates of Default and Loss at IRB Institutions
• Risk Quantification at IRB Institutions
• Validating Risk Rating Systems at IRB Institutions
• Data Maintenance at IRB Institutions

Approvals Related to OSFI Guidelines

• AIRB Self Assessment Instructions
• Foreign DTI Subsidiary IRB Self Assessment Instructions