Office of the Superintendent of Financial Institutions
Changes to non-dimensional schedules:
Changes to non-dimensional datapoints:
Changes to dimensional schedules:
Changes to validation rules:
Schedule 2: The AMA for OpRisk is not allowed: The data point for the AMA (DPA_1456) is removed.
Schedule 43: The AMA for OpRisk is not allowed: 6 DPAs in the AMA section are removed.
Clarified in the instructions that credit risk exposures and RWA in schedule 2A should be reported corresponding with the asset class of the original obligor.
Added a new DPA for the adjusted capital floor RWA less before floor RWA and rearranged letter descriptors.
The "after CRM" descriptor is added to the description that both exposure amounts and RWA should reflect the after CRM values.
Added a memo item that collects credit risk exposures and RWA by the asset class of the ultimate guarantor. 16 new DPAs.
Wording change from the output floor to the capital floor.
The clarifying wording of "assets capitalized under the securitization framework" is added to labels for amounts deducted from Stage 1, 2 and 3 allowances.
A new DPA is added to the Sch 45 to allow the reconciliation to work.
Removal of a one-time adjustment for the Q1-2019 BCAR Reporting.
Corrected a typo in the risk weight on Sch37: row16 (15.01%-25%)