Model Risk Unstructured Regulatory Return (OSFI947)
Information
Model Risk Unstructured Regulatory Return (OSFI947)
Purpose
This return supports the monitoring of credit risk model performance by providing quarterly monitoring supplemental information.
Statutory
Section 628 of the Bank Act.
Application
This return applies to all Banks accredited to apply the Internal Ratings Based Approach for regulatory capital purposes.
Frequency
Quarterly
Contact Person
For all return-related questions, contact Returns Admin (RA-RRS.Support@osfi-bsif.gc.ca).
Reporting Dates
The return must be completed on a quarterly basis and filed within 30 days of fiscal quarter end.
Where to Submit
OSFI
General Instructions
For the supplemental information requested per reporting quarter, please refer to the list distributed by OSFI at the end of each quarter.
Technical Notes
The Model Risk Unstructured Regulatory Return can be submitted through the Regulatory Reporting System (RRS) by uploading a zip file.