Market Risk (OSFI-986) - Change Control Log
Information
Type of document
Change control log
Industry
Deposit-taking institutions
Return
Market Risk (OSFI-986)
Last updated
January 2026
Related documents
| Amendment number |
Effective reporting date |
Description |
| 1 |
Q1 2024 |
New |
| 2 |
Q3 2024 |
Return template
Change:
- Correction made to section 3 row 27.
- Clarification added to sections 3 and 4 of the "Data Field Definitions" tab.
|
| 3 |
Q1 2026 |
Return template
Change:
- Re-label "General interest rate risk (GIRR)" to General interest rate risk (GIRR): Non-IRT" under tabs "Minimum Capital", "Data Field Definitions" and "Reference tables", in line with BCAR schedule 90.010.
Add:
- GIRR: IRT risk class under tabs "Minimum Capital", "Data Field Definitions" and "Reference tables", in line with BCAR schedule 90.010.
- Crypto-asset risk (Group 2a) class under tabs "Minimum Capital", "VaR-1", "Data Field Definitions" and "Reference tables".
|
