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Capital and Liquidity Treatment of Crypto-asset Exposures (Banking) – Guideline
… requirements for operational risk and institutions’ risk management sections are also applicable to institutions’ … if two exposures confer the same level of legal rights (to cash flows, claims in insolvency, ownership of assets, etc.) … for a predefined amount of a reference asset or assets, or cash equal to the value of the reference asset(s). In …
Capital Adequacy Requirements Guideline (2026) – Letter
… in operational risk capital requirements for investment management activities. We did not make any changes to the … of the borrower's ability to service the loan is from cash flows generated by the residential property. However, an … not make the requested change. The request related to the cash surrender value of life insurance policies, which is not …
Revised Regulatory Notice on Commercial Real Estate Lending
… and clarifying expectations regarding sound risk management of CRE lending, including governance, … (e.g., NOI, tenancy, rent rolls, sustainability of cash flow); the liquidity, contingent liabilities and net worth of …
OSFI consults on updates to the Liquidity Adequacy Requirements Guideline
… 3, Net Stable Funding Ratio and Chapter 4, Net Cumulative Cash Flow of the LAR Guideline. Stakeholders who wish to submit …
Capital Adequacy Requirements (CAR) (2027) – Chapter 7 – Settlement and Counterparty Risk
… of institution Boards of Directors in regard to the management of capital and liquidity. Chapter 7 – Settlement … default before the final settlement of the transaction's cash flows. An economic loss would occur if the transactions … a commodity, or a foreign exchange amount against cash, other financial instruments, or commodities, or vice …
Capital Adequacy Requirements (CAR) (2026) – Chapter 7 – Settlement and Counterparty Risk
… of institution Boards of Directors in regard to the management of capital and liquidity. Chapter 7 – Settlement … default before the final settlement of the transaction's cash flows. An economic loss would occur if the transactions … a commodity, or a foreign exchange amount against cash, other financial instruments, or commodities, or vice …
Draft Capital Adequacy Requirements Guideline (2026) – Letter
… exposures, where repayment is materially dependent on cash flows generated by property, in Chapter 4. This revision …
Capital Adequacy Requirements (CAR) (2027) – Chapter 2 – Definition of Capital
… of institution Boards of Directors in regard to the management of capital and liquidity. Chapter 2 – Definition … Where the consideration for the shares is other than cash, the issuance of the common shares is subject to the … 61 and DTAs associated with the de-recognition of the cash flow hedge reserve, are to be deducted in the calculation of …
Capital Adequacy Requirements (CAR) (2026) – Chapter 2 – Definition of Capital
… of institution Boards of Directors in regard to the management of capital and liquidity. Chapter 2 – Definition … Where the consideration for the shares is other than cash, the issuance of the common shares is subject to the … 61 and DTAs associated with the de-recognition of the cash flow hedge reserve, are to be deducted in the calculation of …
Capital Adequacy Requirements (CAR) (2027) – Chapter 9 – Market Risk
… of institution Boards of Directors in regards to the management of capital and liquidity. Chapter 9 – Market Risk … instruments include primary financial instruments (or cash instruments) and derivative financial instruments. … risk factor is only relevant for an instrument when a cash flow is functionally dependent on a measure of inflation …
Capital Adequacy Requirements (CAR) (2026) – Chapter 9 – Market Risk
… of institution Boards of Directors in regards to the management of capital and liquidity. Chapter 9 – Market Risk … instruments include primary financial instruments (or cash instruments) and derivative financial instruments. … risk factor is only relevant for an instrument when a cash flow is functionally dependent on a measure of inflation …
Risk Quantification at IRB Institutions
… CAR. Institutions’ own data developed for pricing and risk management may be based on a different definition. There may … its own practices in the origination, acquisition and management of exposure, the practices of peer institutions … conventions); uncertainties in the timing and amount of cash flows for LGD estimates, as well as the length of the …
Interim arrangements for the regulatory capital and liquidity treatment of cryptoasset exposures
… regulated and supervised, or subject to appropriate risk management standards. For a stablecoin to receive Group 1 … (LCR), net stable funding ratio (NSFR), and net cumulative cash flow (NCCF) requirements are set out below. Cryptoasset …
Stress Testing – Guideline (2009)
… (2009) Stress testing is an important tool for senior management to use in making business strategy, risk … risk market risk, e.g., general market specific cash flow mismatch interest rate foreign exchange commodity …
Foreign Entities Operating in Canada on a Branch Basis – Letter (2021)
… the responsibilities of the foreign entity and its management in overseeing the day-to-day operations of its … required. In addition, some respondents expressed that the flow of funds documentation and notice requirement regarding … additional clarity with expectations regarding the flow of funds, such as the scope and the level of detail …