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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) (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 …
Capital Adequacy Requirements (CAR) (2024) - 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 …
Liquidity Adequacy Requirements (LAR) Guideline – Guideline impact analysis statement (2019)
… tools. This included LAR Chapter 4 (Net Cumulative Cash Flow (NCCF) supervisory tool). Finally, in October 2014, the …
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 …
Capital Adequacy Requirements (CAR) (2024) - 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 …
Capital Adequacy Requirements (CAR) (2026) – Chapter 2 – Definition of Capital
… 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 … include financial leasing, issuing credit cards, portfolio management, investment advisory, custodial and safekeeping …
Capital Adequacy Requirements (CAR) (2024) - Chapter 2 – Definition of Capital
… 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 … include financial leasing, issuing credit cards, portfolio management, investment advisory, custodial and safekeeping …
Life Insurance Capital Adequacy Test (2024) – Chapter 7 Segregated Fund Guarantee Risk
… value, Ø . Total "equivalent" account-based charges, MER ("management expense ratio"). Reset utilization rate, R (where … The fund permanently maintains a relatively large cash or fixed income position (greater than 10% of the market … 2 for the present value of guaranteed minimum benefit cash flows (in excess of account value) in all future years …
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 …
Life Insurance Capital Adequacy Test (2024) – Chapter 2 Available Capital
… fair value gains and losses on derivatives held as cash flow hedges relating to the hedging of items that are not … the business of dealing in securities, including portfolio management and investment counselling. Investments in …