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Business and Powers – Ownership Interests in Commodities
… financial institutions (FRFI) statutes provide that FRFIs For the purposes of this Advisory, FRFI refers collectively … for the purpose of making a profit from an increase in the price of that commodity or its by-product, owning storage or … course of its business, be exposed to fluctuations in the price of the commodity as a result of the transaction. The …
Liquidity Adequacy Requirements (LAR) (2026) Chapter 5 – Operating Cash Flow Statement
… as a supervisory tool to measure and monitor liquidity for Category III institutions, as defined in OSFI's Capital and Liquidity Requirements for Small and Medium-Sized Deposit-Taking Institutions … value in private markets. Liquid assets Footnote 3 include coins and banknotes, securities representing claims on or …
Liquidity Adequacy Requirements (LAR) (2025) Chapter 5 – Operating Cash Flow Statement
… as a supervisory tool to measure and monitor liquidity for Category III institutions, as defined in OSFI's Capital and Liquidity Requirements for Small and Medium-Sized Deposit-Taking Institutions … value in private markets. Liquid assets Footnote 3 include coins and banknotes, securities representing claims on or …
Liquidity Adequacy Requirements (LAR) (2026) Chapter 3 – Net Stable Funding Ratio
… III's Net Stable Funding Ratio framework (February 2017). For reference, the Basel Consolidated Framework text … a 0% RSF factor Assets assigned a 0% RSF factor comprise: coins and banknotes immediately available to meet … and associated RSF factors RSF factor Asset category 0% Coins and banknotes All central bank reserves Unencumbered …
Liquidity Adequacy Requirements (LAR) (2025) Chapter 3 – Net Stable Funding Ratio
… III's Net Stable Funding Ratio framework (February 2017). For reference, the Basel Consolidated Framework text … a 0% RSF factor Assets assigned a 0% RSF factor comprise: coins and banknotes immediately available to meet … and associated RSF factors RSF factor Asset category 0% Coins and banknotes All central bank reserves Unencumbered …
Climate Risk Management
… and direct actions against financial institutions for failing to manage their climate-related risks. … Elements b) i and b) ii, the FRFI is expected to use the latest GHG Protocol Corporate Accounting and Reporting … climate-related risks and opportunities; internal carbon price: an explanation of whether and how the FRFI is applying …
Capital Adequacy Requirements (CAR) (2027) – Chapter 7 – Settlement and Counterparty Risk
… the version of this guideline currently in effect, please visit Capital Adequacy Requirements (CAR) (2026) – Chapter 7 – Settlement and Counterparty Risk . Note For institutions with a fiscal year ending October 31 or … posted on a daily or intraday basis to a CCP based upon price movements of their transactions. Trade exposures (in …
Liquidity Adequacy Requirements (LAR) (2025) Chapter 2 – Liquidity Coverage Ratio
… 2013 Liquidity Coverage Ratio framework (June 2017). For reference, the Basel Consolidated Framework text … remain relatively stable and are less prone to sharp price declines over time will have a lower probability of … of their market value). Level 1 assets are limited to: coins and banknotes; central bank reserves (including …
Liquidity Adequacy Requirements (LAR) (2026) Chapter 2 – Liquidity Coverage Ratio
… 2013 Liquidity Coverage Ratio framework (June 2017). For reference, the Basel Consolidated Framework text … remain relatively stable and are less prone to sharp price declines over time will have a lower probability of … of their market value). Level 1 assets are limited to: coins and banknotes; central bank reserves (including …
Earthquake Exposure Sound Practices - Letter (2013)
… In the transitional period, please refer to Appendix A for Earthquake Reserve Requirement. OSFI reviewed the … total capital, surplus and reserves reported on the latest P&C-1 Annual Return for Canadian-incorporated … also raised the impact that the resulting primary policy price increases would have on consumers’ willingness to buy …
Capital Adequacy Requirements (CAR) (2026) – Chapter 7 – Settlement and Counterparty Risk
… Risk Consultation status: Closed The consultation for chapter 7 of the 2027 CAR Guideline closed on February … posted on a daily or intraday basis to a CCP based upon price movements of their transactions. Trade exposures (in … a contract is the time period (starting today) until the latest day when the contract may still be active. This time …
Capital Adequacy Requirements (CAR) (2027) – Chapter 2 – Definition of Capital
… the version of this guideline currently in effect, please visit Capital Adequacy Requirements (CAR) (2026) – Chapter 2 – Definition of Capital . Note For institutions with a fiscal year ending October 31 or … investors if a new instrument is issued at a lower price during a specified time frame. If the instrument is not …
Capital Adequacy Requirements (CAR) (2027) – Chapter 9 – Market Risk
… the version of this guideline currently in effect, please visit Capital Adequacy Requirements (CAR) (2026) – Chapter 9 – Market Risk . Note For institutions with a fiscal year ending October 31 or … e.g. a first valuation technique to compute a price, followed by valuation adjustments for risks that are …
Capital Adequacy Requirements (CAR) (2027) – Chapter 8 – Credit Valuation Adjustment (CVA) Risk
… the version of this guideline currently in effect, please visit Capital Adequacy Requirements (CAR) (2026) – Chapter 8 – Credit Valuation Adjustment (CVA) Risk . Note For institutions with a fiscal year ending October 31 or … currency, where the FX spot rate is the current market price of one unit of another currency expressed in the units …
AIRB Self-Assessment Instructions
… Scorecard Exhibit 14 - Rating Grade Description for Internal Estimates Exhibit 15 - Developmental Evidence for Internal Estimates Exhibit 16 - Validation of Internal … is to be updated three times a year, and the date of the latest rating assessment should be stated in Table 2.2 on the …