Canada Deposit Insurance Corporation Differential Premiums By-law (SOR/99-120)

Regulations are current to 2016-01-25 and last amended on 2015-04-01. Previous Versions

SCHEDULE 3(Subsection 1(5) and sections 21 to 24.1 and 26)Scoring Grid — Quantitative Assessment

PART 1

Capital Adequacy

Range of Results
Column 1Column 2Column 3Column 4
ItemLeverage RatioScoreTier 1 Capital RatioScore
1Assets to capital multiple is ≤ 23 and ≤ 90% of the multiple authorized by the regulator10Tier 1 capital ratio is > the “all in” capital target Tier 1 capital ratio set by the regulator for the member institution10
2Assets to capital multiple is ≤ 23 and ≤ 100% of the multiple authorized by the regulator7Tier 1 capital ratio is ≤ the “all in” capital target Tier 1 capital ratio set by the regulator for the member institution but > the minimum Tier 1 capital ratio required by the regulator6
3Assets to capital multiple is > 23 or > 100% of the multiple authorized by the regulator0Tier 1 capital ratio is < the minimum Tier 1 capital ratio required by the regulator0
Total of Leverage Ratio Score plus Tier 1 Capital Ratio Score

PART 2

Other Quantitative Factors or Criteria

Column 1Column 2Column 3
ItemFactors or CriteriaRange of ResultsScore
4Return on Risk-Weighted Assets≥ 1.15%5
≥ 0.75% and < 1.15%3
< 0.75% (including negative results)0
5Mean Adjusted Net Income Volatility≥ 0 and ≤ 0.55
> 0.5 and ≤ 1.253
> 1.250
if the result is negative or the mean net income or loss is zero0
6Stress-Tested Net Income
(a) using two standard deviations≥ 05
(b) using one and two standard deviations≥ 0 and < 0 respectively3
(c) using one standard deviation< 00
7Efficiency Ratio≤ 65%5
> 65% and ≤ 85%3
> 85% or a negative number0
8Net Impaired Assets to Total Capital< 20%5
≥ 20% and < 40%3
≥ 40%0
9Three-Year Moving Average Asset Growth≤ 15% (including negative results)5
> 15% and ≤ 40%3
> 40%0
10Aggregate Commercial Loan Concentration Ratio< 100%5
≥ 100% and < 300%3
≥ 300%0
  • SOR/2005-48, ss. 19, 20;
  • SOR/2014-29, s. 7;
  • SOR/2015-75, s. 25.
 
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