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Canada Deposit Insurance Corporation Differential Premiums By-law - SOR/99-120 (SCHEDULE 2)

[...]

1.1.1 Tier 1 Capital Indicate the Tier 1 Capital as set out in Section 1 – Leverage Ratio Calculation of the LRR.
1.1.2 Total Exposures Indicate the total exposures as set out in Section 1 – Leverage Ratio Calculation of the LRR.
Leverage ratio (1.1) is < 100% of the leverage ratio authorized by the regulator (1.1.3)				0
Tier 1 capital ratio (1.3) is < minimum required Tier 1 capital ratio (1.3.3)				0

Return on risk-weighted assets (2) is < 0.75 % or a negative number (where 2.1 is a negative number)

0

Mean adjusted net income volatility (3) is ≥ 0 and ≤ 0.5	5
Mean adjusted net income volatility (3) is > 1.25	0
Mean adjusted net income volatility (3) is negative or the mean net income or loss (3.2) is “zero”	0

Stress-tested net income using two standard deviations (4B) is ≥ 0	5
Stress-tested net income using one standard deviation (4A) is ≥ 0, but stress-tested net income using two standard deviations (4B) is < 0	3
Stress-tested net income using one standard deviation (4A) is < 0	0

Efficiency ratio (5) is ≥ 0% and ≤ 65%	5
Efficiency ratio (5) is > 85% or a negative number	0

Table 6A — Impaired Off-balance Sheet Assets

(Complete Table 6A as of the end of the fiscal year ending in the year preceding the filing year, referring to Schedule 39 - Off-balance Sheet Exposures Excluding Derivatives and Securitization Exposures and Schedule 40 - Derivative Contracts of the BCAR form and to the Capital Adequacy Requirements Guideline of the Guidelines.)

Impaired Instruments		[...]	[...]	[...]	Individual allowance for impairment
Undrawn commitments – excluding securitization exposure	Standardized Approach		0%

[...]

Table 6B — Impaired OTC Derivative Contracts

(Complete Table 6B as of the end of the fiscal year ending in the year preceding the filing year, referring to Schedule 40 - Derivative Contracts of the BCAR form and to the Capital Adequacy Requirements Guideline of the Guidelines.)

Replacement cost (market value)

a. Contracts held for trading purposes

(all contracts before permissible netting)

b. Contracts held for other than trading

(all contracts before permissible netting)

c. Contracts subject to permissible netting

(included in a and b above)

d. Total contracts – after permissible netting

Potential credit exposure

Credit equivalent amount

(after taking into account collateral and guarantees)

Net impaired assets to total capital (6) is ≥ 40%

0

[...]

Assets for Year 4 is the amount that the member institution determines by adding the following:

(a) the total of the amounts set out in the column “Total” for Securitized Assets – Unrecognized – Institution’s own assets (bank originated or purchased) – Traditional securitizations of Section I – Memo Items of the Consolidated Monthly Balance Sheet,

7.4.1 On-balance sheet assets

Indicate the amount set out in the column “Accounting balance sheet value” for On-balance sheet assets - for purposes of the Leverage Ratio, as set out in Section 1 – Leverage Ratio Calculation of the LRR.

7.4.2 Off-balance sheet Eligible servicer cash advance facilities

Indicate the amount set out in the column “Notional Amount” for Eligible servicer cash advance facilities – 10% CCF, as set out in Section 1 – Leverage Ratio Calculation of the LRR.

7.4.3 Other Off-balance sheet Securitization exposures

Indicate the amount set out in the column “Notional Amount” for Other off-balance sheet securitization exposures – 100% CCF, as set out in Section 1 – Leverage Ratio Calculation of the LRR.

7.4.4 Off-balance sheet Direct credit substitutes

Indicate the amount set out in the column “Notional Amount” for Direct credit substitutes – 100% CCF, as set out in Section 1 – Leverage Ratio Calculation of the LRR.

7.4.5 Off-balance sheet Transaction-related contingent items

Indicate the amount set out in the column “Notional Amount” for Transaction-related contingent items – 50% CCF, as set out in Section 1 – Leverage Ratio Calculation of the LRR.

7.4.6 Off-balance sheet Short-term self-liquidating trade letters of credit

Indicate the amount set out in the column “Notional Amount” for Short-term self-liquidating trade letters of credit – 20% CCF, as set out in Section 1 – Leverage Ratio Calculation of the LRR.

7.4.7 Total derivative contract exposure (not covered)

Indicate the amount set out in the column “Total Contracts” for (A) Single derivative exposure not covered by an eligible netting contract, (i) Replacement cost – Gross positive replacement cost”, as set out in Section 2 – Derivative Exposure Calculation of the LRR.

7.4.8 Total derivative contract exposure (covered)

Indicate the amount set out in the column “Total Contracts” for “(B) Derivative exposure covered by an eligible netting contract, (i) Replacement cost – Net positive replacement cost”, as set out in Section 2 – Derivative Exposure Calculation of the LRR.

7.4.9 On-balance sheet Derivatives

Indicate the amount set out in the column “Accounting balance sheet value” for Derivatives, as set out in Section 1 – Leverage Ratio Calculation of the LRR.

7.4.10 On-balance sheet Grandfathered securitization exposures

Indicate the amount set out in the column “Accounting balance sheet value” for Grandfathered securitization exposures, as set out in Section 1 – Leverage Ratio Calculation of the LRR.

7.4.11 Net Common Equity Tier 1 Capital (CET1 after all deductions)

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7.4.12 Gross Common Equity Tier 1 Capital

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7.4.13 Total Deduction from Additional Tier 1 Capital

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7.4.14 Total Deduction from Tier 2 Capital

[...]

7.4.15 Eligible stage 1 and stage 2 allowance

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7.4.16 Excess allowance

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7.4.17 Direct credit substitutes – credit derivatives – Standardized Approach

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7.4.18 Direct credit substitutes – credit derivatives – Foundation IRB approach

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7.4.19 Direct credit substitutes – credit derivatives – Advanced IRB approach

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7.4.20 Sale and repurchase agreements – Standardized approach

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7.4.21 Sale and repurchase agreements – Foundation IRB approach

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7.4.22 Sale and repurchase agreements – Advanced IRB approach

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7.4.23 Stage 1 and Stage 2 allowance on balance sheet assets

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7.4.24 “On-balance sheet” securitization exposures

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7.4.25 Adjustments – measurement bases

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7.4.26 Adjustments – recognition bases

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Three-year moving average asset growth is > 40%

0

Elements

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Refer to Section I of the Consolidated Monthly Balance Sheet, Reporting Manual, completed in accordance with that Manual as of the end of the fiscal year ending in the year preceding the filing year.

8.1 Total Mortgage Loans

The total mortgage loans is the total of the amounts set out in the column “Total” for “Mortgage Loans, less allowance for expected credit losses” in Section I — Assets of the Consolidated Monthly Balance Sheet, before deducting any allowance for expected credit losses.

8.2 Total Non-Mortgage Loans

The total non-mortgage loans is the total of the amounts set out in the column “Total” for “Non-Mortgage Loans, less allowance for expected credit losses” in Section I – Assets of the Consolidated Monthly Balance Sheet, before deducting any allowance for expected credit losses.

8.3 Total Securities

The total securities is the total of the amounts set out in the column “Total” for Securities set out in Section I — Assets of the Consolidated Monthly Balance Sheet.

8.4 Total Acceptances

The total acceptances is the total of the amounts set out in the column “Total” for “Customers liability under acceptances, less allowance for expected credit losses” in Section I — Assets of the Consolidated Monthly Balance Sheet.

If the result of the threshold formula is less than 10%, score five for element 8.5 and do not complete the rest of section 8.

If that result is greater than or equal to 10%, complete the rest of section 8.

Fill in Table 8 using the definitions and instructions below.

Refer to Section III of the Mortgage Loans Report, Reporting Manual, completed in accordance with that Manual as of the end of the fiscal year ending in the year preceding the filing year. A member institution may complete these calculations using the information reported in the Mortgage Loans Report filed at its year-end or, if not filed at its year-end, at the calendar quarter-end preceding that year-end.

Residential Properties Mortgage Loans

[...]

Calculate the total mortgage loans of this type by adding together the amounts set out for “Total Residential” in the columns “Insured” and “Uninsured” under “Gross Mortgage Loans Outstanding” in Section III of the Mortgage Loans Report, before deducting any allowance for expected credit losses.

Land Development Mortgage Loans

[...]

Calculate by adding together

(a) the total land banking and development mortgage loans determined by adding together the amounts set out for “Land Banking and Development” in the columns “Insured” and “Uninsured” under “Gross Mortgage Loans Outstanding” in Section III of the Mortgage Loans Report, before deducting any allowance for expected credit losses, and
(b) the total residential interim construction mortgage loans determined by adding together the amounts set out for “Residential interim construction mortgages” in the columns “Insured” and “Uninsured” under “Gross Mortgage Loans Outstanding” in Section III of the Mortgage Loans Report, before deducting any allowance for expected credit losses.

Hotel and Motel Properties Mortgage Loans

[...]

Calculate the total mortgage loans of this type by adding together the amounts set out for “Hotels/motels” in the columns “Insured” and “Uninsured” under “Gross Mortgage Loans Outstanding” in Section III of the Mortgage Loans Report, before deducting any allowance for expected credit losses.

Industrial Properties Mortgage Loans

[...]

Calculate the total mortgage loans of this type by adding together the amounts set out for “Industrial buildings” in the columns “Insured” and “Uninsured” under “Gross Mortgage Loans Outstanding” in Section III of the Mortgage Loans Report, before deducting any allowance for expected credit losses.

Single Family Dwelling Properties Mortgage Loans

[...]

Calculate the total mortgage loans of this type by adding together the amounts set out for “Single detached” and “Condominiums” in the columns “Insured” and “Uninsured” under “Gross Mortgage Loans Outstanding” in Section III of the Mortgage Loans Report, before deducting any allowance for expected credit losses.

Second or Subsequent Mortgage Loans Outstanding

[...]

The total mortgage loans of this type is the amount set out for “Second and subsequent mortgages outstanding” in the column “Amounts Outstanding” in the second table of the Memo Items to Section IV of the Mortgage Loans Report, before deducting any allowance for expected credit losses.

Real Estate Under Power of Sale or Foreclosed Properties

[...]

Calculate by adding together

(a) for foreclosed properties located in Canada, the amount set out in the column “Total” for Foreclosed long-lived assets acquired in the liquidation of a loan — Held for sale of Section I — Memo Items of the Consolidated Monthly Balance Sheet, and
(b) for real estate under power of sale, the amount set out in the column “Total” for Power of Sale Loans related to Real Estate of Section I — Memo Items of the Consolidated Monthly Balance Sheet.

Table 8

A	B	C	D	E
Type	Amount	Percentage of Total Mortgage Loans [...]	Range of Results	ScoreFootnote ^**
Residential Properties Mortgage Loans			< 50% = 0 [...]
Land Development Mortgage Loans			> 10% = 0 [...]
Hotel and Motel Properties Mortgage Loans			> 10% = 0 [...]
Industrial Properties Mortgage Loans			> 15% = 0 [...]
Single Family Dwelling Properties Mortgage Loans			< 35% = 0 [...]
Second or Subsequent Mortgage Loans			> 10% = 0 [...]
Real Estate Under Power of Sale or Foreclosed Properties			> 8% = 0 [...]

[...]

Lowest score in Column E of Table 8 is 0

0

Elements Use the instructions below to arrive at the elements of the formula. Refer to the Consolidated Monthly Balance Sheet and Section I of the Pledging and Repos Report, Reporting Manual, all completed in accordance with that Manual as of the end of the fiscal year ending in the year preceding the filing year.
8-1.1.1 Total Liabilities The total liabilities is calculated by deducting from the amount set out in the column “Total” for Total Liabilities and Shareholders’ Equity the amounts included as shareholders’ equity in Section II – Liabilities of the Consolidated Monthly Balance Sheet.
8-1.1.2 Subordinated Debt The total subordinated debt is the amount set out in the column “Total” for Subordinated Debt in Section II – Liabilities of the Consolidated Monthly Balance Sheet.
8-1.1.3 Covered Bonds Liabilities The covered bonds liabilities is the total of the amounts set out in the column “Total” for Selected information on covered bonds liabilities in Section II – Memo Items of the Consolidated Monthly Balance Sheet.
8-1.1.4 Securitization Liabilities The securitization liabilities is the total of the amounts set out in the column “Total” for Securitization notes payable (institution’s own assets) and Securitization notes payable (third party assets) as set out for the Mortgages and Loans Payable in Section II – Memo Items of the Consolidated Monthly Balance Sheet.
8-1.1.5 Repos The obligations related to assets sold under repurchase agreements is the amount set out in the column “Total” for Obligations related to assets sold under repurchase agreements in Section II – Liabilities of the Consolidated Monthly Balance Sheet.
8-1.1.6 Shorts The obligations related to borrowed securities is the amount set out in the column “Total” for Obligations related to borrowed securities in Section II – Liabilities of the Consolidated Monthly Balance Sheet.
8-1.1.7 Total Assets The total assets is the amount set out in the column “Total” for Total assets in Section I – Assets of the Consolidated Monthly Balance Sheet.
8-1.1.8 Impairment Impairment is the total amount set out in the column “Credit Impaired Assets” less the aggregate of the total amount set out in the column “Collectively Assessed Allowance” and the total amount set out in the column “Individually Assessed Allowance” under “Assets and expected credit losses allowances” in the Memo Items to Section I of the Consolidated Monthly Balance Sheet.
8-1.1.9 Total Pledged Assets The total pledged assets is the total of the amounts set out in the column “OUTSTANDING END OF PERIOD – CONSOLIDATED ENTITY” for TOTAL and REPURCHASE AGREEMENTS (REPOS) of SECTION I – PLEDGING AND REPURCHASE AGREEMENTS of the Pledging and Repos Report.

Result of the formula in 8-1.2 is ≥ 50%

0

If the result of the threshold formula in section 8 is greater than 90%, indicate a score of five for element 9.4 and do not complete section 9.

If the result of the threshold formula in section 8 is equal to or less than 90%, or the member institution is a domestic systemically important bank, complete section 9.

Entity

Has the same meaning as in section 2 of the Bank Act.

Industry Sector List

Table 9

Industry Sector	Column A	Column B (Column A minus element 9.3; if negative, report “0”)
Result of the threshold formula in section 8 is > 90%		5
Aggregate commercial loan Concentration Ratio (9) ≥ 300%		0

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This Reporting Form was prepared by

Certification

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Canada Deposit Insurance Corporation Differential Premiums By-law - SOR/99-120 (SCHEDULE 2)

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1.1 Leverage Ratio (%)

Indicate the leverage ratio (%) as set out in Section 1 – Leverage Ratio Calculation of the LRR.

[...]

1.2 Authorized Leverage Ratio (%)

Indicate the authorized leverage ratio (%) as set out in Section 1 – Leverage Ratio Calculation of the LRR.

[...]

Table 6A — Impaired Off-balance Sheet Assets

Undrawn commitments – excluding securitization exposure	Standardized Approach		0%

[...]

Table 6B — Impaired OTC Derivative Contracts

[...]

Assets for Year 4 is the amount that the member institution determines by adding the following:

(a) the total of the amounts set out in the column “Total” for Securitized Assets – Unrecognized – Institution’s own assets (bank originated or purchased) – Traditional securitizations of Section I – Memo Items of the Consolidated Monthly Balance Sheet,

7.4.1 On-balance sheet assets

Indicate the amount set out in the column “Accounting balance sheet value” for On-balance sheet assets - for purposes of the Leverage Ratio, as set out in Section 1 – Leverage Ratio Calculation of the LRR.

7.4.2 Off-balance sheet Eligible servicer cash advances or facilities

Indicate the amount set out in the column “Notional Amount” for Eligible servicer cash advances or facilities – 10% CCF, as set out in Section 1 – Leverage Ratio Calculation of the LRR.

7.4.3 Other Off-balance sheet Securitization exposures

Indicate the amount set out in the column “Notional Amount” for Other off-balance sheet securitization exposures – 100% CCF, as set out in Section 1 – Leverage Ratio Calculation of the LRR.

7.4.4 Off-balance sheet Direct credit substitutes

Indicate the amount set out in the column “Notional Amount” for Direct credit substitutes – 100% CCF, as set out in Section 1 – Leverage Ratio Calculation of the LRR.

7.4.5 Off-balance sheet Transaction-related contingent items

Indicate the amount set out in the column “Notional Amount” for Transaction-related contingent items – 50% CCF, as set out in Section 1 – Leverage Ratio Calculation of the LRR.

7.4.6 Off-balance sheet Short-term self-liquidating trade letters of credit

Indicate the amount set out in the column “Notional Amount” for Short-term self-liquidating trade letters of credit – 20% CCF, as set out in Section 1 – Leverage Ratio Calculation of the LRR.

7.4.7 Total derivative contract exposure (not covered)

Indicate the amount set out in the column “Total Contracts” for “(A) Single derivative exposure not covered by an eligible netting contract, (i) Replacement cost”, as set out in Section 2 – Derivative Exposure Calculation of the LRR.

7.4.8 Total derivative contract exposure (covered)

Indicate the amount set out in the column “Total Contracts” for “(B) Derivative exposure covered by an eligible netting contract, (i) Replacement cost”, as set out in Section 2 – Derivative Exposure Calculation of the LRR.

7.4.9 On-balance sheet Derivatives

Indicate the amount set out in the column “Accounting balance sheet value” for Derivatives, as set out in Section 1 – Leverage Ratio Calculation of the LRR.

7.4.10 Net Common Equity Tier 1 Capital (CET1 after all deductions)

[...]

7.4.11 Gross Common Equity Tier 1 Capital

[...]

7.4.12 Total Deduction from Additional Tier 1 Capital

[...]

7.4.13 Total Deduction from Tier 2 Capital

[...]

7.4.14 Eligible Stage 1 and Stage 2 allowance

[...]

7.4.15 Excess allowance

[...]

7.4.16 Direct credit substitutes – credit derivatives – Standardized Approach

[...]

7.4.17 Direct credit substitutes – credit derivatives – Foundation IRB approach

[...]

7.4.18 Direct credit substitutes – credit derivatives – Advanced IRB approach

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7.4.19 Sale and repurchase agreements – Standardized approach

[...]

7.4.20 Sale and repurchase agreements – Foundation IRB approach

[...]

7.4.21 Sale and repurchase agreements – Advanced IRB approach

[...]

7.4.22 Stage 1 and Stage 2 allowance on balance sheet assets

[...]

7.4.23 “On-balance sheet” securitization exposures

[...]

7.4.24 Adjustments – measurement bases

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7.4.25 Adjustments – recognition bases

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Elements

[...]

Refer to the Mortgage Loans Report, the Non-Mortgage Loans Report and Section I – Assets of the Consolidated Monthly Balance Sheet, Reporting Manual, all completed in accordance with that Manual as of the end of the fiscal year ending in the year preceding the filing year.

8.1 Total Mortgage Loans

The total mortgage loans is the sum of the amounts set out in the column “Total” under “Total Mortgage Loans” and “Less allowance for expected credit losses” in Section I of the Mortgage Loans Report.

8.3 Total Securities

The total securities is the total of the amounts set out in the column “Total” for Securities set out in Section I — Assets of the Consolidated Monthly Balance Sheet.

8.4 Total Acceptances

The total acceptances is the total of the amounts set out in the column “Total” for “Customers liability under acceptances, less allowance for expected credit losses” in Section I — Assets of the Consolidated Monthly Balance Sheet.

If the result of the threshold formula is less than 10%, score five for element 8.5 and do not complete the rest of section 8.

If that result is greater than or equal to 10%, complete the rest of section 8.

Fill in Table 8 using the definitions and instructions below.

Refer to Section III of the Mortgage Loans Report, Reporting Manual, completed in accordance with that Manual as of the end of the fiscal year ending in the year preceding the filing year. A member institution may complete these calculations using the information reported in the Mortgage Loans Report filed at its year-end or, if not filed at its year-end, at the calendar quarter-end preceding that year-end.

Residential Properties Mortgage Loans

[...]

Calculate the total mortgage loans of this type by adding together the amounts set out for “Total Residential” in the columns “Insured” and “Uninsured” under “Gross Mortgage Loans Outstanding” in Section III of the Mortgage Loans Report, before deducting any allowance for expected credit losses.

Land Development Mortgage Loans

[...]

Calculate by adding together

(a) the total land banking and development mortgage loans determined by adding together the amounts set out for “Land Banking and Development” in the columns “Insured” and “Uninsured” under “Gross Mortgage Loans Outstanding” in Section III of the Mortgage Loans Report, before deducting any allowance for expected credit losses, and
(b) the total residential interim construction mortgage loans determined by adding together the amounts set out for “Residential interim construction mortgages” in the columns “Insured” and “Uninsured” under “Gross Mortgage Loans Outstanding” in Section III of the Mortgage Loans Report, before deducting any allowance for expected credit losses.

Hotel and Motel Properties Mortgage Loans

[...]

Calculate the total mortgage loans of this type by adding together the amounts set out for “Hotels/motels” in the columns “Insured” and “Uninsured” under “Gross Mortgage Loans Outstanding” in Section III of the Mortgage Loans Report, before deducting any allowance for expected credit losses.

Industrial Properties Mortgage Loans

[...]

Calculate the total mortgage loans of this type by adding together the amounts set out for “Industrial buildings” in the columns “Insured” and “Uninsured” under “Gross Mortgage Loans Outstanding” in Section III of the Mortgage Loans Report, before deducting any allowance for expected credit losses.

Single Family Dwelling Properties Mortgage Loans

[...]

Calculate the total mortgage loans of this type by adding together the amounts set out for “Single detached” and “Individual condominium units” in the columns “Insured” and “Uninsured” under “Gross Mortgage Loans Outstanding” in Section III of the Mortgage Loans Report, before deducting any allowance for expected credit losses.

Second or Subsequent Mortgage Loans Outstanding

[...]

The total mortgage loans of this type is the amount set out for “Second and subsequent mortgages outstanding” in the column “Amounts Outstanding” in the second table of the Memo Items to Section IV of the Mortgage Loans Report, before deducting any allowance for expected credit losses.

Real Estate Under Power of Sale or Foreclosed Properties

[...]

Calculate by adding together

(a) for foreclosed properties located in Canada, the amount set out in the column “Total” for Foreclosed long-lived assets acquired in the liquidation of a loan — Held for sale of Section I — Memo Items of the Consolidated Monthly Balance Sheet, and
(b) for real estate under power of sale, the amount set out in the column “Total” for Power of Sale Loans related to Real Estate of Section I — Memo Items of the Consolidated Monthly Balance Sheet.

Table 8

A	B	C	D	E
Type	Amount	Percentage of Total Mortgage Loans [...]	Range of Results	ScoreFootnote ^**
Residential Properties Mortgage Loans			< 50% = 0 [...]
Land Development Mortgage Loans			> 10% = 0 [...]
Hotel and Motel Properties Mortgage Loans			> 10% = 0 [...]
Industrial Properties Mortgage Loans			> 15% = 0 [...]
Single Family Dwelling Properties Mortgage Loans			< 35% = 0 [...]
Second or Subsequent Mortgage Loans			> 10% = 0 [...]
Real Estate Under Power of Sale or Foreclosed Properties			> 8% = 0 [...]

[...]

Elements Use the instructions below to arrive at the elements of the formula. Refer to the Consolidated Monthly Balance Sheet, the Return of Allowances for Expected Credit Losses and Section I of the Pledging and Repos Report, Reporting Manual, all completed in accordance with that Manual as of the end of the fiscal year ending in the year preceding the filing year.
8-1.1.1 Total Liabilities The total liabilities is calculated by deducting from the amount set out in the column “Total” for Total Liabilities and Shareholders’ Equity the amounts included as shareholders’ equity in Section II – Liabilities of the Consolidated Monthly Balance Sheet.
8-1.1.2 Subordinated Debt The total subordinated debt is the amount set out in the column “Total” for Subordinated Debt in Section II – Liabilities of the Consolidated Monthly Balance Sheet.
8-1.1.3 Covered Bonds Liabilities The covered bonds liabilities is the total of the amounts set out in the column “Total” for Selected information on covered bonds liabilities in Section II – Memo Items of the Consolidated Monthly Balance Sheet.
8-1.1.4 Securitization Liabilities The securitization liabilities is the total of the amounts set out in the column “Total” for Securitization notes payable (institution’s own assets) and Securitization notes payable (third party assets) as set out for the Mortgages and Loans Payable in Section II – Memo Items of the Consolidated Monthly Balance Sheet.
8-1.1.5 Repos The obligations related to assets sold under repurchase agreements is the amount set out in the column “Total” for Obligations related to assets sold under repurchase agreements in Section II – Liabilities of the Consolidated Monthly Balance Sheet.
8-1.1.6 Shorts The obligations related to borrowed securities is the amount set out in the column “Total” for Obligations related to borrowed securities in Section II – Liabilities of the Consolidated Monthly Balance Sheet.
8-1.1.7 Total Assets The total assets is the amount set out in the column “Total” for Total assets in Section I – Assets of the Consolidated Monthly Balance Sheet.
8-1.1.9 Total Pledged Assets The total pledged assets is the total of the amounts set out in the column “OUTSTANDING END OF PERIOD – CONSOLIDATED ENTITY” for TOTAL and REPURCHASE AGREEMENTS (REPOS) of SECTION I – PLEDGING AND REPURCHASE AGREEMENTS of the Pledging and Repos Report.

If the result of the threshold formula in section 8 is greater than 90%, indicate a score of five for element 9.4 and do not complete section 9.

If the result of the threshold formula in section 8 is equal to or less than 90%, or the member institution is a domestic systemically important bank, complete section 9.

Entity

Has the same meaning as in section 2 of the Bank Act.

Industry Sector List

Table 9

Industry Sector

Column A

Column B (Column A minus element 9.3; if negative, report “0”)

[...]

This Reporting Form was prepared by

Certification

[...]

Canada Deposit Insurance Corporation Differential Premiums By-law - SOR/99-120 (Section 24.1)

24.1 (1) Subject to section 27, the Corporation shall compare the result obtained for a member institution in respect of the factor in item 7 of the Reporting Form with the range of results set out for that factor in column 2 of item 9 of Part 2 of Schedule 3 and shall assign to the institution the score set out in column 3 of that item that corresponds to that institution’s result.

[...]

Canada Deposit Insurance Corporation Differential Premiums By-law - SOR/99-120 (Section 30)

30 (1) In this section, supervisory authority means an examiner, a regulator, any foreign authority that monitors the activities of financial institutions and a securities commission, a stock exchange or any other similar authority.
(2) The Corporation shall, based on information about the safety, soundness, financial condition and viability of each member institution, including such information that is produced by supervisory authorities, rating agencies, industry analysts or other experts, that has come to the attention of the Corporation, including information about the affiliates of the member institution, assign to the institution a score of
- [...]
- (c) 0 if, as of April 30 of the filing year, information has come to its attention about circumstances that compromise the safety, soundness, financial condition or viability of the institution.

Canada Deposit Insurance Corporation Differential Premiums By-law - SOR/99-120 (SCHEDULE 3 : Scoring Grid — Quantitative Assessment)

[...]

PART 1

Capital Adequacy

Range of Results
	Column 1	Column 2	Column 3	Column 4
Item	Leverage Ratio	Score	Tier 1 Capital Ratio	Score
3	Leverage ratio is < 100% of the leverage ratio authorized by the regulator	0	Tier 1 capital ratio is < the minimum Tier 1 capital ratio required by the regulator	0

PART 2

Other Quantitative Factors or Criteria

	Column 1	Column 2	Column 3
Item	Factors or Criteria	Range of Results	Score
< 0.75% (including negative results)	0
5	Mean Adjusted Net Income Volatility	≥ 0 and ≤ 0.5	5
> 1.25	0
if the result is negative or the mean net income or loss is zero	0
[...]	≥ 0	5
[...]	≥ 0 and < 0 respectively	3
[...]	< 0	0
7	Efficiency Ratio	≥ 0% and ≤ 65%	5
< 0% or > 85%	0
≥ 40%	0
> 40%	0
Lowest score in Column E of Table 8 of item 8 of the Reporting Form set out in Part 2 of Schedule 2 is 0	0
8-1.2 ≥ 50%	0
≥ 300%	0

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This Reporting Form was prepared by

Certification

This Reporting Form was prepared by

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