Canada Deposit Insurance Corporation Differential Premiums By-law
Version of the schedule from 2006-03-22 to 2014-02-10:
SCHEDULE 3(Subsection 1(5) and sections 21 to 24 and 26)Scoring Grid — Quantitative Assessment
SCHEDULE 3(Subsection 1(5) and sections 21 to 24 and 26)Scoring Grid — Quantitative Assessment
Capital Adequacy
Range of Results | ||||
---|---|---|---|---|
Column 1 | Column 2 | Column 3 | Column 4 | |
Item | Assets to Capital Multiple | Tier 1 Risk-Based Capital Ratio | Total Risk-Based Capital Ratio | Score |
1 | ≤ the multiple authorized by the regulator | ≥ 7% | ≥ 10% if no total risk-based capital ratio is required by the regulator, or if that required ratio is equal to 8% or ≥ 125% of the total risk-based capital ratio required by the regulator, if that ratio is > 8% | 20 |
2 | ≤ the multiple authorized by the regulator | ≥ 4% and < 7% | ≥ 8% and < 10% if no total risk-based capital ratio is required by the regulator, or if that required ratio is equal to 8% or ≥ 100% and < 125% of the total risk-based capital ratio required by the regulator, if that ratio is > 8% | 13 |
3 | > the multiple authorized by the regulator | < 4% | < 8% if no total risk-based capital ratio is required by the regulator, or if that required ratio is equal to 8% or < 100% of the total risk-based capital ratio required by the regulator, if that ratio is > 8% | 0 |
Other Quantitative Factors or Criteria
Column 1 | Column 2 | Column 3 | |
---|---|---|---|
Item | Factors or Criteria | Range of Results | Score |
4 | Return on Risk-Weighted Assets | ≥ 1.15 | 5 |
≥ 0.75 and < 1.15 | 3 | ||
< 0.75 (including negative results) | 0 | ||
5 | Mean Adjusted Net Income Volatility | ≥ 0 and ≤ 0.4 | 5 |
> 0.4 and ≤ 1.0 | 3 | ||
> 1.0 | 0 | ||
if the result is negative or the mean net income or loss is zero | 0 | ||
6 | Stress-tested Net Income | ||
(a) using 2.8 semi-deviations | ≥ 0 | 5 | |
(b) using 1.4 and 2.8 semi-deviations | ≥ 0 and < 0 respectively | 3 | |
(c) using 1.4 semi-deviations | < 0 | 0 | |
7 | Efficiency Ratio | ≤ 65% | 5 |
> 65% and ≤ 85% | 3 | ||
> 85% | 0 | ||
8 | Net Impaired Assets (Including Net Unrealized Losses on Securities) To Total Capital | < 20% | 5 |
≥ 20% and < 40% | 3 | ||
≥ 40% | 0 | ||
9 | Three Year Moving Average Asset Growth | ≤ 20% (including negative results) | 5 |
> 20% and ≤ 40% | 3 | ||
> 40% | 0 | ||
10 | Aggregate Commercial Loan Concentration Ratio | < 150% | 5 |
≥ 150% and < 350% | 3 | ||
≥ 350% | 0 |
- SOR/2005-48, ss. 19, 20
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