2026-09-10

Added

Capital Adequacy Requirements (CAR) (2027) – Chapter 7 – Settlement and Counterparty Risk

This guideline establishes capital requirements for counterparty credit risk and settlement risk for banks, bank holding companies, federally regulated trust and loan companies, and cooperative retail associations. It mandates the use of either the Internal Modelling Method or the Standardized Approach for Counterparty Credit Risk to estimate exposure at default, while defining specific terms, netting sets, and margin agreements. The document sets effective dates of November 2026 or January 2027 depending on the institution's fiscal year end.

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Office of the Superintendent of Financial Institutions

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