Regulatory Alerts2026-09-10
Added
Capital Adequacy Requirements (CAR) (2027) – Chapter 9 – Market Risk
This guideline establishes market risk capital requirements for internationally active banks, bank holding companies, and trust and loan companies, with mandatory application to domestic systemically important banks designated by OSFI. The document defines market risk terminology, delineates the boundary between the banking and trading books, and specifies the standardized approach and internal models approach for calculating capital requirements. It mandates the use of specific external credit assessment institutions for ratings and sets out detailed criteria for model validation, backtesting, and profit and loss attribution. The requirements become effective in November 2026 or January 2027, depending on the institution's fiscal year-end.
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