Canada Deposit Insurance Corporation Differential Premiums By-law
Version of the schedule from 2020-02-03 to 2024-03-07:
SCHEDULE 3(Subsection 1(5) and sections 21 to 24.1 and 26)Scoring Grid — Quantitative Assessment
SCHEDULE 3(Subsection 1(5) and sections 21 to 24.1 and 26)Scoring Grid — Quantitative Assessment
Capital Adequacy
Range of Results | ||||
---|---|---|---|---|
Column 1 | Column 2 | Column 3 | Column 4 | |
Item | Leverage Ratio | Score | Tier 1 Capital Ratio | Score |
1 | Leverage ratio is ≥ 110% of the leverage ratio authorized by the regulator | 10 | Tier 1 capital ratio is > the “all in” target Tier 1 capital ratio set by the regulator for the member institution | 10 |
2 | Leverage ratio is ≥ 100% but < 110% of the leverage ratio authorized by the regulator | 7 | Tier 1 capital ratio is ≤ the “all in” target Tier 1 capital ratio set by the regulator for the member institution but ≥ the minimum Tier 1 capital ratio required by the regulator | 6 |
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 |
Total of Leverage Ratio Score plus Tier 1 Capital Ratio Score |
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 ≤ 0.5 | 5 |
> 0.5 and ≤ 1.25 | 3 | ||
> 1.25 | 0 | ||
if the result is negative or the mean net income or loss is zero | 0 | ||
6 | Stress-Tested Net Income | ||
| ≥ 0 | 5 | |
| ≥ 0 and < 0 respectively | 3 | |
| < 0 | 0 | |
7 | Efficiency Ratio | ≥ 0% and ≤ 65% | 5 |
> 65% and ≤ 85% | 3 | ||
< 0% or > 85% | 0 | ||
8 | Net Impaired Assets to Total Capital | < 20% | 5 |
≥ 20% and < 40% | 3 | ||
≥ 40% | 0 | ||
9 | Three-Year Moving Average Asset Growth | ≤ 15% (including negative results) | 5 |
> 15% and ≤ 40% | 3 | ||
> 40% | 0 | ||
10 | Real Estate Asset ConcentrationFootnote for PART 2 Other Quantitative Factors or Criteria1 | Threshold formula result is ≤ 10% | 5 |
All scores in Column E of Table 8 of item 8 of the Reporting Form set out in Part 2 of Schedule 2 are 5 | 5 | ||
Lowest score in Column E of Table 8 of item 8 of the Reporting Form set out in Part 2 of Schedule 2 is 3 | 3 | ||
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 | ||
11 | Asset Encumbrance MeasureFootnote for PART 2 Other Quantitative Factors or Criteria2 | 8-1.1 ≤ 100% | 5 |
8-1.2 < 50% | 3 | ||
8-1.2 ≥ 50% | 0 | ||
12 | Aggregate Commercial Loan Concentration Ratio | Result of Threshold formula in item 8 of the Reporting Form set out in Part 2 of Schedule 2 is > 90% | 5 |
< 100% | 5 | ||
≥ 100% and < 300% | 3 | ||
≥ 300% | 0 |
Return to footnote 1The Real Estate Asset Concentration Score applies to member institutions other than domestic systemically important banks.
Return to footnote 2The Asset Encumbrance Measure Score applies to member institutions that are domestic systemically important banks.
- SOR/2005-48, ss. 19, 20
- SOR/2014-29, s. 7
- SOR/2015-75, s. 25
- SOR/2016-11, s. 8
- SOR/2017-22, s. 10(E)
- SOR/2018-8, s. 9
- SOR/2019-43, s. 18
- SOR/2020-21, s. 16
- Date modified: